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796 |
796 |
797 /// Pareto distribution |
797 /// Pareto distribution |
798 |
798 |
799 /// This function generates a Pareto distribution random number. |
799 /// This function generates a Pareto distribution random number. |
800 /// |
800 /// |
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801 ///\param k shape parameter (<tt>k>0</tt>) |
801 ///\param x_min location parameter (<tt>x_min>0</tt>) |
802 ///\param x_min location parameter (<tt>x_min>0</tt>) |
802 ///\param k shape parameter (<tt>k>0</tt>) |
803 /// |
803 /// |
804 double pareto(double k,double x_min) |
804 ///\warning This function used inverse transform sampling, therefore may |
805 { |
805 ///suffer from numerical unstability. |
806 return exponential(gamma(k,1.0/x_min)); |
806 /// |
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807 ///\todo Implement a numerically stable method |
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808 double pareto(double x_min,double k) |
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809 { |
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810 return x_min*pow(1.0-real<double>(),1.0/k); |
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811 } |
807 } |
812 |
808 |
813 ///@} |
809 ///@} |
814 |
810 |
815 ///\name Two dimensional distributions |
811 ///\name Two dimensional distributions |