Changeset - r12:435bbc8127b3
« 11:ea5945
14:8685ef »
13:83c84d »
gravatar
alpar (Alpar Juttner)
alpar@cs.elte.hu
A better way of generating pareto distr, and swap its parameters. - Pareto distribution is now generated as a composition of a Gamma and an exponential one - Similarly to gamma() and weibull(), the shape parameter became the first one.
0 1 0
default
1 file changed with 3 insertions and 7 deletions:
lemon/random.h
3
7
↑ Collapse diff ↑
lemon/random.h
Ignore white space 6 line context
... ... 
@@ -798,16 +798,12 @@
798 798 

			




	799
	799
	
		
    /// This function generates a Pareto distribution random number.


			




	800
	800
	
		
    /// 


			




	
	801
	
		
    ///\param k shape parameter (<tt>k>0</tt>)


			




	801
	802
	
		
    ///\param x_min location parameter (<tt>x_min>0</tt>)


			




	802
	
	
		
    ///\param k shape parameter (<tt>k>0</tt>)


			




	803
	803
	
		
    ///


			




	804
	
	
		
    ///\warning This function used inverse transform sampling, therefore may


			




	805
	
	
		
    ///suffer from numerical unstability.


			




	806
	
	
		
    ///


			




	807
	
	
		
    ///\todo Implement a numerically stable method


			




	808
	
	
		
    double pareto(double x_min,double k)


			




	
	804
	
		
    double pareto(double k,double x_min)


			




	809
	805
	
		
    {


			




	810
	
	
		
      return x_min*pow(1.0-real<double>(),1.0/k);


			




	
	806
	
		
      return exponential(gamma(k,1.0/x_min));


			




	811
	807
	
		
    }  


			




	812
	808
	
		
      


			




	813
	809
	
		
    ///@}


			




        

    






    
    



    


    

     
    
0 comments (0 inline)