... | ... |
@@ -789,34 +789,30 @@ |
789 | 789 |
///\param k shape parameter (<tt>k>0</tt>) |
790 | 790 |
///\param lambda scale parameter (<tt>lambda>0</tt>) |
791 | 791 |
/// |
792 | 792 |
double weibull(double k,double lambda) |
793 | 793 |
{ |
794 | 794 |
return lambda*pow(-std::log(1.0-real<double>()),1.0/k); |
795 | 795 |
} |
796 | 796 |
|
797 | 797 |
/// Pareto distribution |
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 |
|
804 |
double pareto(double k,double x_min) |
|
809 | 805 |
{ |
810 |
return |
|
806 |
return exponential(gamma(k,1.0/x_min)); |
|
811 | 807 |
} |
812 | 808 |
|
813 | 809 |
///@} |
814 | 810 |
|
815 | 811 |
///\name Two dimensional distributions |
816 | 812 |
/// |
817 | 813 |
|
818 | 814 |
///@{ |
819 | 815 |
|
820 | 816 |
/// Uniform distribution on the full unit circle. |
821 | 817 |
dim2::Point<double> disc() |
822 | 818 |
{ |
0 comments (0 inline)