r12:435bbc8127b3
Sat, 22 Dec 2007 08:01:20
[Not Reviewed]
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@@ -785,42 +785,38 @@ |
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/// Weibull distribution |
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/// This function generates a Weibull distribution random number. |
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/// |
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///\param k shape parameter (<tt>k>0</tt>) |
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///\param lambda scale parameter (<tt>lambda>0</tt>) |
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/// |
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double weibull(double k,double lambda) |
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{
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return lambda*pow(-std::log(1.0-real<double>()),1.0/k); |
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} |
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/// Pareto distribution |
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/// This function generates a Pareto distribution random number. |
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/// |
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///\param k shape parameter (<tt>k>0</tt>) |
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///\param x_min location parameter (<tt>x_min>0</tt>) |
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///\param k shape parameter (<tt>k>0</tt>) |
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/// |
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///\warning This function used inverse transform sampling, therefore may |
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///suffer from numerical unstability. |
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/// |
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///\todo Implement a numerically stable method |
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double pareto(double |
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double pareto(double k,double x_min) |
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{
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return |
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return exponential(gamma(k,1.0/x_min)); |
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} |
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///@} |
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///\name Two dimensional distributions |
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/// |
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///@{
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/// Uniform distribution on the full unit circle. |
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dim2::Point<double> disc() |
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{
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double V1,V2; |
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do {
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V1=2*real<double>()-1; |
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V2=2*real<double>()-1; |
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