Changeset - r12:435bbc8127b3
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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.
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1 file changed with 3 insertions and 7 deletions:
lemon/random.h
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lemon/random.h
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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 x_min,double k)
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    double pareto(double k,double x_min)
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    {
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      return x_min*pow(1.0-real<double>(),1.0/k);
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      return exponential(gamma(k,1.0/x_min));
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    }
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