... | ... |
@@ -739,3 +739,3 @@ |
739 | 739 |
{ |
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return -std::log(real<double>())/lambda; |
|
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return -std::log(1.0-real<double>())/lambda; |
|
741 | 741 |
} |
... | ... |
@@ -784,2 +784,29 @@ |
784 | 784 |
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/// Weibull distribution |
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|
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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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|
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/// Pareto distribution |
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|
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/// This function generates a Pareto distribution random number. |
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/// |
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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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{ |
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return x_min*pow(1.0-real<double>(),1.0/k); |
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} |
|
785 | 812 |
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