r11:ea5945b2da9c
Fri, 21 Dec 2007 02:32:24
[Not Reviewed]
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@@ -734,13 +734,13 @@ |
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/// This function generates an exponential distribution random number |
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/// with mean <tt>1/lambda</tt>. |
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/// |
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double exponential(double lambda=1.0) |
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{
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return -std::log(real<double>())/lambda; |
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return -std::log(1.0-real<double>())/lambda; |
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} |
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/// Gamma distribution with given integer shape |
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/// This function generates a gamma distribution random number. |
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/// |
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@@ -779,12 +779,39 @@ |
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nu=V0*std::exp(-xi); |
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} |
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} while(nu>std::pow(xi,delta-1.0)*std::exp(-xi)); |
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return theta*(xi-gamma(int(std::floor(k)))); |
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} |
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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 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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} |
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///@} |
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///\name Two dimensional distributions |
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/// |
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