r12:435bbc8127b3
Sat, 22 Dec 2007 08:01:20
[Not Reviewed]
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@@ -777,58 +777,54 @@ |
| 777 | 777 |
{
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xi=1.0-std::log(V1); |
| 779 | 779 |
nu=V0*std::exp(-xi); |
| 780 | 780 |
} |
| 781 | 781 |
} while(nu>std::pow(xi,delta-1.0)*std::exp(-xi)); |
| 782 | 782 |
return theta*(xi-gamma(int(std::floor(k)))); |
| 783 | 783 |
} |
| 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); |
| 795 | 795 |
} |
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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. |
| 800 | 800 |
/// |
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///\param k shape parameter (<tt>k>0</tt>) |
|
| 801 | 802 |
///\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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///@} |
| 814 | 810 |
|
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///\name Two dimensional distributions |
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/// |
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|
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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; |
| 826 | 822 |
V2=2*real<double>()-1; |
| 827 | 823 |
|
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} while(V1*V1+V2*V2>=1); |
| 829 | 825 |
return dim2::Point<double>(V1,V2); |
| 830 | 826 |
} |
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/// A kind of two dimensional Gauss distribution |
| 832 | 828 |
|
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/// This function provides a turning symmetric two-dimensional distribution. |
| 834 | 830 |
/// Both coordinates are of standard normal distribution, but they are not |
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