r92:5d4decd1b870
Fri, 14 Mar 2008 17:57:49
[Not Reviewed]
0 comments (0 inline)
0
2
0
| ... | ... |
@@ -794,24 +794,47 @@ |
| 794 | 794 |
/// Pareto distribution |
| 795 | 795 |
|
| 796 | 796 |
/// This function generates a Pareto distribution random number. |
| 797 | 797 |
/// |
| 798 | 798 |
///\param k shape parameter (<tt>k>0</tt>) |
| 799 | 799 |
///\param x_min location parameter (<tt>x_min>0</tt>) |
| 800 | 800 |
/// |
| 801 | 801 |
double pareto(double k,double x_min) |
| 802 | 802 |
{
|
| 803 | 803 |
return exponential(gamma(k,1.0/x_min)); |
| 804 | 804 |
} |
| 805 | 805 |
|
| 806 |
/// Poisson distribution |
|
| 807 |
|
|
| 808 |
/// This function generates a Poisson distribution random number with |
|
| 809 |
/// parameter \c lambda. |
|
| 810 |
/// |
|
| 811 |
/// The probability mass function of this distribusion is |
|
| 812 |
/// \f[ \frac{e^{-\lambda}\lambda^k}{k!} \f]
|
|
| 813 |
/// \note The algorithm is taken from the book of Donald E. Knuth titled |
|
| 814 |
/// ''Seminumerical Algorithms'' (1969). Its running time is linear in the |
|
| 815 |
/// return value. |
|
| 816 |
|
|
| 817 |
int poisson(double lambda) |
|
| 818 |
{
|
|
| 819 |
const double l = std::exp(-lambda); |
|
| 820 |
int k=0; |
|
| 821 |
double p = 1.0; |
|
| 822 |
do {
|
|
| 823 |
k++; |
|
| 824 |
p*=real<double>(); |
|
| 825 |
} while (p>=l); |
|
| 826 |
return k-1; |
|
| 827 |
} |
|
| 828 |
|
|
| 806 | 829 |
///@} |
| 807 | 830 |
|
| 808 | 831 |
///\name Two dimensional distributions |
| 809 | 832 |
/// |
| 810 | 833 |
|
| 811 | 834 |
///@{
|
| 812 | 835 |
|
| 813 | 836 |
/// Uniform distribution on the full unit circle |
| 814 | 837 |
|
| 815 | 838 |
/// Uniform distribution on the full unit circle. |
| 816 | 839 |
/// |
| 817 | 840 |
dim2::Point<double> disc() |
| ... | ... |
@@ -24,13 +24,14 @@ |
| 24 | 24 |
///\todo To be extended |
| 25 | 25 |
/// |
| 26 | 26 |
|
| 27 | 27 |
int main() |
| 28 | 28 |
{
|
| 29 | 29 |
double a=lemon::rnd(); |
| 30 | 30 |
check(a<1.0&&a>0.0,"This should be in [0,1)"); |
| 31 | 31 |
a=lemon::rnd.gauss(); |
| 32 | 32 |
a=lemon::rnd.gamma(3.45,0); |
| 33 | 33 |
a=lemon::rnd.gamma(4); |
| 34 | 34 |
//Does gamma work with integer k? |
| 35 | 35 |
a=lemon::rnd.gamma(4.0,0); |
| 36 |
a=lemon::rnd.poisson(.5); |
|
| 36 | 37 |
} |
0 comments (0 inline)