Changeset 12:435bbc8127b3 in lemon1.0
 Timestamp:
 12/22/07 08:01:20 (12 years ago)
 Branch:
 default
 Children:
 13:83c84df7a956, 14:8685efdef52f
 Phase:
 public
 File:

 1 edited
Legend:
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lemon/random.h
r11 r12 799 799 /// This function generates a Pareto distribution random number. 800 800 /// 801 ///\param k shape parameter (<tt>k>0</tt>) 801 802 ///\param x_min location parameter (<tt>x_min>0</tt>) 802 ///\param k shape parameter (<tt>k>0</tt>) 803 /// 804 ///\warning This function used inverse transform sampling, therefore may 805 ///suffer from numerical unstability. 806 /// 807 ///\todo Implement a numerically stable method 808 double pareto(double x_min,double k) 809 { 810 return x_min*pow(1.0real<double>(),1.0/k); 803 /// 804 double pareto(double k,double x_min) 805 { 806 return exponential(gamma(k,1.0/x_min)); 811 807 } 812 808
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