Changeset 12:435bbc8127b3 in lemon-1.2 for lemon/random.h

Timestamp:

12/22/07 08:01:20 (17 years ago)

Author:

Alpar Juttner <alpar@…>

Branch:

default

Children:

13:83c84df7a956, 14:8685efdef52f

Phase:

public

Message:

A better way of generating pareto distr, and swap its parameters.

• Pareto distribution is now generated as a composition of a Gamma and an exponential one
• Similarly to gamma() and weibull(), the shape parameter became the first one.

File:

• lemon/random.h (modified) (1 diff)

lemon/random.h

@@ -799 +799 @@
     /// This function generates a Pareto distribution random number.
     /// 
+    ///\param k shape parameter (<tt>k>0</tt>)
     ///\param x_min location parameter (<tt>x_min>0</tt>)
-    ///\param k shape parameter (<tt>k>0</tt>)
-    ///
-    ///\warning This function used inverse transform sampling, therefore may
-    ///suffer from numerical unstability.
-    ///
-    ///\todo Implement a numerically stable method
-    double pareto(double x_min,double k)
-    {
-      return x_min*pow(1.0-real<double>(),1.0/k);
+    ///
+    double pareto(double k,double x_min)
+    {
+      return exponential(gamma(k,1.0/x_min));
     }