root/trunk/random/bernoulli.lisp

;; Bernoulli distribution
;; Liam Healy, Sat Nov 25 2006 - 16:59
;; Time-stamp: <2008-02-17 13:39:15EST bernoulli.lisp>
;; $Id$

(in-package :gsl)

(defmfun bernoulli (generator p)
  "gsl_ran_bernoulli"
  (((generator generator) :pointer) (p :double))
  :c-return :uint
  :documentation                        ; FDL
  "Returns either 0 or 1, the result of a Bernoulli trial
   with probability p.  The probability distribution for
   a Bernoulli trial is
   p(0) = 1 - p
   p(1) = p.")

(defmfun bernoulli-pdf (k p)
  "gsl_ran_bernoulli_pdf" ((k :uint) (p :double))
  :c-return :double
  :documentation                        ; FDL
  "The probability p(k) of obtaining
  k from a Bernoulli distribution with probability parameter
  p, using the formula given in #'bernoulli.")

;;; Examples and unit test
#|
(make-tests bernoulli
  (letm ((rng (random-number-generator *mt19937* 0)))
     (loop for i from 0 to 10
           collect
           (bernoulli rng 0.5d0)))
  (bernoulli-pdf 0 0.5d0))
|#

(LISP-UNIT:DEFINE-TEST BERNOULLI
  (LISP-UNIT::ASSERT-NUMERICAL-EQUAL
   (LIST (LIST 0 1 1 0 1 1 0 0 0 0 0))
   (MULTIPLE-VALUE-LIST
    (LETM ((RNG (RANDOM-NUMBER-GENERATOR *MT19937* 0)))
      (LOOP FOR I FROM 0 TO 10 COLLECT
            (BERNOULLI RNG 0.5d0)))))
  (LISP-UNIT::ASSERT-NUMERICAL-EQUAL
   (LIST 0.5d0)
   (MULTIPLE-VALUE-LIST (BERNOULLI-PDF 0 0.5d0))))