| 1 | ;; Logarithmic distribution |
|---|
| 2 | ;; Liam Healy, Sat Nov 25 2006 - 16:00 |
|---|
| 3 | ;; Time-stamp: <2008-02-17 15:36:14EST logarithmic.lisp> |
|---|
| 4 | ;; $Id$ |
|---|
| 5 | |
|---|
| 6 | (in-package :gsl) |
|---|
| 7 | |
|---|
| 8 | (defmfun logarithmic (generator p) |
|---|
| 9 | "gsl_ran_logarithmic" |
|---|
| 10 | (((generator generator) :pointer) (p :double)) |
|---|
| 11 | :c-return :uint |
|---|
| 12 | :documentation ; FDL |
|---|
| 13 | "A random integer from the logarithmic distribution. |
|---|
| 14 | The probability distribution for logarithmic random variates |
|---|
| 15 | is p(k) = {-1 \over \log(1-p)} {\left( p^k \over k \right)} |
|---|
| 16 | for k >= 1.") |
|---|
| 17 | |
|---|
| 18 | (defmfun logarithmic-pdf (k p) |
|---|
| 19 | "gsl_ran_logarithmic_pdf" ((k :uint) (p :double)) |
|---|
| 20 | :c-return :double |
|---|
| 21 | :documentation |
|---|
| 22 | "The probability p(k) of obtaining k |
|---|
| 23 | from a logarithmic distribution with probability parameter p, |
|---|
| 24 | using the formula given in #'logarithmic.") |
|---|
| 25 | |
|---|
| 26 | ;;; Examples and unit test |
|---|
| 27 | #| |
|---|
| 28 | (make-tests logarithmic |
|---|
| 29 | (letm ((rng (random-number-generator *mt19937* 0))) |
|---|
| 30 | (loop for i from 0 to 10 |
|---|
| 31 | collect |
|---|
| 32 | (logarithmic rng 0.9d0))) |
|---|
| 33 | (logarithmic-pdf 2 0.4d0)) |
|---|
| 34 | |# |
|---|
| 35 | |
|---|
| 36 | (LISP-UNIT:DEFINE-TEST LOGARITHMIC |
|---|
| 37 | (LISP-UNIT::ASSERT-NUMERICAL-EQUAL |
|---|
| 38 | (LIST (LIST 1 3 1 4 1 1 2 1 1 5 2)) |
|---|
| 39 | (MULTIPLE-VALUE-LIST |
|---|
| 40 | (LETM ((RNG (RANDOM-NUMBER-GENERATOR *MT19937* 0))) |
|---|
| 41 | (LOOP FOR I FROM 0 TO 10 COLLECT |
|---|
| 42 | (LOGARITHMIC RNG 0.9d0))))) |
|---|
| 43 | (LISP-UNIT::ASSERT-NUMERICAL-EQUAL |
|---|
| 44 | (LIST 0.15660921511769743d0) |
|---|
| 45 | (MULTIPLE-VALUE-LIST (LOGARITHMIC-PDF 2 0.4d0)))) |
|---|
| 46 | |
|---|