Rejection Sampling
gyak2_rejection_sampling.c File Reference
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <gsl/gsl_rng.h>
Include dependency graph for gyak2_rejection_sampling.c:

Go to the source code of this file.


void Generate_Corrected_Pareto (double *pointer, size_t length, double alpha, double delta, double xmin, const gsl_rng *rng)
int Hi2Lo (const void *a, const void *b)
int main (void)

Function Documentation

void Generate_Corrected_Pareto ( double *  pointer,
size_t  length,
double  alpha,
double  delta,
double  xmin,
const gsl_rng *  rng 

Generates a sample of size length with density function

\[ f(x; x_0, \alpha, \delta) = \frac{\alpha+\delta}{\delta} \frac{\alpha}{x_0} \left( \frac{x}{x_0} \right)^{-(\alpha+1)} \cdot \left[ 1- \left( \frac{x}{x_0} \right)^{-\delta} \right] \]

The complementary distribution function is

\[ F(x; x_0, \alpha, \delta) \equiv \mathbf{P}(X \geq x) = \frac{\alpha+\delta}{\delta} \left( \frac{x}{x_0} \right)^{-\alpha} \cdot \left[ 1-\frac{\alpha}{\alpha+\delta} \left( \frac{x}{x_0} \right)^{-\delta} \right] *\]


Definition at line 99 of file gyak2_rejection_sampling.c.

int Hi2Lo ( const void *  a,
const void *  b 

A comparator for the C library quicksort function (stdlib.h/qsort). Descending order for doubles.

Definition at line 121 of file gyak2_rejection_sampling.c.

int main ( void  )

Definition at line 54 of file gyak2_rejection_sampling.c.

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