1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
//
// A rust binding for the GSL library by Guillaume Gomez (guillaume1.gomez@gmail.com)
//

pub mod type_1 {
    use ffi;
    use types::Rng;

    /// This function returns a random variate from the Type-1 Gumbel distribution. The Type-1 Gumbel distribution function is,
    /// 
    /// p(x) dx = a b \exp(-(b \exp(-ax) + ax)) dx
    /// 
    /// for -\infty < x < \infty.
    pub fn gumbel1(r: &Rng, a: f64, b: f64) -> f64 {
        unsafe { ffi::gsl_ran_gumbel1(ffi::FFI::unwrap(r), a, b) }
    }

    /// This function computes the probability density p(x) at x for a Type-1 Gumbel distribution with parameters a and b, using the formula given above.
    pub fn gumbel1_pdf(x: f64, a: f64, b: f64) -> f64 {
        unsafe { ffi::gsl_ran_gumbel1_pdf(x, a, b) }
    }

    /// This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Type-1 Gumbel distribution with parameters a and b.
    pub fn gumbel1_P(x: f64, a: f64, b: f64) -> f64 {
        unsafe { ffi::gsl_cdf_gumbel1_P(x, a, b) }
    }

    /// This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Type-1 Gumbel distribution with parameters a and b.
    pub fn gumbel1_Q(x: f64, a: f64, b: f64) -> f64 {
        unsafe { ffi::gsl_cdf_gumbel1_Q(x, a, b) }
    }

    /// This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Type-1 Gumbel distribution with parameters a and b.
    pub fn gumbel1_Pinv(P: f64, a: f64, b: f64) -> f64 {
        unsafe { ffi::gsl_cdf_gumbel1_Pinv(P, a, b) }
    }

    /// This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Type-1 Gumbel distribution with parameters a and b.
    pub fn gumbel1_Qinv(Q: f64, a: f64, b: f64) -> f64 {
        unsafe { ffi::gsl_cdf_gumbel1_Qinv(Q, a, b) }
    }
}

pub mod type_2 {
    use ffi;
    use types::Rng;

    /// This function returns a random variate from the Type-2 Gumbel distribution. The Type-2 Gumbel distribution function is,
    /// 
    /// p(x) dx = a b x^{-a-1} \exp(-b x^{-a}) dx
    /// 
    /// for 0 < x < \infty.
    pub fn gumbel2(r: &Rng, a: f64, b: f64) -> f64 {
        unsafe { ffi::gsl_ran_gumbel2(ffi::FFI::unwrap(r), a, b) }
    }

    /// This function computes the probability density p(x) at x for a Type-2 Gumbel distribution with parameters a and b, using the formula given above.
    pub fn gumbel2_pdf(x: f64, a: f64, b: f64) -> f64 {
        unsafe { ffi::gsl_ran_gumbel2_pdf(x, a, b) }
    }

    /// This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Type-2 Gumbel distribution with parameters a and b.
    pub fn gumbel2_P(x: f64, a: f64, b: f64) -> f64 {
        unsafe { ffi::gsl_cdf_gumbel2_P(x, a, b) }
    }

    /// This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Type-2 Gumbel distribution with parameters a and b.
    pub fn gumbel2_Q(x: f64, a: f64, b: f64) -> f64 {
        unsafe { ffi::gsl_cdf_gumbel2_Q(x, a, b) }
    }

    /// This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Type-2 Gumbel distribution with parameters a and b.
    pub fn gumbel2_Pinv(P: f64, a: f64, b: f64) -> f64 {
        unsafe { ffi::gsl_cdf_gumbel2_Pinv(P, a, b) }
    }

    /// This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Type-2 Gumbel distribution with parameters a and b.
    pub fn gumbel2_Qinv(Q: f64, a: f64, b: f64) -> f64 {
        unsafe { ffi::gsl_cdf_gumbel2_Qinv(Q, a, b) }
    }
}