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) } } }