1 /*
2 * Mathlib : A C Library of Special Functions
3 * Copyright (C) 1998 Ross Ihaka and the R Core Team.
4 * Copyright (C) 2000 The R Core Team
5 *
6 * This program is free software; you can redistribute it and/or modify
7 * it under the terms of the GNU General Public License as published by
8 * the Free Software Foundation; either version 2 of the License, or
9 * (at your option) any later version.
10 *
11 * This program is distributed in the hope that it will be useful,
12 * but WITHOUT ANY WARRANTY; without even the implied warranty of
13 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
14 * GNU General Public License for more details.
15 *
16 * You should have received a copy of the GNU General Public License
17 * along with this program; if not, a copy is available at
18 * https://www.R-project.org/Licenses/
19 *
20 * SYNOPSIS
21 *
22 * #include <Rmath.h>
23 * double rgeom(double p);
24 *
25 * DESCRIPTION
26 *
27 * Random variates from the geometric distribution.
28 *
29 * NOTES
30 *
31 * We generate lambda as exponential with scale parameter
32 * p / (1 - p). Return a Poisson deviate with mean lambda.
33 * See Example 1.5 in Devroye (1986), Chapter 10, pages 488f.
34 *
35 * REFERENCE
36 *
37 * Devroye, L. (1986).
38 * Non-Uniform Random Variate Generation.
39 * New York: Springer-Verlag.
40 * Pages 488f.
41 */
42
43 #include "nmath.h"
44
rgeom(double p)45 double rgeom(double p)
46 {
47 if (!R_FINITE(p) || p <= 0 || p > 1) ML_WARN_return_NAN;
48
49 return rpois(exp_rand() * ((1 - p) / p));
50 }
51