gsl-random 0.4.1 → 0.4.2

raw patch · 3 files changed

+484/−120 lines, 3 filesdep +vectorPVP ok

version bump matches the API change (PVP)

Dependencies added: vector

API changes (from Hackage documentation)

Files

• NEWS +9/−2
• gsl-random.cabal +5/−6
• lib/GSL/Random/Dist.hs +470/−112

@@ -1,3 +1,11 @@+Changes in 0.4.2+* Depend on the vector package.+* Felipe Lessa added beta, logistic, Pareto, Weibull, gamma+  and Dirichlet distributions.+* Remove -fPIC flag when compiling C code;+  fixes https://github.com/patperry/hs-gsl-random/issues/1+  (thanks to Dmitry Tsygankov)+ Changes in 0.4.1 * Require cabal >= 1.8 * Fix framework detection bug in configure script on Mac OS@@ -12,7 +20,6 @@ Changes in 0.3.1 * Add exponential distribution -Changes in 0.3:-+Changes in 0.3 * Add Levy alpha-Stable distributions * Fix GHCi bus error on x86-64

@@ -1,6 +1,6 @@ name:            gsl-random-version:         0.4.1-homepage:        http://github.com/patperry/gsl-random+version:         0.4.2+homepage:        http://github.com/patperry/hs-gsl-random synopsis:        Bindings the the GSL random number generation facilities. description:     Bindings to the GNU Scientific Library random and quasi-random number@@ -19,7 +19,7 @@ tested-with:     GHC == 6.12.3  extra-source-files:     NEWS-                        + library     hs-source-dirs:     lib     exposed-modules:    GSL.Random.Gen@@ -30,7 +30,6 @@     c-sources:          cbits/qrng_extras.c      ghc-options:        -Wall-    if !os(darwin)-        cc-options:     -fPIC     extensions:         ForeignFunctionInterface-    build-depends:      base >= 4 && < 5+    build-depends:      base   >= 4       && < 5+                      , vector >= 0.7.0.1 && < 0.8

@@ -35,7 +35,7 @@      getUGaussian,     getUGaussianRatioMethod,-    +     -- * The Flat (Uniform) Distribution     flatPdf, @@ -43,7 +43,7 @@     flatQ,     flatPInv,     flatQInv,-    +     getFlat,      -- * The Exponential Distribution@@ -53,13 +53,13 @@     exponentialQ,     exponentialPInv,     exponentialQInv,-    +     getExponential,      -- * The Levy alpha-Stable Distributions     getLevy,     getLevySkew,-    +     -- * The Poisson Distribution     poissonPdf, @@ -67,7 +67,7 @@     poissonQ,      getPoisson,-    +     -- * The Cauchy Distribution     getCauchy, @@ -75,18 +75,73 @@     cauchyP,     cauchyQ,     cauchyPInv,-    cauchyQInv+    cauchyQInv, +    -- * The Beta Distribution+    getBeta,++    betaPdf,+    betaP,+    betaQ,+    betaPInv,+    betaQInv,++    -- * The Logistic Distribution+    getLogistic,++    logisticPdf,+    logisticP,+    logisticQ,+    logisticPInv,+    logisticQInv,++    -- * The Pareto Distribution+    getPareto,++    paretoPdf,+    paretoP,+    paretoQ,+    paretoPInv,+    paretoQInv,++    -- * The Weibull Distribution+    getWeibull,++    weibullPdf,+    weibullP,+    weibullQ,+    weibullPInv,+    weibullQInv,++    -- * The Gamma Distribution+    getGamma,+    getGammaKnuth,++    gammaPdf,+    gammaP,+    gammaQ,+    gammaPInv,+    gammaQInv,++    -- * The Dirichlet Distribution+    getDirichlet,++    dirichletPdf,+    dirichletLnPdf,+     ) where -import Control.Monad-import Foreign.C.Types      ( CUInt, CDouble )-import Foreign.ForeignPtr   ( withForeignPtr )+import Control.Applicative  ( (<$>) )+import Foreign.C.Types      ( CUInt, CDouble, CSize )+import Foreign.ForeignPtr   ( withForeignPtr, mallocForeignPtrArray ) import Foreign.Ptr          ( Ptr )+import System.IO.Unsafe     ( unsafePerformIO ) +import qualified Data.Vector.Storable as VS+ import GSL.Random.Gen.Internal ( RNG(..) ) --- | @gaussianPdf x sigma@ computes the probabililty density p(x) for +-- | @gaussianPdf x sigma@ computes the probabililty density p(x) for -- a Gaussian distribution with mean @0@ and standard deviation @sigma@. gaussianPdf :: Double -> Double -> Double gaussianPdf = liftDouble2 gsl_ran_gaussian_pdf@@ -94,7 +149,7 @@ foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_ran_gaussian_pdf :: CDouble -> CDouble -> CDouble --- | @gaussianP x sigma@ computes the cumulative distribution function P(x) for +-- | @gaussianP x sigma@ computes the cumulative distribution function P(x) for -- a Gaussian distribution with mean @0@ and standard deviation @sigma@. gaussianP :: Double -> Double -> Double gaussianP = liftDouble2 gsl_cdf_gaussian_P@@ -102,7 +157,7 @@ foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_cdf_gaussian_P :: CDouble -> CDouble -> CDouble --- | @gaussianQ x sigma@ computes the cumulative distribution function Q(x) for +-- | @gaussianQ x sigma@ computes the cumulative distribution function Q(x) for -- a Gaussian distribution with mean @0@ and standard deviation @sigma@. gaussianQ :: Double -> Double -> Double gaussianQ = liftDouble2 gsl_cdf_gaussian_Q@@ -110,7 +165,7 @@ foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_cdf_gaussian_Q :: CDouble -> CDouble -> CDouble --- | @gaussianPInv p sigma@ computes the inverse of the cumulative distribution +-- | @gaussianPInv p sigma@ computes the inverse of the cumulative distribution -- function of a Gaussian distribution with mean @0@ and standard deviation -- @sigma@. It returns @x@ such that @P(x) = p@. gaussianPInv :: Double -> Double -> Double@@ -119,7 +174,7 @@ foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_cdf_gaussian_Pinv :: CDouble -> CDouble -> CDouble --- | @gaussianPInv q sigma@ computes the inverse of the cumulative distribution +-- | @gaussianPInv q sigma@ computes the inverse of the cumulative distribution -- function of a Gaussian distribution with mean @0@ and standard deviation -- @sigma@. It returns @x@ such that @Q(x) = q@. gaussianQInv :: Double -> Double -> Double@@ -129,39 +184,36 @@     gsl_cdf_gaussian_Qinv :: CDouble -> CDouble -> CDouble  -- | @getGaussian r sigma@ gets a normal random variable with mean--- @0@ and standard deviation @sigma@.  +-- @0@ and standard deviation @sigma@. -- This uses the Box-Mueller algorithm. getGaussian :: RNG -> Double -> IO Double-getGaussian = getGaussianHelp gsl_ran_gaussian+getGaussian = liftRan1 gsl_ran_gaussian +foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_gaussian :: Ptr () -> CDouble -> IO CDouble+ -- | @getGaussianZiggurat r sigma@ gets a normal random variable with mean--- @0@ and standard deviation @sigma@.  +-- @0@ and standard deviation @sigma@. -- This uses the Marsaglia-Tsang ziggurat algorithm. getGaussianZiggurat :: RNG -> Double -> IO Double-getGaussianZiggurat = getGaussianHelp gsl_ran_gaussian_ziggurat+getGaussianZiggurat = liftRan1 gsl_ran_gaussian_ziggurat +foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_gaussian_ziggurat :: Ptr () -> CDouble -> IO CDouble+ -- | @getGaussianRatioMethod r sigma@ gets a normal random variable with mean--- @0@ and standard deviation @sigma@.  +-- @0@ and standard deviation @sigma@. -- This uses the Kinderman-Monahan-Leva ratio method. getGaussianRatioMethod:: RNG -> Double -> IO Double-getGaussianRatioMethod = getGaussianHelp gsl_ran_gaussian_ratio_method--getGaussianHelp :: (Ptr () -> CDouble -> IO CDouble) -                -> RNG -> Double -> IO Double-getGaussianHelp ran_gaussian (MkRNG fptr) sigma  =-    let sigma' = realToFrac sigma-    in withForeignPtr fptr $ \ptr -> do-        x <- ran_gaussian ptr sigma'-        return $ realToFrac x+getGaussianRatioMethod = liftRan1 gsl_ran_gaussian_ratio_method  foreign import ccall unsafe "gsl/gsl_randist.h"-    gsl_ran_gaussian :: Ptr () -> CDouble -> IO CDouble-foreign import ccall unsafe "gsl/gsl_randist.h"-    gsl_ran_gaussian_ziggurat :: Ptr () -> CDouble -> IO CDouble-foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_ran_gaussian_ratio_method :: Ptr () -> CDouble -> IO CDouble --- | @ugaussianPdf x@ computes the probabililty density p(x) for ++++-- | @ugaussianPdf x@ computes the probabililty density p(x) for -- a Gaussian distribution with mean @0@ and standard deviation @1@. ugaussianPdf :: Double -> Double ugaussianPdf = liftDouble gsl_ran_ugaussian_pdf@@ -169,7 +221,7 @@ foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_ran_ugaussian_pdf :: CDouble -> CDouble --- | @ugaussianP x@ computes the cumulative distribution function P(x) for +-- | @ugaussianP x@ computes the cumulative distribution function P(x) for -- a Gaussian distribution with mean @0@ and standard deviation @1@. ugaussianP :: Double -> Double ugaussianP = liftDouble gsl_cdf_ugaussian_P@@ -177,7 +229,7 @@ foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_cdf_ugaussian_P :: CDouble -> CDouble --- | @ugaussianQ x@ computes the cumulative distribution function Q(x) for +-- | @ugaussianQ x@ computes the cumulative distribution function Q(x) for -- a Gaussian distribution with mean @0@ and standard deviation @1@. ugaussianQ :: Double -> Double ugaussianQ = liftDouble gsl_cdf_ugaussian_Q@@ -185,7 +237,7 @@ foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_cdf_ugaussian_Q :: CDouble -> CDouble --- | @ugaussianPInv p@ computes the inverse of the cumulative distribution +-- | @ugaussianPInv p@ computes the inverse of the cumulative distribution -- function of a Gaussian distribution with mean @0@ and standard deviation -- @1@. It returns @x@ such that @P(x) = p@. ugaussianPInv :: Double -> Double@@ -194,7 +246,7 @@ foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_cdf_ugaussian_Pinv :: CDouble -> CDouble --- | @ugaussianPInv q@ computes the inverse of the cumulative distribution +-- | @ugaussianPInv q@ computes the inverse of the cumulative distribution -- function of a Gaussian distribution with mean @0@ and standard deviation -- @1@. It returns @x@ such that @Q(x) = q@. ugaussianQInv :: Double -> Double@@ -204,69 +256,27 @@     gsl_cdf_ugaussian_Qinv :: CDouble -> CDouble  -- | @getUGaussian r@ gets a normal random variable with mean--- @0@ and standard deviation @1@.  +-- @0@ and standard deviation @1@. -- This uses the Box-Mueller algorithm. getUGaussian :: RNG -> IO Double-getUGaussian = getUGaussianHelp gsl_ran_ugaussian+getUGaussian = liftRan0 gsl_ran_ugaussian +foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_ugaussian :: Ptr () -> IO CDouble+ -- | @getUGaussianRatioMethod r@ gets a normal random variable with mean--- @0@ and standard deviation @1@.  +-- @0@ and standard deviation @1@. -- This uses the Kinderman-Monahan-Leva ratio method. getUGaussianRatioMethod:: RNG -> IO Double-getUGaussianRatioMethod = getUGaussianHelp gsl_ran_ugaussian_ratio_method-    -getUGaussianHelp :: (Ptr () -> IO CDouble) -                -> RNG -> IO Double-getUGaussianHelp ran_ugaussian (MkRNG fptr)  =-    withForeignPtr fptr $ \ptr -> do-        x <- ran_ugaussian ptr-        return $ realToFrac x+getUGaussianRatioMethod = liftRan0 gsl_ran_ugaussian_ratio_method  foreign import ccall unsafe "gsl/gsl_randist.h"-    gsl_ran_ugaussian :: Ptr () -> IO CDouble-foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_ran_ugaussian_ratio_method :: Ptr () -> IO CDouble --- | @getExponential r mu@ gets a random exponential with mean @mu@.-getExponential :: RNG -> Double -> IO Double-getExponential (MkRNG f) mu = withForeignPtr f $ \p ->-    liftM realToFrac $ gsl_ran_exponential p (realToFrac mu)-    -foreign import ccall unsafe "gsl/gsl_randist.h"-    gsl_ran_exponential :: Ptr () -> CDouble -> IO CDouble --- | @exponentialPdf x mu@ computes the density at @x@ of an exponential--- with mean @mu@.-exponentialPdf :: Double -> Double -> Double-exponentialPdf = liftDouble2 gsl_ran_exponential_pdf -foreign import ccall unsafe "gsl/gsl_randist.h" -    gsl_ran_exponential_pdf :: CDouble -> CDouble -> CDouble -exponentialP :: Double -> Double -> Double-exponentialP = liftDouble2 gsl_cdf_exponential_P -foreign import ccall unsafe "gsl/gsl_randist.h" -    gsl_cdf_exponential_P :: CDouble -> CDouble -> CDouble--exponentialQ :: Double -> Double -> Double-exponentialQ = liftDouble2 gsl_cdf_exponential_Q--foreign import ccall unsafe "gsl/gsl_randist.h" -    gsl_cdf_exponential_Q :: CDouble -> CDouble -> CDouble--exponentialPInv :: Double -> Double -> Double-exponentialPInv = liftDouble2 gsl_cdf_exponential_Pinv--foreign import ccall unsafe "gsl/gsl_randist.h"-    gsl_cdf_exponential_Pinv :: CDouble -> CDouble -> CDouble--exponentialQInv :: Double -> Double -> Double-exponentialQInv = liftDouble2 gsl_cdf_exponential_Qinv--foreign import ccall unsafe "gsl/gsl_randist.h"-    gsl_cdf_exponential_Qinv :: CDouble -> CDouble -> CDouble- -- | @flatPdf x a b@ computes the probability density @p(x)@ at @x@ for -- a uniform distribution from @a@ to @b@. flatPdf :: Double -> Double -> Double -> Double@@ -307,24 +317,62 @@  -- | @getFlat r a b@ gets a value uniformly chosen in @[a,b)@. getFlat :: RNG -> Double -> Double -> IO (Double)-getFlat (MkRNG fptr) a b  =-    let a' = realToFrac a-        b' = realToFrac b-    in withForeignPtr fptr $ \ptr -> do-            x <- gsl_ran_flat ptr a' b'-            return $ realToFrac x-        +getFlat = liftRan2 gsl_ran_flat+ foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_ran_flat :: Ptr () -> CDouble -> CDouble -> IO CDouble ++++-- | @getExponential r mu@ gets a random exponential with mean @mu@.+getExponential :: RNG -> Double -> IO Double+getExponential = liftRan1 gsl_ran_exponential++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_exponential :: Ptr () -> CDouble -> IO CDouble++-- | @exponentialPdf x mu@ computes the density at @x@ of an exponential+-- with mean @mu@.+exponentialPdf :: Double -> Double -> Double+exponentialPdf = liftDouble2 gsl_ran_exponential_pdf++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_exponential_pdf :: CDouble -> CDouble -> CDouble++exponentialP :: Double -> Double -> Double+exponentialP = liftDouble2 gsl_cdf_exponential_P++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_exponential_P :: CDouble -> CDouble -> CDouble++exponentialQ :: Double -> Double -> Double+exponentialQ = liftDouble2 gsl_cdf_exponential_Q++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_exponential_Q :: CDouble -> CDouble -> CDouble++exponentialPInv :: Double -> Double -> Double+exponentialPInv = liftDouble2 gsl_cdf_exponential_Pinv++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_exponential_Pinv :: CDouble -> CDouble -> CDouble++exponentialQInv :: Double -> Double -> Double+exponentialQInv = liftDouble2 gsl_cdf_exponential_Qinv++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_exponential_Qinv :: CDouble -> CDouble -> CDouble++++ -- | @getLevy r c alpha@ gets a variate from the Levy symmetric stable -- distribution with scale @c@ and exponent @alpha@.  The algorithm only -- works for @0 <= alpha <= 2@. getLevy :: RNG -> Double -> Double -> IO (Double)-getLevy (MkRNG f) c alpha =-    withForeignPtr f $ \p ->-        realToFrac `fmap` gsl_ran_levy p (realToFrac c) (realToFrac alpha)-        +getLevy = liftRan2 gsl_ran_levy+ foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_ran_levy :: Ptr () -> CDouble -> CDouble -> IO CDouble @@ -333,14 +381,16 @@ -- @beta@.  The skewness parameter must lie in the range @[-1,1]@.  The -- algorithm only works for @0 <= alpha <= 2@. getLevySkew :: RNG -> Double -> Double -> Double -> IO (Double)-getLevySkew (MkRNG f) c alpha beta =-    withForeignPtr f $ \p ->-        realToFrac `fmap` gsl_ran_levy_skew p (realToFrac c) (realToFrac alpha) (realToFrac beta)-        +getLevySkew = liftRan3 gsl_ran_levy_skew+ foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_ran_levy_skew :: Ptr () -> CDouble -> CDouble -> CDouble -> IO CDouble --- | @poissonPdf k mu@ evaluates the probability density @p(k)@ at @k@ for +++++-- | @poissonPdf k mu@ evaluates the probability density @p(k)@ at @k@ for -- a Poisson distribution with mean @mu@. poissonPdf :: Int -> Double -> Double poissonPdf k = liftDouble $ gsl_ran_poisson_pdf (fromIntegral k)@@ -348,7 +398,7 @@ foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_ran_poisson_pdf :: CUInt -> CDouble -> CDouble --- | @poissonP k mu@ evaluates the cumulative distribution function @P(k)@ +-- | @poissonP k mu@ evaluates the cumulative distribution function @P(k)@ -- at @k@ for a Poisson distribution with mean @mu@. poissonP :: Int -> Double -> Double poissonP k = liftDouble $ gsl_cdf_poisson_P (fromIntegral k)@@ -356,7 +406,7 @@ foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_cdf_poisson_P :: CUInt -> CDouble -> CDouble --- | @poissonQ k mu@ evaluates the cumulative distribution function @Q(k)@ +-- | @poissonQ k mu@ evaluates the cumulative distribution function @Q(k)@ -- at @k@ for a Poisson distribution with mean @mu@. poissonQ :: Int -> Double -> Double poissonQ k = liftDouble $ gsl_cdf_poisson_Q (fromIntegral k)@@ -364,20 +414,21 @@ foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_cdf_poisson_Q :: CUInt -> CDouble -> CDouble -    + -- | @getPoisson r mu@ gets a poisson random variable with mean @mu@. getPoisson :: RNG -> Double -> IO Int getPoisson (MkRNG fptr) mu =     let mu' = realToFrac mu     in withForeignPtr fptr $ \ptr -> do-        x <- gsl_ran_poisson ptr mu' +        x <- gsl_ran_poisson ptr mu'         return $ fromIntegral x-                    + foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_ran_poisson :: Ptr () -> CDouble -> IO CUInt   + -- | @cauchyPdf x a@ evaluates the probability density @p(x)@ at @x@ -- for a Cauchy distribution with scale parameter @a@.  The density -- is given by @p(x) dx = { 1 \over a\pi (1 + (x/a^2)) } dx@.@@ -389,8 +440,7 @@  -- | @getCauchy r a@ gets a random cauchy with scale @a@. getCauchy :: RNG -> Double -> IO Double-getCauchy (MkRNG f) a = withForeignPtr f $ \p ->-    liftM realToFrac $ gsl_ran_cauchy p (realToFrac a)+getCauchy = liftRan1 gsl_ran_cauchy  foreign import ccall unsafe "gsl/gsl_randist.h"     gsl_ran_cauchy :: Ptr () -> CDouble -> IO CDouble@@ -421,18 +471,326 @@   -liftDouble :: (CDouble -> CDouble) ++-- | @betaPdf x a b@ evaluates the probability density @p(x)@ at @x@+-- for a Beta distribution with parameters @a@ and @b@.  The density+-- is given by @p(x) dx = {\Gamma(a+b) \over \Gamma(a) \Gamma(b)} x^{a-1} (1-x)^{b-1} dx@+-- for @0 <= x <= 1@.+betaPdf :: Double -> Double -> Double -> Double+betaPdf = liftDouble3 gsl_ran_beta_pdf++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_beta_pdf :: CDouble -> CDouble -> CDouble -> CDouble++-- | @getBeta r a b@ gets a random beta with parameters @a@ and @b@.+getBeta :: RNG -> Double -> Double -> IO Double+getBeta = liftRan2 gsl_ran_beta++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_beta :: Ptr () -> CDouble -> CDouble -> IO CDouble++betaP :: Double -> Double -> Double -> Double+betaP = liftDouble3 gsl_cdf_beta_P++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_beta_P :: CDouble -> CDouble -> CDouble -> CDouble++betaQ :: Double -> Double -> Double -> Double+betaQ = liftDouble3 gsl_cdf_beta_Q++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_beta_Q :: CDouble -> CDouble -> CDouble -> CDouble++betaPInv :: Double -> Double -> Double -> Double+betaPInv = liftDouble3 gsl_cdf_beta_Pinv++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_beta_Pinv :: CDouble -> CDouble -> CDouble -> CDouble++betaQInv :: Double -> Double -> Double -> Double+betaQInv = liftDouble3 gsl_cdf_beta_Qinv++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_beta_Qinv :: CDouble -> CDouble -> CDouble -> CDouble+++++-- | @logisticPdf x a@ evaluates the probability density @p(x)@ at @x@+-- for a logistic distribution with scale parameter @a@.  The density+-- is given by @p(x) dx = { \exp(-x/a) \over a (1 + \exp(-x/a))^2 } dx@.+logisticPdf :: Double -> Double -> Double+logisticPdf = liftDouble2 gsl_ran_logistic_pdf++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_logistic_pdf :: CDouble -> CDouble -> CDouble++-- | @getLogistic r a@ gets a random logistic with scale @a@.+getLogistic :: RNG -> Double -> IO Double+getLogistic = liftRan1 gsl_ran_logistic++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_logistic :: Ptr () -> CDouble -> IO CDouble++logisticP :: Double -> Double -> Double+logisticP = liftDouble2 gsl_cdf_logistic_P++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_logistic_P :: CDouble -> CDouble -> CDouble++logisticQ :: Double -> Double -> Double+logisticQ = liftDouble2 gsl_cdf_logistic_Q++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_logistic_Q :: CDouble -> CDouble -> CDouble++logisticPInv :: Double -> Double -> Double+logisticPInv = liftDouble2 gsl_cdf_logistic_Pinv++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_logistic_Pinv :: CDouble -> CDouble -> CDouble++logisticQInv :: Double -> Double -> Double+logisticQInv = liftDouble2 gsl_cdf_logistic_Qinv++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_logistic_Qinv :: CDouble -> CDouble -> CDouble+++++-- | @paretoPdf x a b@ evaluates the probability density @p(x)@ at @x@+-- for a Pareto distribution with exponent @a@ and scale @b@.  The density+-- is given by @p(x) dx = (a/b) / (x/b)^{a+1} dx@ for @x >= b@.+paretoPdf :: Double -> Double -> Double -> Double+paretoPdf = liftDouble3 gsl_ran_pareto_pdf++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_pareto_pdf :: CDouble -> CDouble -> CDouble -> CDouble++-- | @getPareto r a b@ gets a random Pareto with exponent @a@ and scale @b@.+getPareto :: RNG -> Double -> Double -> IO Double+getPareto = liftRan2 gsl_ran_pareto++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_pareto :: Ptr () -> CDouble -> CDouble -> IO CDouble++paretoP :: Double -> Double -> Double -> Double+paretoP = liftDouble3 gsl_cdf_pareto_P++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_pareto_P :: CDouble -> CDouble -> CDouble -> CDouble++paretoQ :: Double -> Double -> Double -> Double+paretoQ = liftDouble3 gsl_cdf_pareto_Q++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_pareto_Q :: CDouble -> CDouble -> CDouble -> CDouble++paretoPInv :: Double -> Double -> Double -> Double+paretoPInv = liftDouble3 gsl_cdf_pareto_Pinv++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_pareto_Pinv :: CDouble -> CDouble -> CDouble -> CDouble++paretoQInv :: Double -> Double -> Double -> Double+paretoQInv = liftDouble3 gsl_cdf_pareto_Qinv++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_pareto_Qinv :: CDouble -> CDouble -> CDouble -> CDouble+++++-- | @weibullPdf x a b@ evaluates the probability density @p(x)@ at @x@+-- for a Weibull distribution with scale @a@ and exponent @b@.  The density+-- is given by @p(x) dx = {b \over a^b} x^{b-1}  \exp(-(x/a)^b) dx@ for @x >= 0@.+weibullPdf :: Double -> Double -> Double -> Double+weibullPdf = liftDouble3 gsl_ran_weibull_pdf++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_weibull_pdf :: CDouble -> CDouble -> CDouble -> CDouble++-- | @getWeibull r a b@ gets a random Weibull with scale @a@ and exponent @b@.+getWeibull :: RNG -> Double -> Double -> IO Double+getWeibull = liftRan2 gsl_ran_weibull++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_weibull :: Ptr () -> CDouble -> CDouble -> IO CDouble++weibullP :: Double -> Double -> Double -> Double+weibullP = liftDouble3 gsl_cdf_weibull_P++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_weibull_P :: CDouble -> CDouble -> CDouble -> CDouble++weibullQ :: Double -> Double -> Double -> Double+weibullQ = liftDouble3 gsl_cdf_weibull_Q++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_weibull_Q :: CDouble -> CDouble -> CDouble -> CDouble++weibullPInv :: Double -> Double -> Double -> Double+weibullPInv = liftDouble3 gsl_cdf_weibull_Pinv++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_weibull_Pinv :: CDouble -> CDouble -> CDouble -> CDouble++weibullQInv :: Double -> Double -> Double -> Double+weibullQInv = liftDouble3 gsl_cdf_weibull_Qinv++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_weibull_Qinv :: CDouble -> CDouble -> CDouble -> CDouble+++++-- | @gammaPdf x a b@ evaluates the probability density @p(x)@ at @x@+-- for a gamma distribution with parameters @a@ and @b@.  The density+-- is given by @p(x) dx = p(x) dx = {1 \over \Gamma(a) b^a} x^{a-1} e^{-x/b} dx@+-- for @x > 0@.+gammaPdf :: Double -> Double -> Double -> Double+gammaPdf = liftDouble3 gsl_ran_gamma_pdf++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_gamma_pdf :: CDouble -> CDouble -> CDouble -> CDouble++-- | @getGamma r a b@ gets a random gamma with parameters @a@ and @b@.+--   Uses the Marsagli-Tsang fast gamma method.+getGamma :: RNG -> Double -> Double -> IO Double+getGamma = liftRan2 gsl_ran_gamma++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_gamma :: Ptr () -> CDouble -> CDouble -> IO CDouble++-- | @getGammaKnuth r a b@ gets a random gamma with parameters @a@ and @b@.+--   Uses the algorithms from Knuth (vol 2).+getGammaKnuth :: RNG -> Double -> Double -> IO Double+getGammaKnuth = liftRan2 gsl_ran_gamma_knuth++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_gamma_knuth :: Ptr () -> CDouble -> CDouble -> IO CDouble++gammaP :: Double -> Double -> Double -> Double+gammaP = liftDouble3 gsl_cdf_gamma_P++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_gamma_P :: CDouble -> CDouble -> CDouble -> CDouble++gammaQ :: Double -> Double -> Double -> Double+gammaQ = liftDouble3 gsl_cdf_gamma_Q++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_gamma_Q :: CDouble -> CDouble -> CDouble -> CDouble++gammaPInv :: Double -> Double -> Double -> Double+gammaPInv = liftDouble3 gsl_cdf_gamma_Pinv++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_gamma_Pinv :: CDouble -> CDouble -> CDouble -> CDouble++gammaQInv :: Double -> Double -> Double -> Double+gammaQInv = liftDouble3 gsl_cdf_gamma_Qinv++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_cdf_gamma_Qinv :: CDouble -> CDouble -> CDouble -> CDouble++++-- | @dirichletPdf xs alphas@ evaluates the probability density+-- @p(xs)@ at @xs@ for a Dirichlet distribution with parameters+-- @alphas@, where all @alphas@ are positive (strictly greater+-- than zero).  Note that @xs@ and @alphas@ should have the same+-- length.+dirichletPdf :: VS.Vector Double -- ^ @xs@+             -> VS.Vector Double -- ^ @alphas@+             -> Double+dirichletPdf = dirichletPdfHelper gsl_ran_dirichlet_pdf++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_dirichlet_pdf :: CSize -> Ptr Double -> Ptr Double -> CDouble++-- | @dirichletLnPdf xs alphas == log (dirichletPdf xs alphas)@,+--   but more efficient.+dirichletLnPdf :: VS.Vector Double -- ^ @xs@+               -> VS.Vector Double -- ^ @alphas@+               -> Double+dirichletLnPdf = dirichletPdfHelper gsl_ran_dirichlet_lnpdf++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_dirichlet_lnpdf :: CSize -> Ptr Double -> Ptr Double -> CDouble++dirichletPdfHelper :: (CSize -> Ptr Double -> Ptr Double -> CDouble)+                   -> VS.Vector Double -> VS.Vector Double -> Double+dirichletPdfHelper f xs alphas+    | len /= len2 = error "dirichletPdf*: different lengths"+    | otherwise   = unsafePerformIO $+                    VS.unsafeWith xs     $ \xs_ptr ->+                    VS.unsafeWith alphas $ \alphas_ptr ->+                    return $ realToFrac $ f lenS alphas_ptr xs_ptr+    where+      len  = VS.length xs+      len2 = VS.length alphas+      lenS = fromIntegral len++-- | @getDirichlet r alphas@ gets a random sample from a+-- Dirichlet distribution with parameters @alphas@, where all+-- @alphas@ are positive.+getDirichlet :: RNG -> VS.Vector Double -> IO (VS.Vector Double)+getDirichlet (MkRNG rng_fptr) alphas =+    withForeignPtr rng_fptr $ \rng_ptr ->+    VS.unsafeWith alphas    $ \alphas_ptr -> do+      let len = VS.length alphas+      ret_fptr <- mallocForeignPtrArray len+      withForeignPtr ret_fptr $ \ret_ptr ->+        gsl_ran_dirichlet rng_ptr (fromIntegral len) alphas_ptr ret_ptr+      return (VS.unsafeFromForeignPtr ret_fptr 0 len)++foreign import ccall unsafe "gsl/gsl_randist.h"+    gsl_ran_dirichlet :: Ptr () -> CSize -> Ptr Double -> Ptr Double -> IO ()++++++-- Helper functions++liftDouble :: (CDouble -> CDouble)            -> Double -> Double liftDouble f x =     realToFrac $ f (realToFrac x) -liftDouble2 :: (CDouble -> CDouble -> CDouble) +liftDouble2 :: (CDouble -> CDouble -> CDouble)            -> Double -> Double -> Double liftDouble2 f x y =     realToFrac $ f (realToFrac x) (realToFrac y) -liftDouble3 :: (CDouble -> CDouble -> CDouble -> CDouble) +liftDouble3 :: (CDouble -> CDouble -> CDouble -> CDouble)            -> Double -> Double -> Double -> Double liftDouble3 f x y z =     realToFrac $ f (realToFrac x) (realToFrac y) (realToFrac z) +++liftRan0 :: (Ptr () -> IO CDouble) -> RNG -> IO Double+liftRan0 ran_fn (MkRNG fptr) =+    withForeignPtr fptr $ \ptr ->+    realToFrac <$> ran_fn ptr++liftRan1 :: (Ptr () -> CDouble -> IO CDouble)+         -> RNG -> Double -> IO Double+liftRan1 ran_fn (MkRNG fptr) p =+    withForeignPtr fptr $ \ptr ->+    realToFrac <$> ran_fn ptr (realToFrac p)++liftRan2 :: (Ptr () -> CDouble -> CDouble -> IO CDouble)+         -> RNG -> Double -> Double -> IO Double+liftRan2 ran_fn (MkRNG fptr) p q =+    withForeignPtr fptr $ \ptr ->+    realToFrac <$> ran_fn ptr (realToFrac p) (realToFrac q)++liftRan3 :: (Ptr () -> CDouble -> CDouble -> CDouble -> IO CDouble)+         -> RNG -> Double -> Double -> Double -> IO Double+liftRan3 ran_fn (MkRNG fptr) p q r =+    withForeignPtr fptr $ \ptr ->+    realToFrac <$> ran_fn ptr (realToFrac p) (realToFrac q) (realToFrac r)