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/* ocamlgsl - OCaml interface to GSL */
/* Copyright () 2002 - Olivier Andrieu */
/* distributed under the terms of the GPL version 2 */
#include <gsl/gsl_randist.h>
#include <caml/alloc.h>
#include <caml/memory.h>
#include "wrappers.h"
#include "mlgsl_rng.h"
/* GAUSSIAN */
ML2(gsl_ran_gaussian, Rng_val, Double_val, copy_double)
ML2(gsl_ran_gaussian_ratio_method, Rng_val, Double_val, copy_double)
ML2(gsl_ran_gaussian_pdf, Double_val, Double_val, copy_double)
ML1(gsl_ran_ugaussian, Rng_val, copy_double)
ML1(gsl_ran_ugaussian_ratio_method, Rng_val, copy_double)
ML1(gsl_ran_ugaussian_pdf, Double_val, copy_double)
/* GAUSSIAN TAIL */
ML3(gsl_ran_gaussian_tail, Rng_val, Double_val, Double_val, copy_double)
ML3(gsl_ran_gaussian_tail_pdf, Double_val, Double_val, Double_val ,copy_double)
ML2(gsl_ran_ugaussian_tail, Rng_val, Double_val, copy_double)
ML2(gsl_ran_ugaussian_tail_pdf, Double_val, Double_val, copy_double)
/* BIVARIATE */
value ml_gsl_ran_bivariate_gaussian(value rng, value sigma_x, value sigma_y,
value rho)
{
double x,y;
gsl_ran_bivariate_gaussian(Rng_val(rng),
Double_val(sigma_x), Double_val(sigma_y),
Double_val(rho), &x, &y);
return copy_two_double(x, y);
}
ML5(gsl_ran_bivariate_gaussian_pdf, Double_val, Double_val, Double_val, Double_val, Double_val, copy_double)
/* EXPONENTIAL */
ML2(gsl_ran_exponential, Rng_val, Double_val, copy_double)
ML2(gsl_ran_exponential_pdf, Double_val, Double_val, copy_double)
/* LAPLACE */
ML2(gsl_ran_laplace, Rng_val, Double_val, copy_double)
ML2(gsl_ran_laplace_pdf, Double_val, Double_val, copy_double)
/* EXPONENTIAL POWER */
ML3(gsl_ran_exppow, Rng_val, Double_val, Double_val, copy_double)
ML3(gsl_ran_exppow_pdf, Double_val, Double_val, Double_val, copy_double)
/* CAUCHY */
ML2(gsl_ran_cauchy, Rng_val, Double_val, copy_double)
ML2(gsl_ran_cauchy_pdf, Double_val, Double_val, copy_double)
/* RAYLEIGH */
ML2(gsl_ran_rayleigh, Rng_val, Double_val, copy_double)
ML2(gsl_ran_rayleigh_pdf, Double_val, Double_val, copy_double)
/* RAYLEIGH TAIL */
ML3(gsl_ran_rayleigh_tail, Rng_val, Double_val, Double_val, copy_double)
ML3(gsl_ran_rayleigh_tail_pdf, Double_val, Double_val, Double_val, copy_double)
/* LANDAU */
ML1(gsl_ran_landau, Rng_val, copy_double)
ML1(gsl_ran_landau_pdf, Double_val, copy_double)
/* LEVY ALPHA-STABLE */
ML3(gsl_ran_levy, Rng_val, Double_val, Double_val, copy_double)
/* LEVY SKEW ALPHA-STABLE */
ML4(gsl_ran_levy_skew, Rng_val, Double_val, Double_val, Double_val, copy_double)
/* GAMMA */
ML3(gsl_ran_gamma, Rng_val, Double_val, Double_val, copy_double)
ML3(gsl_ran_gamma_pdf, Double_val, Double_val, Double_val, copy_double)
/* FLAT */
ML3(gsl_ran_flat, Rng_val, Double_val, Double_val, copy_double)
ML3(gsl_ran_flat_pdf, Double_val, Double_val, Double_val, copy_double)
/* LOGNORMAL */
ML3(gsl_ran_lognormal, Rng_val, Double_val, Double_val, copy_double)
ML3(gsl_ran_lognormal_pdf, Double_val, Double_val, Double_val, copy_double)
/* CHISQ */
ML2(gsl_ran_chisq, Rng_val, Double_val, copy_double)
ML2(gsl_ran_chisq_pdf, Double_val, Double_val, copy_double)
/* DIRICHLET */
value ml_gsl_ran_dirichlet(value rng, value alpha, value theta)
{
const size_t K = Double_array_length(alpha);
if(Double_array_length(theta) != K)
GSL_ERROR("alpha and theta must have same size", GSL_EBADLEN);
gsl_ran_dirichlet(Rng_val(rng), K, Double_array_val(alpha),
Double_array_val(theta));
return Val_unit;
}
value ml_gsl_ran_dirichlet_pdf(value alpha, value theta)
{
const size_t K = Double_array_length(alpha);
double r ;
if(Double_array_length(theta) != K)
GSL_ERROR("alpha and theta must have same size", GSL_EBADLEN);
r = gsl_ran_dirichlet_pdf(K, Double_array_val(alpha),
Double_array_val(theta));
return copy_double(r);
}
value ml_gsl_ran_dirichlet_lnpdf(value alpha, value theta)
{
const size_t K = Double_array_length(alpha);
double r ;
if(Double_array_length(theta) != K)
GSL_ERROR("alpha and theta must have same size", GSL_EBADLEN);
r = gsl_ran_dirichlet_lnpdf(K, Double_array_val(alpha),
Double_array_val(theta));
return copy_double(r);
}
/* FDIST */
ML3(gsl_ran_fdist, Rng_val, Double_val, Double_val, copy_double)
ML3(gsl_ran_fdist_pdf, Double_val, Double_val, Double_val, copy_double)
/* TDIST */
ML2(gsl_ran_tdist, Rng_val, Double_val, copy_double)
ML2(gsl_ran_tdist_pdf, Double_val, Double_val, copy_double)
/* BETA */
ML3(gsl_ran_beta, Rng_val, Double_val, Double_val, copy_double)
ML3(gsl_ran_beta_pdf, Double_val, Double_val, Double_val, copy_double)
/* LOGISTIC */
ML2(gsl_ran_logistic, Rng_val, Double_val, copy_double)
ML2(gsl_ran_logistic_pdf, Double_val, Double_val, copy_double)
/* PARETO */
ML3(gsl_ran_pareto, Rng_val, Double_val, Double_val, copy_double)
ML3(gsl_ran_pareto_pdf, Double_val, Double_val, Double_val, copy_double)
/* SPHERICAL */
value ml_gsl_ran_dir_2d(value rng)
{
double x,y;
gsl_ran_dir_2d(Rng_val(rng), &x, &y);
return copy_two_double(x, y);
}
value ml_gsl_ran_dir_2d_trig_method(value rng)
{
double x,y;
gsl_ran_dir_2d_trig_method(Rng_val(rng), &x, &y);
return copy_two_double(x, y);
}
value ml_gsl_ran_dir_3d(value rng)
{
double x,y,z;
gsl_ran_dir_3d(Rng_val(rng), &x, &y, &z);
{
CAMLparam0();
CAMLlocal1(r);
r=alloc_tuple(3);
Store_field(r, 0, copy_double(x));
Store_field(r, 1, copy_double(y));
Store_field(r, 2, copy_double(z));
CAMLreturn(r);
}
}
value ml_gsl_ran_dir_nd(value rng, value x)
{
gsl_ran_dir_nd(Rng_val(rng), Double_array_length(x), Double_array_val(x));
return Val_unit;
}
/* WEIBULL */
ML3(gsl_ran_weibull, Rng_val, Double_val, Double_val, copy_double)
ML3(gsl_ran_weibull_pdf, Double_val, Double_val, Double_val, copy_double)
/* GUMBEL1 */
ML3(gsl_ran_gumbel1, Rng_val, Double_val, Double_val, copy_double)
ML3(gsl_ran_gumbel1_pdf, Double_val, Double_val, Double_val, copy_double)
/* GUMBEL2 */
ML3(gsl_ran_gumbel2, Rng_val, Double_val, Double_val, copy_double)
ML3(gsl_ran_gumbel2_pdf, Double_val, Double_val, Double_val, copy_double)
/* POISSON */
ML2(gsl_ran_poisson, Rng_val, Double_val, Val_int)
ML2(gsl_ran_poisson_pdf, Int_val, Double_val, copy_double)
/* BERNOULLI */
ML2(gsl_ran_bernoulli, Rng_val, Double_val, Val_int)
ML2(gsl_ran_bernoulli_pdf, Int_val, Double_val, copy_double)
/* BINOMIAL */
ML3(gsl_ran_binomial, Rng_val, Double_val, Int_val, Val_int)
ML3(gsl_ran_binomial_tpe, Rng_val, Double_val, Int_val, Val_int)
ML3(gsl_ran_binomial_pdf, Int_val, Double_val, Int_val, copy_double)
/* MULTINOMIAL */
value ml_gsl_ran_multinomial(value rng, value n, value p)
{
const size_t K = Double_array_length(p);
LOCALARRAY(unsigned int, N, K);
value r;
gsl_ran_multinomial(Rng_val(rng), K, Int_val(n), Double_array_val(p), N);
{
register int i;
r = alloc(K, 0);
for(i=0; i<K; i++)
Store_field(r, i, Val_int(N[i]));
}
return r;
}
value ml_gsl_ran_multinomial_pdf(value p, value n)
{
const size_t K = Double_array_length(p);
LOCALARRAY(unsigned int, N, K);
double r;
register int i;
for(i=0; i<K; i++)
N[i] = Int_val(Field(n, i));
r = gsl_ran_multinomial_pdf(K, Double_array_val(p), N);
return copy_double(r);
}
value ml_gsl_ran_multinomial_lnpdf(value p, value n)
{
const size_t K = Double_array_length(p);
LOCALARRAY(unsigned int, N, K);
double r;
register int i;
for(i=0; i<K; i++)
N[i] = Int_val(Field(n, i));
r = gsl_ran_multinomial_lnpdf(K, Double_array_val(p), N);
return copy_double(r);
}
/* NEGATIVE BINOMIAL */
ML3(gsl_ran_negative_binomial, Rng_val, Double_val, Int_val, Val_int)
ML3(gsl_ran_negative_binomial_pdf, Int_val, Double_val, Int_val, copy_double)
/* PASCAL */
ML3(gsl_ran_pascal, Rng_val, Double_val, Int_val, Val_int)
ML3(gsl_ran_pascal_pdf, Int_val, Double_val, Int_val, copy_double)
/* GEOMETRIC */
ML2(gsl_ran_geometric, Rng_val, Double_val, Val_int)
ML2(gsl_ran_geometric_pdf, Int_val, Double_val, copy_double)
/* HYPERGEOMETRIC */
ML4(gsl_ran_hypergeometric, Rng_val, Int_val, Int_val, Int_val, Val_int)
ML4(gsl_ran_hypergeometric_pdf, Int_val, Int_val, Int_val, Int_val, copy_double)
/* LOGARITHMIC */
ML2(gsl_ran_logarithmic, Rng_val, Double_val, Val_int)
ML2(gsl_ran_logarithmic_pdf, Int_val, Double_val, copy_double)
/* SHUFFLING */
value ml_gsl_ran_shuffle(value rng, value arr)
{
if(Tag_val(arr) == Double_array_tag)
gsl_ran_shuffle(Rng_val(rng), Double_array_val(arr),
Double_array_length(arr), sizeof(double));
else
gsl_ran_shuffle(Rng_val(rng), (value *)arr,
Array_length(arr), sizeof(value));
return Val_unit;
}
value ml_gsl_ran_choose(value rng, value src, value dest)
{
if(Tag_val(src) == Double_array_tag)
gsl_ran_choose(Rng_val(rng),
Double_array_val(dest), Double_array_length(dest),
Double_array_val(src), Double_array_length(src),
sizeof(double));
else
gsl_ran_choose(Rng_val(rng),
(value *)dest, Array_length(dest),
(value *)src, Array_length(src),
sizeof(value));
return Val_unit;
}
value ml_gsl_ran_sample(value rng, value src, value dest)
{
if(Tag_val(src) == Double_array_tag)
gsl_ran_sample(Rng_val(rng),
Double_array_val(dest), Double_array_length(dest),
Double_array_val(src), Double_array_length(src),
sizeof(double));
else
gsl_ran_sample(Rng_val(rng),
(value *)dest, Array_length(dest),
(value *)src, Array_length(src),
sizeof(value));
return Val_unit;
}
/* DISCRETE */
value ml_gsl_ran_discrete_preproc(value p)
{
gsl_ran_discrete_t *G;
value r;
G = gsl_ran_discrete_preproc(Double_array_length(p), Double_array_val(p));
Abstract_ptr(r, G);
return r;
}
#define Discrete_val(v) ((gsl_ran_discrete_t *)(Field(v, 0)))
ML2(gsl_ran_discrete, Rng_val, Discrete_val, Val_int)
ML2(gsl_ran_discrete_pdf, Int_val, Discrete_val, copy_double)
ML1(gsl_ran_discrete_free, Discrete_val, Unit)
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