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Allow negative exponential distributions (fixes #835) #836

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merged 4 commits into from
Feb 6, 2018
Merged

Allow negative exponential distributions (fixes #835) #836

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85081d4
allow negative exponential distributions
Oct 4, 2017
f8b76d3
update documentation for exp dist
Oct 6, 2017
98bbf9a
clarify that negative lambda is ok in exp dist doc
Oct 23, 2017
72007ff
wrap long line
Oct 25, 2017
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4 changes: 2 additions & 2 deletions librandom/exp_randomdev.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -33,9 +33,9 @@ librandom::ExpRandomDev::set_status( const DictionaryDatum& d )

updateValue< double >( d, names::lambda, new_lambda );

if ( new_lambda <= 0. )
if ( new_lambda == 0. )
{
throw BadParameterValue( "Exponential RDV: lambda > 0 required." );
throw BadParameterValue( "Exponential RDV: lambda != 0 required." );
}

lambda_ = new_lambda;
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10 changes: 9 additions & 1 deletion librandom/exp_randomdev.h
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Expand Up @@ -39,8 +39,16 @@ namespace librandom
/*BeginDocumentation
Name: rdevdict::exponential - exponential random deviate generator
Description: Generates exponentially distributed random numbers.
Negative values of lambda are allowed and generate a distribution
of negative numbers.

p(x) = lambda exp(-lambda*x), x >= 0.
For lambda > 0:
p(x) = lambda exp(-lambda*x), for x >= 0
p(x) = 0, for x < 0

For lambda < 0:
p(x) = 0, for x > 0
p(x) = |lambda| exp ( -|lambda| |x| ), for x <= 0

Parameters:
lambda - rate parameter (default: 1.0)
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2 changes: 1 addition & 1 deletion testsuite/unittests/test_rdv_param_setting.sli
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Expand Up @@ -109,7 +109,7 @@ FirstVersion: 20140402

{
/MT19937 /exponential << /lambda -1. >> run_test
} fail_or_die
} assert_or_die

{
/MT19937 /exponential_clipped << /min 0. /max -1. >> run_test
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