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rgeom.c
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rgeom.c
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/*
* Mathlib : A C Library of Special Functions
* Copyright (C) 1998 Ross Ihaka and the R Core Team.
* Copyright (C) 2000 The R Core Team
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, a copy is available at
* https://www.R-project.org/Licenses/
*
* SYNOPSIS
*
* #include <Rmath.h>
* double rgeom(double p);
*
* DESCRIPTION
*
* Random variates from the geometric distribution.
*
* NOTES
*
* We generate lambda as exponential with scale parameter
* p / (1 - p). Return a Poisson deviate with mean lambda.
* See Example 1.5 in Devroye (1986), Chapter 10, pages 488f.
*
* REFERENCE
*
* Devroye, L. (1986).
* Non-Uniform Random Variate Generation.
* New York: Springer-Verlag.
* Pages 488f.
*/
#include "nmath.h"
double rgeom(double p)
{
if (!R_FINITE(p) || p <= 0 || p > 1) ML_WARN_return_NAN;
return rpois(exp_rand() * ((1 - p) / p));
}