/* * Mathlib : A C Library of Special Functions * Copyright (C) 1998 Ross Ihaka * Copyright (C) 2000-2014 The R Core Team * Copyright (C) 2007 The R Foundation * * 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 * double rbinom(double nin, double pp) * * DESCRIPTION * * Random variates from the binomial distribution. * * REFERENCE * * Kachitvichyanukul, V. and Schmeiser, B. W. (1988). * Binomial random variate generation. * Communications of the ACM 31, 216-222. * (Algorithm BTPEC). */ #include "nmath.h" #include "dpq.h" #include #include #define repeat for(;;) double rbinom(double nin, double pp) { /* FIXME: These should become THREAD_specific globals : */ static double c, fm, npq, p1, p2, p3, p4, qn; static double xl, xll, xlr, xm, xr; static double psave = -1.0; static int nsave = -1; static int m; double f, f1, f2, u, v, w, w2, x, x1, x2, z, z2; double p, q, np, g, r, al, alv, amaxp, ffm, ynorm; int i, ix, k, n; if (!R_FINITE(nin)) ML_WARN_return_NAN; r = R_forceint(nin); if (r != nin) ML_WARN_return_NAN; if (!R_FINITE(pp) || /* n=0, p=0, p=1 are not errors */ r < 0 || pp < 0. || pp > 1.) ML_WARN_return_NAN; if (r == 0 || pp == 0.) return 0; if (pp == 1.) return r; if (r >= INT_MAX)/* evade integer overflow, and r == INT_MAX gave only even values */ return qbinom(unif_rand(), r, pp, /*lower_tail*/ 0, /*log_p*/ 0); /* else */ n = (int) r; p = fmin2(pp, 1. - pp); q = 1. - p; np = n * p; r = p / q; g = r * (n + 1); /* Setup, perform only when parameters change [using static (globals): */ /* FIXING: Want this thread safe -- use as little (thread globals) as possible */ if (pp != psave || n != nsave) { psave = pp; nsave = n; if (np < 30.0) { /* inverse cdf logic for mean less than 30 */ qn = R_pow_di(q, n); goto L_np_small; } else { ffm = np + p; m = (int) ffm; fm = m; npq = np * q; p1 = (int)(2.195 * sqrt(npq) - 4.6 * q) + 0.5; xm = fm + 0.5; xl = xm - p1; xr = xm + p1; c = 0.134 + 20.5 / (15.3 + fm); al = (ffm - xl) / (ffm - xl * p); xll = al * (1.0 + 0.5 * al); al = (xr - ffm) / (xr * q); xlr = al * (1.0 + 0.5 * al); p2 = p1 * (1.0 + c + c); p3 = p2 + c / xll; p4 = p3 + c / xlr; } } else if (n == nsave) { if (np < 30.0) goto L_np_small; } /*-------------------------- np = n*p >= 30 : ------------------- */ repeat { u = unif_rand() * p4; v = unif_rand(); /* triangular region */ if (u <= p1) { ix = (int)(xm - p1 * v + u); goto finis; } /* parallelogram region */ if (u <= p2) { x = xl + (u - p1) / c; v = v * c + 1.0 - fabs(xm - x) / p1; if (v > 1.0 || v <= 0.) continue; ix = (int) x; } else { if (u > p3) { /* right tail */ ix = (int)(xr - log(v) / xlr); if (ix > n) continue; v = v * (u - p3) * xlr; } else {/* left tail */ ix = (int)(xl + log(v) / xll); if (ix < 0) continue; v = v * (u - p2) * xll; } } /* determine appropriate way to perform accept/reject test */ k = abs(ix - m); if (k <= 20 || k >= npq / 2 - 1) { /* explicit evaluation */ f = 1.0; if (m < ix) { for (i = m + 1; i <= ix; i++) f *= (g / i - r); } else if (m != ix) { for (i = ix + 1; i <= m; i++) f /= (g / i - r); } if (v <= f) goto finis; } else { /* squeezing using upper and lower bounds on log(f(x)) */ amaxp = (k / npq) * ((k * (k / 3. + 0.625) + 0.1666666666666) / npq + 0.5); ynorm = -k * k / (2.0 * npq); alv = log(v); if (alv < ynorm - amaxp) goto finis; if (alv <= ynorm + amaxp) { /* stirling's formula to machine accuracy */ /* for the final acceptance/rejection test */ x1 = ix + 1; f1 = fm + 1.0; z = n + 1 - fm; w = n - ix + 1.0; z2 = z * z; x2 = x1 * x1; f2 = f1 * f1; w2 = w * w; if (alv <= xm * log(f1 / x1) + (n - m + 0.5) * log(z / w) + (ix - m) * log(w * p / (x1 * q)) + (13860.0 - (462.0 - (132.0 - (99.0 - 140.0 / f2) / f2) / f2) / f2) / f1 / 166320.0 + (13860.0 - (462.0 - (132.0 - (99.0 - 140.0 / z2) / z2) / z2) / z2) / z / 166320.0 + (13860.0 - (462.0 - (132.0 - (99.0 - 140.0 / x2) / x2) / x2) / x2) / x1 / 166320.0 + (13860.0 - (462.0 - (132.0 - (99.0 - 140.0 / w2) / w2) / w2) / w2) / w / 166320.) goto finis; } } } L_np_small: /*---------------------- np = n*p < 30 : ------------------------- */ repeat { ix = 0; f = qn; u = unif_rand(); repeat { if (u < f) goto finis; if (ix > 110) break; u -= f; ix++; f *= (g / ix - r); } } finis: if (psave > 0.5) ix = n - ix; return (double)ix; }