/* * 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 * 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)); }