/* * Mathlib : A C Library of Special Functions * Copyright (C) 1998 Ross Ihaka * Copyright (C) 2000--2016 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 rnbinom(double n, double p) * * DESCRIPTION * * Random variates from the negative binomial distribution. * * NOTES * * x = the number of failures before the n-th success * * REFERENCE * * Devroye, L. (1986). * Non-Uniform Random Variate Generation. * New York:Springer-Verlag. Pages 488 and 543. * * METHOD * * Generate lambda as gamma with shape parameter n and scale * parameter p/(1-p). Return a Poisson deviate with mean lambda. */ #include "nmath.h" double rnbinom(double size, double prob) { if(!R_FINITE(prob) || ISNAN(size) || size <= 0 || prob <= 0 || prob > 1) /* prob = 1 is ok, PR#1218 */ ML_WARN_return_NAN; if(!R_FINITE(size)) size = DBL_MAX / 2.; // '/2' to prevent rgamma() returning Inf return (prob == 1) ? 0 : rpois(rgamma(size, (1 - prob) / prob)); } double rnbinom_mu(double size, double mu) { if(!R_FINITE(mu) || ISNAN(size) || size <= 0 || mu < 0) ML_WARN_return_NAN; if(!R_FINITE(size)) size = DBL_MAX / 2.; return (mu == 0) ? 0 : rpois(rgamma(size, mu / size)); }