The R Project SVN R

/*
 *  Mathlib : A C Library of Special Functions
 *  Copyright (C) 1998 Ross Ihaka
 *  Copyright (C) 2000 The R Development 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, write to the Free Software
 *  Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307 USA.
 *
 *  SYNOPSIS
 *
 *  #include "Rmath.h"
 *  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, p216.
 *  (Algorithm BTPEC).
 */

#include "nmath.h"
#include <stdlib.h>

#define repeat for(;;)

double rbinom(double nin, double pp)
{
/*=== FIXME :  THIS IS NOT AT ALL THREAD SAFE ! (see below) */

    double p, q, np, g, r, al, alv, amaxp, ffm, ynorm;
    int i,ix,k, n;

    static double c, f, f1, f2, fm;
    static double p1, p2, p3, p4, qn, u, v, w, w2;
    static double x, x1, x2, xl, xll, xlr, xm, npq, xr, z, z2;
    static int m;

    static double psave = -1.0;
    static int nsave = -1;

    n = floor(nin + 0.5);
    if (!R_FINITE(n) || !R_FINITE(pp) ||
    /* n=0, p=0, p=1 are not errors <TSL>*/
    n < 0. || pp < 0. || pp > 1.)   ML_ERR_return_NAN;

    if (n == 0. || pp == 0.) return 0;
    if (pp == 1.) return n;

    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 = pow(q, (double) n);
        goto L_np_small;
    } else {
        ffm = np + p;
        m = 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 = 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 = x;
      } else {
      if (u > p3) { /* right tail */
          ix = xr - log(v) / xlr;
          if (ix > n)
          continue;
          v = v * (u - p3) * xlr;
      } else {/* left tail */
          ix = 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 = f * (g / i - r);
      } else if (m != ix) {
          for (i = ix + 1; i <= m; i++)
          f = 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 = u - f;
     ix = ix + 1;
     f = f * (g / ix - r);
     }
  }
 finis:
    if (psave > 0.5)
     ix = n - ix;
  return (double)ix;
}