19 #include "CLHEP/Random/RandBinomial.h"
20 #include "CLHEP/Random/defs.h"
21 #include "CLHEP/Random/DoubConv.hh"
35 return genBinomial( anEngine,
n, p );
40 return genBinomial( anEngine,
n, p );
44 return genBinomial( localEngine.get(),
n, p );
50 for(
double* v = vect; v != vect+size; ++v )
55 const int size,
double* vect,
58 for(
double* v = vect; v != vect+size; ++v )
64 for(
double* v = vect; v != vect+size; ++v )
65 *v =
fire(defaultN,defaultP);
71 for(
double* v = vect; v != vect+size; ++v )
93 static double StirlingCorrection(
long int k)
95 #define C1 8.33333333333333333e-02
96 #define C3 -2.77777777777777778e-03
97 #define C5 7.93650793650793651e-04
98 #define C7 -5.95238095238095238e-04
100 static double c[31] = { 0.0,
101 8.106146679532726e-02, 4.134069595540929e-02,
102 2.767792568499834e-02, 2.079067210376509e-02,
103 1.664469118982119e-02, 1.387612882307075e-02,
104 1.189670994589177e-02, 1.041126526197209e-02,
105 9.255462182712733e-03, 8.330563433362871e-03,
106 7.573675487951841e-03, 6.942840107209530e-03,
107 6.408994188004207e-03, 5.951370112758848e-03,
108 5.554733551962801e-03, 5.207655919609640e-03,
109 4.901395948434738e-03, 4.629153749334029e-03,
110 4.385560249232324e-03, 4.166319691996922e-03,
111 3.967954218640860e-03, 3.787618068444430e-03,
112 3.622960224683090e-03, 3.472021382978770e-03,
113 3.333155636728090e-03, 3.204970228055040e-03,
114 3.086278682608780e-03, 2.976063983550410e-03,
115 2.873449362352470e-03, 2.777674929752690e-03,
120 r = 1.0 / (
double) k; rr = r * r;
121 return(r*(
C1 + rr*(
C3 + rr*(
C5 + rr*
C7))));
126 double RandBinomial::genBinomial( HepRandomEngine *anEngine,
long n,
double p )
173 #define C1_3 0.33333333333333333
174 #define C5_8 0.62500000000000000
175 #define C1_6 0.16666666666666667
178 static long int n_last = -1L, n_prev = -1L;
179 static double par,np,
p0,q,p_last = -1.0, p_prev = -1.0;
181 static double pq, rc, ss, xm, xl, xr, ll, lr, c,
184 long bh,i, K, Km, nK;
185 double f, rm, U, V,
X, T, E;
187 if (
n != n_last || p != p_last)
191 par=std::min(p,1.0-p);
197 if( np <= 0.0 )
return (-1.0);
203 p0=std::exp(
n*std::log(q));
204 bh=(
long int)(np+10.0*std::sqrt(np*q));
209 rc = (
n + 1.0) * (pq = par / q);
211 i = (
long int) (2.195*std::sqrt(ss) - 4.6*q);
214 xr = (
double) (m + i + 1L);
215 f = (rm - xl) / (rm - xl*par); ll =
f * (1.0 + 0.5*
f);
216 f = (xr - rm) / (xr * q); lr =
f * (1.0 + 0.5*
f);
217 c = 0.134 + 20.5/(15.3 + (
double) m);
220 p2 = p1 * (1.0 + c + c);
244 pk=(
double)(((
n-K+1)*par*pk)/(K*q));
252 V = anEngine->flat();
253 if ((U = anEngine->flat() * p4) <= p1)
255 K=(
long int) (xm - U + p1*V);
261 if ((V = V*c + 1.0 - std::fabs(xm -
X)/p1) >= 1.0)
continue;
266 if ((
X = xl + std::log(V)/ll) < 0.0)
continue;
272 if ((K = (
long int) (xr - std::log(V)/lr)) >
n)
continue;
277 if ((Km = labs(K - m)) <=
DMAX_KM || Km + Km + 2L >= ss)
286 if ((
f *= (rc / ++i - pq)) < V)
break;
293 if ((V *= (rc / ++i - pq)) >
f)
break;
303 T = - Km * Km / (ss + ss);
304 E = (Km / ss) * ((Km * (Km *
C1_3 +
C5_8) +
C1_6) / ss + 0.5);
305 if (V <= T - E)
break;
308 if (
n != n_prev || par != p_prev)
314 ch = xm * std::log((m + 1.0)/(pq * nm)) +
315 StirlingCorrection(m + 1L) + StirlingCorrection(nm);
321 if (V <= ch + (
n + 1.0)*std::log((
double) nm / (
double) nK) +
322 (K + 0.5)*std::log(nK * pq / (K + 1.0)) -
323 StirlingCorrection(K + 1L) - StirlingCorrection(nK))
break;
327 return ((p>0.5) ? (
double)(
n-K):(
double)K);
331 int pr=os.precision(20);
332 std::vector<unsigned long> t(2);
333 os <<
" " <<
name() <<
"\n";
334 os <<
"Uvec" <<
"\n";
336 os << defaultN <<
" " << defaultP <<
" " << t[0] <<
" " << t[1] <<
"\n";
340 int pr=os.precision(20);
341 os <<
" " <<
name() <<
"\n";
342 os << defaultN <<
" " << defaultP <<
"\n";
351 if (inName !=
name()) {
352 is.clear(std::ios::badbit | is.rdstate());
353 std::cerr <<
"Mismatch when expecting to read state of a "
354 <<
name() <<
" distribution\n"
355 <<
"Name found was " << inName
356 <<
"\nistream is left in the badbit state\n";
360 std::vector<unsigned long> t(2);
361 is >> defaultN >> defaultP;
static double longs2double(const std::vector< unsigned long > &v)
static std::vector< unsigned long > dto2longs(double d)
static HepRandomEngine * getTheEngine()
HepRandomEngine & engine()
void fireArray(const int size, double *vect)
static void shootArray(const int size, double *vect, long n=1, double p=0.5)
std::ostream & put(std::ostream &os) const
std::istream & get(std::istream &is)
bool possibleKeywordInput(IS &is, const std::string &key, T &t)