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STK++ 1.0
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00001 /*--------------------------------------------------------------------*/ 00002 /* Copyright (C) 2004-2007 Serge Iovleff 00003 00004 This program is free software; you can redistribute it and/or modify 00005 it under the terms of the GNU Lesser General Public License as 00006 published by the Free Software Foundation; either version 2 of the 00007 License, or (at your option) any later version. 00008 00009 This program is distributed in the hope that it will be useful, 00010 but WITHOUT ANY WARRANTY; without even the implied warranty of 00011 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 00012 GNU Lesser General Public License for more details. 00013 00014 You should have received a copy of the GNU Lesser General Public 00015 License along with this program; if not, write to the 00016 Free Software Foundation, Inc., 00017 59 Temple Place, 00018 Suite 330, 00019 Boston, MA 02111-1307 00020 USA 00021 00022 Contact : Serge.Iovleff@stkpp.org 00023 */ 00024 00025 /* 00026 * Project: Analysis 00027 * Purpose: implementation of the poisson function 00028 * Author: Serge Iovleff, serge.iovleff@stkpp.org 00029 **/ 00030 00036 #include <cmath> 00037 00038 #include "../include/STK_Const_Math.h" 00039 00040 #include "../include/STK_Funct_gamma.h" 00041 00042 #include "../include/STK_Funct_util.h" 00043 00044 #include "../include/STK_Funct_raw.h" 00045 00046 namespace STK 00047 { 00048 00049 namespace Funct 00050 { 00064 Real poisson_pdf_raw(Real const& x, Real const& lambda) 00065 { 00066 // check trivial values 00067 if (x<0.) return( 0. ); 00068 // if lambda is 0, we have P(X=0) = 1 00069 if (lambda==0.) return( (x==0.) ? 1. : 0. ); 00070 // special value 00071 if (x==0.) return( exp(-lambda) ); 00072 // stirling approximation and deviance 00073 return( exp(-gammaLnStirlingError(x)-dev0(x, lambda)) 00074 / (Const::_SQRT2PI_*sqrt(x)) 00075 ); 00076 } 00077 00091 Real poisson_pdf_raw(Integer const& x, Real const& lambda) 00092 { 00093 // check trivial values 00094 if (x<0) return( 0. ); 00095 // if lambda is 0, we have P(X=0) = 1 00096 if (lambda==0) return( (x==0) ? 1. : .0 ); 00097 // special value 00098 if (x==0) return( exp(-lambda) ); 00099 // stirling approximation and deviance 00100 return( exp(-gammaLnStirlingError(x)-dev0(x, lambda)) 00101 / (Const::_SQRT2PI_*sqrt(x)) 00102 ); 00103 } 00104 00105 00106 } // namespace Funct 00107 00108 } // namespace STK