gsl-ocaml / gsl_randist.mli

(* ocamlgsl - OCaml interface to GSL                        *)
(* Copyright (©) 2002-2005 - Olivier Andrieu                *)
(* distributed under the terms of the GPL version 2         *)

(** Random Number Distributions *)

external gaussian : Gsl_rng.t -> sigma:float -> float 
    = "ml_gsl_ran_gaussian"
external gaussian_ratio_method : Gsl_rng.t -> sigma:float -> float
  = "ml_gsl_ran_gaussian_ratio_method"
external gaussian_ziggurat : Gsl_rng.t -> sigma:float -> float 
    = "ml_gsl_ran_gaussian_ziggurat"
external gaussian_pdf : float -> sigma:float -> float
  = "ml_gsl_ran_gaussian_pdf" "gsl_ran_gaussian_pdf" "float"

external ugaussian : Gsl_rng.t -> float 
    = "ml_gsl_ran_ugaussian"
external ugaussian_ratio_method : Gsl_rng.t -> float
  = "ml_gsl_ran_ugaussian_ratio_method"
external ugaussian_pdf : float -> float 
    = "ml_gsl_ran_ugaussian_pdf" "gsl_ran_ugaussian_pdf" "float"


external gaussian_tail : Gsl_rng.t -> a:float -> sigma:float -> float
  = "ml_gsl_ran_gaussian_tail"
external gaussian_tail_pdf : float -> a:float -> sigma:float -> float
  = "ml_gsl_ran_gaussian_tail_pdf" "gsl_ran_gaussian_tail_pdf" "float"

external ugaussian_tail : Gsl_rng.t -> a:float -> float
  = "ml_gsl_ran_ugaussian_tail"
external ugaussian_tail_pdf : float -> a:float -> float
  = "ml_gsl_ran_ugaussian_tail_pdf" "gsl_ran_ugaussian_tail_pdf" "float"


external bivariate_gaussian :
  Gsl_rng.t -> sigma_x:float -> sigma_y:float -> rho:float -> float * float
  = "ml_gsl_ran_bivariate_gaussian"
external bivariate_gaussian_pdf :
  x:float -> y:float -> sigma_x:float -> sigma_y:float -> rho:float -> float
  = "ml_gsl_ran_bivariate_gaussian_pdf" "gsl_ran_bivariate_gaussian_pdf"
  "float"


external exponential : Gsl_rng.t -> mu:float -> float
  = "ml_gsl_ran_exponential"
external exponential_pdf : float -> mu:float -> float
  = "ml_gsl_ran_exponential_pdf" "gsl_ran_exponential_pdf" "float"


external laplace : Gsl_rng.t -> a:float -> float
    = "ml_gsl_ran_laplace"
external laplace_pdf : float -> a:float -> float
    = "ml_gsl_ran_laplace_pdf" "gsl_ran_laplace_pdf" "float"


external exppow : Gsl_rng.t -> a:float -> b:float -> float
  = "ml_gsl_ran_exppow"
external exppow_pdf : float -> a:float -> b:float -> float
  = "ml_gsl_ran_exppow_pdf" "gsl_ran_exppow_pdf" "float"


external cauchy : Gsl_rng.t -> a:float -> float 
    = "ml_gsl_ran_cauchy"
external cauchy_pdf : float -> a:float -> float
    = "ml_gsl_ran_cauchy_pdf" "gsl_ran_cauchy_pdf" "float"


external rayleigh : Gsl_rng.t -> sigma:float -> float
    = "ml_gsl_ran_rayleigh"
external rayleigh_pdf : float -> sigma:float -> float
  = "ml_gsl_ran_rayleigh_pdf" "gsl_ran_rayleigh_pdf" "float"


external rayleigh_tail : Gsl_rng.t -> a:float -> sigma:float -> float
  = "ml_gsl_ran_rayleigh_tail"
external rayleigh_tail_pdf : float -> a:float -> sigma:float -> float
  = "ml_gsl_ran_rayleigh_tail_pdf" "gsl_ran_rayleigh_tail_pdf" "float"


external landau : Gsl_rng.t -> float
    = "ml_gsl_ran_landau"
external landau_pdf : float -> float
    = "ml_gsl_ran_landau_pdf" "gsl_ran_landau_pdf" "float"


external levy : Gsl_rng.t -> c:float -> alpha:float -> float
  = "ml_gsl_ran_levy"


external levy_skew :
  Gsl_rng.t -> c:float -> alpha:float -> beta:float -> float
  = "ml_gsl_ran_levy_skew"


external gamma : Gsl_rng.t -> a:float -> b:float -> float
  = "ml_gsl_ran_gamma"
external gamma_int : Gsl_rng.t -> a:int -> float 
    = "ml_gsl_ran_gamma_int"
external gamma_pdf : float -> a:float -> b:float -> float
  = "ml_gsl_ran_gamma_pdf" "gsl_ran_gamma_pdf" "float"
external gamma_mt : Gsl_rng.t -> a:int ->  b:float -> float
    = "ml_gsl_ran_gamma_mt"
external gamma_knuth : Gsl_rng.t -> a:int ->  b:float -> float
    = "ml_gsl_ran_gamma_knuth"


external flat : Gsl_rng.t -> a:float -> b:float -> float
    = "ml_gsl_ran_flat"
external flat_pdf : float -> a:float -> b:float -> float
    = "ml_gsl_ran_flat_pdf" "gsl_ran_flat_pdf" "float"


external lognormal : Gsl_rng.t -> zeta:float -> sigma:float -> float
  = "ml_gsl_ran_lognormal"
external lognormal_pdf : float -> zeta:float -> sigma:float -> float
  = "ml_gsl_ran_lognormal_pdf" "gsl_ran_lognormal_pdf" "float"


external chisq : Gsl_rng.t -> nu:float -> float
    = "ml_gsl_ran_chisq"
external chisq_pdf : float -> nu:float -> float
    = "ml_gsl_ran_chisq_pdf" "gsl_ran_chisq_pdf" "float"

external dirichlet : Gsl_rng.t -> alpha:float array -> theta:float array -> unit
    = "ml_gsl_ran_dirichlet"
external dirichlet_pdf : alpha:float array -> theta:float array -> float
    = "ml_gsl_ran_dirichlet_pdf"
external dirichlet_lnpdf : alpha:float array -> theta:float array -> float
    = "ml_gsl_ran_dirichlet_lnpdf"

external fdist : Gsl_rng.t -> nu1:float -> nu2:float -> float
  = "ml_gsl_ran_fdist"
external fdist_pdf : float -> nu1:float -> nu2:float -> float
  = "ml_gsl_ran_fdist_pdf" "gsl_ran_fdist_pdf" "float"


external tdist : Gsl_rng.t -> nu:float -> float
    = "ml_gsl_ran_tdist"
external tdist_pdf : float -> nu:float -> float
    = "ml_gsl_ran_tdist_pdf" "gsl_ran_tdist_pdf" "float"


external beta : Gsl_rng.t -> a:float -> b:float -> float
    = "ml_gsl_ran_beta"
external beta_pdf : float -> a:float -> b:float -> float
    = "ml_gsl_ran_beta_pdf" "gsl_ran_beta_pdf" "float"


external logistic : Gsl_rng.t -> a:float -> float
    = "ml_gsl_ran_logistic"
external logistic_pdf : float -> a:float -> float
    = "ml_gsl_ran_logistic_pdf" "gsl_ran_logistic_pdf" "float"


external pareto : Gsl_rng.t -> a:float -> b:float -> float
    = "ml_gsl_ran_pareto"
external pareto_pdf : float -> a:float -> b:float -> float
    = "ml_gsl_ran_pareto_pdf" "gsl_ran_pareto_pdf" "float"


external dir_2d : Gsl_rng.t -> float * float
    = "ml_gsl_ran_dir_2d"
external dir_2d_trig_method : Gsl_rng.t -> float * float
    = "ml_gsl_ran_dir_2d_trig_method"
external dir_3d : Gsl_rng.t -> float * float * float
    = "ml_gsl_ran_dir_3d"
external dir_nd : Gsl_rng.t -> float array -> unit
    = "ml_gsl_ran_dir_nd"


external weibull : Gsl_rng.t -> a:float -> b:float -> float
  = "ml_gsl_ran_weibull"
external weibull_pdf : float -> a:float -> b:float -> float
  = "ml_gsl_ran_weibull_pdf" "gsl_ran_weibull_pdf" "float"


external gumbel1 : Gsl_rng.t -> a:float -> b:float -> float
  = "ml_gsl_ran_gumbel1"
external gumbel1_pdf : float -> a:float -> b:float -> float
  = "ml_gsl_ran_gumbel1_pdf" "gsl_ran_gumbel1_pdf" "float"


external gumbel2 : Gsl_rng.t -> a:float -> b:float -> float
  = "ml_gsl_ran_gumbel2"
external gumbel2_pdf : float -> a:float -> b:float -> float
  = "ml_gsl_ran_gumbel2_pdf" "gsl_ran_gumbel2_pdf" "float"


type discrete
val discrete_preproc : float array -> discrete
external discrete : Gsl_rng.t -> discrete -> int
    = "ml_gsl_ran_discrete" "noalloc"
external discrete_pdf : int -> discrete -> float
    = "ml_gsl_ran_discrete_pdf"


external poisson : Gsl_rng.t -> mu:float -> int
    = "ml_gsl_ran_poisson"
external poisson_pdf : int -> mu:float -> float
    = "ml_gsl_ran_poisson_pdf"


external bernoulli : Gsl_rng.t -> p:float -> int
    = "ml_gsl_ran_bernoulli"
external bernoulli_pdf : int -> p:float -> float
    = "ml_gsl_ran_bernoulli_pdf"


external binomial : Gsl_rng.t -> p:float -> n:int -> int
  = "ml_gsl_ran_binomial"
external binomial_knuth : Gsl_rng.t -> p:float -> n:int -> int
  = "ml_gsl_ran_binomial_knuth"
external binomial_tpe : Gsl_rng.t -> p:float -> n:int -> int
  = "ml_gsl_ran_binomial_tpe"
external binomial_pdf : int -> p:float -> n:int -> float
  = "ml_gsl_ran_binomial_pdf"

external multinomial : Gsl_rng.t -> n:int -> p:float array -> int array
    = "ml_gsl_ran_multinomial"
external multinomial_pdf : p:float array -> n:int array -> float
    = "ml_gsl_ran_multinomial_pdf"
external multinomial_lnpdf : p:float array -> n:int array -> float
    = "ml_gsl_ran_multinomial_lnpdf"

external negative_binomial : Gsl_rng.t -> p:float -> n:int -> int
  = "ml_gsl_ran_negative_binomial"
external negative_binomial_pdf : int -> p:float -> n:int -> float
  = "ml_gsl_ran_negative_binomial_pdf"


external pascal : Gsl_rng.t -> p:float -> k:int -> int
    = "ml_gsl_ran_pascal"
external pascal_pdf : int -> p:float -> n:int -> float
  = "ml_gsl_ran_pascal_pdf"


external geometric : Gsl_rng.t -> p:float -> int
    = "ml_gsl_ran_geometric"
external geometric_pdf : int -> p:float -> float
    = "ml_gsl_ran_geometric_pdf"


external hypergeometric : Gsl_rng.t -> n1:int -> n2:int -> t:int -> int
  = "ml_gsl_ran_hypergeometric"
external hypergeometric_pdf : int -> n1:int -> n2:int -> t:int -> float
  = "ml_gsl_ran_hypergeometric_pdf"


external logarithmic : Gsl_rng.t -> p:float -> int
    = "ml_gsl_ran_logarithmic"
external logarithmic_pdf : int -> p:float -> float
    = "ml_gsl_ran_logarithmic_pdf"


external shuffle : Gsl_rng.t -> 'a array -> unit
    = "ml_gsl_ran_shuffle"
external choose : Gsl_rng.t -> src:'a array -> dst:'a array -> unit
    = "ml_gsl_ran_choose"
external sample : Gsl_rng.t -> src:'a array -> dst:'a array -> unit
    = "ml_gsl_ran_sample"
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