#include #include #include #include #include /* The lognormal distribution has the form p(x) dx = 1/(x * sqrt(2 pi sigma^2)) exp(-(ln(x) - zeta)^2/2 sigma^2) dx for x > 0. Lognormal random numbers are the exponentials of gaussian random numbers */ double gsl_ran_lognormal (const gsl_rng * r, const double zeta, const double sigma) { double u, v, r2, normal, z; do { /* choose x,y in uniform square (-1,-1) to (+1,+1) */ u = -1 + 2 * gsl_rng_uniform (r); v = -1 + 2 * gsl_rng_uniform (r); /* see if it is in the unit circle */ r2 = u * u + v * v; } while (r2 > 1.0 || r2 == 0); normal = u * sqrt (-2.0 * log (r2) / r2); z = exp (sigma * normal + zeta); return z; } double gsl_ran_lognormal_pdf (const double x, const double zeta, const double sigma) { if (x <= 0) { return 0 ; } else { double u = (log (x) - zeta)/sigma; double p = 1 / (x * fabs(sigma) * sqrt (2 * M_PI)) * exp (-(u * u) /2); return p; } }