Initial ci of gi dir

git-svn-id: https://ws10smt.googlecode.com/svn/trunk@5 ec762483-ff6d-05da-a07a-a48fb63a330f

1 files changed, 72 insertions, 0 deletions

diff --git a/gi/pyp-topics/src/gammadist.h b/gi/pyp-topics/src/gammadist.h
new file mode 100644
index 00000000..b6ad6c40
--- /dev/null
+++ b/gi/pyp-topics/src/gammadist.h
@@ -0,0 +1,72 @@
+/* gammadist.h -- computes probability of samples under / produces samples from a Gamma distribution
+ *
+ * Mark Johnson, 22nd March 2008
+ *
+ * gammavariate() was translated from random.py in Python library
+ *
+ * The Gamma distribution is:
+ *
+ *   Gamma(x | alpha, beta) = pow(x/beta, alpha-1) * exp(-x/beta) / (gamma(alpha)*beta)
+ *
+ * shape parameter alpha > 0 (also called c), scale parameter beta > 0 (also called s); 
+ * mean is alpha*beta, variance is alpha*beta**2
+ *
+ * Note that many parameterizations of the Gamma function are in terms of an _inverse_
+ * scale parameter beta, which is the inverse of the beta given here.
+ */
+
+#ifndef GAMMADIST_H
+#define GAMMADIST_H
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+  
+  /* gammadist() returns the probability density of x under a Gamma(alpha,beta) 
+   * distribution
+   */
+
+  long double gammadist(long double x, long double alpha, long double beta);
+
+  /* lgammadist() returns the log probability density of x under a Gamma(alpha,beta)
+   * distribution
+   */
+
+  long double lgammadist(long double x, long double alpha, long double beta);
+
+  /* gammavariate() generates samples from a Gamma distribution
+   * conditioned on the parameters alpha and beta.
+   * 
+   * alpha > 0, beta > 0, mean is alpha*beta, variance is alpha*beta**2
+   *
+   * Warning: a few older sources define the gamma distribution in terms
+   * of alpha > -1.0
+   */
+
+  long double gammavariate(long double alpha, long double beta);
+
+  /* betadist() returns the probability density of x under a Beta(alpha,beta)
+   * distribution.
+   */
+
+  long double betadist(long double x, long double alpha, long double beta);
+
+  /* lbetadist() returns the log probability density of x under a Beta(alpha,beta)
+   * distribution.
+   */
+  
+  long double lbetadist(long double x, long double alpha, long double beta);
+
+  /* betavariate() generates a sample from a Beta distribution with
+   * parameters alpha and beta.
+   *
+   * 0 < alpha < 1, 0 < beta < 1, mean is alpha/(alpha+beta)
+   */
+
+  long double betavariate(long double alpha, long double beta);
+
+#ifdef __cplusplus
+};
+#endif
+
+#endif /* GAMMADIST_H */