random-distributions/exponential.ss
;;; PLT Scheme Science Collection
;;; random-distributions/exponential.ss
;;; Copyright (c) 2004 M. Douglas Williams
;;;
;;; This library is free software; you can redistribute it and/or
;;; modify it under the terms of the GNU Lesser General Public
;;; License as published by the Free Software Foundation; either
;;; version 2.1 of the License, or (at your option) any later version.
;;;
;;; This library is distributed in the hope that it will be useful,
;;; but WITHOUT ANY WARRANTY; without even the implied warranty of
;;; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
;;; Lesser General Public License for more details.
;;;
;;; You should have received a copy of the GNU Lesser General Public
;;; License along with this library; if not, write to the Free
;;; Software Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA
;;; 02111-1307 USA.
;;;
;;; -------------------------------------------------------------------
;;;
;;; This code in based on the Random Number Distributions in the GNU
;;; Scientific Library (GSL).
;;;
;;; Version  Date      Description
;;; 0.9.0    08/07/04  This is the initial release of the exponential
;;;                    distribution routines ported from GSL. (Doug
;;;                    Williams)
;;; 1.0.0    09/28/04  Marked as ready for Release 1.0.  Added
;;;                    contracts for functions.  (Doug Williams)

(module exponential mzscheme
  
  (require (lib "contract.ss"))
  
  (provide/contract
   (random-exponential
    (case-> (-> random-source? (>/c 0.0)
                (>=/c 0.0))
            (-> (>/c 0.0) (>=/c 0.0))))
   (exponential-pdf
    (-> real? (>/c 0.0) (>=/c 0.0)))
   (exponential-cdf
    (-> real? (>/c 0.0) (real-in 0.0 1.0))))
  
  (require "../random-source.ss")
  
  ;; random-exponential: random-source x real -> real
  ;; random-exponential: real -> real
  ;;
  ;; This function returns a random variate from the exponential
  ;; distribution with mean mu.
  (define random-exponential
    (case-lambda
      ((r mu)
       (let ((u (random-uniform r)))
         (* (- mu) (log u))))
      ((mu)
       (random-exponential (current-random-source) mu))))
  
  ;; exponential-pdf: real x real -> real
  ;;
  ;; This function computes the probability  density p(x) at x for an
  ;; exponential distribution with mean mu.
  (define (exponential-pdf x mu)
    (if (< x 0)
        0
        (/ (exp (/ (- x) mu)) mu)))
  
  ;; exponential-cdf: real x real -> real
  ;;
  ;; This function computer the cummulative density d(x) at x for an
  ;; exponential distribution with mean mu.
  (define (exponential-cdf x mu)
    (if (< x 0)
        0
        (- 1.0 (exp (/ (- x) mu)))))
  
)