/*
* Mathlib : A C Library of Special Functions
* Copyright (C) 1998 Ross Ihaka
* Copyright (C) 2000--2006 The R Development Core Team
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
*
* This program 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 General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.
*
* SYNOPSIS
*
* #include <Rmath.h>
* double rnbinom(double n, double p)
*
* DESCRIPTION
*
* Random variates from the negative binomial distribution.
*
* NOTES
*
* x = the number of failures before the n-th success
*
* REFERENCE
*
* Devroye, L. (1986).
* Non-Uniform Random Variate Generation.
* New York:Springer-Verlag. Page 480.
*
* METHOD
*
* Generate lambda as gamma with shape parameter n and scale
* parameter p/(1-p). Return a Poisson deviate with mean lambda.
*/
#include "nmath.h"
double rnbinom(double n /* size */, double p /* prob */)
{
if(!R_FINITE(n) || !R_FINITE(p) || n <= 0 || p <= 0 || p > 1)
/* p = 1 is ok, PR#1218 */
ML_ERR_return_NAN;
return (p == 1) ? 0 : rpois(rgamma(n, (1 - p) / p));
}
syntax highlighted by Code2HTML, v. 0.9.1