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[Help-gsl] log probability density functions (PDFs)

From: Sam Mason
Subject: [Help-gsl] log probability density functions (PDFs)
Date: Fri, 15 Jun 2012 17:59:00 +0100


I sent a message to this a couple of months ago enquiring about the
availability of log-density functions.  I've been using my own
versions of these since then, and thought it would be good to send
them back to the community.

I've gone through most of the distributions and added in code
calculating their log-densities.  I've copied the naming and layout
convention of the dirichlet distribution; which already had the
gsl_ran_dirichlet_pdf() and gsl_ran_dirichlet_lnpdf() functions.  I've
not updated the docs yet, as I wanted to gage interest first.

The code compiles and the tests run successfully on my computer.  I've
also used the test code as a mini-benchmark, and the changed code
takes basically the same amount of time to execute (median = 1.0038
times GSL 1.15, 95%CI=1.0009-1.0064).

Let me know what would make this more useful.


Attachment: log-pdfs-v1.patch
Description: Binary data

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