Re: Fwd: log probability density functions (PDFs)

[Patrick Alken <patrick.alken@Colorado.EDU>]

The best option would be to make a standalone extension (see the main 
gsl page for examples), so people can look at it and try it out. We can 
add the extension to the main web page and possibly add it to the main 
source code later if it looks useful.

On 07/09/2012 11:29 AM, Sam Mason wrote:
> Hi,
>
> I sent the following message to the help-gsl list a while ago, but
> haven't received a reply...
>
> Is this sort of contribution useful to the project?
>
> Thanks,
>
>    Sam
>
>
> ---------- Forwarded message ----------
> From: Sam Mason <s.a.mason@warwick.ac.uk>
> Date: 15 June 2012 17:59
> To: help-gsl@gnu.org
>
>
> Hi,
>
> 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.
>
>   Sam