private static double HypergeometricHYP(PRNG prng, double good, double bad, long sample)
{
var d1 = bad + good - sample;
var d2 = Convert.ToDouble(Math.Min(bad, good));
var Y = d2;
var K = sample;
while (Y > 0.0)
{
var U = prng.Draw();
Y -= Math.Floor(U + Y / (d1 + K));
K -= 1;
if (K == 0)
{
break;
}
}
var Z = Math.Floor(d2 - Y);
if (good > bad)
{
Z = sample - Z;
}
return(Z);
}
private static double HypergeometricHRUA(PRNG prng, double good, double bad, long sample)
{
var D1 = 1.7155277699214135;
var D2 = 0.8989161620588988;
var minGoodBad = Math.Min(good, bad);
var popSize = good + bad;
var maxGoodBad = Math.Max(good, bad);
var m = Math.Min(sample, popSize - sample);
var d4 = minGoodBad / popSize;
var d5 = 1.0 - d4;
var d6 = m * d4 + 0.5;
var d7 = Math.Sqrt((popSize - m) * sample * d4 * d5 / (popSize - 1) + 0.5);
var d8 = D1 * d7 + D2;
var d9 = Math.Floor(((double)m + 1) * (minGoodBad + 1) / (popSize + 2));
var d10 = LogGamma(d9 + 1) + LogGamma(minGoodBad - d9 + 1) + LogGamma(m - d9 + 1) + LogGamma(maxGoodBad - m + d9 + 1);
var d11 = Math.Min(Math.Min(m, minGoodBad) + 1.0, Math.Floor(d6 + 16 * d7));
double Z;
while (true)
{
var X = prng.Draw();
var Y = prng.Draw();
var W = d6 + d8 * (Y - 0.5) / X;
if (W < 0.0 || W >= d11)
{
continue;
}
Z = Math.Floor(W);
var T = d10 - (LogGamma(Z + 1) + LogGamma(minGoodBad - Z + 1) + LogGamma(m - Z + 1) + LogGamma(maxGoodBad - m + Z + 1));
if ((X * (4.0 - X) - 3.0) <= T)
{
break;
}
if (X * (X - T) >= 1)
{
continue;
}
if (2.0 * Math.Log(X) <= T)
{
break;
}
}
if (good > bad)
{
Z = m - Z;
}
if (m < sample)
{
Z = good - Z;
}
return(Z);
}
/*
* Random variates from the hypergeometric distribution.
*
* Returns the number of white balls drawn when kk balls
* are drawn at random from an urn containing nn1 white
* and nn2 black balls.
*/
private static double RHyper(long kk, double nn1, double nn2, CoinFlipper coins)
{
var prng = new PRNG(coins);
if (kk > 10)
{
return(HypergeometricHRUA(prng, nn1, nn2, kk));
}
else
{
return(HypergeometricHYP(prng, nn1, nn2, kk));
}
}