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- /* cdf/exppow.c
- *
- * Copyright (C) 2004 Giulio Bottazzi
- *
- * 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 3 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.
- */
- #include "gsl__config.h"
- #include <math.h>
- #include "gsl_cdf.h"
- #include "gsl_sf_gamma.h"
- /* The exponential power density is parametrized according to
- p(x) dx = (1/(2 a Gamma(1 + 1/b))) * exp(-|x/a|^b) dx
- so that the distribution reads
- / x<0 0.5 - Gamma_inc_P(1/b,|x/a|^b)
- P(x) = | x=0 0.5
- \ x>0 0.5 + Gamma_inc_P(1/b,|x/a|^b)
- for x in (-infty,+infty) */
- double
- gsl_cdf_exppow_P (const double x, const double a, const double b)
- {
- const double u = x / a;
- if (u < 0)
- {
- double P = 0.5 * gsl_sf_gamma_inc_Q (1.0 / b, pow (-u, b));
- return P;
- }
- else
- {
- double P = 0.5 * (1.0 + gsl_sf_gamma_inc_P (1.0 / b, pow (u, b)));
- return P;
- }
- }
- double
- gsl_cdf_exppow_Q (const double x, const double a, const double b)
- {
- const double u = x / a;
- if (u < 0)
- {
- double Q = 0.5 * (1.0 + gsl_sf_gamma_inc_P (1.0 / b, pow (-u, b)));
- return Q;
- }
- else
- {
- double Q = 0.5 * gsl_sf_gamma_inc_Q (1.0 / b, pow (u, b));
- return Q;
- }
- }
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