gsl_cdf__gumbel1.c 1.2 KB

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  1. /* cdf/gumbel1.c
  2. *
  3. * Copyright (C) 2003, 2007 Brian Gough
  4. *
  5. * This program is free software; you can redistribute it and/or modify
  6. * it under the terms of the GNU General Public License as published by
  7. * the Free Software Foundation; either version 3 of the License, or (at
  8. * your option) any later version.
  9. *
  10. * This program is distributed in the hope that it will be useful, but
  11. * WITHOUT ANY WARRANTY; without even the implied warranty of
  12. * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  13. * General Public License for more details.
  14. *
  15. * You should have received a copy of the GNU General Public License
  16. * along with this program; if not, write to the Free Software
  17. * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
  18. */
  19. #include "gsl__config.h"
  20. #include <math.h>
  21. #include "gsl_math.h"
  22. #include "gsl_cdf.h"
  23. double
  24. gsl_cdf_gumbel1_P (const double x, const double a, const double b)
  25. {
  26. double P = pow(exp (-b), exp (-a * x));
  27. return P;
  28. }
  29. double
  30. gsl_cdf_gumbel1_Q (const double x, const double a, const double b)
  31. {
  32. double u = exp (-a * x);
  33. double Q;
  34. double P = pow(exp (-b), u);
  35. if (P < 0.5)
  36. {
  37. Q = 1 - P;
  38. }
  39. else
  40. {
  41. Q = -expm1 (-b * u);
  42. }
  43. return Q;
  44. }