gsl_cdf__laplaceinv.c 1.5 KB

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  1. /* cdf/laplaceinv.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_laplace_Pinv (const double P, const double a)
  25. {
  26. double x;
  27. if (P == 1.0)
  28. {
  29. return GSL_POSINF;
  30. }
  31. else if (P == 0.0)
  32. {
  33. return GSL_NEGINF;
  34. }
  35. if (P < 0.5)
  36. {
  37. x = a * log(2*P);
  38. }
  39. else
  40. {
  41. x = -a * log(2*(1-P));
  42. }
  43. return x;
  44. }
  45. double
  46. gsl_cdf_laplace_Qinv (const double Q, const double a)
  47. {
  48. double x;
  49. if (Q == 0.0)
  50. {
  51. return GSL_POSINF;
  52. }
  53. else if (Q == 1.0)
  54. {
  55. return GSL_NEGINF;
  56. }
  57. if (Q < 0.5)
  58. {
  59. x = -a * log(2*Q);
  60. }
  61. else
  62. {
  63. x = a * log(2*(1-Q));
  64. }
  65. return x;
  66. }