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- /* cdf/paretoinv.c
- *
- * Copyright (C) 2003, 2007 Brian Gough
- *
- * 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_math.h"
- #include "gsl_cdf.h"
- double
- gsl_cdf_pareto_Pinv (const double P, const double a, const double b)
- {
- double x;
- if (P == 1.0)
- {
- return GSL_POSINF;
- }
- else if (P == 0.0)
- {
- return b;
- }
- x = b * exp(-log1p(-P)/a);
- return x;
- }
- double
- gsl_cdf_pareto_Qinv (const double Q, const double a, const double b)
- {
- double x;
- if (Q == 0.0)
- {
- return GSL_POSINF;
- }
- else if (Q == 1.0)
- {
- return b;
- }
- x = b * exp(-log(Q) / a);
- return x;
- }
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