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Diffstat (limited to 'gsl-1.9/cdf/cauchyinv.c')
-rw-r--r-- | gsl-1.9/cdf/cauchyinv.c | 75 |
1 files changed, 75 insertions, 0 deletions
diff --git a/gsl-1.9/cdf/cauchyinv.c b/gsl-1.9/cdf/cauchyinv.c new file mode 100644 index 0000000..291ca88 --- /dev/null +++ b/gsl-1.9/cdf/cauchyinv.c @@ -0,0 +1,75 @@ +/* cdf/cauchyinv.c + * + * Copyright (C) 2003 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 2 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 <config.h> +#include <math.h> +#include <gsl/gsl_math.h> +#include <gsl/gsl_cdf.h> + +double +gsl_cdf_cauchy_Pinv (const double P, const double a) +{ + double x; + + if (P == 1.0) + { + return GSL_POSINF; + } + else if (P == 0.0) + { + return GSL_NEGINF; + } + + if (P > 0.5) + { + x = a * tan (M_PI * (P - 0.5)); + } + else + { + x = -a / tan (M_PI * P); + } + + return x; +} + +double +gsl_cdf_cauchy_Qinv (const double Q, const double a) +{ + double x; + + if (Q == 0.0) + { + return GSL_POSINF; + } + else if (Q == 1.0) + { + return GSL_NEGINF; + } + + if (Q > 0.5) + { + x = a * tan (M_PI * (0.5 - Q)); + } + else + { + x = a / tan (M_PI * Q); + } + + return x; +} |