1 files changed, 70 insertions, 0 deletions
diff --git a/gsl-1.9/cdf/exppow.c b/gsl-1.9/cdf/exppow.c
new file mode 100644
index 0000000..440f5c4
--- /dev/null
+++ b/gsl-1.9/cdf/exppow.c
@@ -0,0 +1,70 @@
+/* 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 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_cdf.h>
+#include <gsl/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;
+    }
+}