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Diffstat (limited to 'gsl-1.9/cdf/exppow.c')
-rw-r--r-- | gsl-1.9/cdf/exppow.c | 70 |
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; + } +} |