diff options
Diffstat (limited to 'gsl-1.9/cdf/gumbel2inv.c')
-rw-r--r-- | gsl-1.9/cdf/gumbel2inv.c | 61 |
1 files changed, 61 insertions, 0 deletions
diff --git a/gsl-1.9/cdf/gumbel2inv.c b/gsl-1.9/cdf/gumbel2inv.c new file mode 100644 index 0000000..b397f80 --- /dev/null +++ b/gsl-1.9/cdf/gumbel2inv.c @@ -0,0 +1,61 @@ +/* cdf/gumbel2inv.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_gumbel2_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 0.0; + } + + x = pow(b / (-log(P)), 1/a); + + return x; +} + +double +gsl_cdf_gumbel2_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 0.0; + } + + x = pow(b / (-log1p(-Q)), 1/a); + + return x; +} |