1 files changed, 59 insertions, 0 deletions
diff --git a/gsl-1.9/cdf/laplace.c b/gsl-1.9/cdf/laplace.c
new file mode 100644
index 0000000..a92237c
--- /dev/null
+++ b/gsl-1.9/cdf/laplace.c
@@ -0,0 +1,59 @@
+/* cdf/laplace.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_laplace_P (const double x, const double a)
+{
+  double P;
+  double u = x / a;
+
+  if (u > 0)
+    {
+      P = 0.5 + 0.5*(1 - exp(-u)) ;
+    }
+  else
+    {
+      P = 0.5 * exp(u);
+    }
+  
+  return P;
+}
+
+double
+gsl_cdf_laplace_Q (const double x, const double a)
+{
+  double Q;
+  double u = x / a;
+  
+  if (u > 0)
+    {
+      Q = 0.5 * exp(-u);
+    }
+  else
+    {
+      Q = 1 - 0.5 *exp(u);
+    }
+
+  return Q;
+}