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Diffstat (limited to 'gsl-1.9/cdf/nbinomial.c')
-rw-r--r-- | gsl-1.9/cdf/nbinomial.c | 83 |
1 files changed, 83 insertions, 0 deletions
diff --git a/gsl-1.9/cdf/nbinomial.c b/gsl-1.9/cdf/nbinomial.c new file mode 100644 index 0000000..c2c17e7 --- /dev/null +++ b/gsl-1.9/cdf/nbinomial.c @@ -0,0 +1,83 @@ +/* cdf/negbinom.c + * + * Copyright (C) 2004 Jason H. Stover. + * + * 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., 59 Temple Place, Suite 330, Boston, MA 02111-1307, USA. + */ + +#include <config.h> +#include <math.h> +#include <gsl/gsl_math.h> +#include <gsl/gsl_errno.h> +#include <gsl/gsl_cdf.h> + +#include "error.h" + +/* + * Pr(X <= k) for a negative binomial random variable X, i.e., + * the probability of k or fewer failuers before success n. + */ + +double +gsl_cdf_negative_binomial_P (const unsigned int k, const double p, const double n) +{ + double P; + double a; + double b; + + if (p > 1.0 || p < 0.0) + { + CDF_ERROR ("p < 0 or p > 1", GSL_EDOM); + } + + if (n < 0) + { + CDF_ERROR ("n < 0", GSL_EDOM); + } + + a = (double) n; + b = (double) k + 1.0; + P = gsl_cdf_beta_P (p, a, b); + + return P; +} + +/* + * Pr ( X > k ). + */ + +double +gsl_cdf_negative_binomial_Q (const unsigned int k, const double p, const double n) +{ + double Q; + double a; + double b; + + if (p > 1.0 || p < 0.0) + { + CDF_ERROR ("p < 0 or p > 1", GSL_EDOM); + } + + if (n < 0) + { + CDF_ERROR ("n < 0", GSL_EDOM); + } + + a = (double) n; + b = (double) k + 1.0; + Q = gsl_cdf_beta_Q (p, a, b); + + return Q; +} |