1 files changed, 61 insertions, 0 deletions
diff --git a/gsl-1.9/cdf/paretoinv.c b/gsl-1.9/cdf/paretoinv.c
new file mode 100644
index 0000000..04fff30
--- /dev/null
+++ b/gsl-1.9/cdf/paretoinv.c
@@ -0,0 +1,61 @@
+/* cdf/paretoinv.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_pareto_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 b;
+    }
+
+  x = b * exp(-log1p(-P)/a);
+
+  return x;
+}
+
+double
+gsl_cdf_pareto_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 b;
+    }
+
+  x = b * exp(-log(Q) / a);
+
+  return x;
+}