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/* 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;
}
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