| /* cdf/exppow.c |
| * |
| * Copyright (C) 2004 Giulio Bottazzi |
| * |
| * 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_cdf.h> |
| #include <gsl/gsl_sf_gamma.h> |
| |
| /* The exponential power density is parametrized according to |
| |
| p(x) dx = (1/(2 a Gamma(1 + 1/b))) * exp(-|x/a|^b) dx |
| |
| so that the distribution reads |
| |
| / x<0 0.5 - Gamma_inc_P(1/b,|x/a|^b) |
| P(x) = | x=0 0.5 |
| \ x>0 0.5 + Gamma_inc_P(1/b,|x/a|^b) |
| |
| |
| for x in (-infty,+infty) */ |
| |
| double |
| gsl_cdf_exppow_P (const double x, const double a, const double b) |
| { |
| const double u = x / a; |
| |
| if (u < 0) |
| { |
| double P = 0.5 * gsl_sf_gamma_inc_Q (1.0 / b, pow (-u, b)); |
| return P; |
| } |
| else |
| { |
| double P = 0.5 * (1.0 + gsl_sf_gamma_inc_P (1.0 / b, pow (u, b))); |
| return P; |
| } |
| } |
| |
| double |
| gsl_cdf_exppow_Q (const double x, const double a, const double b) |
| { |
| const double u = x / a; |
| |
| if (u < 0) |
| { |
| double Q = 0.5 * (1.0 + gsl_sf_gamma_inc_P (1.0 / b, pow (-u, b))); |
| return Q; |
| } |
| else |
| { |
| double Q = 0.5 * gsl_sf_gamma_inc_Q (1.0 / b, pow (u, b)); |
| return Q; |
| } |
| } |