| /* cdf/geometric.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), i.e., the probability of n or fewer failures until the |
| first success. */ |
| |
| double |
| gsl_cdf_geometric_P (const unsigned int k, const double p) |
| { |
| double P, a, q; |
| |
| if (p > 1.0 || p < 0.0) |
| { |
| CDF_ERROR ("p < 0 or p > 1", GSL_EDOM); |
| } |
| |
| if (k < 1) |
| { |
| return 0.0; |
| } |
| |
| q = 1.0 - p; |
| a = (double) k; |
| |
| if (p < 0.5) |
| { |
| P = -expm1 (a * log1p (-p)); |
| } |
| else |
| { |
| P = 1.0 - pow (q, a); |
| } |
| |
| return P; |
| } |
| |
| double |
| gsl_cdf_geometric_Q (const unsigned int k, const double p) |
| { |
| double Q, a, q; |
| |
| if (p > 1.0 || p < 0.0) |
| { |
| CDF_ERROR ("p < 0 or p > 1", GSL_EDOM); |
| } |
| |
| if (k < 1) |
| { |
| Q = 1.0; |
| } |
| |
| q = 1.0 - p; |
| a = (double) k; |
| |
| if (p < 0.5) |
| { |
| Q = exp (a * log1p (-p)); |
| } |
| else |
| { |
| Q = pow (q, a); |
| } |
| |
| return Q; |
| } |