| /* 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; |
| } |