| /* cdf/rayleighinv.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_rayleigh_Pinv (const double P, const double sigma) |
| { |
| double x; |
| |
| if (P == 1.0) |
| { |
| return GSL_POSINF; |
| } |
| else if (P == 0.0) |
| { |
| return 0.0; |
| } |
| |
| x = sigma * M_SQRT2 * sqrt (-log1p (-P)); |
| |
| return x; |
| } |
| |
| double |
| gsl_cdf_rayleigh_Qinv (const double Q, const double sigma) |
| { |
| double x; |
| |
| if (Q == 0.0) |
| { |
| return GSL_POSINF; |
| } |
| else if (Q == 1.0) |
| { |
| return 0.0; |
| } |
| |
| x = sigma * M_SQRT2 * sqrt (-log (Q)); |
| |
| return x; |
| } |
