46 |
|
|
47 |
if (p < 0.05) |
if (p < 0.05) |
48 |
{ |
{ |
49 |
double x0 = exp ((lgamma (b) + log (p)) / b); |
double x0 = exp ((lgamma (a) + log (p)) / a); |
50 |
x = x0; |
x = x0; |
51 |
} |
} |
52 |
else if (p > 0.95) |
else if (p > 0.95) |
53 |
{ |
{ |
54 |
double x0 = -log (1 - p) + lgamma (b); |
double x0 = -log (1 - p) + lgamma (a); |
55 |
x = x0; |
x = x0; |
56 |
} |
} |
57 |
else |
else |
58 |
{ |
{ |
59 |
double xg = gsl_cdf_ugaussian_Pinv (p); |
double xg = gsl_cdf_ugaussian_Pinv (p); |
60 |
double x0 = (xg < -sqrt (b)) ? b : sqrt (b) * xg + b; |
double x0 = (xg < -sqrt (a)) ? a : sqrt (a) * xg + a; |
61 |
x = x0; |
x = x0; |
62 |
} |
} |
63 |
|
|
71 |
double lambda, dp, phi; |
double lambda, dp, phi; |
72 |
|
|
73 |
start: |
start: |
74 |
dp = p - gsl_cdf_gamma_P (x, 1.0, b); |
dp = p - gsl_cdf_gamma_P (x, a, 1.0); |
75 |
phi = gsl_ran_gamma_pdf (x, b, 1.0); |
phi = gsl_ran_gamma_pdf (x, a, 1.0); |
76 |
|
|
77 |
if (dp == 0.0) |
if (dp == 0.0) |
78 |
goto end; |
goto end; |
81 |
|
|
82 |
{ |
{ |
83 |
double step0 = lambda; |
double step0 = lambda; |
84 |
double step1 = -((b - 1) / x - 1) * lambda * lambda / 4.0; |
double step1 = -((a - 1) / x - 1) * lambda * lambda / 4.0; |
85 |
|
|
86 |
double step = step0; |
double step = step0; |
87 |
if (fabs (step1) < fabs (step0)) |
if (fabs (step1) < fabs (step0)) |
101 |
} |
} |
102 |
|
|
103 |
end: |
end: |
104 |
return a * x; |
return b * x; |
105 |
} |
} |
106 |
|
|
107 |
double |
double |
124 |
|
|
125 |
if (p < 0.05) |
if (p < 0.05) |
126 |
{ |
{ |
127 |
double x0 = -log (p) + lgamma (b); |
double x0 = -log (p) + lgamma (a); |
128 |
x = x0; |
x = x0; |
129 |
} |
} |
130 |
else if (p > 0.95) |
else if (p > 0.95) |
131 |
{ |
{ |
132 |
double x0 = exp ((lgamma (b) + log1p (-p)) / b); |
double x0 = exp ((lgamma (a) + log1p (-p)) / a); |
133 |
x = x0; |
x = x0; |
134 |
} |
} |
135 |
else |
else |
136 |
{ |
{ |
137 |
double xg = gsl_cdf_ugaussian_Qinv (p); |
double xg = gsl_cdf_ugaussian_Qinv (p); |
138 |
double x0 = (xg < -sqrt (b)) ? b : sqrt (b) * xg + b; |
double x0 = (xg < -sqrt (a)) ? a : sqrt (a) * xg + a; |
139 |
x = x0; |
x = x0; |
140 |
} |
} |
141 |
|
|
149 |
double lambda, dp, phi; |
double lambda, dp, phi; |
150 |
|
|
151 |
start: |
start: |
152 |
dp = -(p - gsl_cdf_gamma_Q (x, 1.0, b)); |
dp = -(p - gsl_cdf_gamma_Q (x, a, 1.0)); |
153 |
phi = gsl_ran_gamma_pdf (x, 1.0, b); |
phi = gsl_ran_gamma_pdf (x, a, 1.0); |
154 |
|
|
155 |
if (dp == 0.0) |
if (dp == 0.0) |
156 |
goto end; |
goto end; |
159 |
|
|
160 |
{ |
{ |
161 |
double step0 = lambda; |
double step0 = lambda; |
162 |
double step1 = -((b - 1) / x - 1) * lambda * lambda / 4.0; |
double step1 = -((a - 1) / x - 1) * lambda * lambda / 4.0; |
163 |
|
|
164 |
double step = step0; |
double step = step0; |
165 |
if (fabs (step1) < fabs (step0)) |
if (fabs (step1) < fabs (step0)) |
179 |
} |
} |
180 |
|
|
181 |
end: |
end: |
182 |
return a * x; |
return b * x; |
183 |
} |
} |