/* cdf/laplaceinv.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., 675 Mass Ave, Cambridge, MA 02139, USA. */ #include #include #include #include double gsl_cdf_laplace_Pinv (const double P, const double a) { double x; if (P == 1.0) { return GSL_POSINF; } else if (P == 0.0) { return GSL_NEGINF; } if (P < 0.5) { x = a * log(2*P); } else { x = -a * log(2*(1-P)); } return x; } double gsl_cdf_laplace_Qinv (const double Q, const double a) { double x; if (Q == 0.0) { return GSL_POSINF; } else if (Q == 1.0) { return GSL_NEGINF; } if (Q < 0.5) { x = -a * log(2*Q); } else { x = a * log(2*(1-Q)); } return x; }