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/* cdf/cauchyinv.c
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*
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* Copyright (C) 2003, 2007 Brian Gough
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or (at
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* your option) any later version.
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*
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* This program is distributed in the hope that it will be useful, but
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* WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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*/
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#include <config.h>
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#include <math.h>
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#include <gsl/gsl_math.h>
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#include <gsl/gsl_cdf.h>
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double
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gsl_cdf_cauchy_Pinv (const double P, const double a)
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{
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double x;
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if (P == 1.0)
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{
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return GSL_POSINF;
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}
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else if (P == 0.0)
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{
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return GSL_NEGINF;
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}
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if (P > 0.5)
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{
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x = a * tan (M_PI * (P - 0.5));
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}
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else
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{
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x = -a / tan (M_PI * P);
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}
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return x;
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}
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double
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gsl_cdf_cauchy_Qinv (const double Q, const double a)
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{
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double x;
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if (Q == 0.0)
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{
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return GSL_POSINF;
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}
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else if (Q == 1.0)
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{
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return GSL_NEGINF;
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}
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if (Q > 0.5)
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{
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x = a * tan (M_PI * (0.5 - Q));
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}
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else
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{
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x = a / tan (M_PI * Q);
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}
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return x;
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}
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