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/* cdf/geometric.c
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*
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* Copyright (C) 2004 Jason H. Stover.
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* Copyright (C) 2010 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 Foundation,
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* 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_errno.h>
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#include <gsl/gsl_cdf.h>
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#include "error.h"
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/* Pr (X <= k), i.e., the probability of n or fewer failures until the
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first success. */
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double
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gsl_cdf_geometric_P (const unsigned int k, const double p)
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{
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double P, a, q;
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if (p > 1.0 || p < 0.0)
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{
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CDF_ERROR ("p < 0 or p > 1", GSL_EDOM);
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}
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if (k < 1)
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{
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return 0.0;
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}
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q = 1.0 - p;
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a = (double) k;
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if (p < 0.5)
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{
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P = -expm1 (a * log1p (-p));
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}
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else
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{
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P = 1.0 - pow (q, a);
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}
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return P;
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}
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double
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gsl_cdf_geometric_Q (const unsigned int k, const double p)
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{
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double Q, a, q;
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if (p > 1.0 || p < 0.0)
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{
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CDF_ERROR ("p < 0 or p > 1", GSL_EDOM);
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}
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if (k < 1)
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{
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return 1.0;
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}
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q = 1.0 - p;
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a = (double) k;
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if (p < 0.5)
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{
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Q = exp (a * log1p (-p));
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}
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else
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{
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Q = pow (q, a);
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}
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return Q;
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}
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