Blame cdf/laplace.c

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/* cdf/laplace.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_laplace_P (const double x, const double a)
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{
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  double P;
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  double u = x / a;
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  if (u > 0)
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    {
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      P = 0.5 + 0.5*(1 - exp(-u)) ;
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    }
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  else
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    {
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      P = 0.5 * exp(u);
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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_laplace_Q (const double x, const double a)
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{
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  double Q;
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  double u = x / a;
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  if (u > 0)
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    {
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      Q = 0.5 * exp(-u);
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    }
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  else
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    {
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      Q = 1 - 0.5 *exp(u);
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    }
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  return Q;
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}