/* cdf/cauchyinv.c * * Copyright (C) 2003, 2007 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 3 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., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ #include #include #include #include double gsl_cdf_cauchy_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 * tan (M_PI * (P - 0.5)); } else { x = -a / tan (M_PI * P); } return x; } double gsl_cdf_cauchy_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 * tan (M_PI * (0.5 - Q)); } else { x = a / tan (M_PI * Q); } return x; }