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