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