3 * Copyright (C) 2003, 2007 Brian Gough
5 * This program is free software; you can redistribute it and/or modify
6 * it under the terms of the GNU General Public License as published by
7 * the Free Software Foundation; either version 3 of the License, or (at
8 * your option) any later version.
10 * This program is distributed in the hope that it will be useful, but
11 * WITHOUT ANY WARRANTY; without even the implied warranty of
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 * General Public License for more details.
15 * You should have received a copy of the GNU General Public License
16 * along with this program; if not, write to the Free Software
17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
22 #include <gsl/gsl_math.h>
23 #include <gsl/gsl_cdf.h>
26 gsl_cdf_cauchy_P (const double x, const double a)
33 P = 0.5 + atan (u) / M_PI;
37 P = atan(-1/u) / M_PI;
44 gsl_cdf_cauchy_Q (const double x, const double a)
51 Q = 0.5 - atan (u) / M_PI;