3 * Copyright (C) 2004 Giulio Bottazzi
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_cdf.h>
23 #include <gsl/gsl_sf_gamma.h>
25 /* The exponential power density is parametrized according to
27 p(x) dx = (1/(2 a Gamma(1 + 1/b))) * exp(-|x/a|^b) dx
29 so that the distribution reads
31 / x<0 0.5 - Gamma_inc_P(1/b,|x/a|^b)
33 \ x>0 0.5 + Gamma_inc_P(1/b,|x/a|^b)
36 for x in (-infty,+infty) */
39 gsl_cdf_exppow_P (const double x, const double a, const double b)
41 const double u = x / a;
45 double P = 0.5 * gsl_sf_gamma_inc_Q (1.0 / b, pow (-u, b));
50 double P = 0.5 * (1.0 + gsl_sf_gamma_inc_P (1.0 / b, pow (u, b)));
56 gsl_cdf_exppow_Q (const double x, const double a, const double b)
58 const double u = x / a;
62 double Q = 0.5 * (1.0 + gsl_sf_gamma_inc_P (1.0 / b, pow (-u, b)));
67 double Q = 0.5 * gsl_sf_gamma_inc_Q (1.0 / b, pow (u, b));