3 * Copyright (C) 2004 Free Software Foundation, Inc.
4 * Written by Jason H. Stover.
6 * This program is free software; you can redistribute it and/or modify
7 * it under the terms of the GNU General Public License as published by
8 * the Free Software Foundation; either version 2 of the License, or (at
9 * your option) any later version.
11 * This program is distributed in the hope that it will be useful, but
12 * WITHOUT ANY WARRANTY; without even the implied warranty of
13 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14 * General Public License for more details.
16 * You should have received a copy of the GNU General Public License
17 * along with this program; if not, write to the Free Software
18 * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307, USA.
22 * Pr(X <= n) for a negative binomial random variable X, i.e.,
23 * the probability of n or fewer failuers before success k.
28 #include <gsl/gsl_math.h>
29 #include <gsl/gsl_errno.h>
30 #include <gsl/gsl_sf.h>
31 #include <gsl/gsl_cdf.h>
32 #include "gsl-extras.h"
35 * Pr (X <= n), i.e., the probability of n or fewer
36 * failures until the first success.
39 gslextras_cdf_geometric_P (const long n, const double p)
49 if(p > 1.0 || p < 0.0)
51 GSLEXTRAS_CDF_ERROR("p < 0 or p > 1",GSL_EDOM);
59 if( p < GSL_DBL_EPSILON )
62 * 1.0 - pow(q,a) will overflow, so use
67 term = exp(log(a) + log(p));
69 while ( term > GSL_DBL_MIN && i < m)
71 term = exp (sign * gsl_sf_lnchoose(m,i) + i * log(p));
79 P = 1.0 - pow ( q, a);
84 gslextras_cdf_geometric_Q ( const long n, const double p)
90 if(p > 1.0 || p < 0.0)
92 GSLEXTRAS_CDF_ERROR("p < 0 or p > 1",GSL_EDOM);