+/* cdf/geometric.c
+ *
+ * Copyright (C) 2004 Jason H. Stover.
+ *
+ * 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 2 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., 59 Temple Place, Suite 330, Boston, MA 02111-1307, USA.
+ */
+
+/*
+ * Pr(X <= n) for a negative binomial random variable X, i.e.,
+ * the probability of n or fewer failuers before success k.
+ */
+
+#include <config.h>
+#include <math.h>
+#include <gsl/gsl_math.h>
+#include <gsl/gsl_errno.h>
+#include <gsl/gsl_sf.h>
+#include <gsl/gsl_cdf.h>
+#include "gsl-extras.h"
+
+/*
+ * Pr (X <= n), i.e., the probability of n or fewer
+ * failures until the first success.
+ */
+double
+gslextras_cdf_geometric_P (const long n, const double p)
+{
+ double P;
+ double a;
+ int i;
+ int m;
+ double sign = 1.0;
+ double term;
+ double q;
+
+ if(p > 1.0 || p < 0.0)
+ {
+ GSLEXTRAS_CDF_ERROR("p < 0 or p > 1",GSL_EDOM);
+ }
+ if ( n < 0 )
+ {
+ return 0.0;
+ }
+ q = 1.0 - p;
+ a = (double) n+1;
+ if( p < GSL_DBL_EPSILON )
+ {
+ /*
+ * 1.0 - pow(q,a) will overflow, so use
+ * a Taylor series.
+ */
+ i = 2;
+ m = n+1;
+ term = exp(log(a) + log(p));
+ P = term;
+ while ( term > GSL_DBL_MIN && i < m)
+ {
+ term = exp (sign * gsl_sf_lnchoose(m,i) + i * log(p));
+ P += term;
+ i++;
+ sign = -sign;
+ }
+ }
+ else
+ {
+ P = 1.0 - pow ( q, a);
+ }
+ return P;
+}
+double
+gslextras_cdf_geometric_Q ( const long n, const double p)
+{
+ double P;
+ double q;
+ double a;
+
+ if(p > 1.0 || p < 0.0)
+ {
+ GSLEXTRAS_CDF_ERROR("p < 0 or p > 1",GSL_EDOM);
+ }
+ if ( n < 0 )
+ {
+ P = 1.0;
+ }
+ else
+ {
+ a = (double) n+1;
+ q = 1.0 - p;
+ P = pow(q, a);
+ }
+
+ return P;
+}