+++ /dev/null
-/* cdf/geometric.c
- *
- * Copyright (C) 2004 Free Software Foundation, Inc.
- *
- *
- * 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., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
- */
-
-/*
- * Pr(X <= n) for a negative binomial random variable X, i.e.,
- * the probability of n or fewer failuers before success k.
- */
-
-#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;
-}