Implement some more transformation functions using code from Jason

[pspp-builds.git] / lib / gsl-extras / geometric.c

diff --git a/lib/gsl-extras/geometric.c b/lib/gsl-extras/geometric.c
new file mode 100644 (file)
index 0000000..4612fad
--- /dev/null
+++ b/lib/gsl-extras/geometric.c
@@ -0,0 +1,105 @@
+/* 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;
+}