Implement some more transformation functions using code from Jason

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

diff --git a/lib/gsl-extras/negbinom.c b/lib/gsl-extras/negbinom.c
new file mode 100644 (file)
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+++ b/lib/gsl-extras/negbinom.c
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+/* cdf/negbinom.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.
+ */
+
+
+#include <config.h>
+#include <math.h>
+#include <gsl/gsl_math.h>
+#include <gsl/gsl_errno.h>
+#include <gsl/gsl_cdf.h>
+#include "gsl-extras.h"
+
+/*
+ * Pr(X <= n) for a negative binomial random variable X, i.e.,
+ * the probability of n or fewer failuers before success k.
+ */
+double
+gslextras_cdf_negative_binomial_P(const long n, const long k, const double p)
+{
+  double P;
+  double a;
+  double b;
+
+  if(p > 1.0 || p < 0.0)
+    {
+      GSLEXTRAS_CDF_ERROR("p < 0 or p > 1",GSL_EDOM);
+    }
+  if ( k < 0 )
+    {
+      GSLEXTRAS_CDF_ERROR ("k < 0",GSL_EDOM);
+    }
+  if ( n < 0 )
+    {
+      P = 0.0;
+    }
+  else
+    {
+      a = (double) k;
+      b = (double) n+1;
+      P = gsl_cdf_beta_P(p, a, b);
+    }
+
+  return P;
+}
+/*
+ * Pr ( X > n ).
+ */
+double
+gslextras_cdf_negative_binomial_Q(const long n, const long k, const double p)
+{
+  double P;
+  double a;
+  double b;
+
+  if(p > 1.0 || p < 0.0)
+    {
+      GSLEXTRAS_CDF_ERROR("p < 0 or p > 1",GSL_EDOM);
+    }
+  if ( k < 0 )
+    {
+      GSLEXTRAS_CDF_ERROR ("k < 0",GSL_EDOM);
+    }
+  if ( n < 0 )
+    {
+      P = 1.0;
+    }
+  else
+    {
+      a = (double) k;
+      b = (double) n+1;
+      P = gsl_cdf_beta_Q(p, a, b);
+    }
+
+  return P;
+}
+