/* cdf/gumbel1.c * * Copyright (C) 2003, 2007, 2009 Brian Gough * * 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 3 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. */ #include <config.h> #include <math.h> #include <gsl/gsl_math.h> #include <gsl/gsl_cdf.h> double gsl_cdf_gumbel1_P (const double x, const double a, const double b) { double u = a * x - log (b); double P = exp (-exp (-u)); return P; } double gsl_cdf_gumbel1_Q (const double x, const double a, const double b) { double u = a * x - log (b); double Q; double P = exp (-exp (-u)); if (P < 0.5) { Q = 1 - P; } else { Q = -expm1 (-exp (-u)); } return Q; }

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