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laplace.c

/* cdf/laplace.c
 * 
 * Copyright (C) 2003 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 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.
 */

#include <config.h>
#include <math.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_cdf.h>

double
gsl_cdf_laplace_P (const double x, const double a)
{
  double P;
  double u = x / a;

  if (u > 0)
    {
      P = 0.5 + 0.5*(1 - exp(-u)) ;
    }
  else
    {
      P = 0.5 * exp(u);
    }
  
  return P;
}

double
gsl_cdf_laplace_Q (const double x, const double a)
{
  double Q;
  double u = x / a;
  
  if (u > 0)
    {
      Q = 0.5 * exp(-u);
    }
  else
    {
      Q = 1 - 0.5 *exp(u);
    }

  return Q;
}

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