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gumbel1.c

/* cdf/gumbel1.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_gumbel1_P (const double x, const double a, const double b)
{
  double P = pow(exp (-b), exp (-a * x));
  return P;
}

double
gsl_cdf_gumbel1_Q (const double x, const double a, const double b)
{
  double u = exp (-a * x);
  double Q;
  double P = pow(exp (-b), u);
  
  if (P < 0.5)
    {
      Q = 1 - P;
    }
  else
    {
      Q = -expm1 (-b * u);
    }

  return Q;
}

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