/* 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 #include #include #include #include #include /* * Pr (X <= n), i.e., the probability of n or fewer * failures until the first success. */ double gsl_cdf_geometric_P (const long n, const double p) { double P; double a; int i; int m; double sign = 1.0; double tmp; double term; double q; if(p > 1.0 || p < 0.0) { GSL_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 gsl_cdf_geometric_Q ( const long n, const double p) { double P; double q; double a; if(p > 1.0 || p < 0.0) { GSL_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; }