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/* cdf/paretoinv.c
*
* Copyright (C) 2003, 2007 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_pareto_Pinv (const double P, const double a, const double b)
{
double x;
if (P == 1.0)
{
return GSL_POSINF;
}
else if (P == 0.0)
{
return b;
}
x = b * exp(-log1p(-P)/a);
return x;
}
double
gsl_cdf_pareto_Qinv (const double Q, const double a, const double b)
{
double x;
if (Q == 0.0)
{
return GSL_POSINF;
}
else if (Q == 1.0)
{
return b;
}
x = b * exp(-log(Q) / a);
return x;
}
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