Re: anyone want to implement these transformation functions?

[Jason Stover]

I forgot about that. The modified gsl_cdf.h is attached.

After the maintainer told me he wanted a macro
to handle problems, I added this macro. It's copied from the specfunc
directory. Since he hasn't added the code I sent,
that macro isn't in gsl_cdf.h for gsl 1.6.

Anyway, it's pasted below.

-Jason

-----------tweaked gsl_cdf.h-----------------
/* cdf/gsl_cdf.h
 * 
 * Copyright (C) 2002 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.
 */

/* Author:  J. Stover */

#ifndef __GSL_CDF_H__
#define __GSL_CDF_H__

#undef __BEGIN_DECLS
#undef __END_DECLS
#ifdef __cplusplus
# define __BEGIN_DECLS extern "C" {
# define __END_DECLS }
#else
# define __BEGIN_DECLS          /* empty */
# define __END_DECLS            /* empty */
#endif

__BEGIN_DECLS 
/* GSL_CDF_ERROR: call the error handler, and return a NAN. */
#define GSL_CDF_ERROR(reason, gsl_errno) \
       do { \
       gsl_error (reason, __FILE__, __LINE__, gsl_errno) ; \
       return GSL_NAN ; \
       } while (0)

double gsl_cdf_hypergeometric_P (const unsigned int k, 
                                 const unsigned int n0,
                                 const unsigned int n1,
                                 const unsigned int t);
double gsl_cdf_hypergeometric_Q (const unsigned int k, 
                                 const unsigned int n0,
                                 const unsigned int n1,
                                 const unsigned int t);

double gsl_cdf_geometric_P(const long n, const double p);
double gsl_cdf_geometric_Q(const long n, const double p);

double gsl_cdf_negative_binomial_P(const long n, const long k, const double p);
double gsl_cdf_negative_binomial_Q(const long n, const long k, const double p);

double gsl_cdf_poisson_P(const long k, const double lambda);
double gsl_cdf_poisson_Q(const long k, const double lambda);

double gsl_cdf_binomial_P(const long k, const long n, const double p);
double gsl_cdf_binomial_Q(const long k, const long n, const double q);

double gsl_cdf_ugaussian_P (const double x);
double gsl_cdf_ugaussian_Q (const double x);

double gsl_cdf_ugaussian_Pinv (const double P);
double gsl_cdf_ugaussian_Qinv (const double Q);

double gsl_cdf_gaussian_P (const double x, const double sigma);
double gsl_cdf_gaussian_Q (const double x, const double sigma);

double gsl_cdf_gaussian_Pinv (const double P, const double sigma);
double gsl_cdf_gaussian_Qinv (const double Q, const double sigma);

double gsl_cdf_gamma_P (const double x, const double a, const double b);
double gsl_cdf_gamma_Q (const double x, const double a, const double b);

double gsl_cdf_gamma_Pinv (const double P, const double a, const double b);
double gsl_cdf_gamma_Qinv (const double Q, const double a, const double b);

double gsl_cdf_cauchy_P (const double x, const double a);
double gsl_cdf_cauchy_Q (const double x, const double a);

double gsl_cdf_cauchy_Pinv (const double P, const double a);
double gsl_cdf_cauchy_Qinv (const double Q, const double a);

double gsl_cdf_laplace_P (const double x, const double a);
double gsl_cdf_laplace_Q (const double x, const double a);

double gsl_cdf_laplace_Pinv (const double P, const double a);
double gsl_cdf_laplace_Qinv (const double Q, const double a);

double gsl_cdf_rayleigh_P (const double x, const double sigma);
double gsl_cdf_rayleigh_Q (const double x, const double sigma);

double gsl_cdf_rayleigh_Pinv (const double P, const double sigma);
double gsl_cdf_rayleigh_Qinv (const double Q, const double sigma);

double gsl_cdf_chisq_P (const double x, const double nu);
double gsl_cdf_chisq_Q (const double x, const double nu);

double gsl_cdf_chisq_Pinv (const double P, const double nu);
double gsl_cdf_chisq_Qinv (const double Q, const double nu);

double gsl_cdf_exponential_P (const double x, const double mu);
double gsl_cdf_exponential_Q (const double x, const double mu);

double gsl_cdf_exponential_Pinv (const double P, const double mu);
double gsl_cdf_exponential_Qinv (const double Q, const double mu);

double gsl_cdf_tdist_P (const double x, const double nu);
double gsl_cdf_tdist_Q (const double x, const double nu);

double gsl_cdf_tdist_Pinv (const double P, const double nu);
double gsl_cdf_tdist_Qinv (const double Q, const double nu);

double gsl_cdf_fdist_P (const double x, const double nu1, const double nu2);
double gsl_cdf_fdist_Q (const double x, const double nu1, const double nu2);

double gsl_cdf_fdist_Pinv (const double p, const double nu1, const double nu2);
double gsl_cdf_fdist_Qinv (const double q, const double nu1, const double nu2);

double gsl_cdf_beta_P (const double x, const double a, const double b);
double gsl_cdf_beta_Q (const double x, const double a, const double b);

double gsl_cdf_beta_Pinv (const double p, const double a, const double b);
double gsl_cdf_beta_Qinv (const double q, const double a, const double b);

double gsl_cdf_flat_P (const double x, const double a, const double b);
double gsl_cdf_flat_Q (const double x, const double a, const double b);

double gsl_cdf_flat_Pinv (const double P, const double a, const double b);
double gsl_cdf_flat_Qinv (const double Q, const double a, const double b);

double gsl_cdf_lognormal_P (const double x, const double zeta, const double 
sigma);
double gsl_cdf_lognormal_Q (const double x, const double zeta, const double 
sigma);

double gsl_cdf_lognormal_Pinv (const double P, const double zeta, const double 
sigma);
double gsl_cdf_lognormal_Qinv (const double Q, const double zeta, const double 
sigma);

double gsl_cdf_gumbel1_P (const double x, const double a, const double b);
double gsl_cdf_gumbel1_Q (const double x, const double a, const double b);

double gsl_cdf_gumbel1_Pinv (const double P, const double a, const double b);
double gsl_cdf_gumbel1_Qinv (const double Q, const double a, const double b);

double gsl_cdf_gumbel2_P (const double x, const double a, const double b);
double gsl_cdf_gumbel2_Q (const double x, const double a, const double b);

double gsl_cdf_gumbel2_Pinv (const double P, const double a, const double b);
double gsl_cdf_gumbel2_Qinv (const double Q, const double a, const double b);

double gsl_cdf_weibull_P (const double x, const double a, const double b);
double gsl_cdf_weibull_Q (const double x, const double a, const double b);

double gsl_cdf_weibull_Pinv (const double P, const double a, const double b);
double gsl_cdf_weibull_Qinv (const double Q, const double a, const double b);

double gsl_cdf_pareto_P (const double x, const double a, const double b);
double gsl_cdf_pareto_Q (const double x, const double a, const double b);

double gsl_cdf_pareto_Pinv (const double P, const double a, const double b);
double gsl_cdf_pareto_Qinv (const double Q, const double a, const double b);

double gsl_cdf_logistic_P (const double x, const double a);
double gsl_cdf_logistic_Q (const double x, const double a);

double gsl_cdf_logistic_Pinv (const double P, const double a);
double gsl_cdf_logistic_Qinv (const double Q, const double a);

__END_DECLS

#endif /* __GSL_CDF_H__ */

On Mon, Mar 07, 2005 at 09:16:33PM -0800, Ben Pfaff wrote:
> Jason Stover <address@hidden> writes:
> 
> > Attached is code for the binomial cdf, the geometric cdf, the
> > hypergeometric cdf, the Poisson cdf. Some of these require the
> > beta cdf, whose code is also attached.
> 
> Thank you for these function definitions.  There seems to be one
> small problem: I cannot find a definition of GSL_CDF_ERROR, which
> they use.  I looked in GSL 1.6 and in the current GSL CVS tree
> without any luck.  Can you tell me how it should be defined?
> 
> Thanks,
> 
> Ben.
> -- 
> Ben Pfaff 
> email: address@hidden
> web: http://benpfaff.org

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