25 lines
572 B
C
25 lines
572 B
C
|
/* This file contains functions to
|
||
|
|
* compute the Landau distribution
|
||
|
|
* PDF, CDF and QDF functions.
|
||
|
|
*/
|
||
|
|
|
||
|
|
#pragma once
|
||
|
|
|
||
|
|
/* This is a wrapper needed by `landau_cdf` because
|
||
|
|
* the numerical integration expects a function
|
||
|
|
* with parameters.
|
||
|
|
*/
|
||
|
|
double landau_pdf(double x, void* params);
|
||
|
|
|
||
|
|
|
||
|
|
/* The cumulative function of the Landau distribution
|
||
|
|
* calculated by numerical integration.
|
||
|
|
*/
|
||
|
|
double landau_cdf(double x, void* params);
|
||
|
|
|
||
|
|
|
||
|
|
/* The quantile function (inverse CDF) of the Landau
|
||
|
|
* distribution calculated by numerical root method.
|
||
|
|
*/
|
||
|
|
double landau_qdf(double p0);
|