lib/distribution/exponential/gsl.rb
module Distribution
module Exponential
module GSL_
class << self
def pdf(x, l)
return 0 if x < 0
GSL::Ran.exponential_pdf(x, 1 / l.to_f)
end
def cdf(x, l)
return 0 if x < 0
GSL::Cdf.exponential_P(x, 1 / l.to_f)
end
def quantile(pr, l)
GSL::Cdf.exponential_Pinv(pr, 1 / l.to_f)
end
alias_method :p_value, :quantile
end
end
end
end