| /* cdf/fdist.c |
| * |
| * Copyright (C) 2002 Przemyslaw Sliwa and Jason H. Stover. |
| * Copyright (C) 2006 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 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. |
| */ |
| |
| #include <config.h> |
| #include <math.h> |
| #include <gsl/gsl_cdf.h> |
| #include <gsl/gsl_sf_gamma.h> |
| #include <gsl/gsl_math.h> |
| #include <gsl/gsl_errno.h> |
| |
| #include "error.h" |
| #include "beta_inc.c" |
| |
| /* |
| * Lower tail. |
| */ |
| |
| double |
| gsl_cdf_fdist_P (const double x, const double nu1, const double nu2) |
| { |
| double P; |
| double r = nu2 / nu1; |
| |
| if (x < r) |
| { |
| double u = x / (r + x); |
| |
| P = beta_inc_AXPY (1.0, 0.0, nu1 / 2.0, nu2 / 2.0, u); |
| } |
| else |
| { |
| double u = r / (r + x); |
| |
| P = beta_inc_AXPY (-1.0, 1.0, nu2 / 2.0, nu1 / 2.0, u); |
| } |
| |
| return P; |
| } |
| |
| /* |
| * Upper tail. |
| */ |
| |
| double |
| gsl_cdf_fdist_Q (const double x, const double nu1, const double nu2) |
| { |
| double Q; |
| double r = nu2 / nu1; |
| |
| if (x < r) |
| { |
| double u = x / (r + x); |
| |
| Q = beta_inc_AXPY (-1.0, 1.0, nu1 / 2.0, nu2 / 2.0, u); |
| } |
| else |
| { |
| double u = r / (r + x); |
| |
| Q = beta_inc_AXPY (1.0, 0.0, nu2 / 2.0, nu1 / 2.0, u); |
| } |
| |
| return Q; |
| } |