| /* cdf/fdistinv.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 <gsl/gsl_cdf.h> |
| #include <gsl/gsl_math.h> |
| #include <gsl/gsl_errno.h> |
| |
| #include "error.h" |
| |
| double |
| gsl_cdf_fdist_Pinv (const double P, const double nu1, const double nu2) |
| { |
| double result; |
| double y; |
| |
| if (P < 0.0) |
| { |
| CDF_ERROR ("P < 0.0", GSL_EDOM); |
| } |
| if (P > 1.0) |
| { |
| CDF_ERROR ("P > 1.0", GSL_EDOM); |
| } |
| if (nu1 < 1.0) |
| { |
| CDF_ERROR ("nu1 < 1", GSL_EDOM); |
| } |
| if (nu2 < 1.0) |
| { |
| CDF_ERROR ("nu2 < 1", GSL_EDOM); |
| } |
| |
| if (P < 0.5) |
| { |
| y = gsl_cdf_beta_Pinv (P, nu1 / 2.0, nu2 / 2.0); |
| |
| result = nu2 * y / (nu1 * (1.0 - y)); |
| } |
| else |
| { |
| y = gsl_cdf_beta_Qinv (P, nu2 / 2.0, nu1 / 2.0); |
| |
| result = nu2 * (1 - y) / (nu1 * y); |
| } |
| |
| return result; |
| } |
| |
| double |
| gsl_cdf_fdist_Qinv (const double Q, const double nu1, const double nu2) |
| { |
| double result; |
| double y; |
| |
| if (Q < 0.0) |
| { |
| CDF_ERROR ("Q < 0.0", GSL_EDOM); |
| } |
| if (Q > 1.0) |
| { |
| CDF_ERROR ("Q > 1.0", GSL_EDOM); |
| } |
| if (nu1 < 1.0) |
| { |
| CDF_ERROR ("nu1 < 1", GSL_EDOM); |
| } |
| if (nu2 < 1.0) |
| { |
| CDF_ERROR ("nu2 < 1", GSL_EDOM); |
| } |
| |
| if (Q > 0.5) |
| { |
| y = gsl_cdf_beta_Qinv (Q, nu1 / 2.0, nu2 / 2.0); |
| |
| result = nu2 * y / (nu1 * (1.0 - y)); |
| } |
| else |
| { |
| y = gsl_cdf_beta_Pinv (Q, nu2 / 2.0, nu1 / 2.0); |
| |
| result = nu2 * (1 - y) / (nu1 * y); |
| } |
| |
| return result; |
| } |