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authorEric Andersen <andersen@codepoet.org>2001-11-22 14:04:29 +0000
committerEric Andersen <andersen@codepoet.org>2001-11-22 14:04:29 +0000
commit7ce331c01ce6eb7b3f5c715a38a24359da9c6ee2 (patch)
tree3a7e8476e868ae15f4da1b7ce26b2db6f434468c /libm/float/fdtrf.c
parentc117dd5fb183afb1a4790a6f6110d88704be6bf8 (diff)
Totally rework the math library, this time based on the MacOs X
math library (which is itself based on the math lib from FreeBSD). -Erik
Diffstat (limited to 'libm/float/fdtrf.c')
-rw-r--r--libm/float/fdtrf.c214
1 files changed, 0 insertions, 214 deletions
diff --git a/libm/float/fdtrf.c b/libm/float/fdtrf.c
deleted file mode 100644
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--- a/libm/float/fdtrf.c
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-/* fdtrf.c
- *
- * F distribution
- *
- *
- *
- * SYNOPSIS:
- *
- * int df1, df2;
- * float x, y, fdtrf();
- *
- * y = fdtrf( df1, df2, x );
- *
- *
- *
- * DESCRIPTION:
- *
- * Returns the area from zero to x under the F density
- * function (also known as Snedcor's density or the
- * variance ratio density). This is the density
- * of x = (u1/df1)/(u2/df2), where u1 and u2 are random
- * variables having Chi square distributions with df1
- * and df2 degrees of freedom, respectively.
- *
- * The incomplete beta integral is used, according to the
- * formula
- *
- * P(x) = incbet( df1/2, df2/2, (df1*x/(df2 + df1*x) ).
- *
- *
- * The arguments a and b are greater than zero, and x
- * x is nonnegative.
- * ACCURACY:
- *
- * Relative error:
- * arithmetic domain # trials peak rms
- * IEEE 0,100 5000 2.2e-5 1.1e-6
- *
- * ERROR MESSAGES:
- *
- * message condition value returned
- * fdtrf domain a<0, b<0, x<0 0.0
- *
- */
- /* fdtrcf()
- *
- * Complemented F distribution
- *
- *
- *
- * SYNOPSIS:
- *
- * int df1, df2;
- * float x, y, fdtrcf();
- *
- * y = fdtrcf( df1, df2, x );
- *
- *
- *
- * DESCRIPTION:
- *
- * Returns the area from x to infinity under the F density
- * function (also known as Snedcor's density or the
- * variance ratio density).
- *
- *
- * inf.
- * -
- * 1 | | a-1 b-1
- * 1-P(x) = ------ | t (1-t) dt
- * B(a,b) | |
- * -
- * x
- *
- * (See fdtr.c.)
- *
- * The incomplete beta integral is used, according to the
- * formula
- *
- * P(x) = incbet( df2/2, df1/2, (df2/(df2 + df1*x) ).
- *
- *
- * ACCURACY:
- *
- * Relative error:
- * arithmetic domain # trials peak rms
- * IEEE 0,100 5000 7.3e-5 1.2e-5
- *
- * ERROR MESSAGES:
- *
- * message condition value returned
- * fdtrcf domain a<0, b<0, x<0 0.0
- *
- */
- /* fdtrif()
- *
- * Inverse of complemented F distribution
- *
- *
- *
- * SYNOPSIS:
- *
- * float df1, df2, x, y, fdtrif();
- *
- * x = fdtrif( df1, df2, y );
- *
- *
- *
- *
- * DESCRIPTION:
- *
- * Finds the F density argument x such that the integral
- * from x to infinity of the F density is equal to the
- * given probability y.
- *
- * This is accomplished using the inverse beta integral
- * function and the relations
- *
- * z = incbi( df2/2, df1/2, y )
- * x = df2 (1-z) / (df1 z).
- *
- * Note: the following relations hold for the inverse of
- * the uncomplemented F distribution:
- *
- * z = incbi( df1/2, df2/2, y )
- * x = df2 z / (df1 (1-z)).
- *
- *
- *
- * ACCURACY:
- *
- * arithmetic domain # trials peak rms
- * Absolute error:
- * IEEE 0,100 5000 4.0e-5 3.2e-6
- * Relative error:
- * IEEE 0,100 5000 1.2e-3 1.8e-5
- *
- * ERROR MESSAGES:
- *
- * message condition value returned
- * fdtrif domain y <= 0 or y > 1 0.0
- * v < 1
- *
- */
-
-
-/*
-Cephes Math Library Release 2.2: July, 1992
-Copyright 1984, 1987, 1992 by Stephen L. Moshier
-Direct inquiries to 30 Frost Street, Cambridge, MA 02140
-*/
-
-
-#include <math.h>
-
-#ifdef ANSIC
-float incbetf(float, float, float);
-float incbif(float, float, float);
-#else
-float incbetf(), incbif();
-#endif
-
-float fdtrcf( int ia, int ib, float xx )
-{
-float x, a, b, w;
-
-x = xx;
-if( (ia < 1) || (ib < 1) || (x < 0.0) )
- {
- mtherr( "fdtrcf", DOMAIN );
- return( 0.0 );
- }
-a = ia;
-b = ib;
-w = b / (b + a * x);
-return( incbetf( 0.5*b, 0.5*a, w ) );
-}
-
-
-
-float fdtrf( int ia, int ib, int xx )
-{
-float x, a, b, w;
-
-x = xx;
-if( (ia < 1) || (ib < 1) || (x < 0.0) )
- {
- mtherr( "fdtrf", DOMAIN );
- return( 0.0 );
- }
-a = ia;
-b = ib;
-w = a * x;
-w = w / (b + w);
-return( incbetf( 0.5*a, 0.5*b, w) );
-}
-
-
-float fdtrif( int ia, int ib, float yy )
-{
-float y, a, b, w, x;
-
-y = yy;
-if( (ia < 1) || (ib < 1) || (y <= 0.0) || (y > 1.0) )
- {
- mtherr( "fdtrif", DOMAIN );
- return( 0.0 );
- }
-a = ia;
-b = ib;
-w = incbif( 0.5*b, 0.5*a, y );
-x = (b - b*w)/(a*w);
-return(x);
-}