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authorEric Andersen <andersen@codepoet.org>2001-05-10 00:40:28 +0000
committerEric Andersen <andersen@codepoet.org>2001-05-10 00:40:28 +0000
commit1077fa4d772832f77a677ce7fb7c2d513b959e3f (patch)
tree579bee13fb0b58d2800206366ec2caecbb15f3fc /libm/ldouble/chdtrl.c
parent22358dd7ce7bb49792204b698f01a6f69b9c8e08 (diff)
uClibc now has a math library. muahahahaha!
-Erik
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+/* chdtrl.c
+ *
+ * Chi-square distribution
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * long double df, x, y, chdtrl();
+ *
+ * y = chdtrl( df, x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns the area under the left hand tail (from 0 to x)
+ * of the Chi square probability density function with
+ * v degrees of freedom.
+ *
+ *
+ * inf.
+ * -
+ * 1 | | v/2-1 -t/2
+ * P( x | v ) = ----------- | t e dt
+ * v/2 - | |
+ * 2 | (v/2) -
+ * x
+ *
+ * where x is the Chi-square variable.
+ *
+ * The incomplete gamma integral is used, according to the
+ * formula
+ *
+ * y = chdtr( v, x ) = igam( v/2.0, x/2.0 ).
+ *
+ *
+ * The arguments must both be positive.
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * See igam().
+ *
+ * ERROR MESSAGES:
+ *
+ * message condition value returned
+ * chdtr domain x < 0 or v < 1 0.0
+ */
+ /* chdtrcl()
+ *
+ * Complemented Chi-square distribution
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * long double v, x, y, chdtrcl();
+ *
+ * y = chdtrcl( v, x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns the area under the right hand tail (from x to
+ * infinity) of the Chi square probability density function
+ * with v degrees of freedom:
+ *
+ *
+ * inf.
+ * -
+ * 1 | | v/2-1 -t/2
+ * P( x | v ) = ----------- | t e dt
+ * v/2 - | |
+ * 2 | (v/2) -
+ * x
+ *
+ * where x is the Chi-square variable.
+ *
+ * The incomplete gamma integral is used, according to the
+ * formula
+ *
+ * y = chdtr( v, x ) = igamc( v/2.0, x/2.0 ).
+ *
+ *
+ * The arguments must both be positive.
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * See igamc().
+ *
+ * ERROR MESSAGES:
+ *
+ * message condition value returned
+ * chdtrc domain x < 0 or v < 1 0.0
+ */
+ /* chdtril()
+ *
+ * Inverse of complemented Chi-square distribution
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * long double df, x, y, chdtril();
+ *
+ * x = chdtril( df, y );
+ *
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Finds the Chi-square argument x such that the integral
+ * from x to infinity of the Chi-square density is equal
+ * to the given cumulative probability y.
+ *
+ * This is accomplished using the inverse gamma integral
+ * function and the relation
+ *
+ * x/2 = igami( df/2, y );
+ *
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * See igami.c.
+ *
+ * ERROR MESSAGES:
+ *
+ * message condition value returned
+ * chdtri domain y < 0 or y > 1 0.0
+ * v < 1
+ *
+ */
+
+/* chdtr() */
+
+
+/*
+Cephes Math Library Release 2.3: March, 1995
+Copyright 1984, 1995 by Stephen L. Moshier
+*/
+
+#include <math.h>
+#ifdef ANSIPROT
+extern long double igamcl ( long double, long double );
+extern long double igaml ( long double, long double );
+extern long double igamil ( long double, long double );
+#else
+long double igamcl(), igaml(), igamil();
+#endif
+
+long double chdtrcl(df,x)
+long double df, x;
+{
+
+if( (x < 0.0L) || (df < 1.0L) )
+ {
+ mtherr( "chdtrcl", DOMAIN );
+ return(0.0L);
+ }
+return( igamcl( 0.5L*df, 0.5L*x ) );
+}
+
+
+
+long double chdtrl(df,x)
+long double df, x;
+{
+
+if( (x < 0.0L) || (df < 1.0L) )
+ {
+ mtherr( "chdtrl", DOMAIN );
+ return(0.0L);
+ }
+return( igaml( 0.5L*df, 0.5L*x ) );
+}
+
+
+
+long double chdtril( df, y )
+long double df, y;
+{
+long double x;
+
+if( (y < 0.0L) || (y > 1.0L) || (df < 1.0L) )
+ {
+ mtherr( "chdtril", DOMAIN );
+ return(0.0L);
+ }
+
+x = igamil( 0.5L * df, y );
+return( 2.0L * x );
+}