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Diffstat (limited to 'libm/double/chdtr.c')
-rw-r--r-- | libm/double/chdtr.c | 200 |
1 files changed, 200 insertions, 0 deletions
diff --git a/libm/double/chdtr.c b/libm/double/chdtr.c new file mode 100644 index 000000000..a29da7535 --- /dev/null +++ b/libm/double/chdtr.c @@ -0,0 +1,200 @@ +/* chdtr.c + * + * Chi-square distribution + * + * + * + * SYNOPSIS: + * + * double df, x, y, chdtr(); + * + * y = chdtr( 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 + */ +/* chdtrc() + * + * Complemented Chi-square distribution + * + * + * + * SYNOPSIS: + * + * double v, x, y, chdtrc(); + * + * y = chdtrc( 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 + */ +/* chdtri() + * + * Inverse of complemented Chi-square distribution + * + * + * + * SYNOPSIS: + * + * double df, x, y, chdtri(); + * + * x = chdtri( 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 2.8: June, 2000 +Copyright 1984, 1987, 2000 by Stephen L. Moshier +*/ + +#include <math.h> +#ifdef ANSIPROT +extern double igamc ( double, double ); +extern double igam ( double, double ); +extern double igami ( double, double ); +#else +double igamc(), igam(), igami(); +#endif + +double chdtrc(df,x) +double df, x; +{ + +if( (x < 0.0) || (df < 1.0) ) + { + mtherr( "chdtrc", DOMAIN ); + return(0.0); + } +return( igamc( df/2.0, x/2.0 ) ); +} + + + +double chdtr(df,x) +double df, x; +{ + +if( (x < 0.0) || (df < 1.0) ) + { + mtherr( "chdtr", DOMAIN ); + return(0.0); + } +return( igam( df/2.0, x/2.0 ) ); +} + + + +double chdtri( df, y ) +double df, y; +{ +double x; + +if( (y < 0.0) || (y > 1.0) || (df < 1.0) ) + { + mtherr( "chdtri", DOMAIN ); + return(0.0); + } + +x = igami( 0.5 * df, y ); +return( 2.0 * x ); +} |