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Diffstat (limited to 'libm/float/nbdtrf.c')
-rw-r--r-- | libm/float/nbdtrf.c | 141 |
1 files changed, 141 insertions, 0 deletions
diff --git a/libm/float/nbdtrf.c b/libm/float/nbdtrf.c new file mode 100644 index 000000000..e9b02753b --- /dev/null +++ b/libm/float/nbdtrf.c @@ -0,0 +1,141 @@ +/* nbdtrf.c + * + * Negative binomial distribution + * + * + * + * SYNOPSIS: + * + * int k, n; + * float p, y, nbdtrf(); + * + * y = nbdtrf( k, n, p ); + * + * + * + * DESCRIPTION: + * + * Returns the sum of the terms 0 through k of the negative + * binomial distribution: + * + * k + * -- ( n+j-1 ) n j + * > ( ) p (1-p) + * -- ( j ) + * j=0 + * + * In a sequence of Bernoulli trials, this is the probability + * that k or fewer failures precede the nth success. + * + * The terms are not computed individually; instead the incomplete + * beta integral is employed, according to the formula + * + * y = nbdtr( k, n, p ) = incbet( n, k+1, p ). + * + * The arguments must be positive, with p ranging from 0 to 1. + * + * + * + * ACCURACY: + * + * Relative error: + * arithmetic domain # trials peak rms + * IEEE 0,100 5000 1.5e-4 1.9e-5 + * + */ +/* nbdtrcf.c + * + * Complemented negative binomial distribution + * + * + * + * SYNOPSIS: + * + * int k, n; + * float p, y, nbdtrcf(); + * + * y = nbdtrcf( k, n, p ); + * + * + * + * DESCRIPTION: + * + * Returns the sum of the terms k+1 to infinity of the negative + * binomial distribution: + * + * inf + * -- ( n+j-1 ) n j + * > ( ) p (1-p) + * -- ( j ) + * j=k+1 + * + * The terms are not computed individually; instead the incomplete + * beta integral is employed, according to the formula + * + * y = nbdtrc( k, n, p ) = incbet( k+1, n, 1-p ). + * + * The arguments must be positive, with p ranging from 0 to 1. + * + * + * + * ACCURACY: + * + * Relative error: + * arithmetic domain # trials peak rms + * IEEE 0,100 5000 1.4e-4 2.0e-5 + * + */ + +/* +Cephes Math Library Release 2.2: July, 1992 +Copyright 1984, 1987 by Stephen L. Moshier +Direct inquiries to 30 Frost Street, Cambridge, MA 02140 +*/ + +#include <math.h> + +#ifdef ANSIC +float incbetf(float, float, float); +#else +float incbetf(); +#endif + + +float nbdtrcf( int k, int n, float pp ) +{ +float dk, dn, p; + +p = pp; +if( (p < 0.0) || (p > 1.0) ) + goto domerr; +if( k < 0 ) + { +domerr: + mtherr( "nbdtrf", DOMAIN ); + return( 0.0 ); + } + +dk = k+1; +dn = n; +return( incbetf( dk, dn, 1.0 - p ) ); +} + + + +float nbdtrf( int k, int n, float pp ) +{ +float dk, dn, p; + +p = pp; +if( (p < 0.0) || (p > 1.0) ) + goto domerr; +if( k < 0 ) + { +domerr: + mtherr( "nbdtrf", DOMAIN ); + return( 0.0 ); + } +dk = k+1; +dn = n; +return( incbetf( dn, dk, p ) ); +} |