From 1077fa4d772832f77a677ce7fb7c2d513b959e3f Mon Sep 17 00:00:00 2001
From: Eric Andersen <andersen@codepoet.org>
Date: Thu, 10 May 2001 00:40:28 +0000
Subject: uClibc now has a math library.  muahahahaha!  -Erik

---
 libm/float/fdtrf.c | 214 +++++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 214 insertions(+)
 create mode 100644 libm/float/fdtrf.c

(limited to 'libm/float/fdtrf.c')

diff --git a/libm/float/fdtrf.c b/libm/float/fdtrf.c
new file mode 100644
index 000000000..5fdc6d81d
--- /dev/null
+++ b/libm/float/fdtrf.c
@@ -0,0 +1,214 @@
+/*							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);
+}
-- 
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