/* pdtrf.c * * Poisson distribution * * * * SYNOPSIS: * * int k; * float m, y, pdtrf(); * * y = pdtrf( k, m ); * * * * DESCRIPTION: * * Returns the sum of the first k terms of the Poisson * distribution: * * k j * -- -m m * > e -- * -- j! * j=0 * * The terms are not summed directly; instead the incomplete * gamma integral is employed, according to the relation * * y = pdtr( k, m ) = igamc( k+1, m ). * * The arguments must both be positive. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 5000 6.9e-5 8.0e-6 * */ /* pdtrcf() * * Complemented poisson distribution * * * * SYNOPSIS: * * int k; * float m, y, pdtrcf(); * * y = pdtrcf( k, m ); * * * * DESCRIPTION: * * Returns the sum of the terms k+1 to infinity of the Poisson * distribution: * * inf. j * -- -m m * > e -- * -- j! * j=k+1 * * The terms are not summed directly; instead the incomplete * gamma integral is employed, according to the formula * * y = pdtrc( k, m ) = igam( k+1, m ). * * The arguments must both be positive. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 5000 8.4e-5 1.2e-5 * */ /* pdtrif() * * Inverse Poisson distribution * * * * SYNOPSIS: * * int k; * float m, y, pdtrf(); * * m = pdtrif( k, y ); * * * * * DESCRIPTION: * * Finds the Poisson variable x such that the integral * from 0 to x of the Poisson density is equal to the * given probability y. * * This is accomplished using the inverse gamma integral * function and the relation * * m = igami( k+1, y ). * * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 5000 8.7e-6 1.4e-6 * * ERROR MESSAGES: * * message condition value returned * pdtri domain y < 0 or y >= 1 0.0 * k < 0 * */ /* 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 #ifdef ANSIC float igamf(float, float), igamcf(float, float), igamif(float, float); #else float igamf(), igamcf(), igamif(); #endif float pdtrcf( int k, float mm ) { float v, m; m = mm; if( (k < 0) || (m <= 0.0) ) { mtherr( "pdtrcf", DOMAIN ); return( 0.0 ); } v = k+1; return( igamf( v, m ) ); } float pdtrf( int k, float mm ) { float v, m; m = mm; if( (k < 0) || (m <= 0.0) ) { mtherr( "pdtr", DOMAIN ); return( 0.0 ); } v = k+1; return( igamcf( v, m ) ); } float pdtrif( int k, float yy ) { float v, y; y = yy; if( (k < 0) || (y < 0.0) || (y >= 1.0) ) { mtherr( "pdtrif", DOMAIN ); return( 0.0 ); } v = k+1; v = igamif( v, y ); return( v ); }