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Diffstat (limited to 'gsl-1.9/cdf/fdist.c')
-rw-r--r-- | gsl-1.9/cdf/fdist.c | 81 |
1 files changed, 81 insertions, 0 deletions
diff --git a/gsl-1.9/cdf/fdist.c b/gsl-1.9/cdf/fdist.c new file mode 100644 index 0000000..fb3321f --- /dev/null +++ b/gsl-1.9/cdf/fdist.c @@ -0,0 +1,81 @@ +/* cdf/fdist.c + * + * Copyright (C) 2002 Przemyslaw Sliwa and Jason H. Stover. + * Copyright (C) 2006 Brian Gough + * + * This program is free software; you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation; either version 2 of the License, or (at + * your option) any later version. + * + * This program is distributed in the hope that it will be useful, but + * WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU + * General Public License for more details. + * + * You should have received a copy of the GNU General Public License + * along with this program; if not, write to the Free Software + * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307, USA. + */ + +#include <config.h> +#include <math.h> +#include <gsl/gsl_cdf.h> +#include <gsl/gsl_sf_gamma.h> +#include <gsl/gsl_math.h> +#include <gsl/gsl_errno.h> + +#include "error.h" +#include "beta_inc.c" + +/* + * Lower tail. + */ + +double +gsl_cdf_fdist_P (const double x, const double nu1, const double nu2) +{ + double P; + double r = nu2 / nu1; + + if (x < r) + { + double u = x / (r + x); + + P = beta_inc_AXPY (1.0, 0.0, nu1 / 2.0, nu2 / 2.0, u); + } + else + { + double u = r / (r + x); + + P = beta_inc_AXPY (-1.0, 1.0, nu2 / 2.0, nu1 / 2.0, u); + } + + return P; +} + +/* + * Upper tail. + */ + +double +gsl_cdf_fdist_Q (const double x, const double nu1, const double nu2) +{ + double Q; + double r = nu2 / nu1; + + if (x < r) + { + double u = x / (r + x); + + Q = beta_inc_AXPY (-1.0, 1.0, nu1 / 2.0, nu2 / 2.0, u); + } + else + { + double u = r / (r + x); + + Q = beta_inc_AXPY (1.0, 0.0, nu2 / 2.0, nu1 / 2.0, u); + } + + return Q; +} |