1 files changed, 104 insertions, 0 deletions
diff --git a/gsl-1.9/cdf/fdistinv.c b/gsl-1.9/cdf/fdistinv.c
new file mode 100644
index 0000000..231f5c1
--- /dev/null
+++ b/gsl-1.9/cdf/fdistinv.c
@@ -0,0 +1,104 @@
+/* cdf/fdistinv.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 <gsl/gsl_cdf.h>
+#include <gsl/gsl_math.h>
+#include <gsl/gsl_errno.h>
+
+#include "error.h"
+
+double
+gsl_cdf_fdist_Pinv (const double P, const double nu1, const double nu2)
+{
+  double result;
+  double y;
+
+  if (P < 0.0)
+    {
+      CDF_ERROR ("P < 0.0", GSL_EDOM);
+    }
+  if (P > 1.0)
+    {
+      CDF_ERROR ("P > 1.0", GSL_EDOM);
+    }
+  if (nu1 < 1.0)
+    {
+      CDF_ERROR ("nu1 < 1", GSL_EDOM);
+    }
+  if (nu2 < 1.0)
+    {
+      CDF_ERROR ("nu2 < 1", GSL_EDOM);
+    }
+
+  if (P < 0.5)
+    {
+      y = gsl_cdf_beta_Pinv (P, nu1 / 2.0, nu2 / 2.0);
+
+      result = nu2 * y / (nu1 * (1.0 - y));
+    }
+  else
+    {
+      y = gsl_cdf_beta_Qinv (P, nu2 / 2.0, nu1 / 2.0);
+
+      result = nu2 * (1 - y) / (nu1 * y);
+    }
+
+  return result;
+}
+
+double
+gsl_cdf_fdist_Qinv (const double Q, const double nu1, const double nu2)
+{
+  double result;
+  double y;
+
+  if (Q < 0.0)
+    {
+      CDF_ERROR ("Q < 0.0", GSL_EDOM);
+    }
+  if (Q > 1.0)
+    {
+      CDF_ERROR ("Q > 1.0", GSL_EDOM);
+    }
+  if (nu1 < 1.0)
+    {
+      CDF_ERROR ("nu1 < 1", GSL_EDOM);
+    }
+  if (nu2 < 1.0)
+    {
+      CDF_ERROR ("nu2 < 1", GSL_EDOM);
+    }
+
+  if (Q > 0.5)
+    {
+      y = gsl_cdf_beta_Qinv (Q, nu1 / 2.0, nu2 / 2.0);
+
+      result = nu2 * y / (nu1 * (1.0 - y));
+    }
+  else
+    {
+      y = gsl_cdf_beta_Pinv (Q, nu2 / 2.0, nu1 / 2.0);
+
+      result = nu2 * (1 - y) / (nu1 * y);
+    }
+
+  return result;
+}