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/* 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;
}
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