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authorEric Andersen <andersen@codepoet.org>2001-05-10 00:40:28 +0000
committerEric Andersen <andersen@codepoet.org>2001-05-10 00:40:28 +0000
commit1077fa4d772832f77a677ce7fb7c2d513b959e3f (patch)
tree579bee13fb0b58d2800206366ec2caecbb15f3fc /libm/float/nbdtrf.c
parent22358dd7ce7bb49792204b698f01a6f69b9c8e08 (diff)
uClibc now has a math library. muahahahaha!
-Erik
Diffstat (limited to 'libm/float/nbdtrf.c')
-rw-r--r--libm/float/nbdtrf.c141
1 files changed, 141 insertions, 0 deletions
diff --git a/libm/float/nbdtrf.c b/libm/float/nbdtrf.c
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+/* nbdtrf.c
+ *
+ * Negative binomial distribution
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * int k, n;
+ * float p, y, nbdtrf();
+ *
+ * y = nbdtrf( k, n, p );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns the sum of the terms 0 through k of the negative
+ * binomial distribution:
+ *
+ * k
+ * -- ( n+j-1 ) n j
+ * > ( ) p (1-p)
+ * -- ( j )
+ * j=0
+ *
+ * In a sequence of Bernoulli trials, this is the probability
+ * that k or fewer failures precede the nth success.
+ *
+ * The terms are not computed individually; instead the incomplete
+ * beta integral is employed, according to the formula
+ *
+ * y = nbdtr( k, n, p ) = incbet( n, k+1, p ).
+ *
+ * The arguments must be positive, with p ranging from 0 to 1.
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0,100 5000 1.5e-4 1.9e-5
+ *
+ */
+ /* nbdtrcf.c
+ *
+ * Complemented negative binomial distribution
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * int k, n;
+ * float p, y, nbdtrcf();
+ *
+ * y = nbdtrcf( k, n, p );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns the sum of the terms k+1 to infinity of the negative
+ * binomial distribution:
+ *
+ * inf
+ * -- ( n+j-1 ) n j
+ * > ( ) p (1-p)
+ * -- ( j )
+ * j=k+1
+ *
+ * The terms are not computed individually; instead the incomplete
+ * beta integral is employed, according to the formula
+ *
+ * y = nbdtrc( k, n, p ) = incbet( k+1, n, 1-p ).
+ *
+ * The arguments must be positive, with p ranging from 0 to 1.
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0,100 5000 1.4e-4 2.0e-5
+ *
+ */
+
+/*
+Cephes Math Library Release 2.2: July, 1992
+Copyright 1984, 1987 by Stephen L. Moshier
+Direct inquiries to 30 Frost Street, Cambridge, MA 02140
+*/
+
+#include <math.h>
+
+#ifdef ANSIC
+float incbetf(float, float, float);
+#else
+float incbetf();
+#endif
+
+
+float nbdtrcf( int k, int n, float pp )
+{
+float dk, dn, p;
+
+p = pp;
+if( (p < 0.0) || (p > 1.0) )
+ goto domerr;
+if( k < 0 )
+ {
+domerr:
+ mtherr( "nbdtrf", DOMAIN );
+ return( 0.0 );
+ }
+
+dk = k+1;
+dn = n;
+return( incbetf( dk, dn, 1.0 - p ) );
+}
+
+
+
+float nbdtrf( int k, int n, float pp )
+{
+float dk, dn, p;
+
+p = pp;
+if( (p < 0.0) || (p > 1.0) )
+ goto domerr;
+if( k < 0 )
+ {
+domerr:
+ mtherr( "nbdtrf", DOMAIN );
+ return( 0.0 );
+ }
+dk = k+1;
+dn = n;
+return( incbetf( dn, dk, p ) );
+}