diff options
author | Eric Andersen <andersen@codepoet.org> | 2001-05-10 00:40:28 +0000 |
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committer | Eric Andersen <andersen@codepoet.org> | 2001-05-10 00:40:28 +0000 |
commit | 1077fa4d772832f77a677ce7fb7c2d513b959e3f (patch) | |
tree | 579bee13fb0b58d2800206366ec2caecbb15f3fc /libm/float/pdtrf.c | |
parent | 22358dd7ce7bb49792204b698f01a6f69b9c8e08 (diff) |
uClibc now has a math library. muahahahaha!
-Erik
Diffstat (limited to 'libm/float/pdtrf.c')
-rw-r--r-- | libm/float/pdtrf.c | 188 |
1 files changed, 188 insertions, 0 deletions
diff --git a/libm/float/pdtrf.c b/libm/float/pdtrf.c new file mode 100644 index 000000000..17a05ee13 --- /dev/null +++ b/libm/float/pdtrf.c @@ -0,0 +1,188 @@ +/* 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 <math.h> + +#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 ); +} |