diff options
author | Eric Andersen <andersen@codepoet.org> | 2001-11-22 14:04:29 +0000 |
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committer | Eric Andersen <andersen@codepoet.org> | 2001-11-22 14:04:29 +0000 |
commit | 7ce331c01ce6eb7b3f5c715a38a24359da9c6ee2 (patch) | |
tree | 3a7e8476e868ae15f4da1b7ce26b2db6f434468c /libm/float/stdtrf.c | |
parent | c117dd5fb183afb1a4790a6f6110d88704be6bf8 (diff) |
Totally rework the math library, this time based on the MacOs X
math library (which is itself based on the math lib from FreeBSD).
-Erik
Diffstat (limited to 'libm/float/stdtrf.c')
-rw-r--r-- | libm/float/stdtrf.c | 154 |
1 files changed, 0 insertions, 154 deletions
diff --git a/libm/float/stdtrf.c b/libm/float/stdtrf.c deleted file mode 100644 index 76b14c1f6..000000000 --- a/libm/float/stdtrf.c +++ /dev/null @@ -1,154 +0,0 @@ -/* stdtrf.c - * - * Student's t distribution - * - * - * - * SYNOPSIS: - * - * float t, stdtrf(); - * short k; - * - * y = stdtrf( k, t ); - * - * - * DESCRIPTION: - * - * Computes the integral from minus infinity to t of the Student - * t distribution with integer k > 0 degrees of freedom: - * - * t - * - - * | | - * - | 2 -(k+1)/2 - * | ( (k+1)/2 ) | ( x ) - * ---------------------- | ( 1 + --- ) dx - * - | ( k ) - * sqrt( k pi ) | ( k/2 ) | - * | | - * - - * -inf. - * - * Relation to incomplete beta integral: - * - * 1 - stdtr(k,t) = 0.5 * incbet( k/2, 1/2, z ) - * where - * z = k/(k + t**2). - * - * For t < -1, this is the method of computation. For higher t, - * a direct method is derived from integration by parts. - * Since the function is symmetric about t=0, the area under the - * right tail of the density is found by calling the function - * with -t instead of t. - * - * ACCURACY: - * - * Relative error: - * arithmetic domain # trials peak rms - * IEEE +/- 100 5000 2.3e-5 2.9e-6 - */ - - -/* -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> - -extern float PIF, MACHEPF; - -#ifdef ANSIC -float sqrtf(float), atanf(float), incbetf(float, float, float); -#else -float sqrtf(), atanf(), incbetf(); -#endif - - - -float stdtrf( int k, float tt ) -{ -float t, x, rk, z, f, tz, p, xsqk; -int j; - -t = tt; -if( k <= 0 ) - { - mtherr( "stdtrf", DOMAIN ); - return(0.0); - } - -if( t == 0 ) - return( 0.5 ); - -if( t < -1.0 ) - { - rk = k; - z = rk / (rk + t * t); - p = 0.5 * incbetf( 0.5*rk, 0.5, z ); - return( p ); - } - -/* compute integral from -t to + t */ - -if( t < 0 ) - x = -t; -else - x = t; - -rk = k; /* degrees of freedom */ -z = 1.0 + ( x * x )/rk; - -/* test if k is odd or even */ -if( (k & 1) != 0) - { - - /* computation for odd k */ - - xsqk = x/sqrtf(rk); - p = atanf( xsqk ); - if( k > 1 ) - { - f = 1.0; - tz = 1.0; - j = 3; - while( (j<=(k-2)) && ( (tz/f) > MACHEPF ) ) - { - tz *= (j-1)/( z * j ); - f += tz; - j += 2; - } - p += f * xsqk/z; - } - p *= 2.0/PIF; - } - - -else - { - - /* computation for even k */ - - f = 1.0; - tz = 1.0; - j = 2; - - while( ( j <= (k-2) ) && ( (tz/f) > MACHEPF ) ) - { - tz *= (j - 1)/( z * j ); - f += tz; - j += 2; - } - p = f * x/sqrtf(z*rk); - } - -/* common exit */ - - -if( t < 0 ) - p = -p; /* note destruction of relative accuracy */ - - p = 0.5 + 0.5 * p; -return(p); -} |