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authorEric Andersen <andersen@codepoet.org>2001-11-22 14:04:29 +0000
committerEric Andersen <andersen@codepoet.org>2001-11-22 14:04:29 +0000
commit7ce331c01ce6eb7b3f5c715a38a24359da9c6ee2 (patch)
tree3a7e8476e868ae15f4da1b7ce26b2db6f434468c /libm/float/stdtrf.c
parentc117dd5fb183afb1a4790a6f6110d88704be6bf8 (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.c154
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);
-}