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Diffstat (limited to 'libm/float/fdtrf.c')
| -rw-r--r-- | libm/float/fdtrf.c | 214 |
1 files changed, 0 insertions, 214 deletions
diff --git a/libm/float/fdtrf.c b/libm/float/fdtrf.c deleted file mode 100644 index 5fdc6d81d..000000000 --- a/libm/float/fdtrf.c +++ /dev/null @@ -1,214 +0,0 @@ -/* fdtrf.c - * - * F distribution - * - * - * - * SYNOPSIS: - * - * int df1, df2; - * float x, y, fdtrf(); - * - * y = fdtrf( df1, df2, x ); - * - * - * - * DESCRIPTION: - * - * Returns the area from zero to x under the F density - * function (also known as Snedcor's density or the - * variance ratio density). This is the density - * of x = (u1/df1)/(u2/df2), where u1 and u2 are random - * variables having Chi square distributions with df1 - * and df2 degrees of freedom, respectively. - * - * The incomplete beta integral is used, according to the - * formula - * - * P(x) = incbet( df1/2, df2/2, (df1*x/(df2 + df1*x) ). - * - * - * The arguments a and b are greater than zero, and x - * x is nonnegative. - * ACCURACY: - * - * Relative error: - * arithmetic domain # trials peak rms - * IEEE 0,100 5000 2.2e-5 1.1e-6 - * - * ERROR MESSAGES: - * - * message condition value returned - * fdtrf domain a<0, b<0, x<0 0.0 - * - */ - /* fdtrcf() - * - * Complemented F distribution - * - * - * - * SYNOPSIS: - * - * int df1, df2; - * float x, y, fdtrcf(); - * - * y = fdtrcf( df1, df2, x ); - * - * - * - * DESCRIPTION: - * - * Returns the area from x to infinity under the F density - * function (also known as Snedcor's density or the - * variance ratio density). - * - * - * inf. - * - - * 1 | | a-1 b-1 - * 1-P(x) = ------ | t (1-t) dt - * B(a,b) | | - * - - * x - * - * (See fdtr.c.) - * - * The incomplete beta integral is used, according to the - * formula - * - * P(x) = incbet( df2/2, df1/2, (df2/(df2 + df1*x) ). - * - * - * ACCURACY: - * - * Relative error: - * arithmetic domain # trials peak rms - * IEEE 0,100 5000 7.3e-5 1.2e-5 - * - * ERROR MESSAGES: - * - * message condition value returned - * fdtrcf domain a<0, b<0, x<0 0.0 - * - */ - /* fdtrif() - * - * Inverse of complemented F distribution - * - * - * - * SYNOPSIS: - * - * float df1, df2, x, y, fdtrif(); - * - * x = fdtrif( df1, df2, y ); - * - * - * - * - * DESCRIPTION: - * - * Finds the F density argument x such that the integral - * from x to infinity of the F density is equal to the - * given probability y. - * - * This is accomplished using the inverse beta integral - * function and the relations - * - * z = incbi( df2/2, df1/2, y ) - * x = df2 (1-z) / (df1 z). - * - * Note: the following relations hold for the inverse of - * the uncomplemented F distribution: - * - * z = incbi( df1/2, df2/2, y ) - * x = df2 z / (df1 (1-z)). - * - * - * - * ACCURACY: - * - * arithmetic domain # trials peak rms - * Absolute error: - * IEEE 0,100 5000 4.0e-5 3.2e-6 - * Relative error: - * IEEE 0,100 5000 1.2e-3 1.8e-5 - * - * ERROR MESSAGES: - * - * message condition value returned - * fdtrif domain y <= 0 or y > 1 0.0 - * v < 1 - * - */ - - -/* -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 incbetf(float, float, float); -float incbif(float, float, float); -#else -float incbetf(), incbif(); -#endif - -float fdtrcf( int ia, int ib, float xx ) -{ -float x, a, b, w; - -x = xx; -if( (ia < 1) || (ib < 1) || (x < 0.0) ) - { - mtherr( "fdtrcf", DOMAIN ); - return( 0.0 ); - } -a = ia; -b = ib; -w = b / (b + a * x); -return( incbetf( 0.5*b, 0.5*a, w ) ); -} - - - -float fdtrf( int ia, int ib, int xx ) -{ -float x, a, b, w; - -x = xx; -if( (ia < 1) || (ib < 1) || (x < 0.0) ) - { - mtherr( "fdtrf", DOMAIN ); - return( 0.0 ); - } -a = ia; -b = ib; -w = a * x; -w = w / (b + w); -return( incbetf( 0.5*a, 0.5*b, w) ); -} - - -float fdtrif( int ia, int ib, float yy ) -{ -float y, a, b, w, x; - -y = yy; -if( (ia < 1) || (ib < 1) || (y <= 0.0) || (y > 1.0) ) - { - mtherr( "fdtrif", DOMAIN ); - return( 0.0 ); - } -a = ia; -b = ib; -w = incbif( 0.5*b, 0.5*a, y ); -x = (b - b*w)/(a*w); -return(x); -} |