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 );
+}