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Diffstat (limited to 'libm/float/chdtrf.c')
| -rw-r--r-- | libm/float/chdtrf.c | 210 |
1 files changed, 210 insertions, 0 deletions
diff --git a/libm/float/chdtrf.c b/libm/float/chdtrf.c new file mode 100644 index 000000000..53bd3d961 --- /dev/null +++ b/libm/float/chdtrf.c @@ -0,0 +1,210 @@ +/* chdtrf.c + * + * Chi-square distribution + * + * + * + * SYNOPSIS: + * + * float df, x, y, chdtrf(); + * + * y = chdtrf( df, x ); + * + * + * + * DESCRIPTION: + * + * Returns the area under the left hand tail (from 0 to x) + * of the Chi square probability density function with + * v degrees of freedom. + * + * + * inf. + * - + * 1 | | v/2-1 -t/2 + * P( x | v ) = ----------- | t e dt + * v/2 - | | + * 2 | (v/2) - + * x + * + * where x is the Chi-square variable. + * + * The incomplete gamma integral is used, according to the + * formula + * + * y = chdtr( v, x ) = igam( v/2.0, x/2.0 ). + * + * + * The arguments must both be positive. + * + * + * + * ACCURACY: + * + * Relative error: + * arithmetic domain # trials peak rms + * IEEE 0,100 5000 3.2e-5 5.0e-6 + * + * ERROR MESSAGES: + * + * message condition value returned + * chdtrf domain x < 0 or v < 1 0.0 + */ + /* chdtrcf() + * + * Complemented Chi-square distribution + * + * + * + * SYNOPSIS: + * + * float v, x, y, chdtrcf(); + * + * y = chdtrcf( v, x ); + * + * + * + * DESCRIPTION: + * + * Returns the area under the right hand tail (from x to + * infinity) of the Chi square probability density function + * with v degrees of freedom: + * + * + * inf. + * - + * 1 | | v/2-1 -t/2 + * P( x | v ) = ----------- | t e dt + * v/2 - | | + * 2 | (v/2) - + * x + * + * where x is the Chi-square variable. + * + * The incomplete gamma integral is used, according to the + * formula + * + * y = chdtr( v, x ) = igamc( v/2.0, x/2.0 ). + * + * + * The arguments must both be positive. + * + * + * + * ACCURACY: + * + * Relative error: + * arithmetic domain # trials peak rms + * IEEE 0,100 5000 2.7e-5 3.2e-6 + * + * ERROR MESSAGES: + * + * message condition value returned + * chdtrc domain x < 0 or v < 1 0.0 + */ + /* chdtrif() + * + * Inverse of complemented Chi-square distribution + * + * + * + * SYNOPSIS: + * + * float df, x, y, chdtrif(); + * + * x = chdtrif( df, y ); + * + * + * + * + * DESCRIPTION: + * + * Finds the Chi-square argument x such that the integral + * from x to infinity of the Chi-square density is equal + * to the given cumulative probability y. + * + * This is accomplished using the inverse gamma integral + * function and the relation + * + * x/2 = igami( df/2, y ); + * + * + * + * + * ACCURACY: + * + * Relative error: + * arithmetic domain # trials peak rms + * IEEE 0,100 10000 2.2e-5 8.5e-7 + * + * ERROR MESSAGES: + * + * message condition value returned + * chdtri domain y < 0 or y > 1 0.0 + * v < 1 + * + */ + +/* chdtr() */ + + +/* +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 igamcf(float, float), igamf(float, float), igamif(float, float); +#else +float igamcf(), igamf(), igamif(); +#endif + +float chdtrcf(float dff, float xx) +{ +float df, x; + +df = dff; +x = xx; + +if( (x < 0.0) || (df < 1.0) ) + { + mtherr( "chdtrcf", DOMAIN ); + return(0.0); + } +return( igamcf( 0.5*df, 0.5*x ) ); +} + + +float chdtrf(float dff, float xx) +{ +float df, x; + +df = dff; +x = xx; +if( (x < 0.0) || (df < 1.0) ) + { + mtherr( "chdtrf", DOMAIN ); + return(0.0); + } +return( igamf( 0.5*df, 0.5*x ) ); +} + + +float chdtrif( float dff, float yy ) +{ +float y, df, x; + +y = yy; +df = dff; +if( (y < 0.0) || (y > 1.0) || (df < 1.0) ) + { + mtherr( "chdtrif", DOMAIN ); + return(0.0); + } + +x = igamif( 0.5 * df, y ); +return( 2.0 * x ); +} |