Esempio n. 1
0
File: qf.c Progetto: Maxsl/r-source
double qf(double p, double df1, double df2, int lower_tail, int log_p)
{
#ifdef IEEE_754
    if (ISNAN(p) || ISNAN(df1) || ISNAN(df2))
	return p + df1 + df2;
#endif
    if (df1 <= 0. || df2 <= 0.) ML_ERR_return_NAN;

    R_Q_P01_boundaries(p, 0, ML_POSINF);

    /* fudge the extreme DF cases -- qbeta doesn't do this well.
       But we still need to fudge the infinite ones.
     */

    if (df1 <= df2 && df2 > 4e5) {
	if(!R_FINITE(df1)) /* df1 == df2 == Inf : */
	    return 1.;
 	/* else */
	return qchisq(p, df1, lower_tail, log_p) / df1;
    }
    if (df1 > 4e5) { /* and so  df2 < df1 */
	return df2 / qchisq(p, df2, !lower_tail, log_p);
    }

    p = (1. / qbeta(p, df2/2, df1/2, !lower_tail, log_p) - 1.) * (df2 / df1);
    return ML_VALID(p) ? p : ML_NAN;
}
Esempio n. 2
0
double qnchisq(double p, double df, double ncp, int lower_tail, int log_p)
{
    const static double accu = 1e-13;
    const static double racc = 4*DBL_EPSILON;
    /* these two are for the "search" loops, can have less accuracy: */
    const static double Eps = 1e-11; /* must be > accu */
    const static double rEps= 1e-10; /* relative tolerance ... */

    double ux, lx, ux0, nx, pp;

#ifdef IEEE_754
    if (ISNAN(p) || ISNAN(df) || ISNAN(ncp))
	return p + df + ncp;
#endif
    if (!R_FINITE(df)) ML_ERR_return_NAN;

    /* Was
     * df = floor(df + 0.5);
     * if (df < 1 || ncp < 0) ML_ERR_return_NAN;
     */
    if (df < 0 || ncp < 0) ML_ERR_return_NAN;

    R_Q_P01_boundaries(p, 0, ML_POSINF);

    /* Invert pnchisq(.) :
     * 1. finding an upper and lower bound */
    {
       /* This is Pearson's (1959) approximation,
          which is usually good to 4 figs or so.  */
	double b, c, ff;
	b = (ncp*ncp)/(df + 3*ncp);
	c = (df + 3*ncp)/(df + 2*ncp);
	ff = (df + 2 * ncp)/(c*c);
	ux = b + c * qchisq(p, ff, lower_tail, log_p);
	if(ux < 0) ux = 1;
	ux0 = ux;
    }
    p = R_D_qIv(p);

    if(!lower_tail && ncp >= 80) {
	/* pnchisq is only for lower.tail = TRUE */
	if(p < 1e-10) ML_ERROR(ME_PRECISION, "qnchisq");
	p = 1. - p;
	lower_tail = TRUE;
    }

    if(lower_tail) {
	if(p > 1 - DBL_EPSILON) return ML_POSINF;
	pp = fmin2(1 - DBL_EPSILON, p * (1 + Eps));
        for(; ux < DBL_MAX &&
		pnchisq_raw(ux, df, ncp, Eps, rEps, 10000, TRUE) < pp;
	    ux *= 2);
	pp = p * (1 - Eps);
        for(lx = fmin2(ux0, DBL_MAX);
	    lx > DBL_MIN &&
		pnchisq_raw(lx, df, ncp, Eps, rEps, 10000, TRUE) > pp;
	    lx *= 0.5);
    }
    else {
	if(p > 1 - DBL_EPSILON) return 0.0;
	pp = fmin2(1 - DBL_EPSILON, p * (1 + Eps));
        for(; ux < DBL_MAX &&
		pnchisq_raw(ux, df, ncp, Eps, rEps, 10000, FALSE) > pp;
	    ux *= 2);
	pp = p * (1 - Eps);
        for(lx = fmin2(ux0, DBL_MAX);
	    lx > DBL_MIN &&
		pnchisq_raw(lx, df, ncp, Eps, rEps, 10000, FALSE) < pp;
	    lx *= 0.5);
    }

    /* 2. interval (lx,ux)  halving : */
    if(lower_tail) {
	do {
	    nx = 0.5 * (lx + ux);
	    if (pnchisq_raw(nx, df, ncp, accu, racc, 100000, TRUE) > p)
		ux = nx;
	    else
		lx = nx;
	}
	while ((ux - lx) / nx > accu);
    } else {
	do {
	    nx = 0.5 * (lx + ux);
	    if (pnchisq_raw(nx, df, ncp, accu, racc, 100000, FALSE) < p)
		ux = nx;
	    else
		lx = nx;
	}
	while ((ux - lx) / nx > accu);
    }
    return 0.5 * (ux + lx);
}
double F77_SUB(sqrtqchisqint)(int *n, double *p) { 
               return(sqrt(qchisq(p[0], (double) n[0], 0, 0))); 
}
Esempio n. 4
0
double F77_SUB(invcdfchisq)(double *p, double *df, int *lower_tail, int *log_p)
{
	return qchisq(*p, *df, *lower_tail, *log_p);
}