📄 fdtrf.c
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/* 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, 1992Copyright 1984, 1987, 1992 by Stephen L. MoshierDirect inquiries to 30 Frost Street, Cambridge, MA 02140*/#include <math.h>#ifdef ANSICfloat incbetf(float, float, float);float incbif(float, float, float);#elsefloat incbetf(), incbif();#endiffloat 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);}
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