tptest.for

Numerical Recipes一书中例子的源码所用到的函数集,William H. Press 和 Saul A. Teukolsky 所著

      SUBROUTINE tptest(data1,data2,n,t,prob)
      INTEGER n
      REAL prob,t,data1(n),data2(n)
CU    USES avevar,betai
      INTEGER j
      REAL ave1,ave2,cov,df,sd,var1,var2,betai
      call avevar(data1,n,ave1,var1)
      call avevar(data2,n,ave2,var2)
      cov=0.
      do 11 j=1,n
        cov=cov+(data1(j)-ave1)*(data2(j)-ave2)
11    continue
      df=n-1
      cov=cov/df
      sd=sqrt((var1+var2-2.*cov)/n)
      t=(ave1-ave2)/sd
      prob=betai(0.5*df,0.5,df/(df+t**2))
      return
      END