CocoRoboDesktop/pdf1.js/node_modules/cephes/cephes/stdtr.c

/*							stdtr.c
 *
 *	Student's t distribution
 *
 *
 *
 * SYNOPSIS:
 *
 * double t, stdtr();
 * short k;
 *
 * y = stdtr( k, t );
 *
 *
 * DESCRIPTION:
 *
 * Computes the integral from minus infinity to t of the Student
 * t distribution with integer k > 0 degrees of freedom:
 *
 *                                      t
 *                                      -
 *                                     | |
 *              -                      |         2   -(k+1)/2
 *             | ( (k+1)/2 )           |  (     x   )
 *       ----------------------        |  ( 1 + --- )        dx
 *                     -               |  (      k  )
 *       sqrt( k pi ) | ( k/2 )        |
 *                                   | |
 *                                    -
 *                                   -inf.
 *
 * Relation to incomplete beta integral:
 *
 *        1 - stdtr(k,t) = 0.5 * incbet( k/2, 1/2, z )
 * where
 *        z = k/(k + t**2).
 *
 * For t < -2, this is the method of computation.  For higher t,
 * a direct method is derived from integration by parts.
 * Since the function is symmetric about t=0, the area under the
 * right tail of the density is found by calling the function
 * with -t instead of t.
 *
 * ACCURACY:
 *
 * Tested at random 1 <= k <= 25.  The "domain" refers to t.
 *                      Relative error:
 * arithmetic   domain     # trials      peak         rms
 *    IEEE     -100,-2      50000       5.9e-15     1.4e-15
 *    IEEE     -2,100      500000       2.7e-15     4.9e-17
 */

/*							stdtri.c
 *
 *	Functional inverse of Student's t distribution
 *
 *
 *
 * SYNOPSIS:
 *
 * double p, t, stdtri();
 * int k;
 *
 * t = stdtri( k, p );
 *
 *
 * DESCRIPTION:
 *
 * Given probability p, finds the argument t such that stdtr(k,t)
 * is equal to p.
 *
 * ACCURACY:
 *
 * Tested at random 1 <= k <= 100.  The "domain" refers to p:
 *                      Relative error:
 * arithmetic   domain     # trials      peak         rms
 *    IEEE    .001,.999     25000       5.7e-15     8.0e-16
 *    IEEE    10^-6,.001    25000       2.0e-12     2.9e-14
 */

/*
Cephes Math Library Release 2.8:  June, 2000
Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier
*/

#include "mconf.h"

extern double PI, MACHEP, MAXNUM;
#ifdef ANSIPROT
extern double sqrt(double);
extern double atan(double);
extern double incbet(double, double, double);
extern double incbi(double, double, double);
extern double fabs(double);
#else
double sqrt(), atan(), incbet(), incbi(), fabs();
#endif

double stdtr(k, t) int k;
double t;
{
  double x, rk, z, f, tz, p, xsqk;
  int j;

  if (k <= 0) {
    mtherr("stdtr", DOMAIN);
    return (0.0);
  }

  if (t == 0)
    return (0.5);

  if (t < -2.0) {
    rk = k;
    z = rk / (rk + t * t);
    p = 0.5 * incbet(0.5 * rk, 0.5, z);
    return (p);
  }

  /*	compute integral from -t to + t */

  if (t < 0)
    x = -t;
  else
    x = t;

  rk = k; /* degrees of freedom */
  z = 1.0 + (x * x) / rk;

  /* test if k is odd or even */
  if ((k & 1) != 0) {

    /*	computation for odd k	*/

    xsqk = x / sqrt(rk);
    p = atan(xsqk);
    if (k > 1) {
      f = 1.0;
      tz = 1.0;
      j = 3;
      while ((j <= (k - 2)) && ((tz / f) > MACHEP)) {
        tz *= (j - 1) / (z * j);
        f += tz;
        j += 2;
      }
      p += f * xsqk / z;
    }
    p *= 2.0 / PI;
  }

  else {

    /*	computation for even k	*/

    f = 1.0;
    tz = 1.0;
    j = 2;

    while ((j <= (k - 2)) && ((tz / f) > MACHEP)) {
      tz *= (j - 1) / (z * j);
      f += tz;
      j += 2;
    }
    p = f * x / sqrt(z * rk);
  }

  /*	common exit	*/

  if (t < 0)
    p = -p; /* note destruction of relative accuracy */

  p = 0.5 + 0.5 * p;
  return (p);
}

double stdtri(k, p) int k;
double p;
{
  double t, rk, z;
  int rflg;

  if (k <= 0 || p <= 0.0 || p >= 1.0) {
    mtherr("stdtri", DOMAIN);
    return (0.0);
  }

  rk = k;

  if (p > 0.25 && p < 0.75) {
    if (p == 0.5)
      return (0.0);
    z = 1.0 - 2.0 * p;
    z = incbi(0.5, 0.5 * rk, fabs(z));
    t = sqrt(rk * z / (1.0 - z));
    if (p < 0.5)
      t = -t;
    return (t);
  }
  rflg = -1;
  if (p >= 0.5) {
    p = 1.0 - p;
    rflg = 1;
  }
  z = incbi(0.5 * rk, 0.5, 2.0 * p);

  if (MAXNUM * z < rk)
    return (rflg * MAXNUM);
  t = sqrt(rk / z - rk);
  return (rflg * t);
}