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- /* cdf/fdistinv.c
- *
- * Copyright (C) 2002 Przemyslaw Sliwa and Jason H. Stover.
- * Copyright (C) 2006, 2007 Brian Gough
- *
- * This program is free software; you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation; either version 3 of the License, or (at
- * your option) any later version.
- *
- * This program is distributed in the hope that it will be useful, but
- * WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
- * General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with this program; if not, write to the Free Software
- * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307, USA.
- */
- #include "gsl__config.h"
- #include "gsl_cdf.h"
- #include "gsl_math.h"
- #include "gsl_errno.h"
- #include "gsl_cdf__error.h"
- double
- gsl_cdf_fdist_Pinv (const double P, const double nu1, const double nu2)
- {
- double result;
- double y;
- if (P < 0.0)
- {
- CDF_ERROR ("P < 0.0", GSL_EDOM);
- }
- if (P > 1.0)
- {
- CDF_ERROR ("P > 1.0", GSL_EDOM);
- }
- if (nu1 < 1.0)
- {
- CDF_ERROR ("nu1 < 1", GSL_EDOM);
- }
- if (nu2 < 1.0)
- {
- CDF_ERROR ("nu2 < 1", GSL_EDOM);
- }
- if (P < 0.5)
- {
- y = gsl_cdf_beta_Pinv (P, nu1 / 2.0, nu2 / 2.0);
- result = nu2 * y / (nu1 * (1.0 - y));
- }
- else
- {
- y = gsl_cdf_beta_Qinv (P, nu2 / 2.0, nu1 / 2.0);
- result = nu2 * (1 - y) / (nu1 * y);
- }
- return result;
- }
- double
- gsl_cdf_fdist_Qinv (const double Q, const double nu1, const double nu2)
- {
- double result;
- double y;
- if (Q < 0.0)
- {
- CDF_ERROR ("Q < 0.0", GSL_EDOM);
- }
- if (Q > 1.0)
- {
- CDF_ERROR ("Q > 1.0", GSL_EDOM);
- }
- if (nu1 < 1.0)
- {
- CDF_ERROR ("nu1 < 1", GSL_EDOM);
- }
- if (nu2 < 1.0)
- {
- CDF_ERROR ("nu2 < 1", GSL_EDOM);
- }
- if (Q > 0.5)
- {
- y = gsl_cdf_beta_Qinv (Q, nu1 / 2.0, nu2 / 2.0);
- result = nu2 * y / (nu1 * (1.0 - y));
- }
- else
- {
- y = gsl_cdf_beta_Pinv (Q, nu2 / 2.0, nu1 / 2.0);
- result = nu2 * (1 - y) / (nu1 * y);
- }
- return result;
- }
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