/* * AUTHOR * Catherine Loader, catherine@research.bell-labs.com. * October 23, 2000. * * Merge in to R: * Copyright (C) 2000, The R Core Development Team * * 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 2 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, a copy is available at * http://www.r-project.org/Licenses/ * * * DESCRIPTION * * The t density is evaluated as * sqrt(n/2) / ((n+1)/2) * Gamma((n+3)/2) / Gamma((n+2)/2). * * (1+x^2/n)^(-n/2) * / sqrt( 2 pi (1+x^2/n) ) * * This form leads to a stable computation for all * values of n, including n -> 0 and n -> infinity. */ #include "nmath.h" #include "dpq.h" double dt(double x, double n, int give_log) { double t, u; #ifdef IEEE_754 if (ISNAN(x) || ISNAN(n)) return x + n; #endif if (n <= 0) ML_ERR_return_NAN; if(!R_FINITE(x)) return R_D__0; if(!R_FINITE(n)) return dnorm(x, 0., 1., give_log); t = -bd0(n/2.,(n+1)/2.) + stirlerr((n+1)/2.) - stirlerr(n/2.); if ( x*x > 0.2*n ) u = log( 1+ x*x/n ) * n/2; else u = -bd0(n/2.,(n+x*x)/2.) + x*x/2.; return R_D_fexp(M_2PI*(1+x*x/n), t-u); }