/* * Mathlib : A C Library of Special Functions * Copyright (C) 1998 Ross Ihaka * Copyright (C) 2000, 2005 The R Development Core 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 distribution function of the F distribution. */ #include "nmath.h" #include "dpq.h" double pf(double x, double n1, double n2, int lower_tail, int log_p) { #ifdef IEEE_754 if (ISNAN(x) || ISNAN(n1) || ISNAN(n2)) return x + n2 + n1; #endif if (n1 <= 0. || n2 <= 0.) ML_ERR_return_NAN; R_P_bounds_01(x, 0., ML_POSINF); /* move to pchisq for very large values - was 'n1 > 4e5' in 2.0.x, now only needed for n1 = Inf or n2 = Inf {since pbeta(0,*)=0} : */ if (n2 == ML_POSINF) { if (n1 == ML_POSINF) { if(x < 1.) return R_DT_0; if(x == 1.) return (log_p ? -M_LN2 : 0.5); if(x > 1.) return R_DT_1; } return pchisq(x * n1, n1, lower_tail, log_p); } if (n1 == ML_POSINF)/* was "fudge" 'n1 > 4e5' in 2.0.x */ return pchisq(n2 / x , n2, !lower_tail, log_p); /* Avoid squeezing pbeta's first parameter against 1 : */ if (n1 * x > n2) x = pbeta(n2 / (n2 + n1 * x), n2 / 2., n1 / 2., !lower_tail, log_p); else x = pbeta(n1 * x / (n2 + n1 * x), n1 / 2., n2 / 2., lower_tail, log_p); return ML_VALID(x) ? x : ML_NAN; }