/* * Mathlib : A C Library of Special Functions * Copyright (C) 1998 Ross Ihaka * Copyright (C) 2000 The R Development Core Team * Copyright (C) 2005 The R Foundation * * 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 quantile function of the F distribution. */ #include "nmath.h" #include "dpq.h" double qf(double p, double n1, double n2, int lower_tail, int log_p) { #ifdef IEEE_754 if (ISNAN(p) || ISNAN(n1) || ISNAN(n2)) return p + n1 + n2; #endif if (n1 <= 0. || n2 <= 0.) ML_ERR_return_NAN; R_Q_P01_boundaries(p, 0, ML_POSINF); /* fudge the extreme DF cases -- qbeta doesn't do this well */ if (n2 > 4e5) return qchisq(p, n1, lower_tail, log_p) / n1; if (n1 > 4e5) return 1/qchisq(p, n2, !lower_tail, log_p) * n2; p = (1. / qbeta(R_DT_CIv(p), n2/2, n1/2, TRUE, FALSE) - 1.) * (n2 / n1); return ML_VALID(p) ? p : ML_NAN; }