DCDFLIB Library of C Routines for Cumulative Distribution Functions, Inverses, and Other Parameters Version 1.1 (November, 1997) Summary Documentation of Each Routine Compiled and Written by: Barry W. Brown James Lovato Kathy Russell Department of Biomathematics, Box 237 The University of Texas, M.D. Anderson Cancer Center 1515 Holcombe Boulevard Houston, TX 77030 This work was supported by grant CA-16672 from the National Cancer Institute. WHICH and STATUS are pointers to int , all other arguements are pointers to double. -------------------- DISTRIBUTION WHICH PARAMETERS INPUT RANGE SEARCH RANGE REQUIREMENTS -------------------- Beta void cdfbet(int *which,double *p,double *q,double *x,double *y, double *a,double *b,int *status,double *bound) 1 P and Q [0,1];[0,1] ----------- SUM to 1.0 2 X and Y [0,1];[0,1] [0,1],[0,1] SUM to 1.0 3 A (0,infinity) [1E-100,1E100] 4 B (0,infinity) [1E-100,1E100] -------------------- Binomial void cdfbin(int *which,double *p,double *q,double *s,double *xn, double *pr,double *ompr,int *status,double *bound) 1 P and Q [0,1];[0,1] ----------- SUM to 1.0 2 S [0,XN] [0,XN] 3 XN (0,infinity) [1E-100,1E100] 4 PR and OMPR [0,1];[0,1] [0,1];[0,1] SUM to 1.0 -------------------- Chi-square void cdfchi(int *which,double *p,double *q,double *x,double *df, int *status,double *bound) SUBROUTINE CDFCHI( WHICH, P, Q, X, DF, STATUS, BOUND ) 1 P and Q [0,1],(0,1] ----------- SUM to 1.0 2 X [0,infinity] [0,1E100] 3 DF (0,infinity) [1E-100,1E100] -------------------- Noncentral Chi-square void cdfchn(int *which,double *p,double *q,double *x,double *df, double *pnonc,int *status,double *bound) 1 P and Q [0,1-1E-16],none ----------- 2 X [0,infinity] [0,1E100] 3 DF (0,infinity) [1E-100,1E100] 4 PNONC [0,infinity) [0,1E4] NOTE: We do not yet have a method to calculation the Noncentral Chi-Square distribution acurately near 1; therefore, Q is not used by CDFCHN. There are no input requirements of Q, and when WHICH is 1, Q is returned as 1-P. -------------------- F void cdff(int *which,double *p,double *q,double *f,double *dfn, double *dfd,int *status,double *bound) 1 P and Q [0,1],(0,1] ----------- SUM to 1.0 2 F [0,infinity) [0,1E100] 3 DFN (0,infinity) [1E-100,1E100] 4 DFD (0,infinity) [1E-100,1E100] -------------------- Noncentral F void cdffnc(int *which,double *p,double *q,double *f,double *dfn, double *dfd,double *phonc,int *status,double *bound) 1 P and Q [0,1-1E-16],none ----------- 2 F [0,infinity) [0,1E100] 3 DFN (0,infinity) [1E-100,1E100] 4 DFD (0,infinity) [1E-100,1E100] 5 PNONC [0,infinity) [0,1E4] NOTE: We do not yet have a method to calculation the Noncentral F distribution acurately near 1; therefore, Q is not used by CDFF. There are no input requirements of Q, and when WHICH is 1, Q is returned as 1-P. -------------------- Gamma void cdfgam(int *which,double *p,double *q,double *x, double *shape,double *scale,int *status,double *bound) 1 P and Q [0,1],(0,1] ----------- SUM to 1.0 2 X [0,infinity) [0,1E100] 3 SHAPE (0,infinity) [1E-100,1E100] 4 SCALE (0,infinity) [1E-100,1E100] -------------------- Negative Binomial void cdfnbn(int *which,double *p,double *q,double *s,double *xn, double *pr,double *ompr,int *status,double *bound) 1 P and Q [0,1];(0,1] ----------- SUM to 1.0 2 S [0,infinity) [0,1E100] 3 XN [0,infinity) [0,1E100] 4 PR and OMPR [0,1];[0,1] [0,1];[0,1] SUM to 1.0 -------------------- Normal void cdfnor(int *which,double *p,double *q,double *x, double *mean,double *sd,int *status,double *bound) 1 P and Q (0,1],(0,1] ----------- SUM to 1.0 2 X (-inf.,inf.) ----------- 3 MEAN (-inf.,inf.) ----------- 4 SD (0,infinity) ----------- -------------------- Poisson void cdfpoi(int *which,double *p,double *q,double *s, double *xlam,int *status,double *bound) 1 P and Q [0,1],(0,1] ----------- SUM to 1.0 2 S [0,infinity) [0,1E100] 3 XLAM [0,infinity) [0,1E100] -------------------- Student's t void cdft(int *which,double *p,double *q,double *t,double *df, int *status,double *bound) 1 P and Q (0,1],(0,1] ----------- SUM to 1.0 2 T (-inf.,inf.) [-1E100,1E100] 3 DF (0,infinity) [1E-100,1E10] -------------------- Noncentral t void cdftnc(int *which,double *p,double *q,double *t,double *df, double *pnonc,int *status,double *bound) 1 P and Q [0,1-1E-16], ----------- 2 T [-infinity,infinity] [-1E100,1E100] 3 DF (0,infinity) [1E-100,1E10] 4 PNONC [-infinity,infinity) [-1e4,1E4]