/*
* 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, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.
*
*
* 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);
}
syntax highlighted by Code2HTML, v. 0.9.1