/*
* 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, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.
*
* DESCRIPTION
*
* The distribution function of the non-central F distribution.
*/
#include "nmath.h"
#include "dpq.h"
double pnf(double x, double n1, double n2, double ncp,
int lower_tail, int log_p)
{
double y;
#ifdef IEEE_754
if (ISNAN(x) || ISNAN(n1) || ISNAN(n2) || ISNAN(ncp))
return x + n2 + n1 + ncp;
#endif
if (n1 <= 0. || n2 <= 0. || ncp < 0) ML_ERR_return_NAN;
if (!R_FINITE(ncp)) ML_ERR_return_NAN;
if (!R_FINITE(n1) && !R_FINITE(n2)) /* both +Inf */
ML_ERR_return_NAN;
R_P_bounds_01(x, 0., ML_POSINF);
if (n2 > 1e8) /* avoid problems with +Inf and loss of accuracy */
return pnchisq(x * n1, n1, ncp, lower_tail, log_p);
y = (n1 / n2) * x;
return pnbeta(y/(1 + y), n1 / 2., n2 / 2., ncp, lower_tail, log_p);
}
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