/* * R : A Computer Language for Statistical Data Analysis * Copyright (C) 1995, 1996 Robert Gentleman and Ross Ihaka * Copyright (C) 2000-2006 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. */ #include "nmath.h" #include "dpq.h" double pt(double x, double n, int lower_tail, int log_p) { /* return P[ T <= x ] where * T ~ t_{n} (t distrib. with n degrees of freedom). * --> ./pnt.c for NON-central */ double val, nx; #ifdef IEEE_754 if (ISNAN(x) || ISNAN(n)) return x + n; #endif if (n <= 0.0) ML_ERR_return_NAN; if(!R_FINITE(x)) return (x < 0) ? R_DT_0 : R_DT_1; if(!R_FINITE(n)) return pnorm(x, 0.0, 1.0, lower_tail, log_p); if (n > 4e5) { /*-- Fixme(?): test should depend on `n' AND `x' ! */ /* Approx. from Abramowitz & Stegun 26.7.8 (p.949) */ val = 1./(4.*n); return pnorm(x*(1. - val)/sqrt(1. + x*x*2.*val), 0.0, 1.0, lower_tail, log_p); } nx = (1 + (x/n)*x); if(fabs(x) > 1e30) { /* Danger of underflow. So use Abramowitz & Stegun 26.5.4 pbeta(z, a, b) ~ z^a(1-z)^b/aB(a,b) ~ nx^(-n/2)/[n/2, B(n/2, 1/2)] */ double lval; lval = -0.5*n*(2*log(fabs(x)) - log(n)); lval -= lbeta(0.5*n, 0.5) + log(0.5*n); val = log_p ? lval : exp(lval); } else { val = pbeta(1.0/nx, n / 2.0, 0.5, /*lower_tail*/1, log_p); } /* Use "1 - v" if lower_tail and x > 0 (but not both):*/ if(x <= 0.) lower_tail = !lower_tail; if(log_p) { if(lower_tail) return log1p(-0.5*exp(val)); else return val - M_LN2; /* = log(.5* pbeta(....)) */ } else { val /= 2.; return R_D_Cval(val); } }