/*
* 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);
}
}
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