/*
* Mathlib : A C Library of Special Functions
* Copyright (C) 1998 Ross Ihaka
* Copyright (C) 2000 The R Development Core Team
* Copyright (C) 2005 The R Foundation
*
* 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 quantile function of the F distribution.
*/
#include "nmath.h"
#include "dpq.h"
double qf(double p, double n1, double n2, int lower_tail, int log_p)
{
#ifdef IEEE_754
if (ISNAN(p) || ISNAN(n1) || ISNAN(n2))
return p + n1 + n2;
#endif
if (n1 <= 0. || n2 <= 0.) ML_ERR_return_NAN;
R_Q_P01_boundaries(p, 0, ML_POSINF);
/* fudge the extreme DF cases -- qbeta doesn't do this well */
if (n2 > 4e5)
return qchisq(p, n1, lower_tail, log_p) / n1;
if (n1 > 4e5)
return 1/qchisq(p, n2, !lower_tail, log_p) * n2;
p = (1. / qbeta(R_DT_CIv(p), n2/2, n1/2, TRUE, FALSE) - 1.) * (n2 / n1);
return ML_VALID(p) ? p : ML_NAN;
}
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