/*
* R : A Computer Language for Statistical Data Analysis
* Copyright (C) 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.
*
* A copy of the GNU General Public License is available via WWW at
* http://www.gnu.org/copyleft/gpl.html. You can also obtain it by
* writing to the Free Software Foundation, Inc.,
* 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.
*/
#include "nmath.h"
#include "dpq.h"
double qnt(double p, double df, double delta, int lower_tail, int log_p)
{
const static double accu = 1e-13;
const static double Eps = 1e-11; /* must be > accu */
double ux, lx, nx, pp;
#ifdef IEEE_754
if (ISNAN(p) || ISNAN(df) || ISNAN(delta))
return p + df + delta;
#endif
if (!R_FINITE(df)) ML_ERR_return_NAN;
/* Was
* df = floor(df + 0.5);
* if (df < 1 || delta < 0) ML_ERR_return_NAN;
*/
if (df <= 0.0) ML_ERR_return_NAN;
if(delta == 0.0) return qt(p, df, lower_tail, log_p);
R_Q_P01_boundaries(p, ML_NEGINF, ML_POSINF);
p = R_D_qIv(p);
if(!lower_tail) p = 1-p;
/* Invert pnt(.) :
* 1. finding an upper and lower bound */
if(p > 1 - DBL_EPSILON) return ML_POSINF;
pp = fmin2(1 - DBL_EPSILON, p * (1 + Eps));
for(ux = fmax2(1., delta);
ux < DBL_MAX && pnt(ux, df, delta, TRUE, FALSE) < pp;
ux *= 2);
pp = p * (1 - Eps);
for(lx = fmin2(-1., -delta);
lx > -DBL_MAX && pnt(lx, df, delta, TRUE, FALSE) > pp;
lx *= 2);
/* 2. interval (lx,ux) halving : */
do {
nx = 0.5 * (lx + ux);
if (pnt(nx, df, delta, TRUE, FALSE) > p) ux = nx; else lx = nx;
}
while ((ux - lx) / fabs(nx) > accu);
return 0.5 * (lx + ux);
}
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