/****************************************************************************
Noncentral t distribution function by
Professor K. Krishnamoorthy
Department of Mathematics
University of Louisiana at Lafayette
*****************************************************************************/
#define alng(x) lgamma(x) /* C math library log(Gamma(x)) function */
/*---------------------------------------------------------------------------*/
#if 1
static double gaudf( double x )
{
static double p0=913.16744211475570 , p1=1024.60809538333800,
p2=580.109897562908800, p3=202.102090717023000,
p4=46.0649519338751400, p5=6.81311678753268400,
p6=6.047379926867041e-1,p7=2.493381293151434e-2 ;
static double q0=1826.33488422951125, q1=3506.420597749092,
q2=3044.77121163622200, q3=1566.104625828454,
q4=523.596091947383490, q5=116.9795245776655,
q6=17.1406995062577800, q7=1.515843318555982,
q8=6.25e-2 ;
static double sqr2pi=2.506628274631001 ;
int check ;
double reslt,z , first,phi ;
if(x > 0.0){ z = x ; check = 1 ; }
else { z =-x ; check = 0 ; }
if( z > 32.0 ) return (x > 0.0) ? 1.0 : 0.0 ;
first = exp(-0.5*z*z) ;
phi = first/sqr2pi ;
if (z < 7.0)
reslt = first* (((((((p7*z+p6)*z+p5)*z+p4)*z+p3)*z+p2)*z+p1)*z+p0)
/((((((((q8*z+q7)*z+q6)*z+q5)*z+q4)*z+q3)*z+q2)*z+q1)*z+q0);
else
reslt = phi/(z+1.0/(z+2.0/(z+3.0/(z+4.0/(z+6.0/(z+7.0)))))) ;
if(check) reslt = 1.0 - reslt ;
return reslt ;
}
#else
static double gaudf( double x )
{
pqpair pq = normal_s2pq(x) ; return pq.p ;
}
#endif
/*---------------------------------------------------------------------------*/
#if 1
static double betadf( double x , double p , double q )
{
int check , ns ;
double result,betf,psq,xx,cx,pp,qq ;
double term,ai,rx,temp ;
if( x >= 1.0 ) return 1.0 ;
if( x <= 0.0 ) return 0.0 ;
betf = alng(p)+alng(q)-alng(p+q) ;
result=x ;
psq=p+q ;
cx=1.0-x ;
if(p < psq*x){ xx=cx ; cx=x ; pp=q ; qq=p ; check=1 ; }
else { xx=x ; pp=p ; qq=q ; check=0 ; }
term=1.0 ;
ai=1.0 ;
result=1.0 ;
ns=(int)(qq+cx*psq) ;
rx=xx/cx ;
L3:
temp=qq-ai ;
if(ns == 0) rx=xx ;
L4:
term=term*temp*rx/(pp+ai) ;
result=result+term ;
temp=fabs(term) ;
if(temp <= 1.e-14 && temp <= 1.e-14*result) goto L5 ;
ai=ai+1.0 ;
ns=ns-1 ;
if(ns >= 0) goto L3 ;
temp=psq ;
psq=psq+1.0 ;
goto L4 ;
L5:
result=result*exp(pp*log(xx)+(qq-1.0)*log(cx)-betf)/pp ;
if(check) result=1.0-result ;
return result ;
}
#else
static double betadf( double x , double p , double q )
{
pqpair pq = beta_s2pq(x,p,q) ; return pq.p ;
}
#endif
/*---------------------------------------------------------------------------*/
double tnonc_s2p( double t , double df , double delta )
{
int indx , k , i ;
double x,del,tnd,ans,y,dels,a,b,c ;
double pkf,pkb,qkf,qkb , pgamf,pgamb,qgamf,qgamb ;
double pbetaf,pbetab,qbetaf,qbetab ;
double ptermf,qtermf,ptermb,qtermb,term ;
double rempois,delosq2,sum,cons,error ;
if( t < 0.0 ){ x = -t ; del = -delta ; indx = 1 ; }
else { x = t ; del = delta ; indx = 0 ; }
ans = gaudf(-del) ;
if( x == 0.0 ) return ans ;
y = x*x/(df+x*x) ;
dels = 0.5*del*del ;
k = (int)dels ;
a = k+0.5 ;
c = k+1.0 ;
b = 0.5*df ;
pkf = exp(-dels+k*log(dels)-alng(k+1.0)) ;
pkb = pkf ;
qkf = exp(-dels+k*log(dels)-alng(k+1.0+0.5)) ;
qkb = qkf ;
pbetaf = betadf(y, a, b) ;
pbetab = pbetaf ;
qbetaf = betadf(y, c, b) ;
qbetab = qbetaf ;
pgamf = exp(alng(a+b-1.0)-alng(a)-alng(b)+(a-1.0)*log(y)+b*log(1.0-y)) ;
pgamb = pgamf*y*(a+b-1.0)/a ;
qgamf = exp(alng(c+b-1.0)-alng(c)-alng(b)+(c-1.0)*log(y) + b*log(1.0-y)) ;
qgamb = qgamf*y*(c+b-1.0)/c ;
rempois = 1.0 - pkf ;
delosq2 = del/1.4142135623731 ;
sum = pkf*pbetaf+delosq2*qkf*qbetaf ;
cons = 0.5*(1.0 + 0.5*fabs(delta)) ;
i = 0 ;
L1:
i = i + 1 ;
pgamf = pgamf*y*(a+b+i-2.0)/(a+i-1.0) ;
pbetaf = pbetaf - pgamf ;
pkf = pkf*dels/(k+i) ;
ptermf = pkf*pbetaf ;
qgamf = qgamf*y*(c+b+i-2.0)/(c+i-1.0) ;
qbetaf = qbetaf - qgamf ;
qkf = qkf*dels/(k+i-1.0+1.5) ;
qtermf = qkf*qbetaf ;
term = ptermf + delosq2*qtermf ;
sum = sum + term ;
error = rempois*cons*pbetaf ;
rempois = rempois - pkf ;
if( i > k ){
if( error <= 1.e-12 || i >= 1000 ) goto L2 ;
goto L1 ;
} else {
pgamb = pgamb*(a-i+1.0)/(y*(a+b-i)) ;
pbetab = pbetab + pgamb ;
pkb = (k-i+1.0)*pkb/dels ;
ptermb = pkb*pbetab ;
qgamb = qgamb*(c-i+1.0)/(y*(c+b-i)) ;
qbetab = qbetab + qgamb ;
qkb = (k-i+1.0+0.5)*qkb/dels ;
qtermb = qkb*qbetab ;
term = ptermb + delosq2*qtermb ;
sum = sum + term ;
rempois = rempois - pkb ;
if (rempois <= 1.e-12 || i >= 1000) goto L2 ;
goto L1 ;
}
L2:
tnd = 0.5*sum + ans ;
if(indx) tnd = 1.0 - tnd ;
return tnd ;
}
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