Category : C Source Code
Archive   : CEPHES22.ZIP
Filename : CHDTR.C

 
Output of file : CHDTR.C contained in archive : CEPHES22.ZIP
/* chdtr.c
*
* Chi-square distribution
*
*
*
* SYNOPSIS:
*
* double df, x, y, chdtr();
*
* y = chdtr( df, x );
*
*
*
* DESCRIPTION:
*
* Returns the area under the left hand tail (from 0 to x)
* of the Chi square probability density function with
* v degrees of freedom.
*
*
* inf.
* -
* 1 | | v/2-1 -t/2
* P( x | v ) = ----------- | t e dt
* v/2 - | |
* 2 | (v/2) -
* x
*
* where x is the Chi-square variable.
*
* The incomplete gamma integral is used, according to the
* formula
*
* y = chdtr( v, x ) = igam( v/2.0, x/2.0 ).
*
*
* The arguments must both be positive.
*
*
*
* ACCURACY:
*
* See igam().
*
* ERROR MESSAGES:
*
* message condition value returned
* chdtr domain x < 0 or v < 1 0.0
*/
/* chdtrc()
*
* Complemented Chi-square distribution
*
*
*
* SYNOPSIS:
*
* double v, x, y, chdtrc();
*
* y = chdtrc( v, x );
*
*
*
* DESCRIPTION:
*
* Returns the area under the right hand tail (from x to
* infinity) of the Chi square probability density function
* with v degrees of freedom:
*
*
* inf.
* -
* 1 | | v/2-1 -t/2
* P( x | v ) = ----------- | t e dt
* v/2 - | |
* 2 | (v/2) -
* x
*
* where x is the Chi-square variable.
*
* The incomplete gamma integral is used, according to the
* formula
*
* y = chdtr( v, x ) = igamc( v/2.0, x/2.0 ).
*
*
* The arguments must both be positive.
*
*
*
* ACCURACY:
*
* See igamc().
*
* ERROR MESSAGES:
*
* message condition value returned
* chdtrc domain x < 0 or v < 1 0.0
*/
/* chdtri()
*
* Inverse of complemented Chi-square distribution
*
*
*
* SYNOPSIS:
*
* double df, x, y, chdtri();
*
* x = chdtri( df, y );
*
*
*
*
* DESCRIPTION:
*
* Finds the Chi-square argument x such that the integral
* from x to infinity of the Chi-square density is equal
* to the given cumulative probability y.
*
* This is accomplished using the inverse gamma integral
* function and the relation
*
* x/2 = igami( df/2, y );
*
*
*
*
* ACCURACY:
*
* See igami.c.
*
* ERROR MESSAGES:
*
* message condition value returned
* chdtri domain y < 0 or y > 1 0.0
* v < 1
*
*/

/* chdtr() */


/*
Cephes Math Library Release 2.0: April, 1987
Copyright 1984, 1987 by Stephen L. Moshier
Direct inquiries to 30 Frost Street, Cambridge, MA 02140
*/

#include "mconf.h"

double chdtrc(df,x)
double df, x;
{
double igamc();

if( (x < 0.0) || (df < 1.0) )
{
mtherr( "chdtrc", DOMAIN );
return(0.0);
}
return( igamc( df/2.0, x/2.0 ) );
}



double chdtr(df,x)
double df, x;
{
double igam();

if( (x < 0.0) || (df < 1.0) )
{
mtherr( "chdtr", DOMAIN );
return(0.0);
}
return( igam( df/2.0, x/2.0 ) );
}



double chdtri( df, y )
double df, y;
{
double x;
double igami();

if( (y < 0.0) || (y > 1.0) || (df < 1.0) )
{
mtherr( "chdtri", DOMAIN );
return(0.0);
}

x = igami( 0.5 * df, y );
return( 2.0 * x );
}


  3 Responses to “Category : C Source Code
Archive   : CEPHES22.ZIP
Filename : CHDTR.C

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