/* * AUTHOR * Catherine Loader, catherine@research.bell-labs.com. * October 23, 2000. * * Merge in to R: * Copyright (C) 2000-2015 The R 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, a copy is available at * https://www.R-project.org/Licenses/ * * * DESCRIPTION * * The t density is evaluated as * sqrt(n/2) / ((n+1)/2) * Gamma((n+3)/2) / Gamma((n+2)/2). * * (1+x^2/n)^(-n/2) * / sqrt( 2 pi (1+x^2/n) ) * * This form leads to a stable computation for all * values of n, including n -> 0 and n -> infinity. */ #include "nmath.h" #include "dpq.h" double dt(double x, double n, int give_log) { #ifdef IEEE_754 if (ISNAN(x) || ISNAN(n)) return x + n; #endif if (n <= 0) ML_WARN_return_NAN; if(!R_FINITE(x)) return R_D__0; if(!R_FINITE(n)) return dnorm(x, 0., 1., give_log); double u, t = -bd0(n/2.,(n+1)/2.) + stirlerr((n+1)/2.) - stirlerr(n/2.), x2n = x*x/n, // in [0, Inf] ax = 0., // <- -Wpedantic l_x2n; // := log(sqrt(1 + x2n)) = log(1 + x2n)/2 Rboolean lrg_x2n = (x2n > 1./DBL_EPSILON); if (lrg_x2n) { // large x^2/n : ax = fabs(x); l_x2n = log(ax) - log(n)/2.; // = log(x2n)/2 = 1/2 * log(x^2 / n) u = // log(1 + x2n) * n/2 = n * log(1 + x2n)/2 = n * l_x2n; } else if (x2n > 0.2) { l_x2n = log(1 + x2n)/2.; u = n * l_x2n; } else { l_x2n = log1p(x2n)/2.; u = -bd0(n/2.,(n+x*x)/2.) + x*x/2.; } //old: return R_D_fexp(M_2PI*(1+x2n), t-u); // R_D_fexp(f,x) := (give_log ? -0.5*log(f)+(x) : exp(x)/sqrt(f)) // f = 2pi*(1+x2n) // ==> 0.5*log(f) = log(2pi)/2 + log(1+x2n)/2 = log(2pi)/2 + l_x2n // 1/sqrt(f) = 1/sqrt(2pi * (1+ x^2 / n)) // = 1/sqrt(2pi)/(|x|/sqrt(n)*sqrt(1+1/x2n)) // = M_1_SQRT_2PI * sqrt(n)/ (|x|*sqrt(1+1/x2n)) if(give_log) return t-u - (M_LN_SQRT_2PI + l_x2n); // else : if(lrg_x2n) : sqrt(1 + 1/x2n) ='= sqrt(1) = 1 double I_sqrt_ = (lrg_x2n ? sqrt(n)/ax : exp(-l_x2n)); return exp(t-u) * M_1_SQRT_2PI * I_sqrt_; }