/* * Mathlib : A C Library of Special Functions * Copyright (C) 1998 Ross Ihaka * Copyright (C) 2000-2016 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 distribution function of the negative binomial distribution. * * NOTES * * x = the number of failures before the n-th success */ #include "nmath.h" #include "dpq.h" double pnbinom(double x, double size, double prob, int lower_tail, int log_p) { #ifdef IEEE_754 if (ISNAN(x) || ISNAN(size) || ISNAN(prob)) return x + size + prob; if(!R_FINITE(size) || !R_FINITE(prob)) ML_WARN_return_NAN; #endif if (size < 0 || prob <= 0 || prob > 1) ML_WARN_return_NAN; /* limiting case: point mass at zero */ if (size == 0) return (x >= 0) ? R_DT_1 : R_DT_0; if (x < 0) return R_DT_0; if (!R_FINITE(x)) return R_DT_1; x = floor(x + 1e-7); return pbeta(prob, size, x + 1, lower_tail, log_p); } double pnbinom_mu(double x, double size, double mu, int lower_tail, int log_p) { #ifdef IEEE_754 if (ISNAN(x) || ISNAN(size) || ISNAN(mu)) return x + size + mu; if(!R_FINITE(mu)) ML_WARN_return_NAN; #endif if (size < 0 || mu < 0) ML_WARN_return_NAN; /* limiting case: point mass at zero */ if (size == 0) return (x >= 0) ? R_DT_1 : R_DT_0; if (x < 0) return R_DT_0; if (!R_FINITE(x)) return R_DT_1; if (!R_FINITE(size)) // limit case: Poisson return(ppois(x, mu, lower_tail, log_p)); x = floor(x + 1e-7); /* return * pbeta(pr, size, x + 1, lower_tail, log_p); pr = size/(size + mu), 1-pr = mu/(size+mu) * *= pbeta_raw(pr, size, x + 1, lower_tail, log_p) * x. pin qin *= bratio (pin, qin, x., 1-x., &w, &wc, &ierr, log_p), and return w or wc .. *= bratio (size, x+1, pr, 1-pr, &w, &wc, &ierr, log_p) */ { int ierr; double w, wc; bratio(size, x+1, size/(size+mu), mu/(size+mu), &w, &wc, &ierr, log_p); if(ierr) MATHLIB_WARNING(_("pnbinom_mu() -> bratio() gave error code %d"), ierr); return lower_tail ? w : wc; } }