/* * Mathlib : A C Library of Special Functions * Copyright (C) 1998 Ross Ihaka * Copyright (C) 2000-8 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 non-central F distribution. */ #include "nmath.h" #include "dpq.h" double pnf(double x, double df1, double df2, double ncp, int lower_tail, int log_p) { double y; #ifdef IEEE_754 if (ISNAN(x) || ISNAN(df1) || ISNAN(df2) || ISNAN(ncp)) return x + df2 + df1 + ncp; #endif if (df1 <= 0. || df2 <= 0. || ncp < 0) ML_WARN_return_NAN; if (!R_FINITE(ncp)) ML_WARN_return_NAN; if (!R_FINITE(df1) && !R_FINITE(df2)) /* both +Inf */ ML_WARN_return_NAN; R_P_bounds_01(x, 0., ML_POSINF); if (df2 > 1e8) /* avoid problems with +Inf and loss of accuracy */ return pnchisq(x * df1, df1, ncp, lower_tail, log_p); y = (df1 / df2) * x; return pnbeta2(y/(1. + y), 1./(1. + y), df1 / 2., df2 / 2., ncp, lower_tail, log_p); }