/* * R : A Computer Language for Statistical Data Analysis * Copyright (C) 2000--2020 The R Core Team * Copyright (C) 2004 The R Foundation * Copyright (C) 1995, 1996 Robert Gentleman and Ross Ihaka * * 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/ */ #include "nmath.h" #include "dpq.h" double qnchisq(double p, double df, double ncp, int lower_tail, int log_p) { const static double accu = 1e-13; const static double racc = 4*DBL_EPSILON; /* these two are for the "search" loops, can have less accuracy: */ const static double Eps = 1e-11; /* must be > accu */ const static double rEps= 1e-10; /* relative tolerance ... */ double ux, lx, ux0, nx, pp; #ifdef IEEE_754 if (ISNAN(p) || ISNAN(df) || ISNAN(ncp)) return p + df + ncp; #endif if (!R_FINITE(df)) ML_WARN_return_NAN; /* Was * df = floor(df + 0.5); * if (df < 1 || ncp < 0) ML_WARN_return_NAN; */ if (df < 0 || ncp < 0) ML_WARN_return_NAN; R_Q_P01_boundaries(p, 0, ML_POSINF); pp = R_D_qIv(p); // exp(p) iff log_p if(pp > 1 - DBL_EPSILON) return lower_tail ? ML_POSINF : 0.0; // early under/over flow iff log_p (FIXME) /* Invert pnchisq(.) : * 1. finding an upper and lower bound */ { /* This is Pearson's (1959) approximation, which is usually good to 4 figs or so. */ double b, c, ff; b = (ncp*ncp)/(df + 3*ncp); c = (df + 3*ncp)/(df + 2*ncp); ff = (df + 2 * ncp)/(c*c); ux = b + c * qchisq(p, ff, lower_tail, log_p); if(ux <= 0.) ux = 1; ux0 = ux; } if(!lower_tail && ncp >= 80) { /* in this case, pnchisq() works via lower_tail = TRUE */ if(pp < 1e-10) ML_WARNING(ME_PRECISION, "qnchisq"); p = /* R_DT_qIv(p)*/ log_p ? -expm1(p) : (0.5 - (p) + 0.5); lower_tail = TRUE; } else { p = pp; } pp = fmin2(1 - DBL_EPSILON, p * (1 + Eps)); if(lower_tail) { for(; ux < DBL_MAX && pnchisq_raw(ux, df, ncp, Eps, rEps, 10000, TRUE, FALSE) < pp; ux *= 2); pp = p * (1 - Eps); for(lx = fmin2(ux0, DBL_MAX); lx > DBL_MIN && pnchisq_raw(lx, df, ncp, Eps, rEps, 10000, TRUE, FALSE) > pp; lx *= 0.5); } else { for(; ux < DBL_MAX && pnchisq_raw(ux, df, ncp, Eps, rEps, 10000, FALSE, FALSE) > pp; ux *= 2); pp = p * (1 - Eps); for(lx = fmin2(ux0, DBL_MAX); lx > DBL_MIN && pnchisq_raw(lx, df, ncp, Eps, rEps, 10000, FALSE, FALSE) < pp; lx *= 0.5); } /* 2. interval (lx,ux) halving : */ if(lower_tail) { do { nx = 0.5 * (lx + ux); if (pnchisq_raw(nx, df, ncp, accu, racc, 100000, TRUE, FALSE) > p) ux = nx; else lx = nx; } while ((ux - lx) / nx > accu); } else { do { nx = 0.5 * (lx + ux); if (pnchisq_raw(nx, df, ncp, accu, racc, 100000, FALSE, FALSE) < p) ux = nx; else lx = nx; } while ((ux - lx) / nx > accu); } return 0.5 * (ux + lx); }