/* * Mathlib : A C Library of Special Functions * Copyright (C) 1999-2021 The R Core Team * Copyright (C) 1998 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/ * * DESCRIPTION * * The quantile function of the Poisson distribution. * * METHOD * * Uses the Cornish-Fisher Expansion to include a skewness * correction to a normal approximation. This gives an * initial value which never seems to be off by more than * 1 or 2. A search is then conducted of values close to * this initial start point. */ #include "nmath.h" #include "dpq.h" #ifdef DEBUG_qpois # define R_DBG_printf(...) REprintf(__VA_ARGS__) #else # define R_DBG_printf(...) #endif #define _thisDIST_ pois #define _dist_PARS_DECL_ double lambda #define _dist_PARS_ lambda #include "qDiscrete_search.h" // ------------------> do_search() and all called by q_DISCRETE_*() below double qpois(double p, double lambda, int lower_tail, int log_p) { #ifdef IEEE_754 if (ISNAN(p) || ISNAN(lambda)) return p + lambda; #endif if(!R_FINITE(lambda)) ML_WARN_return_NAN; if(lambda < 0) ML_WARN_return_NAN; R_Q_P01_check(p); if(lambda == 0) return 0; if(p == R_DT_0) return 0; if(p == R_DT_1) return ML_POSINF; double mu = lambda, sigma = sqrt(lambda), // had gamma = sigma; PR#8058 should be skewness which is mu^-0.5 = 1/sigma gamma = 1.0/sigma; R_DBG_printf("qpois(p=%.12g, lambda=%.15g, l.t.=%d, log=%d):" " mu=%g, sigma=%g, gamma=%g;\n", p, lambda, lower_tail, log_p, mu, sigma, gamma); // never "needed" here (FIXME?): q_DISCRETE_01_CHECKS(); q_DISCRETE_BODY(); }