/* * AUTHOR * Catherine Loader, catherine@research.bell-labs.com. * October 23, 2000. * * Merge in to R: * Copyright (C) 2000, 2005 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 density function of the F distribution. * To evaluate it, write it as a Binomial probability with p = x*m/(n+x*m). * For m >= 2, we use the simplest conversion. * For m < 2, (m-2)/2 < 0 so the conversion will not work, and we must use * a second conversion. * Note the division by p; this seems unavoidable * for m < 2, since the F density has a singularity as x (or p) -> 0. */ #include "nmath.h" #include "dpq.h" double df(double x, double m, double n, int give_log) { double p, q, f, dens; #ifdef IEEE_754 if (ISNAN(x) || ISNAN(m) || ISNAN(n)) return x + m + n; #endif if (m <= 0 || n <= 0) ML_WARN_return_NAN; if (x < 0.) return(R_D__0); if (x == 0.) return(m > 2 ? R_D__0 : (m == 2 ? R_D__1 : ML_POSINF)); if (!R_FINITE(m) && !R_FINITE(n)) { /* both +Inf */ if(x == 1.) return ML_POSINF; else return R_D__0; } if (!R_FINITE(n)) /* must be +Inf by now */ return(dgamma(x, m/2, 2./m, give_log)); if (m > 1e14) {/* includes +Inf: code below is inaccurate there */ dens = dgamma(1./x, n/2, 2./n, give_log); return give_log ? dens - 2*log(x): dens/(x*x); } f = 1./(n+x*m); q = n*f; p = x*m*f; if (m >= 2) { f = m*q/2; dens = dbinom_raw((m-2)/2, (m+n-2)/2, p, q, give_log); } else { f = m*m*q / (2*p*(m+n)); dens = dbinom_raw(m/2, (m+n)/2, p, q, give_log); } return(give_log ? log(f)+dens : f*dens); }