/* * Mathlib : A C Library of Special Functions * Copyright (C) 1998 Ross Ihaka * Copyright (C) 2000-2014 The R Core Team * Copyright (C) 2004 The R Foundation * * 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 Cauchy distribution. */ #include #ifdef HAVE_ATANPI double atanpi(double); #endif #include "nmath.h" #include "dpq.h" double pcauchy(double x, double location, double scale, int lower_tail, int log_p) { #ifdef IEEE_754 if (ISNAN(x) || ISNAN(location) || ISNAN(scale)) return x + location + scale; #endif if (scale <= 0) ML_WARN_return_NAN; x = (x - location) / scale; if (ISNAN(x)) ML_WARN_return_NAN; #ifdef IEEE_754 if(!R_FINITE(x)) { if(x < 0) return R_DT_0; else return R_DT_1; } #endif if (!lower_tail) x = -x; /* for large x, the standard formula suffers from cancellation. * This is from Morten Welinder thanks to Ian Smith's atan(1/x) : */ #ifdef HAVE_ATANPI if (fabs(x) > 1) { double y = atanpi(1/x); return (x > 0) ? R_D_Clog(y) : R_D_val(-y); } else return R_D_val(0.5 + atanpi(x)); #else if (fabs(x) > 1) { double y = atan(1/x) / M_PI; return (x > 0) ? R_D_Clog(y) : R_D_val(-y); } else return R_D_val(0.5 + atan(x) / M_PI); #endif }