/* * Mathlib : A C Library of Special Functions * Copyright (C) 1999-2021 The R Core Team * Copyright (C) 2003-2021 The R Foundation * 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 binomial 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_qbinom # define R_DBG_printf(...) REprintf(__VA_ARGS__) #else # define R_DBG_printf(...) #endif #define _thisDIST_ binom #define _dist_PARS_DECL_ double n, double pr #define _dist_PARS_ n, pr #define _dist_MAX_y n // === Binomial Y <= n #include "qDiscrete_search.h" // ------------------> do_search() and all called by q_DISCRETE_*() below double qbinom(double p, double n, double pr, int lower_tail, int log_p) { #ifdef IEEE_754 if (ISNAN(p) || ISNAN(n) || ISNAN(pr)) return p + n + pr; #endif if(!R_FINITE(n) || !R_FINITE(pr)) ML_WARN_return_NAN; /* if log_p is true, p = -Inf is a legitimate value */ if(!R_FINITE(p) && !log_p) ML_WARN_return_NAN; n = R_forceint(n); if (pr < 0 || pr > 1 || n < 0) ML_WARN_return_NAN; R_Q_P01_boundaries(p, 0, n); if (pr == 0. || n == 0) return 0.; if (pr == 1.) return n; /* covers the full range of the distribution */ // (NB: unavoidable cancellation for pr ~= 1) double q = 1 - pr, mu = n * pr, sigma = sqrt(n * pr * q), gamma = (q - pr) / sigma; R_DBG_printf("qbinom(p=%.12g, n=%.15g, pr=%.7g, l.t.=%d, log=%d): sigma=%g, gamma=%g;\n", p, n,pr, lower_tail, log_p, sigma, gamma); q_DISCRETE_01_CHECKS(); q_DISCRETE_BODY(); }