/* * Mathlib : A C Library of Special Functions * Copyright (C) 2000-2021 The R Core Team * Copyright (C) 2005-2021 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/ * * SYNOPSIS * * #include * double qnbinom_mu(double p, double size, double mu, * int lower_tail, int log_p) * * DESCRIPTION * * The quantile function of the negative binomial distribution, * for the (size, mu) parametrizations * * 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_qnbinom # define R_DBG_printf(...) REprintf(__VA_ARGS__) #else # define R_DBG_printf(...) #endif #define _thisDIST_ nbinom_mu #define _dist_PARS_DECL_ double size, double mu #define _dist_PARS_ size, mu #include "qDiscrete_search.h" // ------------------> do_search() and all called by q_DISCRETE_*() below double qnbinom_mu(double p, double size, double mu, int lower_tail, int log_p) { if (size == ML_POSINF) // limit case: Poisson return(qpois(p, mu, lower_tail, log_p)); #ifdef IEEE_754 if (ISNAN(p) || ISNAN(size) || ISNAN(mu)) return p + size + mu; #endif if (mu == 0 || size == 0) return 0; if (mu < 0 || size < 0) ML_WARN_return_NAN; R_Q_P01_boundaries(p, 0, ML_POSINF); double Q = 1 + mu/size, // (size+mu)/size = 1 / prob P = mu/size, // = (1 - prob) * Q = (1 - prob) / prob = Q - 1 sigma = sqrt(size * P * Q), gamma = (Q + P)/sigma; R_DBG_printf("qnbinom_mu(p=%.12g, size=%.15g, mu=%g, l.t.=%d, log=%d):" " mu=%g, sigma=%g, gamma=%g;\n", p, size, mu, lower_tail, log_p, mu, sigma, gamma); q_DISCRETE_01_CHECKS(); q_DISCRETE_BODY(); }