/* * Mathlib : A C Library of Special Functions * Copyright (C) 1998 Ross Ihaka * Copyright (C) 2000-2008 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 * * Pseudo-random variates from a t distribution. * * NOTES * * This function calls rchisq and rnorm to do the real work. */ #include "nmath.h" double rt(double df) { if (ISNAN(df) || df <= 0.0) ML_WARN_return_NAN; if(!R_FINITE(df)) return norm_rand(); else { /* Some compilers (including MW6) evaluated this from right to left return norm_rand() / sqrt(rchisq(df) / df); */ double num = norm_rand(); return num / sqrt(rchisq(df) / df); } }