Rev 80189 | Blame | Compare with Previous | Last modification | View Log | Download | RSS feed
/** 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_*() belowdouble qbinom(double p, double n, double pr, int lower_tail, int log_p){#ifdef IEEE_754if (ISNAN(p) || ISNAN(n) || ISNAN(pr))return p + n + pr;#endifif(!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)doubleq = 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();}