The R Project SVN R

Rev

Rev 34244 | Rev 37235 | Go to most recent revision | Show entire file | Ignore whitespace | Details | Blame | Last modification | View Log | RSS feed

Rev 34244 Rev 34588
Line 22... Line 22...
22 
 *
 22 
 *
23 
 *
 23 
 *
24 
 *  DESCRIPTION
 24 
 *  DESCRIPTION
25 
 *
 25 
 *
26 
 *    The density function of the F distribution.
 26 
 *    The density function of the F distribution.
27 
 *    To evaluate it, write it as a Binomial probability with p = x*m/(n+x*m).
27 
 *    To evaluate it, write it as a Binomial probability with p = x*m/(n+x*m).
28 
 *    For m >= 2, we use the simplest conversion.
 28 
 *    For m >= 2, we use the simplest conversion.
29 
 *    For m < 2, (m-2)/2 < 0 so the conversion will not work, and we must use
 29 
 *    For m < 2, (m-2)/2 < 0 so the conversion will not work, and we must use
30 
 *               a second conversion.
30 
 *               a second conversion.
31 
 *    Note the division by p; this seems unavoidable
 31 
 *    Note the division by p; this seems unavoidable
32 
 *    for m < 2, since the F density has a singularity as x (or p) -> 0.
 32 
 *    for m < 2, since the F density has a singularity as x (or p) -> 0.
33 
 */
 33 
 */
34 
 
 34 
 
35 
#include "nmath.h"
 35 
#include "nmath.h"
36 
#include "dpq.h"
 36 
#include "dpq.h"
37 
 
 37 
 
38 
double df(double x, double m, double n, int give_log)
 38 
double df(double x, double m, double n, int give_log)
39 
{
39 
{
40 
    double p, q, f, dens;
 40 
    double p, q, f, dens;
41 
 
 41 
 
42 
#ifdef IEEE_754
 42 
#ifdef IEEE_754
43 
    if (ISNAN(x) || ISNAN(m) || ISNAN(n))
 43 
    if (ISNAN(x) || ISNAN(m) || ISNAN(n))
44 
	return x + m + n;
 44 
	return x + m + n;
45 
#endif
 45 
#endif
46 
    if (m <= 0 || n <= 0) ML_ERR_return_NAN;
 46 
    if (m <= 0 || n <= 0) ML_ERR_return_NAN;
47 
    if (x <= 0.) return(R_D__0);
 47 
    if (x <= 0.) return(R_D__0);
48 
    if (!R_FINITE(m) && !R_FINITE(n)) /* both +Inf */
 48 
    if (!R_FINITE(m) && !R_FINITE(n)) { /* both +Inf */
- 
 
 49 
	if(x == 1.) return ML_POSINF;
49 
	ML_ERR_return_NAN;
 50 
	/* else */  return R_D__0;
- 
 
 51 
    }
50 
    if (!R_FINITE(n)) /* must be +Inf by now */
 52 
    if (!R_FINITE(n)) /* must be +Inf by now */
51 
	return(dgamma(x, m/2, 2./m, give_log));
 53 
	return(dgamma(x, m/2, 2./m, give_log));
52 
    if (m > 1e14) {/* includes +Inf: code below is inaccurate there */
 54 
    if (m > 1e14) {/* includes +Inf: code below is inaccurate there */
53 
	dens = dgamma(1./x, n/2, 2./n, give_log);
 55 
	dens = dgamma(1./x, n/2, 2./n, give_log);
54 
	return give_log ? dens - 2*log(x): dens/(x*x);
 56 
	return give_log ? dens - 2*log(x): dens/(x*x);
Line 56... Line 58...
56 
 
 58 
 
57 
    f = 1./(n+x*m);
 59 
    f = 1./(n+x*m);
58 
    q = n*f;
 60 
    q = n*f;
59 
    p = x*m*f;
 61 
    p = x*m*f;
60 
 
 62 
 
61 
    if (m >= 2) {
63 
    if (m >= 2) {
62 
	f = m*q/2;
 64 
	f = m*q/2;
63 
	dens = dbinom_raw((m-2)/2, (m+n-2)/2, p, q, give_log);
 65 
	dens = dbinom_raw((m-2)/2, (m+n-2)/2, p, q, give_log);
64 
    }
 66 
    }
65 
    else {
67 
    else {
66 
	f = m*m*q / (2*p*(m+n));
 68 
	f = m*m*q / (2*p*(m+n));
67 
	dens = dbinom_raw(m/2, (m+n)/2, p, q, give_log);
 69 
	dens = dbinom_raw(m/2, (m+n)/2, p, q, give_log);
68 
    }
 70 
    }
69 
    return(give_log ? log(f)+dens : f*dens);
 71 
    return(give_log ? log(f)+dens : f*dens);
70 
}
 72 
}