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ihaka |
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/*
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maechler |
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* AUTHOR
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* Catherine Loader, catherine@research.bell-labs.com.
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* October 23, 2000.
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ihaka |
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*
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maechler |
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* Merge in to R:
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pd |
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* Copyright (C) 2000, 2001 The R Core Development Team
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maechler |
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*
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ihaka |
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 2 of the License, or
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* (at your option) any later version.
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*
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* This program is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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ripley |
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* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA.
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ihaka |
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*
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*
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maechler |
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* DESCRIPTION
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*
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* Given a sequence of r successes and b failures, we sample n (\le b+r)
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* items without replacement. The hypergeometric probability is the
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* probability of x successes:
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*
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* dbinom(x,r,p) * dbinom(n-x,b,p)
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* p(x;r,b,n) = ---------------------------------
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* dbinom(n,r+b,p)
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*
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* for any p. For numerical stability, we take p=n/(r+b); with this choice,
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* the denominator is not exponentially small.
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ihaka |
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*/
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ripley |
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#include "nmath.h"
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maechler |
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#include "dpq.h"
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ihaka |
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maechler |
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double dhyper(double x, double r, double b, double n, int give_log)
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{
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double p, q, p1, p2, p3;
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ihaka |
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#ifdef IEEE_754
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maechler |
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if (ISNAN(x) || ISNAN(r) || ISNAN(b) || ISNAN(n))
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return x + r + b + n;
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ihaka |
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#endif
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maechler |
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if (R_D_notnnegint(r) || R_D_notnnegint(b) || R_D_notnnegint(n) || n > r+b)
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maechler |
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ML_ERR_return_NAN;
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maechler |
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if (R_D_notnnegint(x)) return(R_D__0);
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x = R_D_forceint(x);
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r = R_D_forceint(r);
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b = R_D_forceint(b);
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n = R_D_forceint(n);
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pd |
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if (n < x || r < x || n - x > b) return(R_D__0);
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maechler |
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if (n == 0) return((x == 0) ? R_D__1 : R_D__0);
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p = ((double)n)/((double)(r+b));
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q = ((double)(r+b-n))/((double)(r+b));
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pd |
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p1 = dbinom_raw(x, r, p,q,give_log);
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p2 = dbinom_raw(n-x,b, p,q,give_log);
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p3 = dbinom_raw(n,r+b, p,q,give_log);
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maechler |
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return( (give_log) ? p1 + p2 - p3 : p1*p2/p3 );
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ihaka |
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}
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