The R Project SVN R

Rev

Rev 59039 | Go to most recent revision | Details | Compare with Previous | Last modification | View Log | RSS feed

Rev Author Line No. Line
574 ihaka 1 
/*
2 
 *  Mathlib : A C Library of Special Functions
3 
 *  Copyright (C) 1998 Ross Ihaka
59039 ripley 4 
 *  Copyright (C) 2000-2008 The R Core Team
574 ihaka 5 
 *
6 
 *  This program is free software; you can redistribute it and/or modify
7 
 *  it under the terms of the GNU General Public License as published by
8 
 *  the Free Software Foundation; either version 2 of the License, or
9 
 *  (at your option) any later version.
10 
 *
11 
 *  This program is distributed in the hope that it will be useful,
12 
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
13 
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
14 
 *  GNU General Public License for more details.
15 
 *
16 
 *  You should have received a copy of the GNU General Public License
42302 ripley 17 
 *  along with this program; if not, a copy is available at
68947 ripley 18 
 *  https://www.R-project.org/Licenses/
574 ihaka 19 
 *
20 
 *  DESCRIPTION
21 
 *
13047 maechler 22 
 *    Pseudo-random variates from a t distribution.
574 ihaka 23 
 *
24 
 *  NOTES
25 
 *
26 
 *    This function calls rchisq and rnorm to do the real work.
27 
 */
28 
 
8431 ripley 29 
#include "nmath.h"
574 ihaka 30 
 
31 
double rt(double df)
32 
{
7725 ripley 33 
    if (ISNAN(df) || df <= 0.0)	ML_ERR_return_NAN;
7671 maechler 34 
 
5108 maechler 35 
    if(!R_FINITE(df))
7725 ripley 36 
	return norm_rand();
13153 ripley 37 
    else {
38 
/* Some compilers (including MW6) evaluated this from right to left
39 
	return norm_rand() / sqrt(rchisq(df) / df); */
44737 maechler 40 
	double num = norm_rand();
13153 ripley 41 
	return num / sqrt(rchisq(df) / df);
42 
    }
574 ihaka 43 
}