/* * Mathlib : A C Library of Special Functions * Copyright (C) 2006 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/ * * SYNOPSIS * * #include * * double pbeta_raw(double x, double a, double b, int lower_tail, int log_p) * double pbeta (double x, double a, double b, int lower_tail, int log_p) * * DESCRIPTION * * Returns distribution function of the beta distribution. * ( = The incomplete beta ratio I_x(p,q) ). * * NOTES * * As from R 2.3.0, a wrapper for TOMS708 * as from R 2.6.0, 'log_p' partially improved over log(p..) */ #include "nmath.h" #include "dpq.h" attribute_hidden double pbeta_raw(double x, double a, double b, int lower_tail, int log_p) { // treat limit cases correctly here: if(a == 0 || b == 0 || !R_FINITE(a) || !R_FINITE(b)) { // NB: 0 < x < 1 : if(a == 0 && b == 0) // point mass 1/2 at each of {0,1} : return (log_p ? -M_LN2 : 0.5); if (a == 0 || a/b == 0) // point mass 1 at 0 ==> P(X <= x) = 1, all x > 0 return R_DT_1; if (b == 0 || b/a == 0) // point mass 1 at 1 ==> P(X <= x) = 0, all x < 1 return R_DT_0; // else, remaining case: a = b = Inf : point mass 1 at 1/2 if (x < 0.5) return R_DT_0; else return R_DT_1; } // Now: 0 < a < Inf; 0 < b < Inf double x1 = 0.5 - x + 0.5, w, wc; int ierr; //==== bratio(a, b, x, x1, &w, &wc, &ierr, log_p); /* -> ./toms708.c */ //==== // ierr in {10,14} <==> bgrat() error code ierr-10 in 1:4; for 1 and 4, warned *there* if(ierr && ierr != 11 && ierr != 14) MATHLIB_WARNING4(_("pbeta_raw(%g, a=%g, b=%g, ..) -> bratio() gave error code %d"), x, a,b, ierr); return lower_tail ? w : wc; } /* pbeta_raw() */ double pbeta(double x, double a, double b, int lower_tail, int log_p) { #ifdef IEEE_754 if (ISNAN(x) || ISNAN(a) || ISNAN(b)) return x + a + b; #endif if (a < 0 || b < 0) ML_WARN_return_NAN; // allowing a==0 and b==0 <==> treat as one- or two-point mass if (x <= 0) return R_DT_0; if (x >= 1) return R_DT_1; return pbeta_raw(x, a, b, lower_tail, log_p); }