/* incbif() * * Inverse of imcomplete beta integral * * * * SYNOPSIS: * * float a, b, x, y, incbif(); * * x = incbif( a, b, y ); * * * * DESCRIPTION: * * Given y, the function finds x such that * * incbet( a, b, x ) = y. * * the routine performs up to 10 Newton iterations to find the * root of incbet(a,b,x) - y = 0. * * * ACCURACY: * * Relative error: * x a,b * arithmetic domain domain # trials peak rms * IEEE 0,1 0,100 5000 2.8e-4 8.3e-6 * * Overflow and larger errors may occur for one of a or b near zero * and the other large. */ /* Cephes Math Library Release 2.2: July, 1992 Copyright 1984, 1987, 1992 by Stephen L. Moshier Direct inquiries to 30 Frost Street, Cambridge, MA 02140 */ #include "mconf.h" extern float MACHEPF, MINLOGF; #define fabsf(x) ( (x) < 0 ? -(x) : (x) ) #ifdef ANSIC float incbetf(float, float, float); float ndtrif(float), expf(float), logf(float), sqrtf(float), lgamf(float); #else float incbetf(); float ndtrif(), expf(), logf(), sqrtf(), lgamf(); #endif #ifdef ANSIC float incbif( float aaa, float bbb, float yyy0 ) #else float incbif( aaa, bbb, yyy0 ) double aaa, bbb, yyy0; #endif { float aa, bb, yy0, a, b, y0; float d, y, x, x0, x1, lgm, yp, di; int i, rflg; aa = aaa; bb = bbb; yy0 = yyy0; if( yy0 <= 0 ) return(0.0); if( yy0 >= 1.0 ) return(1.0); /* approximation to inverse function */ yp = -ndtrif(yy0); if( yy0 > 0.5 ) { rflg = 1; a = bb; b = aa; y0 = 1.0 - yy0; yp = -yp; } else { rflg = 0; a = aa; b = bb; y0 = yy0; } if( (aa <= 1.0) || (bb <= 1.0) ) { y = 0.5 * yp * yp; } else { lgm = (yp * yp - 3.0)* 0.16666666666666667; x0 = 2.0/( 1.0/(2.0*a-1.0) + 1.0/(2.0*b-1.0) ); y = yp * sqrtf( x0 + lgm ) / x0 - ( 1.0/(2.0*b-1.0) - 1.0/(2.0*a-1.0) ) * (lgm + 0.833333333333333333 - 2.0/(3.0*x0)); y = 2.0 * y; if( y < MINLOGF ) { x0 = 1.0; goto under; } } x = a/( a + b * expf(y) ); y = incbetf( a, b, x ); yp = (y - y0)/y0; if( fabsf(yp) < 0.1 ) goto newt; /* Resort to interval halving if not close enough */ x0 = 0.0; x1 = 1.0; di = 0.5; for( i=0; i<20; i++ ) { if( i != 0 ) { x = di * x1 + (1.0-di) * x0; y = incbetf( a, b, x ); yp = (y - y0)/y0; if( fabsf(yp) < 1.0e-3 ) goto newt; } if( y < y0 ) { x0 = x; di = 0.5; } else { x1 = x; di *= di; if( di == 0.0 ) di = 0.5; } } if( x0 == 0.0 ) { under: mtherrf( "incbif", UNDERFLOW ); goto done; } newt: x0 = x; lgm = lgamf(a+b) - lgamf(a) - lgamf(b); for( i=0; i<10; i++ ) { /* compute the function at this point */ if( i != 0 ) y = incbetf(a,b,x0); /* compute the derivative of the function at this point */ d = (a - 1.0) * logf(x0) + (b - 1.0) * logf(1.0-x0) + lgm; if( d < MINLOGF ) { x0 = 0.0; goto under; } d = expf(d); /* compute the step to the next approximation of x */ d = (y - y0)/d; x = x0; x0 = x0 - d; if( x0 <= 0.0 ) { x0 = 0.0; goto under; } if( x0 >= 1.0 ) { x0 = 1.0; goto under; } if( i < 2 ) continue; if( fabsf(d/x0) < 256.0 * MACHEPF ) goto done; } done: if( rflg ) x0 = 1.0 - x0; return( x0 ); }