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cdf_25.c
Go to the documentation of this file.00001 #include "cdflib.h" 00002 void cumbet(double *x,double *y,double *a,double *b,double *cum, 00003 double *ccum) 00004 /* 00005 ********************************************************************** 00006 00007 void cumbet(double *x,double *y,double *a,double *b,double *cum, 00008 double *ccum) 00009 00010 Double precision cUMulative incomplete BETa distribution 00011 00012 00013 Function 00014 00015 00016 Calculates the cdf to X of the incomplete beta distribution 00017 with parameters a and b. This is the integral from 0 to x 00018 of (1/B(a,b))*f(t)) where f(t) = t**(a-1) * (1-t)**(b-1) 00019 00020 00021 Arguments 00022 00023 00024 X --> Upper limit of integration. 00025 X is DOUBLE PRECISION 00026 00027 Y --> 1 - X. 00028 Y is DOUBLE PRECISION 00029 00030 A --> First parameter of the beta distribution. 00031 A is DOUBLE PRECISION 00032 00033 B --> Second parameter of the beta distribution. 00034 B is DOUBLE PRECISION 00035 00036 CUM <-- Cumulative incomplete beta distribution. 00037 CUM is DOUBLE PRECISION 00038 00039 CCUM <-- Compliment of Cumulative incomplete beta distribution. 00040 CCUM is DOUBLE PRECISION 00041 00042 00043 Method 00044 00045 00046 Calls the routine BRATIO. 00047 00048 References 00049 00050 Didonato, Armido R. and Morris, Alfred H. Jr. (1992) Algorithim 00051 708 Significant Digit Computation of the Incomplete Beta Function 00052 Ratios. ACM ToMS, Vol.18, No. 3, Sept. 1992, 360-373. 00053 00054 ********************************************************************** 00055 */ 00056 { 00057 static int ierr; 00058 /* 00059 .. 00060 .. Executable Statements .. 00061 */ 00062 if(!(*x <= 0.0e0)) goto S10; 00063 *cum = 0.0e0; 00064 *ccum = 1.0e0; 00065 return; 00066 S10: 00067 if(!(*y <= 0.0e0)) goto S20; 00068 *cum = 1.0e0; 00069 *ccum = 0.0e0; 00070 return; 00071 S20: 00072 bratio(a,b,x,y,cum,ccum,&ierr); 00073 /* 00074 Call bratio routine 00075 */ 00076 return; 00077 } /* END */
