#include "cdflib.h" void cumt(double *t,double *df,double *cum,double *ccum) /* ********************************************************************** void cumt(double *t,double *df,double *cum,double *ccum) CUMulative T-distribution Function Computes the integral from -infinity to T of the t-density. Arguments T --> Upper limit of integration of the t-density. T is DOUBLE PRECISION DF --> Degrees of freedom of the t-distribution. DF is DOUBLE PRECISIO CUM <-- Cumulative t-distribution. CCUM is DOUBLE PRECIS CCUM <-- Compliment of Cumulative t-distribution. CCUM is DOUBLE PRECIS Method Formula 26.5.27 of Abramowitz and Stegun, Handbook of Mathematical Functions is used to reduce the t-distribution to an incomplete beta. ********************************************************************** */ { static double K2 = 0.5e0; static double xx,a,oma,tt,yy,dfptt,T1; /* .. .. Executable Statements .. */ tt = *t**t; dfptt = *df+tt; xx = *df/dfptt; yy = tt/dfptt; T1 = 0.5e0**df; cumbet(&xx,&yy,&T1,&K2,&a,&oma); if(!(*t <= 0.0e0)) goto S10; *cum = 0.5e0*a; *ccum = oma+*cum; goto S20; S10: *ccum = 0.5e0*a; *cum = oma+*ccum; S20: return; } /* END */