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cdf_49.c

00001 #include "cdflib.h"
00002 double dt1(double *p,double *q,double *df)
00003 /*
00004 **********************************************************************
00005  
00006      double dt1(double *p,double *q,double *df)
00007      Double precision Initalize Approximation to
00008            INVerse of the cumulative T distribution
00009  
00010  
00011                               Function
00012  
00013  
00014      Returns  the  inverse   of  the T   distribution   function, i.e.,
00015      the integral from 0 to INVT of the T density is P. This is an
00016      initial approximation
00017  
00018  
00019                               Arguments
00020  
00021  
00022      P --> The p-value whose inverse from the T distribution is
00023           desired.
00024                     P is DOUBLE PRECISION
00025  
00026      Q --> 1-P.
00027                     Q is DOUBLE PRECISION
00028  
00029      DF --> Degrees of freedom of the T distribution.
00030                     DF is DOUBLE PRECISION
00031  
00032 **********************************************************************
00033 */
00034 {
00035 static double coef[4][5] = {
00036     1.0e0,1.0e0,0.0e0,0.0e0,0.0e0,3.0e0,16.0e0,5.0e0,0.0e0,0.0e0,-15.0e0,17.0e0,
00037     19.0e0,3.0e0,0.0e0,-945.0e0,-1920.0e0,1482.0e0,776.0e0,79.0e0
00038 };
00039 static double denom[4] = {
00040     4.0e0,96.0e0,384.0e0,92160.0e0
00041 };
00042 static int ideg[4] = {
00043     2,3,4,5
00044 };
00045 static double dt1,denpow,sum,term,x,xp,xx;
00046 static int i;
00047 /*
00048      ..
00049      .. Executable Statements ..
00050 */
00051     x = fabs(dinvnr(p,q));
00052     xx = x*x;
00053     sum = x;
00054     denpow = 1.0e0;
00055     for(i=0; i<4; i++) {
00056         term = devlpl(&coef[i][0],&ideg[i],&xx)*x;
00057         denpow *= *df;
00058         sum += (term/(denpow*denom[i]));
00059     }
00060     if(!(*p >= 0.5e0)) goto S20;
00061     xp = sum;
00062     goto S30;
00063 S20:
00064     xp = -sum;
00065 S30:
00066     dt1 = xp;
00067     return dt1;
00068 } /* END */
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