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1077fa4d EA |
1 | /* pdtrl.c |
2 | * | |
3 | * Poisson distribution | |
4 | * | |
5 | * | |
6 | * | |
7 | * SYNOPSIS: | |
8 | * | |
9 | * int k; | |
10 | * long double m, y, pdtrl(); | |
11 | * | |
12 | * y = pdtrl( k, m ); | |
13 | * | |
14 | * | |
15 | * | |
16 | * DESCRIPTION: | |
17 | * | |
18 | * Returns the sum of the first k terms of the Poisson | |
19 | * distribution: | |
20 | * | |
21 | * k j | |
22 | * -- -m m | |
23 | * > e -- | |
24 | * -- j! | |
25 | * j=0 | |
26 | * | |
27 | * The terms are not summed directly; instead the incomplete | |
28 | * gamma integral is employed, according to the relation | |
29 | * | |
30 | * y = pdtr( k, m ) = igamc( k+1, m ). | |
31 | * | |
32 | * The arguments must both be positive. | |
33 | * | |
34 | * | |
35 | * | |
36 | * ACCURACY: | |
37 | * | |
38 | * See igamc(). | |
39 | * | |
40 | */ | |
41 | \f/* pdtrcl() | |
42 | * | |
43 | * Complemented poisson distribution | |
44 | * | |
45 | * | |
46 | * | |
47 | * SYNOPSIS: | |
48 | * | |
49 | * int k; | |
50 | * long double m, y, pdtrcl(); | |
51 | * | |
52 | * y = pdtrcl( k, m ); | |
53 | * | |
54 | * | |
55 | * | |
56 | * DESCRIPTION: | |
57 | * | |
58 | * Returns the sum of the terms k+1 to infinity of the Poisson | |
59 | * distribution: | |
60 | * | |
61 | * inf. j | |
62 | * -- -m m | |
63 | * > e -- | |
64 | * -- j! | |
65 | * j=k+1 | |
66 | * | |
67 | * The terms are not summed directly; instead the incomplete | |
68 | * gamma integral is employed, according to the formula | |
69 | * | |
70 | * y = pdtrc( k, m ) = igam( k+1, m ). | |
71 | * | |
72 | * The arguments must both be positive. | |
73 | * | |
74 | * | |
75 | * | |
76 | * ACCURACY: | |
77 | * | |
78 | * See igam.c. | |
79 | * | |
80 | */ | |
81 | \f/* pdtril() | |
82 | * | |
83 | * Inverse Poisson distribution | |
84 | * | |
85 | * | |
86 | * | |
87 | * SYNOPSIS: | |
88 | * | |
89 | * int k; | |
90 | * long double m, y, pdtrl(); | |
91 | * | |
92 | * m = pdtril( k, y ); | |
93 | * | |
94 | * | |
95 | * | |
96 | * | |
97 | * DESCRIPTION: | |
98 | * | |
99 | * Finds the Poisson variable x such that the integral | |
100 | * from 0 to x of the Poisson density is equal to the | |
101 | * given probability y. | |
102 | * | |
103 | * This is accomplished using the inverse gamma integral | |
104 | * function and the relation | |
105 | * | |
106 | * m = igami( k+1, y ). | |
107 | * | |
108 | * | |
109 | * | |
110 | * | |
111 | * ACCURACY: | |
112 | * | |
113 | * See igami.c. | |
114 | * | |
115 | * ERROR MESSAGES: | |
116 | * | |
117 | * message condition value returned | |
118 | * pdtri domain y < 0 or y >= 1 0.0 | |
119 | * k < 0 | |
120 | * | |
121 | */ | |
122 | \f | |
123 | /* | |
124 | Cephes Math Library Release 2.3: March, 1995 | |
125 | Copyright 1984, 1995 by Stephen L. Moshier | |
126 | */ | |
127 | ||
128 | #include <math.h> | |
129 | #ifdef ANSIPROT | |
130 | extern long double igaml ( long double, long double ); | |
131 | extern long double igamcl ( long double, long double ); | |
132 | extern long double igamil ( long double, long double ); | |
133 | #else | |
134 | long double igaml(), igamcl(), igamil(); | |
135 | #endif | |
136 | ||
137 | long double pdtrcl( k, m ) | |
138 | int k; | |
139 | long double m; | |
140 | { | |
141 | long double v; | |
142 | ||
143 | if( (k < 0) || (m <= 0.0L) ) | |
144 | { | |
145 | mtherr( "pdtrcl", DOMAIN ); | |
146 | return( 0.0L ); | |
147 | } | |
148 | v = k+1; | |
149 | return( igaml( v, m ) ); | |
150 | } | |
151 | ||
152 | ||
153 | ||
154 | long double pdtrl( k, m ) | |
155 | int k; | |
156 | long double m; | |
157 | { | |
158 | long double v; | |
159 | ||
160 | if( (k < 0) || (m <= 0.0L) ) | |
161 | { | |
162 | mtherr( "pdtrl", DOMAIN ); | |
163 | return( 0.0L ); | |
164 | } | |
165 | v = k+1; | |
166 | return( igamcl( v, m ) ); | |
167 | } | |
168 | ||
169 | ||
170 | long double pdtril( k, y ) | |
171 | int k; | |
172 | long double y; | |
173 | { | |
174 | long double v; | |
175 | ||
176 | if( (k < 0) || (y < 0.0L) || (y >= 1.0L) ) | |
177 | { | |
178 | mtherr( "pdtril", DOMAIN ); | |
179 | return( 0.0L ); | |
180 | } | |
181 | v = k+1; | |
182 | v = igamil( v, y ); | |
183 | return( v ); | |
184 | } |