| /* |
| * Mathlib : A C Library of Special Functions |
| * Copyright (C) 1998 Ross Ihaka |
| * Copyright (C) 2000-8 The R Core Team |
| * |
| * This program is free software; you can redistribute it and/or modify |
| * it under the terms of the GNU General Public License as published by |
| * the Free Software Foundation; either version 2 of the License, or |
| * (at your option) any later version. |
| * |
| * This program is distributed in the hope that it will be useful, |
| * but WITHOUT ANY WARRANTY; without even the implied warranty of |
| * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
| * GNU General Public License for more details. |
| * |
| * You should have received a copy of the GNU General Public License |
| * along with this program; if not, a copy is available at |
| * https://www.R-project.org/Licenses/ |
| * |
| * DESCRIPTION |
| * |
| * The distribution function of the F distribution. |
| */ |
| |
| #include "nmath.h" |
| #include "dpq.h" |
| |
| double pf(double x, double df1, double df2, int lower_tail, int log_p) |
| { |
| #ifdef IEEE_754 |
| if (ISNAN(x) || ISNAN(df1) || ISNAN(df2)) |
| return x + df2 + df1; |
| #endif |
| if (df1 <= 0. || df2 <= 0.) ML_ERR_return_NAN; |
| |
| R_P_bounds_01(x, 0., ML_POSINF); |
| |
| /* move to pchisq for very large values - was 'df1 > 4e5' in 2.0.x, |
| now only needed for df1 = Inf or df2 = Inf {since pbeta(0,*)=0} : */ |
| if (df2 == ML_POSINF) { |
| if (df1 == ML_POSINF) { |
| if(x < 1.) return R_DT_0; |
| if(x == 1.) return (log_p ? -M_LN2 : 0.5); |
| if(x > 1.) return R_DT_1; |
| } |
| |
| return pchisq(x * df1, df1, lower_tail, log_p); |
| } |
| |
| if (df1 == ML_POSINF)/* was "fudge" 'df1 > 4e5' in 2.0.x */ |
| return pchisq(df2 / x , df2, !lower_tail, log_p); |
| |
| /* Avoid squeezing pbeta's first parameter against 1 : */ |
| if (df1 * x > df2) |
| x = pbeta(df2 / (df2 + df1 * x), df2 / 2., df1 / 2., |
| !lower_tail, log_p); |
| else |
| x = pbeta(df1 * x / (df2 + df1 * x), df1 / 2., df2 / 2., |
| lower_tail, log_p); |
| |
| return ML_VALID(x) ? x : ML_NAN; |
| } |