blob: 8df7dc68ba3e89d6a952aac9a1ea29ec7165ba3b [file] [log] [blame]
/*
* Mathlib : A C Library of Special Functions
* Copyright (C) 1998 Ross Ihaka
* Copyright (C) 2000-2008 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
*
* Pseudo-random variates from a t distribution.
*
* NOTES
*
* This function calls rchisq and rnorm to do the real work.
*/
#include "nmath.h"
double rt(double df)
{
if (ISNAN(df) || df <= 0.0) ML_ERR_return_NAN;
if(!R_FINITE(df))
return norm_rand();
else {
/* Some compilers (including MW6) evaluated this from right to left
return norm_rand() / sqrt(rchisq(df) / df); */
double num = norm_rand();
return num / sqrt(rchisq(df) / df);
}
}