| /* |
| * Mathlib : A C Library of Special Functions |
| * Copyright (C) 1999-2021 The R Core Team |
| * Copyright (C) 1998 Ross Ihaka |
| * |
| * 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 quantile function of the Poisson distribution. |
| * |
| * METHOD |
| * |
| * Uses the Cornish-Fisher Expansion to include a skewness |
| * correction to a normal approximation. This gives an |
| * initial value which never seems to be off by more than |
| * 1 or 2. A search is then conducted of values close to |
| * this initial start point. |
| */ |
| |
| #include "nmath.h" |
| #include "dpq.h" |
| |
| #ifdef DEBUG_qpois |
| # define R_DBG_printf(...) REprintf(__VA_ARGS__) |
| #else |
| # define R_DBG_printf(...) |
| #endif |
| |
| |
| #define _thisDIST_ pois |
| #define _dist_PARS_DECL_ double lambda |
| #define _dist_PARS_ lambda |
| |
| #include "qDiscrete_search.h" |
| // ------------------> do_search() and all called by q_DISCRETE_*() below |
| |
| double qpois(double p, double lambda, int lower_tail, int log_p) |
| { |
| #ifdef IEEE_754 |
| if (ISNAN(p) || ISNAN(lambda)) |
| return p + lambda; |
| #endif |
| if(!R_FINITE(lambda)) |
| ML_WARN_return_NAN; |
| if(lambda < 0) ML_WARN_return_NAN; |
| R_Q_P01_check(p); |
| if(lambda == 0) return 0; |
| if(p == R_DT_0) return 0; |
| if(p == R_DT_1) return ML_POSINF; |
| |
| double |
| mu = lambda, |
| sigma = sqrt(lambda), |
| // had gamma = sigma; PR#8058 should be kurtosis which is mu^-0.5 = 1/sigma |
| gamma = 1.0/sigma; |
| |
| R_DBG_printf("qpois(p=%.12g, lambda=%.15g, l.t.=%d, log=%d):" |
| " mu=%g, sigma=%g, gamma=%g;\n", |
| p, lambda, lower_tail, log_p, mu, sigma, gamma); |
| |
| // never "needed" here (FIXME?): q_DISCRETE_01_CHECKS(); |
| q_DISCRETE_BODY(); |
| } |