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DCDFLIB Library of C Routines for Cumulative Distribution Functions, Inverses, and Other Parameters Version 1.1 (November, 1997) Full Documentation of Each Routine Compiled and Written by: Barry W. Brown James Lovato Kathy Russell Department of Biomathematics, Box 237 The University of Texas, M.D. Anderson Cancer Center 1515 Holcombe Boulevard Houston, TX 77030 This work was supported by grant CA-16672 from the National Cancer Institute./********************************************************************** void cdfbet(int *which,double *p,double *q,double *x,double *y, double *a,double *b,int *status,double *bound) Cumulative Distribution Function BETa Distribution Function Calculates any one parameter of the beta distribution given values for the others. Arguments WHICH --> Integer indicating which of the next four argument values is to be calculated from the others. Legal range: 1..4 iwhich = 1 : Calculate P and Q from X,Y,A and B iwhich = 2 : Calculate X and Y from P,Q,A and B iwhich = 3 : Calculate A from P,Q,X,Y and B iwhich = 4 : Calculate B from P,Q,X,Y and A P <--> The integral from 0 to X of the chi-square distribution. Input range: [0, 1]. Q <--> 1-P. Input range: [0, 1]. P + Q = 1.0. X <--> Upper limit of integration of beta density. Input range: [0,1]. Search range: [0,1] Y <--> 1-X. Input range: [0,1]. Search range: [0,1] X + Y = 1.0. A <--> The first parameter of the beta density. Input range: (0, +infinity). Search range: [1D-100,1D100] B <--> The second parameter of the beta density. Input range: (0, +infinity). Search range: [1D-100,1D100] STATUS <-- 0 if calculation completed correctly -I if input parameter number I is out of range 1 if answer appears to be lower than lowest search bound 2 if answer appears to be higher than greatest search bound 3 if P + Q .ne. 1 4 if X + Y .ne. 1 BOUND <-- Undefined if STATUS is 0 Bound exceeded by parameter number I if STATUS is negative. Lower search bound if STATUS is 1. Upper search bound if STATUS is 2. Method Cumulative distribution function (P) is calculated directly by code associated with the following reference. DiDinato, A. R. and Morris, A. H. Algorithm 708: Significant Digit Computation of the Incomplete Beta Function Ratios. ACM Trans. Math. Softw. 18 (1993), 360-373. Computation of other parameters involve a seach for a value that produces the desired value of P. The search relies on the monotinicity of P with the other parameter. Note The beta density is proportional to t^(A-1) * (1-t)^(B-1)**********************************************************************//********************************************************************** void cdfbin(int *which,double *p,double *q,double *s,double *xn, double *pr,double *ompr,int *status,double *bound) Cumulative Distribution Function BINomial distribution Function Calculates any one parameter of the binomial distribution given values for the others. Arguments WHICH --> Integer indicating which of the next four argument values is to be calculated from the others. Legal range: 1..4 iwhich = 1 : Calculate P and Q from S,XN,PR and OMPR iwhich = 2 : Calculate S from P,Q,XN,PR and OMPR iwhich = 3 : Calculate XN from P,Q,S,PR and OMPR iwhich = 4 : Calculate PR and OMPR from P,Q,S and XN P <--> The cumulation from 0 to S of the binomial distribution. (Probablility of S or fewer successes in XN trials each with probability of success PR.) Input range: [0,1]. Q <--> 1-P. Input range: [0, 1]. P + Q = 1.0. S <--> The number of successes observed. Input range: [0, XN] Search range: [0, XN] XN <--> The number of binomial trials. Input range: (0, +infinity). Search range: [1E-100, 1E100] PR <--> The probability of success in each binomial trial. Input range: [0,1]. Search range: [0,1] OMPR <--> 1-PR Input range: [0,1]. Search range: [0,1] PR + OMPR = 1.0 STATUS <-- 0 if calculation completed correctly -I if input parameter number I is out of range 1 if answer appears to be lower than lowest search bound 2 if answer appears to be higher than greatest search bound 3 if P + Q .ne. 1 4 if PR + OMPR .ne. 1 BOUND <-- Undefined if STATUS is 0 Bound exceeded by parameter number I if STATUS is negative. Lower search bound if STATUS is 1. Upper search bound if STATUS is 2. Method Formula 26.5.24 of Abramowitz and Stegun, Handbook of Mathematical Functions (1966) is used to reduce the binomial distribution to the cumulative incomplete beta distribution. Computation of other parameters involve a seach for a value that produces the desired value of P. The search relies on the monotinicity of P with the other parameter.**********************************************************************//********************************************************************** void cdfchi(int *which,double *p,double *q,double *x,double *df, int *status,double *bound) Cumulative Distribution Function CHI-Square distribution Function Calculates any one parameter of the chi-square distribution given values for the others. Arguments WHICH --> Integer indicating which of the next three argument values is to be calculated from the others. Legal range: 1..3 iwhich = 1 : Calculate P and Q from X and DF iwhich = 2 : Calculate X from P,Q and DF iwhich = 3 : Calculate DF from P,Q and X P <--> The integral from 0 to X of the chi-square distribution. Input range: [0, 1]. Q <--> 1-P. Input range: (0, 1]. P + Q = 1.0. X <--> Upper limit of integration of the non-central chi-square distribution. Input range: [0, +infinity). Search range: [0,1E100] DF <--> Degrees of freedom of the chi-square distribution. Input range: (0, +infinity). Search range: [ 1E-100, 1E100] STATUS <-- 0 if calculation completed correctly -I if input parameter number I is out of range 1 if answer appears to be lower than lowest search bound 2 if answer appears to be higher than greatest search bound 3 if P + Q .ne. 1 10 indicates error returned from cumgam. See references in cdfgam BOUND <-- Undefined if STATUS is 0 Bound exceeded by parameter number I if STATUS is negative. Lower search bound if STATUS is 1. Upper search bound if STATUS is 2. Method Formula 26.4.19 of Abramowitz and Stegun, Handbook of Mathematical Functions (1966) is used to reduce the chisqure distribution to the incomplete distribution. Computation of other parameters involve a seach for a value that produces the desired value of P. The search relies on the monotinicity of P with the other parameter.**********************************************************************//********************************************************************** void cdfchn(int *which,double *p,double *q,double *x,double *df, double *pnonc,int *status,double *bound) Cumulative Distribution Function Non-central Chi-Square Function Calculates any one parameter of the non-central chi-square distribution given values for the others. Arguments WHICH --> Integer indicating which of the next three argument values is to be calculated from the others. Input range: 1..4 iwhich = 1 : Calculate P and Q from X and DF iwhich = 2 : Calculate X from P,DF and PNONC iwhich = 3 : Calculate DF from P,X and PNONC iwhich = 3 : Calculate PNONC from P,X and DF P <--> The integral from 0 to X of the non-central chi-square distribution. Input range: [0, 1-1E-16). Q <--> 1-P. Q is not used by this subroutine and is only included for similarity with other cdf* routines. X <--> Upper limit of integration of the non-central chi-square distribution. Input range: [0, +infinity). Search range: [0,1E100] DF <--> Degrees of freedom of the non-central chi-square distribution. Input range: (0, +infinity). Search range: [ 1E-100, 1E100] PNONC <--> Non-centrality parameter of the non-central chi-square distribution. Input range: [0, +infinity). Search range: [0,1E4]
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