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XN <--> The number of successes. Input range: [0, +infinity). Search range: [0, 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 26.5.26 of Abramowitz and Stegun, Handbook of Mathematical Functions (1966) is used to reduce calculation of the cumulative distribution function to that of an incomplete beta. 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 cdfnor(int *which,double *p,double *q,double *x, double *mean,double *sd,int *status,double *bound) Cumulative Distribution Function NORmal distribution Function Calculates any one parameter of the normal distribution given values for the others. Arguments WHICH --> Integer indicating which of the next parameter values is to be calculated using values of the others. Legal range: 1..4 iwhich = 1 : Calculate P and Q from X,MEAN and SD iwhich = 2 : Calculate X from P,Q,MEAN and SD iwhich = 3 : Calculate MEAN from P,Q,X and SD iwhich = 4 : Calculate SD from P,Q,X and MEAN P <--> The integral from -infinity to X of the normal density. Input range: (0,1]. Q <--> 1-P. Input range: (0, 1]. P + Q = 1.0. X < --> Upper limit of integration of the normal-density. Input range: ( -infinity, +infinity) MEAN <--> The mean of the normal density. Input range: (-infinity, +infinity) SD <--> Standard Deviation of the normal density. Input range: (0, +infinity). 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 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 A slightly modified version of ANORM from Cody, W.D. (1993). "ALGORITHM 715: SPECFUN - A Portabel FORTRAN Package of Special Function Routines and Test Drivers" acm Transactions on Mathematical Software. 19, 22-32. is used to calulate the cumulative standard normal distribution. The rational functions from pages 90-95 of Kennedy and Gentle, Statistical Computing, Marcel Dekker, NY, 1980 are used as starting values to Newton's Iterations which compute the inverse standard normal. Therefore no searches are necessary for any parameter. For X < -15, the asymptotic expansion for the normal is used as the starting value in finding the inverse standard normal. This is formula 26.2.12 of Abramowitz and Stegun. Note The normal density is proportional to exp( - 0.5 * (( X - MEAN)/SD)**2)**********************************************************************//********************************************************************** void cdfpoi(int *which,double *p,double *q,double *s, double *xlam,int *status,double *bound) Cumulative Distribution Function POIsson distribution Function Calculates any one parameter of the Poisson distribution given values for the others. Arguments WHICH --> Integer indicating which argument value is to be calculated from the others. Legal range: 1..3 iwhich = 1 : Calculate P and Q from S and XLAM iwhich = 2 : Calculate A from P,Q and XLAM iwhich = 3 : Calculate XLAM from P,Q and S P <--> The cumulation from 0 to S of the poisson density. Input range: [0,1]. Q <--> 1-P. Input range: (0, 1]. P + Q = 1.0. S <--> Upper limit of cumulation of the Poisson. Input range: [0, +infinity). Search range: [0,1E100] XLAM <--> Mean of the Poisson distribution. Input range: [0, +infinity). Search range: [0,1E100] 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 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 26.4.21 of Abramowitz and Stegun, Handbook of Mathematical Functions (1966) is used to reduce the computation of the cumulative distribution function to that of computing a chi-square, hence an incomplete gamma function. Cumulative distribution function (P) is calculated directly. 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 cdft(int *which,double *p,double *q,double *t,double *df, int *status,double *bound) Cumulative Distribution Function T distribution Function Calculates any one parameter of the t distribution given values for the others. Arguments WHICH --> Integer indicating which argument values is to be calculated from the others. Legal range: 1..3 iwhich = 1 : Calculate P and Q from T and DF iwhich = 2 : Calculate T from P,Q and DF iwhich = 3 : Calculate DF from P,Q and T P <--> The integral from -infinity to t of the t-density. Input range: (0,1]. Q <--> 1-P. Input range: (0, 1]. P + Q = 1.0. T <--> Upper limit of integration of the t-density. Input range: ( -infinity, +infinity). Search range: [ -1E100, 1E100 ] DF <--> Degrees of freedom of the t-distribution. Input range: (0 , +infinity). Search range: [1e-100, 1E10] 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 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 26.5.27 of Abramowitz and Stegun, Handbook of Mathematical Functions (1966) is used to reduce the computation of the cumulative distribution function to that of an incomplete beta. 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 cdftnc(int *which,double *p,double *q,double *t,double *df, double *pnonc,int *status,double *bound) Cumulative Distribution Function Non-Central T distribution Function Calculates any one parameter of the noncentral t distribution give values for the others. Arguments WHICH --> Integer indicating which argument values is to be calculated from the others. Legal range: 1..3 iwhich = 1 : Calculate P and Q from T,DF,PNONC iwhich = 2 : Calculate T from P,Q,DF,PNONC iwhich = 3 : Calculate DF from P,Q,T iwhich = 4 : Calculate PNONC from P,Q,DF,T P <--> The integral from -infinity to t of the noncentral t-den Input range: (0,1]. Q <--> 1-P. Input range: (0, 1]. P + Q = 1.0. T <--> Upper limit of integration of the noncentral t-density. Input range: ( -infinity, +infinity). Search range: [ -1E100, 1E100 ] DF <--> Degrees of freedom of the noncentral t-distribution. Input range: (0 , +infinity). Search range: [1e-100, 1E10] PNONC <--> Noncentrality parameter of the noncentral t-distributio Input range: [-infinity , +infinity). Search range: [-1e4, 1E4] 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 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 Upper tail of the cumulative noncentral t is calculated usin formulae from page 532 of Johnson, Kotz, Balakrishnan, Coninuou Univariate Distributions, Vol 2, 2nd Edition. Wiley (1995) 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. **********************************************************************/
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