view libcruft/slatec-fn/dbetai.f @ 15063:36cbcc37fdb8

Refactor configure.ac to make it more understandable. Use common syntax for messages in config.h Correct typos, refer to libraries in all caps, use two spaces after period. Follow Autoconf guidelines and place general tests before specific tests. * configure.ac, m4/acinclude.m4: Use common syntax for messages in config.h Correct typos, refer to libraries in all caps, use two spaces after period. Follow Autoconf guidelines and place general tests before specific tests.
author Rik <rik@octave.org>
date Tue, 31 Jul 2012 10:28:51 -0700
parents fe6f9bd9d0e6
children
line wrap: on
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*DECK DBETAI
      DOUBLE PRECISION FUNCTION DBETAI (X, PIN, QIN)
C***BEGIN PROLOGUE  DBETAI
C***PURPOSE  Calculate the incomplete Beta function.
C***LIBRARY   SLATEC (FNLIB)
C***CATEGORY  C7F
C***TYPE      DOUBLE PRECISION (BETAI-S, DBETAI-D)
C***KEYWORDS  FNLIB, INCOMPLETE BETA FUNCTION, SPECIAL FUNCTIONS
C***AUTHOR  Fullerton, W., (LANL)
C***DESCRIPTION
C
C   DBETAI calculates the DOUBLE PRECISION incomplete beta function.
C
C   The incomplete beta function ratio is the probability that a
C   random variable from a beta distribution having parameters PIN and
C   QIN will be less than or equal to X.
C
C     -- Input Arguments -- All arguments are DOUBLE PRECISION.
C   X      upper limit of integration.  X must be in (0,1) inclusive.
C   PIN    first beta distribution parameter.  PIN must be .GT. 0.0.
C   QIN    second beta distribution parameter.  QIN must be .GT. 0.0.
C
C***REFERENCES  Nancy E. Bosten and E. L. Battiste, Remark on Algorithm
C                 179, Communications of the ACM 17, 3 (March 1974),
C                 pp. 156.
C***ROUTINES CALLED  D1MACH, DLBETA, XERMSG
C***REVISION HISTORY  (YYMMDD)
C   770701  DATE WRITTEN
C   890531  Changed all specific intrinsics to generic.  (WRB)
C   890911  Removed unnecessary intrinsics.  (WRB)
C   890911  REVISION DATE from Version 3.2
C   891214  Prologue converted to Version 4.0 format.  (BAB)
C   900315  CALLs to XERROR changed to CALLs to XERMSG.  (THJ)
C   920528  DESCRIPTION and REFERENCES sections revised.  (WRB)
C***END PROLOGUE  DBETAI
      DOUBLE PRECISION X, PIN, QIN, ALNEPS, ALNSML, C, EPS, FINSUM, P,
     1  PS, Q, SML, TERM, XB, XI, Y, D1MACH, DLBETA, P1
      LOGICAL FIRST
      SAVE EPS, ALNEPS, SML, ALNSML, FIRST
      DATA FIRST /.TRUE./
C***FIRST EXECUTABLE STATEMENT  DBETAI
      IF (FIRST) THEN
         EPS = D1MACH(3)
         ALNEPS = LOG (EPS)
         SML = D1MACH(1)
         ALNSML = LOG (SML)
      ENDIF
      FIRST = .FALSE.
C
      IF (X .LT. 0.D0 .OR. X .GT. 1.D0) CALL XERMSG ('SLATEC', 'DBETAI',
     +   'X IS NOT IN THE RANGE (0,1)', 1, 2)
      IF (PIN .LE. 0.D0 .OR. QIN .LE. 0.D0) CALL XERMSG ('SLATEC',
     +   'DBETAI', 'P AND/OR Q IS LE ZERO', 2, 2)
C
      Y = X
      P = PIN
      Q = QIN
      IF (Q.LE.P .AND. X.LT.0.8D0) GO TO 20
      IF (X.LT.0.2D0) GO TO 20
      Y = 1.0D0 - Y
      P = QIN
      Q = PIN
C
 20   IF ((P+Q)*Y/(P+1.D0).LT.EPS) GO TO 80
C
C EVALUATE THE INFINITE SUM FIRST.  TERM WILL EQUAL
C Y**P/BETA(PS,P) * (1.-PS)-SUB-I * Y**I / FAC(I) .
C
      PS = Q - AINT(Q)
      IF (PS.EQ.0.D0) PS = 1.0D0
      XB = P*LOG(Y) - DLBETA(PS,P) - LOG(P)
      DBETAI = 0.0D0
      IF (XB.LT.ALNSML) GO TO 40
C
      DBETAI = EXP (XB)
      TERM = DBETAI*P
      IF (PS.EQ.1.0D0) GO TO 40
      N = MAX (ALNEPS/LOG(Y), 4.0D0)
      DO 30 I=1,N
        XI = I
        TERM = TERM * (XI-PS)*Y/XI
        DBETAI = DBETAI + TERM/(P+XI)
 30   CONTINUE
C
C NOW EVALUATE THE FINITE SUM, MAYBE.
C
 40   IF (Q.LE.1.0D0) GO TO 70
C
      XB = P*LOG(Y) + Q*LOG(1.0D0-Y) - DLBETA(P,Q) - LOG(Q)
      IB = MAX (XB/ALNSML, 0.0D0)
      TERM = EXP(XB - IB*ALNSML)
      C = 1.0D0/(1.D0-Y)
      P1 = Q*C/(P+Q-1.D0)
C
      FINSUM = 0.0D0
      N = Q
      IF (Q.EQ.DBLE(N)) N = N - 1
      DO 50 I=1,N
        IF (P1.LE.1.0D0 .AND. TERM/EPS.LE.FINSUM) GO TO 60
        XI = I
        TERM = (Q-XI+1.0D0)*C*TERM/(P+Q-XI)
C
        IF (TERM.GT.1.0D0) IB = IB - 1
        IF (TERM.GT.1.0D0) TERM = TERM*SML
C
        IF (IB.EQ.0) FINSUM = FINSUM + TERM
 50   CONTINUE
C
 60   DBETAI = DBETAI + FINSUM
 70   IF (Y.NE.X .OR. P.NE.PIN) DBETAI = 1.0D0 - DBETAI
      DBETAI = MAX (MIN (DBETAI, 1.0D0), 0.0D0)
      RETURN
C
 80   DBETAI = 0.0D0
      XB = P*LOG(MAX(Y,SML)) - LOG(P) - DLBETA(P,Q)
      IF (XB.GT.ALNSML .AND. Y.NE.0.0D0) DBETAI = EXP(XB)
      IF (Y.NE.X .OR. P.NE.PIN) DBETAI = 1.0D0 - DBETAI
C
      RETURN
      END