1 | /* chdtr.c |
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2 | * |
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3 | * Chi-square distribution |
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4 | * |
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5 | * |
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6 | * |
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7 | * SYNOPSIS: |
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8 | * |
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9 | * double df, x, y, chdtr(); |
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10 | * |
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11 | * y = chdtr( df, x ); |
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12 | * |
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13 | * |
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14 | * |
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15 | * DESCRIPTION: |
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16 | * |
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17 | * Returns the area under the left hand tail (from 0 to x) |
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18 | * of the Chi square probability density function with |
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19 | * v degrees of freedom. |
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20 | * |
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21 | * |
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22 | * inf. |
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23 | * - |
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24 | * 1 | | v/2-1 -t/2 |
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25 | * P( x | v ) = ----------- | t e dt |
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26 | * v/2 - | | |
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27 | * 2 | (v/2) - |
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28 | * x |
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29 | * |
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30 | * where x is the Chi-square variable. |
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31 | * |
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32 | * The incomplete gamma integral is used, according to the |
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33 | * formula |
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34 | * |
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35 | * y = chdtr( v, x ) = igam( v/2.0, x/2.0 ). |
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36 | * |
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37 | * |
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38 | * The arguments must both be positive. |
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39 | * |
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40 | * |
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41 | * |
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42 | * ACCURACY: |
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43 | * |
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44 | * See igam(). |
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45 | * |
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46 | * ERROR MESSAGES: |
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47 | * |
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48 | * message condition value returned |
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49 | * chdtr domain x < 0 or v < 1 0.0 |
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50 | */ |
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51 | /* chdtrc() |
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52 | * |
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53 | * Complemented Chi-square distribution |
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54 | * |
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55 | * |
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56 | * |
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57 | * SYNOPSIS: |
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58 | * |
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59 | * double v, x, y, chdtrc(); |
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60 | * |
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61 | * y = chdtrc( v, x ); |
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62 | * |
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63 | * |
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64 | * |
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65 | * DESCRIPTION: |
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66 | * |
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67 | * Returns the area under the right hand tail (from x to |
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68 | * infinity) of the Chi square probability density function |
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69 | * with v degrees of freedom: |
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70 | * |
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71 | * |
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72 | * inf. |
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73 | * - |
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74 | * 1 | | v/2-1 -t/2 |
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75 | * P( x | v ) = ----------- | t e dt |
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76 | * v/2 - | | |
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77 | * 2 | (v/2) - |
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78 | * x |
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79 | * |
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80 | * where x is the Chi-square variable. |
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81 | * |
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82 | * The incomplete gamma integral is used, according to the |
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83 | * formula |
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84 | * |
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85 | * y = chdtr( v, x ) = igamc( v/2.0, x/2.0 ). |
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86 | * |
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87 | * |
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88 | * The arguments must both be positive. |
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89 | * |
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90 | * |
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91 | * |
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92 | * ACCURACY: |
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93 | * |
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94 | * See igamc(). |
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95 | * |
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96 | * ERROR MESSAGES: |
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97 | * |
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98 | * message condition value returned |
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99 | * chdtrc domain x < 0 or v < 1 0.0 |
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100 | */ |
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101 | /* chdtri() |
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102 | * |
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103 | * Inverse of complemented Chi-square distribution |
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104 | * |
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105 | * |
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106 | * |
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107 | * SYNOPSIS: |
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108 | * |
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109 | * double df, x, y, chdtri(); |
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110 | * |
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111 | * x = chdtri( df, y ); |
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112 | * |
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113 | * |
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114 | * |
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115 | * |
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116 | * DESCRIPTION: |
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117 | * |
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118 | * Finds the Chi-square argument x such that the integral |
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119 | * from x to infinity of the Chi-square density is equal |
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120 | * to the given cumulative probability y. |
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121 | * |
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122 | * This is accomplished using the inverse gamma integral |
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123 | * function and the relation |
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124 | * |
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125 | * x/2 = igami( df/2, y ); |
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126 | * |
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127 | * |
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128 | * |
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129 | * |
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130 | * ACCURACY: |
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131 | * |
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132 | * See igami.c. |
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133 | * |
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134 | * ERROR MESSAGES: |
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135 | * |
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136 | * message condition value returned |
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137 | * chdtri domain y < 0 or y > 1 0.0 |
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138 | * v < 1 |
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139 | * |
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140 | */ |
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141 | |
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142 | /* chdtr() */ |
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143 | |
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144 | |
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145 | /* |
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146 | Cephes Math Library Release 2.8: June, 2000 |
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147 | Copyright 1984, 1987, 2000 by Stephen L. Moshier |
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148 | */ |
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149 | |
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150 | #include "mconf.h" |
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151 | #ifdef ANSIPROT |
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152 | extern double igamc ( double, double ); |
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153 | extern double igam ( double, double ); |
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154 | extern double igami ( double, double ); |
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155 | #else |
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156 | double igamc(), igam(), igami(); |
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157 | #endif |
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158 | |
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159 | double chdtrc(df,x) |
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160 | double df, x; |
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161 | { |
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162 | |
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163 | if( (x < 0.0) || (df < 1.0) ) |
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164 | { |
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165 | mtherr( "chdtrc", DOMAIN ); |
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166 | return(0.0); |
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167 | } |
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168 | return( igamc( df/2.0, x/2.0 ) ); |
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169 | } |
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170 | |
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171 | |
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172 | |
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173 | double chdtr(df,x) |
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174 | double df, x; |
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175 | { |
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176 | |
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177 | if( (x < 0.0) || (df < 1.0) ) |
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178 | { |
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179 | mtherr( "chdtr", DOMAIN ); |
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180 | return(0.0); |
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181 | } |
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182 | return( igam( df/2.0, x/2.0 ) ); |
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183 | } |
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184 | |
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185 | |
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186 | |
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187 | double chdtri( df, y ) |
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188 | double df, y; |
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189 | { |
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190 | double x; |
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191 | |
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192 | if( (y < 0.0) || (y > 1.0) || (df < 1.0) ) |
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193 | { |
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194 | mtherr( "chdtri", DOMAIN ); |
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195 | return(0.0); |
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196 | } |
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197 | |
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198 | x = igami( 0.5 * df, y ); |
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199 | return( 2.0 * x ); |
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200 | } |
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