1 | /* pdtr.c |
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2 | * |
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3 | * Poisson 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 | * int k; |
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10 | * double m, y, pdtr(); |
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11 | * |
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12 | * y = pdtr( k, m ); |
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13 | * |
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14 | * |
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15 | * |
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16 | * DESCRIPTION: |
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17 | * |
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18 | * Returns the sum of the first k terms of the Poisson |
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19 | * distribution: |
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20 | * |
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21 | * k j |
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22 | * -- -m m |
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23 | * > e -- |
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24 | * -- j! |
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25 | * j=0 |
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26 | * |
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27 | * The terms are not summed directly; instead the incomplete |
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28 | * gamma integral is employed, according to the relation |
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29 | * |
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30 | * y = pdtr( k, m ) = igamc( k+1, m ). |
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31 | * |
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32 | * The arguments must both be positive. |
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33 | * |
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34 | * |
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35 | * |
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36 | * ACCURACY: |
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37 | * |
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38 | * See igamc(). |
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39 | * |
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40 | */ |
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41 | /* pdtrc() |
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42 | * |
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43 | * Complemented poisson distribution |
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44 | * |
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45 | * |
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46 | * |
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47 | * SYNOPSIS: |
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48 | * |
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49 | * int k; |
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50 | * double m, y, pdtrc(); |
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51 | * |
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52 | * y = pdtrc( k, m ); |
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53 | * |
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54 | * |
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55 | * |
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56 | * DESCRIPTION: |
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57 | * |
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58 | * Returns the sum of the terms k+1 to infinity of the Poisson |
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59 | * distribution: |
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60 | * |
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61 | * inf. j |
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62 | * -- -m m |
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63 | * > e -- |
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64 | * -- j! |
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65 | * j=k+1 |
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66 | * |
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67 | * The terms are not summed directly; instead the incomplete |
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68 | * gamma integral is employed, according to the formula |
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69 | * |
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70 | * y = pdtrc( k, m ) = igam( k+1, m ). |
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71 | * |
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72 | * The arguments must both be positive. |
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73 | * |
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74 | * |
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75 | * |
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76 | * ACCURACY: |
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77 | * |
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78 | * See igam.c. |
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79 | * |
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80 | */ |
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81 | /* pdtri() |
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82 | * |
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83 | * Inverse Poisson distribution |
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84 | * |
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85 | * |
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86 | * |
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87 | * SYNOPSIS: |
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88 | * |
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89 | * int k; |
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90 | * double m, y, pdtr(); |
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91 | * |
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92 | * m = pdtri( k, y ); |
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93 | * |
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94 | * |
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95 | * |
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96 | * |
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97 | * DESCRIPTION: |
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98 | * |
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99 | * Finds the Poisson variable x such that the integral |
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100 | * from 0 to x of the Poisson density is equal to the |
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101 | * given probability y. |
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102 | * |
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103 | * This is accomplished using the inverse gamma integral |
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104 | * function and the relation |
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105 | * |
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106 | * m = igami( k+1, y ). |
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107 | * |
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108 | * |
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109 | * |
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110 | * |
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111 | * ACCURACY: |
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112 | * |
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113 | * See igami.c. |
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114 | * |
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115 | * ERROR MESSAGES: |
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116 | * |
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117 | * message condition value returned |
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118 | * pdtri domain y < 0 or y >= 1 0.0 |
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119 | * k < 0 |
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120 | * |
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121 | */ |
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122 | |
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123 | /* |
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124 | Cephes Math Library Release 2.8: June, 2000 |
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125 | Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier |
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126 | */ |
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127 | |
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128 | #include "mconf.h" |
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129 | #ifdef ANSIPROT |
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130 | extern double igam ( double, double ); |
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131 | extern double igamc ( double, double ); |
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132 | extern double igami ( double, double ); |
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133 | #else |
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134 | double igam(), igamc(), igami(); |
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135 | #endif |
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136 | |
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137 | double pdtrc( k, m ) |
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138 | int k; |
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139 | double m; |
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140 | { |
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141 | double v; |
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142 | |
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143 | if( (k < 0) || (m <= 0.0) ) |
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144 | { |
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145 | mtherr( "pdtrc", DOMAIN ); |
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146 | return( 0.0 ); |
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147 | } |
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148 | v = k+1; |
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149 | return( igam( v, m ) ); |
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150 | } |
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151 | |
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152 | |
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153 | |
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154 | double pdtr( k, m ) |
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155 | int k; |
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156 | double m; |
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157 | { |
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158 | double v; |
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159 | |
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160 | if( (k < 0) || (m <= 0.0) ) |
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161 | { |
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162 | mtherr( "pdtr", DOMAIN ); |
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163 | return( 0.0 ); |
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164 | } |
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165 | v = k+1; |
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166 | return( igamc( v, m ) ); |
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167 | } |
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168 | |
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169 | |
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170 | double pdtri( k, y ) |
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171 | int k; |
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172 | double y; |
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173 | { |
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174 | double v; |
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175 | |
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176 | if( (k < 0) || (y < 0.0) || (y >= 1.0) ) |
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177 | { |
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178 | mtherr( "pdtri", DOMAIN ); |
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179 | return( 0.0 ); |
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180 | } |
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181 | v = k+1; |
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182 | v = igami( v, y ); |
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183 | return( v ); |
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184 | } |
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