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dbetai.f
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1 
2 *DECK DBETAI
3  DOUBLE PRECISION FUNCTION dbetai (X, PIN, QIN)
4 C***BEGIN PROLOGUE DBETAI
5 C***PURPOSE Calculate the incomplete Beta function.
6 C***LIBRARY SLATEC (FNLIB)
7 C***CATEGORY C7F
8 C***TYPE DOUBLE PRECISION (BETAI-S, DBETAI-D)
9 C***KEYWORDS FNLIB, INCOMPLETE BETA FUNCTION, SPECIAL FUNCTIONS
10 C***AUTHOR Fullerton, W., (LANL)
11 C***DESCRIPTION
12 C
13 C DBETAI calculates the DOUBLE PRECISION incomplete beta function.
14 C
15 C The incomplete beta function ratio is the probability that a
16 C random variable from a beta distribution having parameters PIN and
17 C QIN will be less than or equal to X.
18 C
19 C -- Input Arguments -- All arguments are DOUBLE PRECISION.
20 C X upper limit of integration. X must be in (0,1) inclusive.
21 C PIN first beta distribution parameter. PIN must be .GT. 0.0.
22 C QIN second beta distribution parameter. QIN must be .GT. 0.0.
23 C
24 C***REFERENCES Nancy E. Bosten and E. L. Battiste, Remark on Algorithm
25 C 179, Communications of the ACM 17, 3 (March 1974),
26 C pp. 156.
27 C***ROUTINES CALLED D1MACH, DLBETA, XERMSG
28 C***REVISION HISTORY (YYMMDD)
29 C 770701 DATE WRITTEN
30 C 890531 Changed all specific intrinsics to generic. (WRB)
31 C 890911 Removed unnecessary intrinsics. (WRB)
32 C 890911 REVISION DATE from Version 3.2
33 C 891214 Prologue converted to Version 4.0 format. (BAB)
34 C 900315 CALLs to XERROR changed to CALLs to XERMSG. (THJ)
35 C 920528 DESCRIPTION and REFERENCES sections revised. (WRB)
36 C***END PROLOGUE DBETAI
37  DOUBLE PRECISION X, PIN, QIN, ALNEPS, ALNSML, C, EPS, FINSUM, P,
38  1 ps, q, sml, term, xb, xi, y, d1mach, dlbeta, p1
39  LOGICAL FIRST
40  SAVE eps, alneps, sml, alnsml, first
41  DATA first /.true./
42 C***FIRST EXECUTABLE STATEMENT DBETAI
43  IF (first) THEN
44  eps = d1mach(3)
45  alneps = log(eps)
46  sml = d1mach(1)
47  alnsml = log(sml)
48  ENDIF
49  first = .false.
50 C
51  IF (x .LT. 0.d0 .OR. x .GT. 1.d0) CALL xermsg('SLATEC', 'DBETAI',
52  + 'X IS NOT IN THE RANGE (0,1)', 1, 2)
53  IF (pin .LE. 0.d0 .OR. qin .LE. 0.d0) CALL xermsg('SLATEC',
54  + 'DBETAI', 'P AND/OR Q IS LE ZERO', 2, 2)
55 C
56  y = x
57  p = pin
58  q = qin
59  IF (q.LE.p .AND. x.LT.0.8d0) go to 20
60  IF (x.LT.0.2d0) go to 20
61  y = 1.0d0 - y
62  p = qin
63  q = pin
64 C
65  20 IF ((p+q)*y/(p+1.d0).LT.eps) go to 80
66 C
67 C EVALUATE THE INFINITE SUM FIRST. TERM WILL EQUAL
68 C Y**P/BETA(PS,P) * (1.-PS)-SUB-I * Y**I / FAC(I) .
69 C
70  ps = q - aint(q)
71  IF (ps.EQ.0.d0) ps = 1.0d0
72  xb = p*log(y) - dlbeta(ps,p) - log(p)
73  dbetai = 0.0d0
74  IF (xb.LT.alnsml) go to 40
75 C
76  dbetai = exp(xb)
77  term = dbetai*p
78  IF (ps.EQ.1.0d0) go to 40
79  n = max(alneps/log(y), 4.0d0)
80  DO 30 i=1,n
81  xi = i
82  term = term * (xi-ps)*y/xi
83  dbetai = dbetai + term/(p+xi)
84  30 CONTINUE
85 C
86 C NOW EVALUATE THE FINITE SUM, MAYBE.
87 C
88  40 IF (q.LE.1.0d0) go to 70
89 C
90  xb = p*log(y) + q*log(1.0d0-y) - dlbeta(p,q) - log(q)
91  ib = max(xb/alnsml, 0.0d0)
92  term = exp(xb - ib*alnsml)
93  c = 1.0d0/(1.d0-y)
94  p1 = q*c/(p+q-1.d0)
95 C
96  finsum = 0.0d0
97  n = q
98  IF (q.EQ.dble(n)) n = n - 1
99  DO 50 i=1,n
100  IF (p1.LE.1.0d0 .AND. term/eps.LE.finsum) go to 60
101  xi = i
102  term = (q-xi+1.0d0)*c*term/(p+q-xi)
103 C
104  IF (term.GT.1.0d0) ib = ib - 1
105  IF (term.GT.1.0d0) term = term*sml
106 C
107  IF (ib.EQ.0) finsum = finsum + term
108  50 CONTINUE
109 C
110  60 dbetai = dbetai + finsum
111  70 IF (y.NE.x .OR. p.NE.pin) dbetai = 1.0d0 - dbetai
112  dbetai = max(min(dbetai, 1.0d0), 0.0d0)
113  RETURN
114 C
115  80 dbetai = 0.0d0
116  xb = p*log(max(y,sml)) - log(p) - dlbeta(p,q)
117  IF (xb.GT.alnsml .AND. y.NE.0.0d0) dbetai = exp(xb)
118  IF (y.NE.x .OR. p.NE.pin) dbetai = 1.0d0 - dbetai
119 C
120  RETURN
121  END
int exp(void) const
Definition: DET.h:64
octave_value log(void) const
Definition: ov.h:1190
double precision function dlbeta(A, B)
Definition: dlbeta.f:2
charNDArray max(char d, const charNDArray &m)
Definition: chNDArray.cc:233
subroutine xermsg(LIBRAR, SUBROU, MESSG, NERR, LEVEL)
Definition: xermsg.f:2
double precision function dbetai(X, PIN, QIN)
Definition: dbetai.f:3
static const double xi[33]
Definition: quadcc.cc:56
charNDArray min(char d, const charNDArray &m)
Definition: chNDArray.cc:210