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betai.f
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1 *DECK BETAI
2  REAL FUNCTION betai (X, PIN, QIN)
3 C***BEGIN PROLOGUE BETAI
4 C***PURPOSE Calculate the incomplete Beta function.
5 C***LIBRARY SLATEC (FNLIB)
6 C***CATEGORY C7F
7 C***TYPE SINGLE PRECISION (BETAI-S, DBETAI-D)
8 C***KEYWORDS FNLIB, INCOMPLETE BETA FUNCTION, SPECIAL FUNCTIONS
9 C***AUTHOR Fullerton, W., (LANL)
10 C***DESCRIPTION
11 C
12 C BETAI calculates the REAL incomplete beta function.
13 C
14 C The incomplete beta function ratio is the probability that a
15 C random variable from a beta distribution having parameters PIN and
16 C QIN will be less than or equal to X.
17 C
18 C -- Input Arguments -- All arguments are REAL.
19 C X upper limit of integration. X must be in (0,1) inclusive.
20 C PIN first beta distribution parameter. PIN must be .GT. 0.0.
21 C QIN second beta distribution parameter. QIN must be .GT. 0.0.
22 C
23 C***REFERENCES Nancy E. Bosten and E. L. Battiste, Remark on Algorithm
24 C 179, Communications of the ACM 17, 3 (March 1974),
25 C pp. 156.
26 C***ROUTINES CALLED ALBETA, R1MACH, XERMSG
27 C***REVISION HISTORY (YYMMDD)
28 C 770401 DATE WRITTEN
29 C 890531 Changed all specific intrinsics to generic. (WRB)
30 C 890531 REVISION DATE from Version 3.2
31 C 891214 Prologue converted to Version 4.0 format. (BAB)
32 C 900315 CALLs to XERROR changed to CALLs to XERMSG. (THJ)
33 C 900326 Removed duplicate information from DESCRIPTION section.
34 C (WRB)
35 C 920528 DESCRIPTION and REFERENCES sections revised. (WRB)
36 C***END PROLOGUE BETAI
37  LOGICAL FIRST
38  SAVE eps, alneps, sml, alnsml, first
39  DATA first /.true./
40 C***FIRST EXECUTABLE STATEMENT BETAI
41  IF (first) THEN
42  eps = r1mach(3)
43  alneps = log(eps)
44  sml = r1mach(1)
45  alnsml = log(sml)
46  ENDIF
47  first = .false.
48 C
49  IF (x .LT. 0. .OR. x .GT. 1.0) CALL xermsg('SLATEC', 'BETAI',
50  + 'X IS NOT IN THE RANGE (0,1)', 1, 2)
51  IF (pin .LE. 0. .OR. qin .LE. 0.) CALL xermsg('SLATEC', 'BETAI',
52  + 'P AND/OR Q IS LE ZERO', 2, 2)
53 C
54  y = x
55  p = pin
56  q = qin
57  IF (q.LE.p .AND. x.LT.0.8) go to 20
58  IF (x.LT.0.2) go to 20
59  y = 1.0 - y
60  p = qin
61  q = pin
62 C
63  20 IF ((p+q)*y/(p+1.).LT.eps) go to 80
64 C
65 C EVALUATE THE INFINITE SUM FIRST.
66 C TERM WILL EQUAL Y**P/BETA(PS,P) * (1.-PS)I * Y**I / FAC(I)
67 C
68  ps = q - aint(q)
69  IF (ps.EQ.0.) ps = 1.0
70  xb = p*log(y) - albeta(ps, p) - log(p)
71  betai = 0.0
72  IF (xb.LT.alnsml) go to 40
73 C
74  betai = exp(xb)
75  term = betai*p
76  IF (ps.EQ.1.0) go to 40
77 C
78  n = max(alneps/log(y), 4.0e0)
79  DO 30 i=1,n
80  term = term*(i-ps)*y/i
81  betai = betai + term/(p+i)
82  30 CONTINUE
83 C
84 C NOW EVALUATE THE FINITE SUM, MAYBE.
85 C
86  40 IF (q.LE.1.0) go to 70
87 C
88  xb = p*log(y) + q*log(1.0-y) - albeta(p,q) - log(q)
89  ib = max(xb/alnsml, 0.0e0)
90  term = exp(xb - ib*alnsml)
91  c = 1.0/(1.0-y)
92  p1 = q*c/(p+q-1.)
93 C
94  finsum = 0.0
95  n = q
96  IF (q.EQ.REAL(n)) n = n - 1
97  DO 50 i=1,n
98  IF (p1.LE.1.0 .AND. term/eps.LE.finsum) go to 60
99  term = (q-i+1)*c*term/(p+q-i)
100 C
101  IF (term.GT.1.0) ib = ib - 1
102  IF (term.GT.1.0) term = term*sml
103 C
104  IF (ib.EQ.0) finsum = finsum + term
105  50 CONTINUE
106 C
107  60 betai = betai + finsum
108  70 IF (y.NE.x .OR. p.NE.pin) betai = 1.0 - betai
109  betai = max(min(betai, 1.0), 0.0)
110  RETURN
111 C
112  80 betai = 0.0
113  xb = p*log(max(y,sml)) - log(p) - albeta(p,q)
114  IF (xb.GT.alnsml .AND. y.NE.0.) betai = exp(xb)
115  IF (y.NE.x .OR. p.NE.pin) betai = 1.0 - betai
116  RETURN
117 C
118  END
function albeta(A, B)
Definition: albeta.f:2
int exp(void) const
Definition: DET.h:64
octave_value log(void) const
Definition: ov.h:1190
charNDArray max(char d, const charNDArray &m)
Definition: chNDArray.cc:233
subroutine xermsg(LIBRAR, SUBROU, MESSG, NERR, LEVEL)
Definition: xermsg.f:2
real function betai(X, PIN, QIN)
Definition: betai.f:2
charNDArray min(char d, const charNDArray &m)
Definition: chNDArray.cc:210