+++ /dev/null
-/* cdf/hypergeometric.c
- *
- * Copyright (C) 2004 Free Software Foundation, Inc.
- *
- *
- * This program is free software; you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation; either version 2 of the License, or (at
- * your option) any later version.
- *
- * This program is distributed in the hope that it will be useful, but
- * WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
- * General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with this program; if not, write to the Free Software
- * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
- */
-
-/*
- * Computes the cumulative distribution function for a hypergeometric
- * random variable. A hypergeometric random variable X is the number
- * of elements of type 0 in a sample of size t, drawn from a population
- * of size n1 + n0, in which n1 are of type 1 and n0 are of type 0.
- *
- * This algorithm computes Pr( X <= k ) by summing the terms from
- * the mass function, Pr( X = k ).
- *
- * References:
- *
- * T. Wu. An accurate computation of the hypergeometric distribution
- * function. ACM Transactions on Mathematical Software. Volume 19, number 1,
- * March 1993.
- * This algorithm is not used, since it requires factoring the
- * numerator and denominator, then cancelling. It is more accurate
- * than the algorithm used here, but the cancellation requires more
- * time than the algorithm used here.
- *
- * W. Feller. An Introduction to Probability Theory and Its Applications,
- * third edition. 1968. Chapter 2, section 6.
- */
-#include <math.h>
-#include <gsl/gsl_math.h>
-#include <gsl/gsl_errno.h>
-#include <gsl/gsl_cdf.h>
-#include <gsl/gsl_randist.h>
-#include "gsl-extras.h"
-
-/*
- * Pr (X <= k)
- */
-double
-gslextras_cdf_hypergeometric_P (const unsigned int k,
- const unsigned int n0,
- const unsigned int n1,
- const unsigned int t)
-{
- unsigned int i;
- unsigned int mode;
- double P;
- double tmp;
- double relerr;
-
- if( t > (n0+n1))
- {
- GSLEXTRAS_CDF_ERROR("t larger than population size",GSL_EDOM);
- }
- else if( k >= n0 || k >= t)
- {
- P = 1.0;
- }
- else if (k < 0.0)
- {
- P = 0.0;
- }
- else
- {
- P = 0.0;
- mode = (int) t*n0 / (n0+n1);
- relerr = 1.0;
- if( k < mode )
- {
- i = k;
- relerr = 1.0;
- while(i != UINT_MAX && relerr > GSL_DBL_EPSILON && P < 1.0)
- {
- tmp = gsl_ran_hypergeometric_pdf(i, n0, n1, t);
- P += tmp;
- relerr = tmp / P;
- i--;
- }
- }
- else
- {
- i = mode;
- relerr = 1.0;
- while(i <= k && relerr > GSL_DBL_EPSILON && P < 1.0)
- {
- tmp = gsl_ran_hypergeometric_pdf(i, n0, n1, t);
- P += tmp;
- relerr = tmp / P;
- i++;
- }
- i = mode - 1;
- relerr = 1.0;
- while( i != UINT_MAX && relerr > GSL_DBL_EPSILON && P < 1.0)
- {
- tmp = gsl_ran_hypergeometric_pdf(i, n0, n1, t);
- P += tmp;
- relerr = tmp / P;
- i--;
- }
- }
- /*
- * Hack to get rid of a pesky error when the sum
- * gets slightly above 1.0.
- */
- P = GSL_MIN_DBL (P, 1.0);
- }
- return P;
-}
-
-/*
- * Pr (X > k)
- */
-double
-gslextras_cdf_hypergeometric_Q (const unsigned int k,
- const unsigned int n0,
- const unsigned int n1,
- const unsigned int t)
-{
- unsigned int i;
- unsigned int mode;
- double P;
- double relerr;
- double tmp;
-
- if( t > (n0+n1))
- {
- GSLEXTRAS_CDF_ERROR("t larger than population size",GSL_EDOM);
- }
- else if( k >= n0 || k >= t)
- {
- P = 0.0;
- }
- else if (k < 0.0)
- {
- P = 1.0;
- }
- else
- {
- P = 0.0;
- mode = (int) t*n0 / (n0+n1);
- relerr = 1.0;
-
- if(k < mode)
- {
- i = mode;
- while( i <= t && relerr > GSL_DBL_EPSILON && P < 1.0)
- {
- tmp = gsl_ran_hypergeometric_pdf(i, n0, n1, t);
- P += tmp;
- relerr = tmp / P;
- i++;
- }
- i = mode - 1;
- relerr = 1.0;
- while ( i > k && relerr > GSL_DBL_EPSILON && P < 1.0)
- {
- tmp = gsl_ran_hypergeometric_pdf(i, n0, n1, t);
- P += tmp;
- relerr = tmp / P;
- i--;
- }
- }
- else
- {
- i = k+1;
- while(i <= t && relerr > GSL_DBL_EPSILON && P < 1.0)
- {
- tmp = gsl_ran_hypergeometric_pdf(i, n0, n1, t);
- P += tmp;
- relerr = tmp / P;
- i++;
- }
- }
- /*
- * Hack to get rid of a pesky error when the sum
- * gets slightly above 1.0.
- */
- P = GSL_MIN_DBL(P, 1.0);
- }
- return P;
-}