SUBROUTINE cdfbet(which,p,q,x,y,a,b,status,bound) C********************************************************************** C C SUBROUTINE CDFBET( WHICH, P, Q, X, Y, A, B, STATUS, BOUND ) C Cumulative Distribution Function C BETa Distribution C C C Function C C C Calculates any one parameter of the beta distribution given C values for the others. C C C Arguments C C C WHICH --> Integer indicating which of the next four argument C values is to be calculated from the others. C Legal range: 1..4 C iwhich = 1 : Calculate P and Q from X,Y,A and B C iwhich = 2 : Calculate X and Y from P,Q,A and B C iwhich = 3 : Calculate A from P,Q,X,Y and B C iwhich = 4 : Calculate B from P,Q,X,Y and A C C INTEGER WHICH C C P <--> The integral from 0 to X of the chi-square C distribution. C Input range: [0, 1]. C DOUBLE PRECISION P C C Q <--> 1-P. C Input range: [0, 1]. C P + Q = 1.0. C DOUBLE PRECISION Q C C X <--> Upper limit of integration of beta density. C Input range: [0,1]. C Search range: [0,1] C DOUBLE PRECISION X C C Y <--> 1-X. C Input range: [0,1]. C Search range: [0,1] C X + Y = 1.0. C DOUBLE PRECISION Y C C A <--> The first parameter of the beta density. C Input range: (0, +infinity). C Search range: [1D-100,1D100] C DOUBLE PRECISION A C C B <--> The second parameter of the beta density. C Input range: (0, +infinity). C Search range: [1D-100,1D100] C DOUBLE PRECISION B C C STATUS <-- 0 if calculation completed correctly C -I if input parameter number I is out of range C 1 if answer appears to be lower than lowest C search bound C 2 if answer appears to be higher than greatest C search bound C 3 if P + Q .ne. 1 C 4 if X + Y .ne. 1 C INTEGER STATUS C C BOUND <-- Undefined if STATUS is 0 C C Bound exceeded by parameter number I if STATUS C is negative. C C Lower search bound if STATUS is 1. C C Upper search bound if STATUS is 2. C C C Method C C C Cumulative distribution function (P) is calculated directly by C code associated with the following reference. C C DiDinato, A. R. and Morris, A. H. Algorithm 708: Significant C Digit Computation of the Incomplete Beta Function Ratios. ACM C Trans. Math. Softw. 18 (1993), 360-373. C C Computation of other parameters involve a search for a value that C produces the desired value of P. The search relies on the C monotinicity of P with the other parameter. C C C Note C C C The beta density is proportional to C t^(A-1) * (1-t)^(B-1) C C********************************************************************** C .. Parameters .. DOUBLE PRECISION tol PARAMETER (tol=1.0D-8) DOUBLE PRECISION atol PARAMETER (atol=1.0D-50) DOUBLE PRECISION zero,inf PARAMETER (zero=1.0D-100,inf=1.0D100) DOUBLE PRECISION one PARAMETER (one=1.0D0) C .. C .. Scalar Arguments .. DOUBLE PRECISION a,b,bound,p,q,x,y INTEGER status,which C .. C .. Local Scalars .. DOUBLE PRECISION ccum,cum,fx,pq,xhi,xlo,xy LOGICAL qhi,qleft,qporq C .. C .. External Functions .. DOUBLE PRECISION spmpar EXTERNAL spmpar C .. C .. External Subroutines .. EXTERNAL cumbet,dinvr,dstinv,dstzr,dzror C .. C .. Intrinsic Functions .. INTRINSIC abs C .. IF (.NOT. ((which.LT.1).OR. (which.GT.4))) GO TO 30 IF (.NOT. (which.LT.1)) GO TO 10 bound = 1.0D0 GO TO 20 10 bound = 4.0D0 20 status = -1 RETURN 30 IF (which.EQ.1) GO TO 70 IF (.NOT. ((p.LT.0.0D0).OR. (p.GT.1.0D0))) GO TO 60 IF (.NOT. (p.LT.0.0D0)) GO TO 40 bound = 0.0D0 GO TO 50 40 bound = 1.0D0 50 status = -2 RETURN 60 CONTINUE 70 IF (which.EQ.1) GO TO 110 IF (.NOT. ((q.LT.0.0D0).OR. (q.GT.1.0D0))) GO TO 100 IF (.NOT. (q.LT.0.0D0)) GO TO 80 bound = 0.0D0 GO TO 90 80 bound = 1.0D0 90 status = -3 RETURN 100 CONTINUE 110 IF (which.EQ.2) GO TO 150 IF (.NOT. ((x.LT.0.0D0).OR. (x.GT.1.0D0))) GO TO 140 IF (.NOT. (x.LT.0.0D0)) GO TO 120 bound = 0.0D0 GO TO 130 120 bound = 1.0D0 130 status = -4 RETURN 140 CONTINUE 150 IF (which.EQ.2) GO TO 190 IF (.NOT. ((y.LT.0.0D0).OR. (y.GT.1.0D0))) GO TO 180 IF (.NOT. (y.LT.0.0D0)) GO TO 160 bound = 0.0D0 GO TO 170 160 bound = 1.0D0 170 status = -5 RETURN 180 CONTINUE 190 IF (which.EQ.3) GO TO 210 IF (.NOT. (a.LE.0.0D0)) GO TO 200 bound = 0.0D0 status = -6 RETURN 200 CONTINUE 210 IF (which.EQ.4) GO TO 230 IF (.NOT. (b.LE.0.0D0)) GO TO 220 bound = 0.0D0 status = -7 RETURN 220 CONTINUE 230 IF (which.EQ.1) GO TO 270 pq = p + q IF (.NOT. (abs(((pq)-0.5D0)-0.5D0).GT. + (3.0D0*spmpar(1)))) GO TO 260 IF (.NOT. (pq.LT.0.0D0)) GO TO 240 bound = 0.0D0 GO TO 250 240 bound = 1.0D0 250 status = 3 RETURN 260 CONTINUE 270 IF (which.EQ.2) GO TO 310 xy = x + y IF (.NOT. (abs(((xy)-0.5D0)-0.5D0).GT. + (3.0D0*spmpar(1)))) GO TO 300 IF (.NOT. (xy.LT.0.0D0)) GO TO 280 bound = 0.0D0 GO TO 290 280 bound = 1.0D0 290 status = 4 RETURN 300 CONTINUE 310 IF (.NOT. (which.EQ.1)) qporq = p .LE. q IF ((1).EQ. (which)) THEN CALL cumbet(x,y,a,b,p,q) status = 0 ELSE IF ((2).EQ. (which)) THEN CALL dstzr(0.0D0,1.0D0,atol,tol) IF (.NOT. (qporq)) GO TO 340 status = 0 CALL dzror(status,x,fx,xlo,xhi,qleft,qhi) y = one - x 320 IF (.NOT. (status.EQ.1)) GO TO 330 CALL cumbet(x,y,a,b,cum,ccum) fx = cum - p CALL dzror(status,x,fx,xlo,xhi,qleft,qhi) y = one - x GO TO 320 330 GO TO 370 340 status = 0 CALL dzror(status,y,fx,xlo,xhi,qleft,qhi) x = one - y 350 IF (.NOT. (status.EQ.1)) GO TO 360 CALL cumbet(x,y,a,b,cum,ccum) fx = ccum - q CALL dzror(status,y,fx,xlo,xhi,qleft,qhi) x = one - y GO TO 350 360 CONTINUE 370 IF (.NOT. (status.EQ.-1)) GO TO 400 IF (.NOT. (qleft)) GO TO 380 status = 1 bound = 0.0D0 GO TO 390 380 status = 2 bound = 1.0D0 390 CONTINUE 400 CONTINUE ELSE IF ((3).EQ. (which)) THEN a = 5.0D0 CALL dstinv(zero,inf,0.5D0,0.5D0,5.0D0,atol,tol) status = 0 CALL dinvr(status,a,fx,qleft,qhi) 410 IF (.NOT. (status.EQ.1)) GO TO 440 CALL cumbet(x,y,a,b,cum,ccum) IF (.NOT. (qporq)) GO TO 420 fx = cum - p GO TO 430 420 fx = ccum - q 430 CALL dinvr(status,a,fx,qleft,qhi) GO TO 410 440 IF (.NOT. (status.EQ.-1)) GO TO 470 IF (.NOT. (qleft)) GO TO 450 status = 1 bound = zero GO TO 460 450 status = 2 bound = inf 460 CONTINUE 470 CONTINUE ELSE IF ((4).EQ. (which)) THEN b = 5.0D0 CALL dstinv(zero,inf,0.5D0,0.5D0,5.0D0,atol,tol) status = 0 CALL dinvr(status,b,fx,qleft,qhi) 480 IF (.NOT. (status.EQ.1)) GO TO 510 CALL cumbet(x,y,a,b,cum,ccum) IF (.NOT. (qporq)) GO TO 490 fx = cum - p GO TO 500 490 fx = ccum - q 500 CALL dinvr(status,b,fx,qleft,qhi) GO TO 480 510 IF (.NOT. (status.EQ.-1)) GO TO 540 IF (.NOT. (qleft)) GO TO 520 status = 1 bound = zero GO TO 530 520 status = 2 bound = inf 530 CONTINUE 540 END IF RETURN END