SUBROUTINE cdfchi(which,p,q,x,df,status,bound) C********************************************************************** C C SUBROUTINE CDFCHI( WHICH, P, Q, X, DF, STATUS, BOUND ) C Cumulative Distribution Function C CHI-Square distribution C C C Function C C C Calculates any one parameter of the chi-square C distribution given values for the others. C C C Arguments C C C WHICH --> Integer indicating which of the next three argument C values is to be calculated from the others. C Legal range: 1..3 C iwhich = 1 : Calculate P and Q from X and DF C iwhich = 2 : Calculate X from P,Q and DF C iwhich = 3 : Calculate DF from P,Q and X 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 the non-central C chi-square distribution. C Input range: [0, +infinity). C Search range: [0,1E100] C DOUBLE PRECISION X C C DF <--> Degrees of freedom of the C chi-square distribution. C Input range: (0, +infinity). C Search range: [ 1E-100, 1E100] C DOUBLE PRECISION DF 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 10 indicates error returned from cumgam. See C references in cdfgam 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 Formula 26.4.19 of Abramowitz and Stegun, Handbook of C Mathematical Functions (1966) is used to reduce the chisqure C distribution to the incomplete distribution. 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 .. 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) C .. C .. Scalar Arguments .. DOUBLE PRECISION bound,df,p,q,x INTEGER status,which C .. C .. Local Scalars .. DOUBLE PRECISION ccum,cum,fx,porq,pq LOGICAL qhi,qleft,qporq C .. C .. External Functions .. DOUBLE PRECISION spmpar EXTERNAL spmpar C .. C .. External Subroutines .. EXTERNAL cumchi,dinvr,dstinv C .. C .. Intrinsic Functions .. INTRINSIC abs C .. IF (.NOT. ((which.LT.1).OR. (which.GT.3))) GO TO 30 IF (.NOT. (which.LT.1)) GO TO 10 bound = 1.0D0 GO TO 20 10 bound = 3.0D0 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.LE.0.0D0).OR. (q.GT.1.0D0))) GO TO 100 IF (.NOT. (q.LE.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 130 IF (.NOT. (x.LT.0.0D0)) GO TO 120 bound = 0.0D0 status = -4 RETURN 120 CONTINUE 130 IF (which.EQ.3) GO TO 150 IF (.NOT. (df.LE.0.0D0)) GO TO 140 bound = 0.0D0 status = -5 RETURN 140 CONTINUE 150 IF (which.EQ.1) GO TO 190 pq = p + q IF (.NOT. (abs(((pq)-0.5D0)-0.5D0).GT. + (3.0D0*spmpar(1)))) GO TO 180 IF (.NOT. (pq.LT.0.0D0)) GO TO 160 bound = 0.0D0 GO TO 170 160 bound = 1.0D0 170 status = 3 RETURN 180 CONTINUE 190 IF (which.EQ.1) GO TO 220 qporq = p .LE. q IF (.NOT. (qporq)) GO TO 200 porq = p GO TO 210 200 porq = q 210 CONTINUE 220 IF ((1).EQ. (which)) THEN status = 0 CALL cumchi(x,df,p,q) IF (porq.GT.1.5D0) THEN status = 10 RETURN END IF ELSE IF ((2).EQ. (which)) THEN x = 5.0D0 CALL dstinv(0.0D0,inf,0.5D0,0.5D0,5.0D0,atol,tol) status = 0 CALL dinvr(status,x,fx,qleft,qhi) 230 IF (.NOT. (status.EQ.1)) GO TO 270 CALL cumchi(x,df,cum,ccum) IF (.NOT. (qporq)) GO TO 240 fx = cum - p GO TO 250 240 fx = ccum - q 250 IF (.NOT. ((fx+porq).GT.1.5D0)) GO TO 260 status = 10 RETURN 260 CALL dinvr(status,x,fx,qleft,qhi) GO TO 230 270 IF (.NOT. (status.EQ.-1)) GO TO 300 IF (.NOT. (qleft)) GO TO 280 status = 1 bound = 0.0D0 GO TO 290 280 status = 2 bound = inf 290 CONTINUE 300 CONTINUE ELSE IF ((3).EQ. (which)) THEN df = 5.0D0 CALL dstinv(zero,inf,0.5D0,0.5D0,5.0D0,atol,tol) status = 0 CALL dinvr(status,df,fx,qleft,qhi) 310 IF (.NOT. (status.EQ.1)) GO TO 350 CALL cumchi(x,df,cum,ccum) IF (.NOT. (qporq)) GO TO 320 fx = cum - p GO TO 330 320 fx = ccum - q 330 IF (.NOT. ((fx+porq).GT.1.5D0)) GO TO 340 status = 10 RETURN 340 CALL dinvr(status,df,fx,qleft,qhi) GO TO 310 350 IF (.NOT. (status.EQ.-1)) GO TO 380 IF (.NOT. (qleft)) GO TO 360 status = 1 bound = zero GO TO 370 360 status = 2 bound = inf 370 CONTINUE 380 END IF RETURN END