SUBROUTINE cdft(which,p,q,t,df,status,bound) C********************************************************************** C C SUBROUTINE CDFT( WHICH, P, Q, T, DF, STATUS, BOUND ) C Cumulative Distribution Function C T distribution C C C Function C C C Calculates any one parameter of the t distribution given C values for the others. C C C Arguments C C C WHICH --> Integer indicating which argument C values is to be calculated from the others. C Legal range: 1..3 C iwhich = 1 : Calculate P and Q from T and DF C iwhich = 2 : Calculate T from P,Q and DF C iwhich = 3 : Calculate DF from P,Q and T C INTEGER WHICH C C P <--> The integral from -infinity to t of the t-density. 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 T <--> Upper limit of integration of the t-density. C Input range: ( -infinity, +infinity). C Search range: [ -1E100, 1E100 ] C DOUBLE PRECISION T C C DF <--> Degrees of freedom of the t-distribution. C Input range: (0 , +infinity). C Search range: [1e-100, 1E10] 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 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 26.5.27 of Abramowitz and Stegun, Handbook of C Mathematical Functions (1966) is used to reduce the computation C of the cumulative distribution function to that of an incomplete C beta. 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) DOUBLE PRECISION rtinf PARAMETER (rtinf=1.0D100) DOUBLE PRECISION maxdf PARAMETER (maxdf=1.0d10) C .. C .. Scalar Arguments .. DOUBLE PRECISION bound,df,p,q,t INTEGER status,which C .. C .. Local Scalars .. DOUBLE PRECISION ccum,cum,fx,pq LOGICAL qhi,qleft,qporq C .. C .. External Functions .. DOUBLE PRECISION dt1,spmpar EXTERNAL dt1,spmpar C .. C .. External Subroutines .. EXTERNAL cumt,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.LE.0.0D0).OR. (p.GT.1.0D0))) GO TO 60 IF (.NOT. (p.LE.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.3) GO TO 130 IF (.NOT. (df.LE.0.0D0)) GO TO 120 bound = 0.0D0 status = -5 RETURN 120 CONTINUE 130 IF (which.EQ.1) GO TO 170 pq = p + q IF (.NOT. (abs(((pq)-0.5D0)-0.5D0).GT. + (3.0D0*spmpar(1)))) GO TO 160 IF (.NOT. (pq.LT.0.0D0)) GO TO 140 bound = 0.0D0 GO TO 150 140 bound = 1.0D0 150 status = 3 RETURN 160 CONTINUE 170 IF (.NOT. (which.EQ.1)) qporq = p .LE. q IF ((1).EQ. (which)) THEN CALL cumt(t,df,p,q) status = 0 ELSE IF ((2).EQ. (which)) THEN t = dt1(p,q,df) CALL dstinv(-rtinf,rtinf,0.5D0,0.5D0,5.0D0,atol,tol) status = 0 CALL dinvr(status,t,fx,qleft,qhi) 180 IF (.NOT. (status.EQ.1)) GO TO 210 CALL cumt(t,df,cum,ccum) IF (.NOT. (qporq)) GO TO 190 fx = cum - p GO TO 200 190 fx = ccum - q 200 CALL dinvr(status,t,fx,qleft,qhi) GO TO 180 210 IF (.NOT. (status.EQ.-1)) GO TO 240 IF (.NOT. (qleft)) GO TO 220 status = 1 bound = -rtinf GO TO 230 220 status = 2 bound = rtinf 230 CONTINUE 240 CONTINUE ELSE IF ((3).EQ. (which)) THEN df = 5.0D0 CALL dstinv(zero,maxdf,0.5D0,0.5D0,5.0D0,atol,tol) status = 0 CALL dinvr(status,df,fx,qleft,qhi) 250 IF (.NOT. (status.EQ.1)) GO TO 280 CALL cumt(t,df,cum,ccum) IF (.NOT. (qporq)) GO TO 260 fx = cum - p GO TO 270 260 fx = ccum - q 270 CALL dinvr(status,df,fx,qleft,qhi) GO TO 250 280 IF (.NOT. (status.EQ.-1)) GO TO 310 IF (.NOT. (qleft)) GO TO 290 status = 1 bound = zero GO TO 300 290 status = 2 bound = maxdf 300 CONTINUE 310 END IF RETURN END