# include # include # include # include # include using namespace std; # include "asa226.hpp" //****************************************************************************80 void beta_noncentral_cdf_values ( int *n_data, double *a, double *b, double *lambda, double *x, double *fx ) //****************************************************************************80 // // Purpose: // // BETA_NONCENTRAL_CDF_VALUES returns some values of the noncentral Beta CDF. // // Discussion: // // The values presented here are taken from the reference, where they // were given to a limited number of decimal places. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 24 January 2008 // // Author: // // John Burkardt // // Reference: // // R Chattamvelli, R Shanmugam, // Algorithm AS 310: // Computing the Non-central Beta Distribution Function, // Applied Statistics, // Volume 46, Number 1, 1997, pages 146-156. // // Parameters: // // Input/output, int *N_DATA. The user sets N_DATA to 0 // before the first call. On each call, the routine increments N_DATA by 1, // and returns the corresponding data; when there is no more data, the // output value of N_DATA will be 0 again. // // Output, double *A, *B, the shape parameters. // // Output, double *LAMBDA, the noncentrality parameter. // // Output, double *X, the argument of the function. // // Output, double *FX, the value of the function. // { # define N_MAX 25 double a_vec[N_MAX] = { 5.0, 5.0, 5.0, 10.0, 10.0, 10.0, 20.0, 20.0, 20.0, 10.0, 10.0, 15.0, 20.0, 20.0, 20.0, 30.0, 30.0, 10.0, 10.0, 10.0, 15.0, 10.0, 12.0, 30.0, 35.0 }; double b_vec[N_MAX] = { 5.0, 5.0, 5.0, 10.0, 10.0, 10.0, 20.0, 20.0, 20.0, 20.0, 10.0, 5.0, 10.0, 30.0, 50.0, 20.0, 40.0, 5.0, 10.0, 30.0, 20.0, 5.0, 17.0, 30.0, 30.0 }; double fx_vec[N_MAX] = { 0.4563021, 0.1041337, 0.6022353, 0.9187770, 0.6008106, 0.0902850, 0.9998655, 0.9925997, 0.9641112, 0.9376626573, 0.7306817858, 0.1604256918, 0.1867485313, 0.6559386874, 0.9796881486, 0.1162386423, 0.9930430054, 0.0506899273, 0.1030959706, 0.9978417832, 0.2555552369, 0.0668307064, 0.0113601067, 0.7813366615, 0.8867126477 }; double lambda_vec[N_MAX] = { 54.0, 140.0, 170.0, 54.0, 140.0, 250.0, 54.0, 140.0, 250.0, 150.0, 120.0, 80.0, 110.0, 65.0, 130.0, 80.0, 130.0, 20.0, 54.0, 80.0, 120.0, 55.0, 64.0, 140.0, 20.0 }; double x_vec[N_MAX] = { 0.8640, 0.9000, 0.9560, 0.8686, 0.9000, 0.9000, 0.8787, 0.9000, 0.9220, 0.868, 0.900, 0.880, 0.850, 0.660, 0.720, 0.720, 0.800, 0.644, 0.700, 0.780, 0.760, 0.795, 0.560, 0.800, 0.670 }; if ( *n_data < 0 ) { *n_data = 0; } *n_data = *n_data + 1; if ( N_MAX < *n_data ) { *n_data = 0; *a = 0.0; *b = 0.0; *lambda = 0.0; *x = 0.0; *fx = 0.0; } else { *a = a_vec[*n_data-1]; *b = b_vec[*n_data-1]; *lambda = lambda_vec[*n_data-1]; *x = x_vec[*n_data-1]; *fx = fx_vec[*n_data-1]; } return; # undef N_MAX } //****************************************************************************80 double betain ( double x, double p, double q, double beta, int *ifault ) //****************************************************************************80 // // Purpose: // // BETAIN computes the incomplete Beta function ratio. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 23 January 2008 // // Author: // // Original FORTRAN77 version by KL Majumder, GP Bhattacharjee. // C++ version by John Burkardt. // // Reference: // // KL Majumder, GP Bhattacharjee, // Algorithm AS 63: // The incomplete Beta Integral, // Applied Statistics, // Volume 22, Number 3, 1973, pages 409-411. // // Parameters: // // Input, double X, the argument, between 0 and 1. // // Input, double P, Q, the parameters, which // must be positive. // // Input, double BETA, the logarithm of the complete // beta function. // // Output, int *IFAULT, error flag. // 0, no error. // nonzero, an error occurred. // // Output, double BETAIN, the value of the incomplete // Beta function ratio. // { double acu = 0.1E-14; double ai; double cx; bool indx; int ns; double pp; double psq; double qq; double rx; double temp; double term; double value; double xx; value = x; *ifault = 0; // // Check the input arguments. // if ( p <= 0.0 || q <= 0.0 ) { *ifault = 1; return value; } if ( x < 0.0 || 1.0 < x ) { *ifault = 2; return value; } // // Special cases. // if ( x == 0.0 || x == 1.0 ) { return value; } // // Change tail if necessary and determine S. // psq = p + q; cx = 1.0 - x; if ( p < psq * x ) { xx = cx; cx = x; pp = q; qq = p; indx = true; } else { xx = x; pp = p; qq = q; indx = false; } term = 1.0; ai = 1.0; value = 1.0; ns = ( int ) ( qq + cx * psq ); // // Use the Soper reduction formula. // rx = xx / cx; temp = qq - ai; if ( ns == 0 ) { rx = xx; } for ( ; ; ) { term = term * temp * rx / ( pp + ai ); value = value + term;; temp = fabs ( term ); if ( temp <= acu && temp <= acu * value ) { value = value * exp ( pp * log ( xx ) + ( qq - 1.0 ) * log ( cx ) - beta ) / pp; if ( indx ) { value = 1.0 - value; } break; } ai = ai + 1.0; ns = ns - 1; if ( 0 <= ns ) { temp = qq - ai; if ( ns == 0 ) { rx = xx; } } else { temp = psq; psq = psq + 1.0; } } return value; } //****************************************************************************80 double betanc ( double x, double a, double b, double lambda, int *ifault ) //****************************************************************************80 // // Purpose: // // BETANC computes the tail of the noncentral Beta distribution. // // Discussion: // // This routine returns the cumulative probability of X for the non-central // Beta distribution with parameters A, B and non-centrality LAMBDA. // // Note that if LAMBDA = 0, the standard Beta distribution is defined. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 24 January 2008 // // Author: // // Original FORTRAN77 version by Russell Lenth. // C++ version by John Burkardt. // // Reference: // // Russell Lenth, // Algorithm AS 226: // Computing Noncentral Beta Probabilities, // Applied Statistics, // Volume 36, Number 2, 1987, pages 241-244. // // H Frick, // Algorithm AS R84: // A Remark on Algorithm AS 226: // Computing Noncentral Beta Probabilities, // Applied Statistics, // Volume 39, Number 2, 1990, pages 311-312. // // Parameters: // // Input, double X, the value defining the cumulative // probability lower tail. Normally, 0 <= X <= 1, but any value // is allowed. // // Input, double A, B, the parameters of the distribution. // 0 < A, 0 < B. // // Input, double LAMBDA, the noncentrality parameter // of the distribution. 0 <= LAMBDA. The program can produce reasonably // accurate results for values of LAMBDA up to about 100. // // Output, int *IFAULT, error flag. // 0, no error occurred. // nonzero, an error occurred. // // Output, double BETANC, the cumulative probability // of X. // { double ax; double beta; double c; double errbd; double errmax = 1.0E-07; double gx; int itrmax = 150; double q; double sumq; double temp; double value; double xj; *ifault = 0; if ( lambda < 0.0 || a <= 0.0 || b <= 0.0 ) { *ifault = 2; value = -1.0; return value; } if ( x <= 0.0 ) { value = 0.0; return value; } if ( 1.0 <= x ) { value = 1.0; return value; } c = 0.5 * lambda; // // Initialize the series. // beta = lgamma ( a ) + lgamma ( b ) - lgamma ( a + b ); temp = betain ( x, a, b, beta, ifault ); gx = exp ( a * log ( x ) + b * log ( 1.0 - x ) - beta - log ( a ) ); q = exp ( - c ); xj = 0.0; ax = q * temp; sumq = 1.0 - q; value = ax; // // Recur over subsequent terms until convergence is achieved. // *ifault = 1; for ( ; ; ) { xj = xj + 1.0; temp = temp - gx; gx = x * ( a + b + xj - 1.0 ) * gx / ( a + xj ); q = q * c / xj; sumq = sumq - q; ax = temp * q; value = value + ax; // // Check for convergence and act accordingly. // errbd = fabs ( ( temp - gx ) * sumq ); if ( errbd <= errmax ) { *ifault = 0; break; } if ( itrmax < ( int ) xj ) { break; } } return value; } //****************************************************************************80 void timestamp ( ) //****************************************************************************80 // // Purpose: // // TIMESTAMP prints the current YMDHMS date as a time stamp. // // Example: // // 31 May 2001 09:45:54 AM // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 24 September 2003 // // Author: // // John Burkardt // // Parameters: // // None // { # define TIME_SIZE 40 static char time_buffer[TIME_SIZE]; const struct tm *tm; time_t now; now = time ( NULL ); tm = localtime ( &now ); strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm ); cout << time_buffer << "\n"; return; # undef TIME_SIZE }