/* * Mathlib : A C Library of Special Functions * Copyright (C) 1998 Ross Ihaka * Copyright (C) 2000-2013 The R Core Team * Copyright (C) 2005-6 The R Foundation * * This version is based on a suggestion by Morten Welinder. * * 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 * http://www.gnu.org/copyleft/gpl.html. * * DESCRIPTION * * The quantile function of the Cauchy distribution. */ #include "nmath.h" #include "dpq.h" double qcauchy(double p, double location, double scale, int lower_tail, int log_p) { #ifdef IEEE_754 if (ISNAN(p) || ISNAN(location) || ISNAN(scale)) return p + location + scale; #endif R_Q_P01_check(p); if (scale <= 0 || !R_FINITE(scale)) { if (scale == 0) return location; /* else */ ML_ERR_return_NAN; } #define my_INF location + (lower_tail ? scale : -scale) * ML_POSINF if (log_p) { if (p > -1) { /* when ep := exp(p), * tan(pi*ep)= -tan(pi*(-ep))= -tan(pi*(-ep)+pi) = -tan(pi*(1-ep)) = * = -tan(pi*(-expm1(p)) * for p ~ 0, exp(p) ~ 1, tan(~0) may be better than tan(~pi). */ if (p == 0.) /* needed, since 1/tan(-0) = -Inf for some arch. */ return my_INF; lower_tail = !lower_tail; p = -expm1(p); } else p = exp(p); } else { if (p > 0.5) { if (p == 1.) return my_INF; p = 1 - p; lower_tail = !lower_tail; } } if (p == 0.5) return location; // avoid 1/Inf below if (p == 0.) return location + (lower_tail ? scale : -scale) * ML_NEGINF; // p = 1. is handled above return location + (lower_tail ? -scale : scale) / tanpi(p); /* -1/tan(pi * p) = -cot(pi * p) = tan(pi * (p - 1/2)) */ }