File: tcrit.m

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function t_crit = tcrit(n,pval0)
% function t_crit = tcrit(n,pval0)
%
% given the p-value pval0, the function givese the
% critical value t_crit of the t-distribution with n degress of freedom
%
% Written by Marco Ratto
% Joint Research Centre, The European Commission,
% marco.ratto@ec.europa.eu

% Copyright (C) 2011-2012 European Commission
% Copyright (C) 2011-2017 Dynare Team
%
% This file is part of Dynare.
%
% Dynare 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 3 of the License, or
% (at your option) any later version.
%
% Dynare 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
% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.


if nargin==1 || isempty(pval0)
    pval0=0.05;
end
if pval0==1
    t_crit=0;
    return
end
if pval0==0
    t_crit=inf;
    return
end
pval = [  0.10    0.05   0.025    0.01   0.005   0.001];
pval0=max(pval0,min(pval));
ncol=min(find(pval<=pval0))+1;

t_crit=[
    1      3.078   6.314  12.706  31.821  63.657 318.313
    2      1.886   2.920   4.303   6.965   9.925  22.327
    3      1.638   2.353   3.182   4.541   5.841  10.215
    4      1.533   2.132   2.776   3.747   4.604   7.173
    5      1.476   2.015   2.571   3.365   4.032   5.893
    6      1.440   1.943   2.447   3.143   3.707   5.208
    7      1.415   1.895   2.365   2.998   3.499   4.782
    8      1.397   1.860   2.306   2.896   3.355   4.499
    9      1.383   1.833   2.262   2.821   3.250   4.296
    10      1.372   1.812   2.228   2.764   3.169   4.143
    11      1.363   1.796   2.201   2.718   3.106   4.024
    12      1.356   1.782   2.179   2.681   3.055   3.929
    13      1.350   1.771   2.160   2.650   3.012   3.852
    14      1.345   1.761   2.145   2.624   2.977   3.787
    15      1.341   1.753   2.131   2.602   2.947   3.733
    16      1.337   1.746   2.120   2.583   2.921   3.686
    17      1.333   1.740   2.110   2.567   2.898   3.646
    18      1.330   1.734   2.101   2.552   2.878   3.610
    19      1.328   1.729   2.093   2.539   2.861   3.579
    20      1.325   1.725   2.086   2.528   2.845   3.552
    21      1.323   1.721   2.080   2.518   2.831   3.527
    22      1.321   1.717   2.074   2.508   2.819   3.505
    23      1.319   1.714   2.069   2.500   2.807   3.485
    24      1.318   1.711   2.064   2.492   2.797   3.467
    25      1.316   1.708   2.060   2.485   2.787   3.450
    26      1.315   1.706   2.056   2.479   2.779   3.435
    27      1.314   1.703   2.052   2.473   2.771   3.421
    28      1.313   1.701   2.048   2.467   2.763   3.408
    29      1.311   1.699   2.045   2.462   2.756   3.396
    30      1.310   1.697   2.042   2.457   2.750   3.385
    31      1.309   1.696   2.040   2.453   2.744   3.375
    32      1.309   1.694   2.037   2.449   2.738   3.365
    33      1.308   1.692   2.035   2.445   2.733   3.356
    34      1.307   1.691   2.032   2.441   2.728   3.348
    35      1.306   1.690   2.030   2.438   2.724   3.340
    36      1.306   1.688   2.028   2.434   2.719   3.333
    37      1.305   1.687   2.026   2.431   2.715   3.326
    38      1.304   1.686   2.024   2.429   2.712   3.319
    39      1.304   1.685   2.023   2.426   2.708   3.313
    40      1.303   1.684   2.021   2.423   2.704   3.307
    41      1.303   1.683   2.020   2.421   2.701   3.301
    42      1.302   1.682   2.018   2.418   2.698   3.296
    43      1.302   1.681   2.017   2.416   2.695   3.291
    44      1.301   1.680   2.015   2.414   2.692   3.286
    45      1.301   1.679   2.014   2.412   2.690   3.281
    46      1.300   1.679   2.013   2.410   2.687   3.277
    47      1.300   1.678   2.012   2.408   2.685   3.273
    48      1.299   1.677   2.011   2.407   2.682   3.269
    49      1.299   1.677   2.010   2.405   2.680   3.265
    50      1.299   1.676   2.009   2.403   2.678   3.261
    51      1.298   1.675   2.008   2.402   2.676   3.258
    52      1.298   1.675   2.007   2.400   2.674   3.255
    53      1.298   1.674   2.006   2.399   2.672   3.251
    54      1.297   1.674   2.005   2.397   2.670   3.248
    55      1.297   1.673   2.004   2.396   2.668   3.245
    56      1.297   1.673   2.003   2.395   2.667   3.242
    57      1.297   1.672   2.002   2.394   2.665   3.239
    58      1.296   1.672   2.002   2.392   2.663   3.237
    59      1.296   1.671   2.001   2.391   2.662   3.234
    60      1.296   1.671   2.000   2.390   2.660   3.232
    61      1.296   1.670   2.000   2.389   2.659   3.229
    62      1.295   1.670   1.999   2.388   2.657   3.227
    63      1.295   1.669   1.998   2.387   2.656   3.225
    64      1.295   1.669   1.998   2.386   2.655   3.223
    65      1.295   1.669   1.997   2.385   2.654   3.220
    66      1.295   1.668   1.997   2.384   2.652   3.218
    67      1.294   1.668   1.996   2.383   2.651   3.216
    68      1.294   1.668   1.995   2.382   2.650   3.214
    69      1.294   1.667   1.995   2.382   2.649   3.213
    70      1.294   1.667   1.994   2.381   2.648   3.211
    71      1.294   1.667   1.994   2.380   2.647   3.209
    72      1.293   1.666   1.993   2.379   2.646   3.207
    73      1.293   1.666   1.993   2.379   2.645   3.206
    74      1.293   1.666   1.993   2.378   2.644   3.204
    75      1.293   1.665   1.992   2.377   2.643   3.202
    76      1.293   1.665   1.992   2.376   2.642   3.201
    77      1.293   1.665   1.991   2.376   2.641   3.199
    78      1.292   1.665   1.991   2.375   2.640   3.198
    79      1.292   1.664   1.990   2.374   2.640   3.197
    80      1.292   1.664   1.990   2.374   2.639   3.195
    81      1.292   1.664   1.990   2.373   2.638   3.194
    82      1.292   1.664   1.989   2.373   2.637   3.193
    83      1.292   1.663   1.989   2.372   2.636   3.191
    84      1.292   1.663   1.989   2.372   2.636   3.190
    85      1.292   1.663   1.988   2.371   2.635   3.189
    86      1.291   1.663   1.988   2.370   2.634   3.188
    87      1.291   1.663   1.988   2.370   2.634   3.187
    88      1.291   1.662   1.987   2.369   2.633   3.185
    89      1.291   1.662   1.987   2.369   2.632   3.184
    90      1.291   1.662   1.987   2.368   2.632   3.183
    91      1.291   1.662   1.986   2.368   2.631   3.182
    92      1.291   1.662   1.986   2.368   2.630   3.181
    93      1.291   1.661   1.986   2.367   2.630   3.180
    94      1.291   1.661   1.986   2.367   2.629   3.179
    95      1.291   1.661   1.985   2.366   2.629   3.178
    96      1.290   1.661   1.985   2.366   2.628   3.177
    97      1.290   1.661   1.985   2.365   2.627   3.176
    98      1.290   1.661   1.984   2.365   2.627   3.175
    99      1.290   1.660   1.984   2.365   2.626   3.175
    100      1.290   1.660   1.984   2.364   2.626   3.174
    inf        1.282   1.645   1.960   2.326   2.576   3.090
       ];

if n<=100
    t_crit=t_crit(n,ncol);
else
    t_crit=t_crit(end,ncol);
end