1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
|
SUBROUTINE cumt(t,df,cum,ccum)
C**********************************************************************
C
C SUBROUTINE CUMT(T,DF,CUM,CCUM)
C CUMulative T-distribution
C
C
C Function
C
C
C Computes the integral from -infinity to T of the t-density.
C
C
C Arguments
C
C
C T --> Upper limit of integration of the t-density.
C T is DOUBLE PRECISION
C
C DF --> Degrees of freedom of the t-distribution.
C DF is DOUBLE PRECISIO
C
C CUM <-- Cumulative t-distribution.
C CCUM is DOUBLE PRECIS
C
C CCUM <-- Compliment of Cumulative t-distribution.
C CCUM is DOUBLE PRECIS
C
C
C Method
C
C
C Formula 26.5.27 of Abramowitz and Stegun, Handbook of
C Mathematical Functions is used to reduce the t-distribution
C to an incomplete beta.
C
C**********************************************************************
C .. Scalar Arguments ..
DOUBLE PRECISION df,t,cum,ccum
C ..
C .. Local Scalars ..
DOUBLE PRECISION xx,a,oma,tt,yy,dfptt
C ..
C .. External Subroutines ..
EXTERNAL cumbet
C ..
C .. Executable Statements ..
tt = t*t
dfptt = df + tt
xx = df/dfptt
yy = tt/dfptt
CALL cumbet(xx,yy,0.5D0*df,0.5D0,a,oma)
IF (.NOT. (t.LE.0.0D0)) GO TO 10
cum = 0.5D0*a
ccum = oma + cum
GO TO 20
10 ccum = 0.5D0*a
cum = oma + ccum
20 RETURN
END
|
