*DECK DBETAI DOUBLE PRECISION FUNCTION DBETAI (X, PIN, QIN) C***BEGIN PROLOGUE DBETAI C***PURPOSE Calculate the incomplete Beta function. C***LIBRARY SLATEC (FNLIB) C***CATEGORY C7F C***TYPE DOUBLE PRECISION (BETAI-S, DBETAI-D) C***KEYWORDS FNLIB, INCOMPLETE BETA FUNCTION, SPECIAL FUNCTIONS C***AUTHOR Fullerton, W., (LANL) C***DESCRIPTION C C DBETAI calculates the DOUBLE PRECISION incomplete beta function. C C The incomplete beta function ratio is the probability that a C random variable from a beta distribution having parameters PIN and C QIN will be less than or equal to X. C C -- Input Arguments -- All arguments are DOUBLE PRECISION. C X upper limit of integration. X must be in (0,1) inclusive. C PIN first beta distribution parameter. PIN must be .GT. 0.0. C QIN second beta distribution parameter. QIN must be .GT. 0.0. C C***REFERENCES Nancy E. Bosten and E. L. Battiste, Remark on Algorithm C 179, Communications of the ACM 17, 3 (March 1974), C pp. 156. C***ROUTINES CALLED D1MACH, DLBETA, XERMSG C***REVISION HISTORY (YYMMDD) C 770701 DATE WRITTEN C 890531 Changed all specific intrinsics to generic. (WRB) C 890911 Removed unnecessary intrinsics. (WRB) C 890911 REVISION DATE from Version 3.2 C 891214 Prologue converted to Version 4.0 format. (BAB) C 900315 CALLs to XERROR changed to CALLs to XERMSG. (THJ) C 920528 DESCRIPTION and REFERENCES sections revised. (WRB) C***END PROLOGUE DBETAI DOUBLE PRECISION X, PIN, QIN, ALNEPS, ALNSML, C, EPS, FINSUM, P, 1 PS, Q, SML, TERM, XB, XI, Y, D1MACH, DLBETA, P1 LOGICAL FIRST SAVE EPS, ALNEPS, SML, ALNSML, FIRST DATA FIRST /.TRUE./ C***FIRST EXECUTABLE STATEMENT DBETAI IF (FIRST) THEN EPS = D1MACH(3) ALNEPS = LOG (EPS) SML = D1MACH(1) ALNSML = LOG (SML) ENDIF FIRST = .FALSE. C IF (X .LT. 0.D0 .OR. X .GT. 1.D0) CALL XERMSG ('SLATEC', 'DBETAI', + 'X IS NOT IN THE RANGE (0,1)', 1, 2) IF (PIN .LE. 0.D0 .OR. QIN .LE. 0.D0) CALL XERMSG ('SLATEC', + 'DBETAI', 'P AND/OR Q IS LE ZERO', 2, 2) C Y = X P = PIN Q = QIN IF (Q.LE.P .AND. X.LT.0.8D0) GO TO 20 IF (X.LT.0.2D0) GO TO 20 Y = 1.0D0 - Y P = QIN Q = PIN C 20 IF ((P+Q)*Y/(P+1.D0).LT.EPS) GO TO 80 C C EVALUATE THE INFINITE SUM FIRST. TERM WILL EQUAL C Y**P/BETA(PS,P) * (1.-PS)-SUB-I * Y**I / FAC(I) . C PS = Q - AINT(Q) IF (PS.EQ.0.D0) PS = 1.0D0 XB = P*LOG(Y) - DLBETA(PS,P) - LOG(P) DBETAI = 0.0D0 IF (XB.LT.ALNSML) GO TO 40 C DBETAI = EXP (XB) TERM = DBETAI*P IF (PS.EQ.1.0D0) GO TO 40 N = MAX (ALNEPS/LOG(Y), 4.0D0) DO 30 I=1,N XI = I TERM = TERM * (XI-PS)*Y/XI DBETAI = DBETAI + TERM/(P+XI) 30 CONTINUE C C NOW EVALUATE THE FINITE SUM, MAYBE. C 40 IF (Q.LE.1.0D0) GO TO 70 C XB = P*LOG(Y) + Q*LOG(1.0D0-Y) - DLBETA(P,Q) - LOG(Q) IB = MAX (XB/ALNSML, 0.0D0) TERM = EXP(XB - IB*ALNSML) C = 1.0D0/(1.D0-Y) P1 = Q*C/(P+Q-1.D0) C FINSUM = 0.0D0 N = Q IF (Q.EQ.DBLE(N)) N = N - 1 DO 50 I=1,N IF (P1.LE.1.0D0 .AND. TERM/EPS.LE.FINSUM) GO TO 60 XI = I TERM = (Q-XI+1.0D0)*C*TERM/(P+Q-XI) C IF (TERM.GT.1.0D0) IB = IB - 1 IF (TERM.GT.1.0D0) TERM = TERM*SML C IF (IB.EQ.0) FINSUM = FINSUM + TERM 50 CONTINUE C 60 DBETAI = DBETAI + FINSUM 70 IF (Y.NE.X .OR. P.NE.PIN) DBETAI = 1.0D0 - DBETAI DBETAI = MAX (MIN (DBETAI, 1.0D0), 0.0D0) RETURN C 80 DBETAI = 0.0D0 XB = P*LOG(MAX(Y,SML)) - LOG(P) - DLBETA(P,Q) IF (XB.GT.ALNSML .AND. Y.NE.0.0D0) DBETAI = EXP(XB) IF (Y.NE.X .OR. P.NE.PIN) DBETAI = 1.0D0 - DBETAI C RETURN END