/* cdf/fdistinv.c

 *

 * Copyright (C) 2002 Przemyslaw Sliwa and Jason H. Stover.

 * Copyright (C) 2006, 2007 Brian Gough

 *

 * 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 3 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

 * along with this program; if not, write to the Free Software Foundation,

 * Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.

 */

#include <config.h>

#include <gsl/gsl_cdf.h>

#include <gsl/gsl_math.h>

#include <gsl/gsl_errno.h>

#include "error.h"

double

gsl_cdf_fdist_Pinv (const double P, const double nu1, const double nu2)

{

  double result;

  double y;

  if (P < 0.0)

    {

      CDF_ERROR ("P < 0.0", GSL_EDOM);

    }

  if (P > 1.0)

    {

      CDF_ERROR ("P > 1.0", GSL_EDOM);

    }

  if (nu1 < 1.0)

    {

      CDF_ERROR ("nu1 < 1", GSL_EDOM);

    }

  if (nu2 < 1.0)

    {

      CDF_ERROR ("nu2 < 1", GSL_EDOM);

    }

  if (P < 0.5)

    {

      y = gsl_cdf_beta_Pinv (P, nu1 / 2.0, nu2 / 2.0);

      result = nu2 * y / (nu1 * (1.0 - y));

    }

  else

    {

      y = gsl_cdf_beta_Qinv (P, nu2 / 2.0, nu1 / 2.0);

      result = nu2 * (1 - y) / (nu1 * y);

    }

  return result;

}

double

gsl_cdf_fdist_Qinv (const double Q, const double nu1, const double nu2)

{

  double result;

  double y;

  if (Q < 0.0)

    {

      CDF_ERROR ("Q < 0.0", GSL_EDOM);

    }

  if (Q > 1.0)

    {

      CDF_ERROR ("Q > 1.0", GSL_EDOM);

    }

  if (nu1 < 1.0)

    {

      CDF_ERROR ("nu1 < 1", GSL_EDOM);

    }

  if (nu2 < 1.0)

    {

      CDF_ERROR ("nu2 < 1", GSL_EDOM);

    }

  if (Q > 0.5)

    {

      y = gsl_cdf_beta_Qinv (Q, nu1 / 2.0, nu2 / 2.0);

      result = nu2 * y / (nu1 * (1.0 - y));

    }

  else

    {

      y = gsl_cdf_beta_Pinv (Q, nu2 / 2.0, nu1 / 2.0);

      result = nu2 * (1 - y) / (nu1 * y);

    }

  return result;

}