1 /*
2 * Mathlib : A C Library of Special Functions
3 * Copyright (C) 1998 Ross Ihaka
4 * Copyright (C) 2000-2008 The R Core Team
5 *
6 * This program is free software; you can redistribute it and/or modify
7 * it under the terms of the GNU General Public License as published by
8 * the Free Software Foundation; either version 2 of the License, or
9 * (at your option) any later version.
10 *
11 * This program is distributed in the hope that it will be useful,
12 * but WITHOUT ANY WARRANTY; without even the implied warranty of
13 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
14 * GNU General Public License for more details.
15 *
16 * You should have received a copy of the GNU General Public License
17 * along with this program; if not, a copy is available at
18 * http://www.r-project.org/Licenses/
19 *
20 * DESCRIPTION
21 *
22 * Pseudo-random variates from a t distribution.
23 *
24 * NOTES
25 *
26 * This function calls rchisq and rnorm to do the real work.
27 */
28
29 #include "nmath.h"
30
rt(double df)31 double rt(double df)
32 {
33 if (ISNAN(df) || df <= 0.0) ML_ERR_return_NAN;
34
35 if(!R_FINITE(df))
36 return norm_rand();
37 else {
38 /* Some compilers (including MW6) evaluated this from right to left
39 return norm_rand() / sqrt(rchisq(df) / df); */
40 double num = norm_rand();
41 return num / sqrt(rchisq(df) / df);
42 }
43 }
44