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