/*                                                     incbi()
 *
 *      Inverse of incomplete beta integral
 *
 *
 *
 * SYNOPSIS:
 *
 * double a, b, x, y, incbi();
 *
 * x = incbi( a, b, y );
 *
 *
 *
 * DESCRIPTION:
 *
 * Given y, the function finds x such that
 *
 *  incbet( a, b, x ) = y .
 *
 * The routine performs interval halving or Newton iterations to find the
 * root of incbet(a,b,x) - y = 0.
 *
 *
 * ACCURACY:
 *
 *                      Relative error:
 *                x     a,b
 * arithmetic   domain  domain  # trials    peak       rms
 *    IEEE      0,1    .5,10000   50000    5.8e-12   1.3e-13
 *    IEEE      0,1   .25,100    100000    1.8e-13   3.9e-15
 *    IEEE      0,1     0,5       50000    1.1e-12   5.5e-15
 *    VAX       0,1    .5,100     25000    3.5e-14   1.1e-15
 * With a and b constrained to half-integer or integer values:
 *    IEEE      0,1    .5,10000   50000    5.8e-12   1.1e-13
 *    IEEE      0,1    .5,100    100000    1.7e-14   7.9e-16
 * With a = .5, b constrained to half-integer or integer values:
 *    IEEE      0,1    .5,10000   10000    8.3e-11   1.0e-11
 */


/*
 * Cephes Math Library Release 2.4:  March,1996
 * Copyright 1984, 1996 by Stephen L. Moshier
 */

#include "mconf.h"

extern double MACHEP, MAXLOG, MINLOG;

double incbi(aa, bb, yy0)
double aa, bb, yy0;
{
    double a, b, y0, d, y, x, x0, x1, lgm, yp, di, dithresh, yl, yh, xt;
    int i, rflg, dir, nflg;


    i = 0;
    if (yy0 <= 0)
	return (0.0);
    if (yy0 >= 1.0)
	return (1.0);
    x0 = 0.0;
    yl = 0.0;
    x1 = 1.0;
    yh = 1.0;
    nflg = 0;

    if (aa <= 1.0 || bb <= 1.0) {
	dithresh = 1.0e-6;
	rflg = 0;
	a = aa;
	b = bb;
	y0 = yy0;
	x = a / (a + b);
	y = incbet(a, b, x);
	goto ihalve;
    }
    else {
	dithresh = 1.0e-4;
    }
    /* approximation to inverse function */

    yp = -ndtri(yy0);

    if (yy0 > 0.5) {
	rflg = 1;
	a = bb;
	b = aa;
	y0 = 1.0 - yy0;
	yp = -yp;
    }
    else {
	rflg = 0;
	a = aa;
	b = bb;
	y0 = yy0;
    }

    lgm = (yp * yp - 3.0) / 6.0;
    x = 2.0 / (1.0 / (2.0 * a - 1.0) + 1.0 / (2.0 * b - 1.0));
    d = yp * sqrt(x + lgm) / x
	- (1.0 / (2.0 * b - 1.0) - 1.0 / (2.0 * a - 1.0))
	* (lgm + 5.0 / 6.0 - 2.0 / (3.0 * x));
    d = 2.0 * d;
    if (d < MINLOG) {
	x = 1.0;
	goto under;
    }
    x = a / (a + b * exp(d));
    y = incbet(a, b, x);
    yp = (y - y0) / y0;
    if (fabs(yp) < 0.2)
	goto newt;

    /* Resort to interval halving if not close enough. */
  ihalve:

    dir = 0;
    di = 0.5;
    for (i = 0; i < 100; i++) {
	if (i != 0) {
	    x = x0 + di * (x1 - x0);
	    if (x == 1.0)
		x = 1.0 - MACHEP;
	    if (x == 0.0) {
		di = 0.5;
		x = x0 + di * (x1 - x0);
		if (x == 0.0)
		    goto under;
	    }
	    y = incbet(a, b, x);
	    yp = (x1 - x0) / (x1 + x0);
	    if (fabs(yp) < dithresh)
		goto newt;
	    yp = (y - y0) / y0;
	    if (fabs(yp) < dithresh)
		goto newt;
	}
	if (y < y0) {
	    x0 = x;
	    yl = y;
	    if (dir < 0) {
		dir = 0;
		di = 0.5;
	    }
	    else if (dir > 3)
		di = 1.0 - (1.0 - di) * (1.0 - di);
	    else if (dir > 1)
		di = 0.5 * di + 0.5;
	    else
		di = (y0 - y) / (yh - yl);
	    dir += 1;
	    if (x0 > 0.75) {
		if (rflg == 1) {
		    rflg = 0;
		    a = aa;
		    b = bb;
		    y0 = yy0;
		}
		else {
		    rflg = 1;
		    a = bb;
		    b = aa;
		    y0 = 1.0 - yy0;
		}
		x = 1.0 - x;
		y = incbet(a, b, x);
		x0 = 0.0;
		yl = 0.0;
		x1 = 1.0;
		yh = 1.0;
		goto ihalve;
	    }
	}
	else {
	    x1 = x;
	    if (rflg == 1 && x1 < MACHEP) {
		x = 0.0;
		goto done;
	    }
	    yh = y;
	    if (dir > 0) {
		dir = 0;
		di = 0.5;
	    }
	    else if (dir < -3)
		di = di * di;
	    else if (dir < -1)
		di = 0.5 * di;
	    else
		di = (y - y0) / (yh - yl);
	    dir -= 1;
	}
    }
    sf_error("incbi", SF_ERROR_LOSS, NULL);
    if (x0 >= 1.0) {
	x = 1.0 - MACHEP;
	goto done;
    }
    if (x <= 0.0) {
      under:
	sf_error("incbi", SF_ERROR_UNDERFLOW, NULL);
	x = 0.0;
	goto done;
    }

  newt:

    if (nflg)
	goto done;
    nflg = 1;
    lgm = lgam(a + b) - lgam(a) - lgam(b);

    for (i = 0; i < 8; i++) {
	/* Compute the function at this point. */
	if (i != 0)
	    y = incbet(a, b, x);
	if (y < yl) {
	    x = x0;
	    y = yl;
	}
	else if (y > yh) {
	    x = x1;
	    y = yh;
	}
	else if (y < y0) {
	    x0 = x;
	    yl = y;
	}
	else {
	    x1 = x;
	    yh = y;
	}
	if (x == 1.0 || x == 0.0)
	    break;
	/* Compute the derivative of the function at this point. */
	d = (a - 1.0) * log(x) + (b - 1.0) * log(1.0 - x) + lgm;
	if (d < MINLOG)
	    goto done;
	if (d > MAXLOG)
	    break;
	d = exp(d);
	/* Compute the step to the next approximation of x. */
	d = (y - y0) / d;
	xt = x - d;
	if (xt <= x0) {
	    y = (x - x0) / (x1 - x0);
	    xt = x0 + 0.5 * y * (x - x0);
	    if (xt <= 0.0)
		break;
	}
	if (xt >= x1) {
	    y = (x1 - x) / (x1 - x0);
	    xt = x1 - 0.5 * y * (x1 - x);
	    if (xt >= 1.0)
		break;
	}
	x = xt;
	if (fabs(d / x) < 128.0 * MACHEP)
	    goto done;
    }
    /* Did not converge.  */
    dithresh = 256.0 * MACHEP;
    goto ihalve;

  done:

    if (rflg) {
	if (x <= MACHEP)
	    x = 1.0 - MACHEP;
	else
	    x = 1.0 - x;
    }
    return (x);
}