use crate::Randomizable;
#[derive(Debug)]
pub struct Gamma {
pub alpha: f64,
pub tau: f64,
}
impl Gamma {
pub fn new(alpha: f64, tau: f64) -> Self {
Self { alpha, tau }
}
pub fn from_variance(average: f64, variance: f64) -> Self {
let average_sqr = average * average;
let sqrt = (average_sqr - variance).sqrt();
Gamma::new(sqrt / (average - sqrt), average - sqrt)
}
pub fn from_sd(average: f64, sd: f64) -> Self {
Self::from_variance(average, sd * sd)
}
pub fn probability(&self, t: f64) -> f64 {
(-self.alpha - t / self.tau).exp() / self.tau
* bessel::zero_order(2.0 * (self.alpha * t / self.tau).sqrt(), 10)
}
pub fn average(&self) -> f64 {
self.tau * (self.alpha + 1.0)
}
pub fn variance(&self) -> f64 {
self.tau * self.tau * (1.0 + 2.0 * self.alpha)
}
}
impl Randomizable for Gamma {
fn sample<D: rand::prelude::Distribution<f64>, R: rand::Rng + ?Sized>(
distr: &D,
rng: &mut R,
) -> Self {
Self::new(
Randomizable::sample(distr, rng),
Randomizable::sample(distr, rng),
)
}
}
pub mod bessel {
pub fn zero_order(x: f64, prec: i32) -> f64 {
1f64 + (1..=prec)
.map(|m| x.powi(2 * m) / 2f64.powi(2 * m) / factorial(m as f64).powi(2))
.sum::<f64>()
}
fn factorial(n: f64) -> f64 {
if n <= 1.0 {
1.0
} else {
factorial(n - 1f64) * n
}
}
}