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pub fn digamma(x: f64)-> f64 {
macro_rules! evaluate_polynomial(
($x:expr, $coefficients:expr) => (
$coefficients.iter().rev().fold(0.0, |sum, &c| $x * sum + c)
);
);
if x <= 8.0 {
return digamma(x + 1.0) - x.recip();
}
let inv_x = x.recip();
let inv_x_2 = inv_x * inv_x;
x.ln() - 0.5 * inv_x - inv_x_2 * evaluate_polynomial!(inv_x_2, [
1.0 / 12.0, -1.0 / 120.0, 1.0 / 252.0, -1.0 / 240.0,
5.0 / 660.0, -691.0 / 32760.0, 1.0 / 12.0, -3617.0 / 8160.0,
])
}
pub fn inc_gamma(x: f64, p: f64) -> f64 {
debug_assert!(x >= 0.0 && p > 0.0);
const ELIMIT: f64 = -88.0;
const OFLO: f64 = 1.0e+37;
const TOL: f64 = 1.0e-14;
const XBIG: f64 = 1.0e+08;
if x == 0.0 {
return 0.0;
}
if XBIG < x {
return 1.0;
}
if x <= 1.0 || x < p {
let mut arg = p * x.ln() - x - ln_gamma(p + 1.0).0;
let mut c = 1.0;
let mut value = 1.0;
let mut a = p;
loop {
a += 1.0;
c *= x / a;
value += c;
if c <= TOL {
break;
}
}
arg += value.ln();
if ELIMIT <= arg {
return arg.exp();
} else {
return 0.0;
};
} else {
let mut arg = p * x.ln() - x - ln_gamma(p).0;
let mut a = 1.0 - p;
let mut b = a + x + 1.0;
let mut c = 0.0;
let mut pn1 = 1.0;
let mut pn2 = x;
let mut pn3 = x + 1.0;
let mut pn4 = x * b;
let mut value = pn3 / pn4;
loop {
a += 1.0;
b += 2.0;
c += 1.0;
let an = a * c;
let pn5 = b * pn3 - an * pn1;
let pn6 = b * pn4 - an * pn2;
if pn6 != 0.0 {
let rn = pn5 / pn6;
if (value - rn).abs() <= TOL.min(TOL * rn) {
break;
}
value = rn;
}
pn1 = pn3;
pn2 = pn4;
pn3 = pn5;
pn4 = pn6;
if OFLO <= pn5.abs() {
pn1 /= OFLO;
pn2 /= OFLO;
pn3 /= OFLO;
pn4 /= OFLO;
}
}
arg += value.ln();
if ELIMIT <= arg {
return 1.0 - arg.exp();
} else {
return 1.0;
}
}
}
#[inline]
pub fn ln_gamma(x: f64) -> (f64, i32) {
use m::lgamma_r;
let mut sign: i32 = 0;
let value = unsafe { lgamma_r(x, &mut sign) };
(value, sign)
}
#[cfg(test)]
mod tests {
use assert;
#[test]
fn digamma() {
use std::f64::consts::{FRAC_PI_2, LN_2};
const EULER_MASCHERONI: f64 = 0.57721566490153286060651209008240243104215933593992;
assert_eq!(-FRAC_PI_2 - 3.0 * LN_2 - EULER_MASCHERONI, super::digamma(0.25));
}
#[test]
fn inc_gamma_small_p() {
let p = 4.2;
let x = vec![
0.0, 0.5, 1.0, 1.5, 2.0, 2.5, 3.0, 3.5, 4.0, 4.5,
5.0, 5.5, 6.0, 6.5, 7.0, 7.5, 8.0, 8.5, 9.0, 9.5,
];
let y = vec![
0.000000000000000e+00, 1.118818097571853e-03, 1.386936454406691e-02,
5.173931341260211e-02, 1.186345016135447e-01, 2.092219100370761e-01,
3.137074857845146e-01, 4.219736975484903e-01, 5.258832878449179e-01,
6.200417684429613e-01, 7.016346974530381e-01, 7.698559854309833e-01,
8.252531208548146e-01, 8.691540627528154e-01, 9.032348314835232e-01,
9.292289044193606e-01, 9.487539837941871e-01, 9.632249236076943e-01,
9.738240752336722e-01, 9.815062931491536e-01,
];
let z = x.iter().map(|&x| super::inc_gamma(x, p)).collect::<Vec<_>>();
assert::close(&z, &y, 1e-14);
}
#[test]
fn inc_gamma_large_p() {
let p = 1500.0;
let x = vec![
1400.0, 1410.0, 1420.0, 1430.0, 1440.0, 1450.0, 1460.0, 1470.0, 1480.0, 1490.0,
1500.0, 1510.0, 1520.0, 1530.0, 1540.0, 1550.0, 1560.0, 1570.0, 1580.0, 1590.0,
];
let y = vec![
4.231080348517120e-03, 9.056183893278287e-03, 1.809200095269094e-02,
3.380047876608895e-02, 5.917825204288418e-02, 9.731671903009434e-02,
1.506860564044825e-01, 2.202940362119810e-01, 3.049926190158564e-01,
4.012305141433336e-01, 5.034335611603484e-01, 6.049687028759408e-01,
6.994146092246781e-01, 7.817404371226420e-01, 8.490443067241588e-01,
9.006922020203059e-01, 9.379249194843459e-01, 9.631597573132408e-01,
9.792520392189441e-01, 9.889149370075309e-01,
];
let z = x.iter().map(|&x| super::inc_gamma(x, p)).collect::<Vec<_>>();
assert::close(&z, &y, 1e-12);
}
}