Expand description
Incomplete gamma function.
Port of ql/math/incompletegamma.{hpp,cpp}: the regularized lower
incomplete gamma function P(a, x) (the Gamma(a, 1) CDF), evaluated via the
Numerical Recipes series expansion for x < a + 1 and the continued
fraction (for the complement Q = 1 - P) for x >= a + 1. It underpins the
gamma and chi-square distribution CDFs.
Functionsยง
- incomplete_
gamma - The regularized lower incomplete gamma function
P(a, x).