1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
use crate::special::lanczos::{gamma_approx, ln_gamma_approx};
use std::f64::consts::PI;

/// Gaussian function
///
/// `N(x|μ,σ) = 1/√(2πσ^2) exp(-(x-μ)^2/(2σ^2))`
pub fn gaussian(x: f64, mu: f64, sigma: f64) -> f64 {
    1f64 / ((2f64 * PI).sqrt() * sigma) * (-0.5 * ((x - mu) / sigma).powi(2)).exp()
}

/// Gamma function
///
/// # Description
/// Use Lanczos approximation to implement Gamma function ($g=5, n=7$)
///
/// # References
/// * [Robert Munafo, Coefficients for the Lanczos Approximation to the Gamma Function](https://mrob.com/pub/ries/lanczos-gamma.html)
/// * [Paul Godfrey, A note on the computation of the convergent Lanczos complex Gamma approximation (web page), 2001.](http://my.fit.edu/~gabdo/gamma.txt)
pub fn gamma(x: f64) -> f64 {
    gamma_approx(x)
}

/// Logarithm Gamma function
///
/// # Description
/// Use Lanczos approximation to implement Gamma function ($g=5, n=7$)
///
/// # References
/// * [Robert Munafo, Coefficients for the Lanczos Approximation to the Gamma Function](https://mrob.com/pub/ries/lanczos-gamma.html)
/// * [Paul Godfrey, A note on the computation of the convergent Lanczos complex Gamma approximation (web page), 2001.](http://my.fit.edu/~gabdo/gamma.txt)
pub fn ln_gamma(x: f64) -> f64 {
    ln_gamma_approx(x)
}

/// Pochhammer symbol
pub fn poch(x: f64, n: usize) -> f64 {
    let mut s = 1f64;
    for i in 0..n {
        s *= x + i as f64;
    }
    s
}

// /// Digamma function
// ///
// /// Wrapper of `digamma` function of `special` crate
// pub fn digamma(x: f64) -> f64 {
//     x.digamma()
// }

/// Regularized incomplete gamma integral (Lower)
///
/// Wrapper of `gammp` function of `puruspe` crate
pub fn inc_gamma(a: f64, x: f64) -> f64 {
    puruspe::gammp(a, x)
}

/// Inverse of regularized incomplete gamma integral (Lower)
///
/// Wrapper of `invgammp` function of `puruspe` crate
pub fn inv_inc_gamma(p: f64, a: f64) -> f64 {
    puruspe::invgammp(p, a)
}

/// Error function
///
/// Wrapper of `erf` function of `puruspe` crate
pub fn erf(x: f64) -> f64 {
    puruspe::erf(x)
}

/// Complement error function
///
/// Wrapper of `erfc` function of `puruspe` crate
pub fn erfc(x: f64) -> f64 {
    puruspe::erfc(x)
}

/// Inverse error function
///
/// Wrapper of `inverf` function of `puruspe` crate
pub fn inv_erf(x: f64) -> f64 {
    puruspe::inverf(x)
}

/// Inverse complementary error function
///
/// Wrapper of `inverfc` function of `puruspe` crate
pub fn inv_erfc(p: f64) -> f64 {
    puruspe::inverfc(p)
}

/// Beta function
///
/// Wrapper of `beta` function of `puruspe` crate
pub fn beta(a: f64, b: f64) -> f64 {
    puruspe::beta(a, b)
}

/// Regularized incomplete Beta function
///
/// Wrapper of `betai` function of `puruspe` crate
pub fn inc_beta(a: f64, b: f64, x: f64) -> f64 {
    puruspe::betai(a, b, x)
}

/// Inverse regularized incomplete beta function
///
/// Wrapper of `invbetai` function of `puruspe` crate
pub fn inv_inv_beta(p: f64, a: f64, b: f64) -> f64 {
    puruspe::invbetai(p, a, b)
}

/// Phi (CDF for Normal Dist)
///
/// $$\Phi(x) = \frac{1}{2}\left[1 + \text{erf}\left(\frac{x}{\sqrt{2}}\right) \right]$$
pub fn phi(x: f64) -> f64 {
    0.5 * (1f64 + erf(x / 2f64.sqrt()))
}

// /// Hypergeometric function 2F1
// ///
// /// Wrapper of `hyp2f1` function of `special-fun` crate
// pub fn hyp2f1(a: f64, b: f64, c: f64, x: f64) -> f64 {
//     unsafe {
//         special_fun::unsafe_cephes_double::hyp2f1(a, b, c, x)
//     }
// }