net.maizegenetics.stats.math.GammaFunction Maven / Gradle / Ivy

// GammaFunction.java
//
// (c) 1999-2001 PAL Development Core Team
//
// This package may be distributed under the
// terms of the Lesser GNU General Public License (LGPL)


package net.maizegenetics.stats.math;


/**
 * gamma function
 *
 * @version $Id: GammaFunction.java,v 1.1 2007/01/12 03:26:15 tcasstevens Exp $
 *
 * @author Korbinian Strimmer
 */
public class GammaFunction
{
	//
	// Public stuff
	//
		

	// Gamma function

	/**
	 * log Gamma function: ln(gamma(alpha)) for alpha>0, accurate to 10 decimal places
	 *
	 * @param alpha argument
	 * 
	 * @param function value
	 */
	public static double lnGamma(double alpha)
	{
		// Pike MC & Hill ID (1966) Algorithm 291: Logarithm of the gamma function.
		// Communications of the Association for Computing Machinery, 9:684

		double x = alpha, f = 0.0, z;

		if (x < 7)
		{
			f = 1;
			z = x-1;
			while (++z < 7)
			{
				f *= z;
			}
			x = z;
			f = -Math.log(f);
		}
		z = 1/(x*x);
		
		return
			f + (x-0.5)*Math.log(x) - x + 0.918938533204673 +
			(((-0.000595238095238*z+0.000793650793651) *
			z-0.002777777777778)*z + 0.083333333333333)/x;  
	}

	/**
	 * Incomplete Gamma function Q(a,x)
	 * (a cleanroom implementation of Numerical Recipes gammq(a,x);
	 * in Mathematica this function is called GammaRegularized)
	 *
	 * @param a parameter
	 * @param x argument
	 *
	 * @return function value
	 */
	public static double incompleteGammaQ(double a, double x)
	{
		return 1.0 - incompleteGamma(x, a, lnGamma(a));
	}
	
	/**
	 * Incomplete Gamma function P(a,x) = 1-Q(a,x)
	 * (a cleanroom implementation of Numerical Recipes gammp(a,x);
	 * in Mathematica this function is 1-GammaRegularized)
	 *
	 * @param a parameter
	 * @param x argument
	 *
	 * @return function value
	 */
	public static double incompleteGammaP(double a, double x)
	{
		return incompleteGamma(x, a, lnGamma(a));
	}

	/**
	 * Incomplete Gamma function P(a,x) = 1-Q(a,x)
	 * (a cleanroom implementation of Numerical Recipes gammp(a,x);
	 * in Mathematica this function is 1-GammaRegularized)
	 *
	 * @param a parameter
	 * @param x argument
	 * @param double lnGammaA precomputed lnGamma(a) 
	 *
	 * @return function value
	 */
	public static double incompleteGammaP(double a, double x, double lnGammaA)
	{
		return incompleteGamma(x, a, lnGammaA);
	}


	/**
	 * Returns the incomplete gamma ratio I(x,alpha) where x is the upper 
	 * limit of the integration and alpha is the shape parameter.
	 */
	private static double incompleteGamma(double x, double alpha, double ln_gamma_alpha)
	{
		// (1) series expansion     if (alpha>x || x<=1)
		// (2) continued fraction   otherwise
		// RATNEST FORTRAN by
		// Bhattacharjee GP (1970) The incomplete gamma integral.  Applied Statistics,
		// 19: 285-287 (AS32)
	
		int i;
		double p = alpha, g = ln_gamma_alpha;
		double accurate = 1e-8, overflow = 1e30;
		double factor, gin = 0, rn = 0, a = 0,b = 0,an = 0, dif = 0, term = 0;
		double pn0, pn1, pn2, pn3, pn4, pn5;
	
		if (x == 0.0)
		{
			return 0.0;
		}
		if ( x < 0.0 || p <= 0.0)
		{
			throw new IllegalArgumentException("Arguments out of bounds");
		}
	
		factor = Math.exp(p*Math.log(x)-x-g);   
	
		if (x > 1 && x >= p)
		{
			// continued fraction
			a = 1-p;
			b = a+x+1;
			term = 0;
			pn0 = 1;
			pn1 = x;
			pn2 = x+1;
			pn3 = x*b;
			gin = pn2/pn3;
	 
	 		do
			{
				a++;
				b += 2;
				term++;
				an = a*term;
				pn4 = b*pn2-an*pn0;
				pn5 = b*pn3-an*pn1;

				if (pn5 != 0)
				{
					rn = pn4/pn5;
					dif = Math.abs(gin-rn);
					if (dif <= accurate)
					{
						if (dif <= accurate*rn)
						{
							break;
						}
	 				}
	 
					gin=rn;
				}
				pn0 = pn2;
				pn1 = pn3;
				pn2 = pn4;
				pn3 = pn5;
				if (Math.abs(pn4) >= overflow)
				{
					pn0 /= overflow;
					pn1 /= overflow;
					pn2 /= overflow;
					pn3 /= overflow;
				}
			} while (true);
			gin = 1-factor*gin;
		}
		else
		{
			// series expansion
			gin = 1;
			term = 1;
			rn = p;
	 		do
			{
				rn++;
				term *= x/rn;
				gin += term;
			}
			while (term > accurate);
			gin *= factor/p;
		}
		return gin;
	}
	
}