/* specfunc/beta_inc.c * * Copyright (C) 1996, 1997, 1998, 1999, 2000 Gerard Jungman * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 2 of the License, or (at * your option) any later version. * * This program is distributed in the hope that it will be useful, but * WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU * General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, write to the Free Software * Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA. */ /* Author: G. Jungman */ #include #include #include #include "exp.h" #include "gamma.h" #include "error.h" #include "check.h" #include "log.h" static int beta_cont_frac( const double a, const double b, const double x, gsl_cdf_result * result ) { const unsigned int max_iter = 512; /* control iterations */ const double cutoff = 2.0 * GSL_DBL_MIN; /* control the zero cutoff */ unsigned int iter_count = 0; double cf; /* standard initialization for continued fraction */ double num_term = 1.0; double den_term = 1.0 - (a+b)*x/(a+1.0); if (fabs(den_term) < cutoff) den_term = cutoff; den_term = 1.0/den_term; cf = den_term; while(iter_count < max_iter) { const int k = iter_count + 1; double coeff = k*(b-k)*x/(((a-1.0)+2*k)*(a+2*k)); double delta_frac; /* first step */ den_term = 1.0 + coeff*den_term; num_term = 1.0 + coeff/num_term; if(fabs(den_term) < cutoff) den_term = cutoff; if(fabs(num_term) < cutoff) num_term = cutoff; den_term = 1.0/den_term; delta_frac = den_term * num_term; cf *= delta_frac; coeff = -(a+k)*(a+b+k)*x/((a+2*k)*(a+2*k+1.0)); /* second step */ den_term = 1.0 + coeff*den_term; num_term = 1.0 + coeff/num_term; if(fabs(den_term) < cutoff) den_term = cutoff; if(fabs(num_term) < cutoff) num_term = cutoff; den_term = 1.0/den_term; delta_frac = den_term*num_term; cf *= delta_frac; if(fabs(delta_frac-1.0) < 2.0*GSL_DBL_EPSILON) break; ++iter_count; } result->val = cf; result->err = iter_count * 4.0 * GSL_DBL_EPSILON * fabs(cf); if(iter_count >= max_iter) GSL_ERROR ("error", GSL_EMAXITER); else return GSL_SUCCESS; } /*-*-*-*-*-*-*-*-*-*-*-* Functions with Error Codes *-*-*-*-*-*-*-*-*-*-*-*/ int gsl_cdf_beta_inc_e( const double a, const double b, const double x, gsl_cdf_result * result ) { if(a <= 0.0 || b <= 0.0 || x < 0.0 || x > 1.0) { DOMAIN_ERROR(result); } else if(x == 0.0) { result->val = 0.0; result->err = 0.0; return GSL_SUCCESS; } else if(x == 1.0) { result->val = 1.0; result->err = 0.0; return GSL_SUCCESS; } else { gsl_cdf_result ln_beta; gsl_cdf_result ln_x; gsl_cdf_result ln_1mx; gsl_cdf_result prefactor; const int stat_ln_beta = gsl_cdf_lnbeta_e(a, b, &ln_beta); const int stat_ln_1mx = gsl_cdf_log_1plusx_e(-x, &ln_1mx); const int stat_ln_x = gsl_cdf_log_e(x, &ln_x); const int stat_ln = GSL_ERROR_SELECT_3(stat_ln_beta, stat_ln_1mx, stat_ln_x); const double ln_pre_val = -ln_beta.val + a * ln_x.val + b * ln_1mx.val; const double ln_pre_err = ln_beta.err + fabs(a*ln_x.err) + fabs(b*ln_1mx.err); const int stat_exp = gsl_cdf_exp_err_e(ln_pre_val, ln_pre_err, &prefactor); if(stat_ln != GSL_SUCCESS) { result->val = 0.0; result->err = 0.0; GSL_ERROR ("error", GSL_ESANITY); } if(x < (a + 1.0)/(a+b+2.0)) { /* Apply continued fraction directly. */ gsl_cdf_result cf; const int stat_cf = beta_cont_frac(a, b, x, &cf); int stat; result->val = prefactor.val * cf.val / a; result->err = (fabs(prefactor.err * cf.val) + fabs(prefactor.val * cf.err))/a; stat = GSL_ERROR_SELECT_2(stat_exp, stat_cf); if(stat == GSL_SUCCESS) { CHECK_UNDERFLOW(result); } return stat; } else { /* Apply continued fraction after hypergeometric transformation. */ gsl_cdf_result cf; const int stat_cf = beta_cont_frac(b, a, 1.0-x, &cf); int stat; const double term = prefactor.val * cf.val / b; result->val = 1.0 - term; result->err = fabs(prefactor.err * cf.val)/b; result->err += fabs(prefactor.val * cf.err)/b; result->err += 2.0 * GSL_DBL_EPSILON * (1.0 + fabs(term)); stat = GSL_ERROR_SELECT_2(stat_exp, stat_cf); if(stat == GSL_SUCCESS) { CHECK_UNDERFLOW(result); } return stat; } } } /*-*-*-*-*-*-*-*-*-* Functions w/ Natural Prototypes *-*-*-*-*-*-*-*-*-*-*/ #include "eval.h" double gsl_cdf_beta_inc(const double a, const double b, const double x) { EVAL_RESULT(gsl_cdf_beta_inc_e(a, b, x, &result)); }