github.com/gopherd/gonum@v0.0.4/mathext/gamma_inc.go (about)

     1  // Copyright ©2016 The Gonum Authors. All rights reserved.
     2  // Use of this source code is governed by a BSD-style
     3  // license that can be found in the LICENSE file.
     4  
     5  package mathext
     6  
     7  import (
     8  	"github.com/gopherd/gonum/mathext/internal/cephes"
     9  )
    10  
    11  // GammaIncReg computes the regularized incomplete Gamma integral.
    12  //  GammaIncReg(a,x) = (1/ Γ(a)) \int_0^x e^{-t} t^{a-1} dt
    13  // The input argument a must be positive and x must be non-negative or GammaIncReg
    14  // will panic.
    15  //
    16  // See http://mathworld.wolfram.com/IncompleteGammaFunction.html
    17  // or https://en.wikipedia.org/wiki/Incomplete_gamma_function for more detailed
    18  // information.
    19  func GammaIncReg(a, x float64) float64 {
    20  	return cephes.Igam(a, x)
    21  }
    22  
    23  // GammaIncRegComp computes the complemented regularized incomplete Gamma integral.
    24  //  GammaIncRegComp(a,x) = 1 - GammaIncReg(a,x)
    25  //                       = (1/ Γ(a)) \int_x^\infty e^{-t} t^{a-1} dt
    26  // The input argument a must be positive and x must be non-negative or
    27  // GammaIncRegComp will panic.
    28  func GammaIncRegComp(a, x float64) float64 {
    29  	return cephes.IgamC(a, x)
    30  }
    31  
    32  // GammaIncRegInv computes the inverse of the regularized incomplete Gamma integral. That is,
    33  // it returns the x such that:
    34  //  GammaIncReg(a, x) = y
    35  // The input argument a must be positive and y must be between 0 and 1
    36  // inclusive or GammaIncRegInv will panic. GammaIncRegInv should return a positive
    37  // number, but can return NaN if there is a failure to converge.
    38  func GammaIncRegInv(a, y float64) float64 {
    39  	return gammaIncRegInv(a, y)
    40  }
    41  
    42  // GammaIncRegCompInv computes the inverse of the complemented regularized incomplete Gamma
    43  // integral. That is, it returns the x such that:
    44  //  GammaIncRegComp(a, x) = y
    45  // The input argument a must be positive and y must be between 0 and 1
    46  // inclusive or GammaIncRegCompInv will panic. GammaIncRegCompInv should return a
    47  // positive number, but can return 0 even with non-zero y due to underflow.
    48  func GammaIncRegCompInv(a, y float64) float64 {
    49  	return cephes.IgamI(a, y)
    50  }