public double evaluate(double gam) {
if (gam <= 0) return 1.0e100;
double sum = 0.0;
for (int j = 0; j < m; j++) sum += Num.digamma(gam + x[j]);
return sum / m + Math.log(p) - Num.digamma(gam);
}
/** Computes the probability <SPAN CLASS="MATH"><I>p</I>(<I>x</I>)</SPAN>. */
public static double prob(double n, double p, int x) {
final int SLIM = 15; // To avoid overflow
final double MAXEXP = (Num.DBL_MAX_EXP - 1) * Num.LN2; // To avoid overflow
final double MINEXP = (Num.DBL_MIN_EXP - 1) * Num.LN2; // To avoid underflow
double y;
if (p < 0.0 || p > 1.0) throw new IllegalArgumentException("p not in [0, 1]");
if (n <= 0.0) throw new IllegalArgumentException("n <= 0.0");
if (x < 0) return 0.0;
if (p >= 1.0) { // In fact, p == 1
if (x == 0) return 1.0;
else return 0.0;
}
if (p <= 0.0) // In fact, p == 0
return 0.0;
y =
Num.lnGamma(n + x)
- (Num.lnFactorial(x) + Num.lnGamma(n))
+ n * Math.log(p)
+ x * Math.log1p(-p);
if (y >= MAXEXP) throw new IllegalArgumentException("term overflow");
return Math.exp(y);
}
/** Computes the inverse distribution function @f$F^{-1}(u)@f$. */
public static double inverseF(double alpha, double lambda, double u) {
if (lambda <= 0) throw new IllegalArgumentException("lambda <= 0");
if (u < 0.0 || u > 1.0) throw new IllegalArgumentException("u not in [0, 1]");
if (u >= 1.0) return Double.POSITIVE_INFINITY;
if (u <= 0.0) return Double.NEGATIVE_INFINITY;
return Math.log(u / (1.0 - u)) / lambda + alpha;
}
public double evaluate(double s) {
if (s <= 0) return 1.0e100;
double sum = 0.0;
double p = s / (s + mean);
for (int j = 0; j < max; j++) sum += Fj[j] / (s + (double) j);
return sum + m * Math.log(p);
}