public static double dnbinom_mu(double x, double size, double mu, boolean give_log) {
/* originally, just set prob := size / (size + mu) and called dbinom_raw(),
* but that suffers from cancellation when mu << size */
double ans, p;
if (DoubleVector.isNaN(x) || DoubleVector.isNaN(size) || DoubleVector.isNaN(mu)) {
return x + size + mu;
}
if (mu < 0 || size < 0) {
return DoubleVector.NaN;
}
// R_D_nonint_check(x);
if (SignRank.R_D_nonint(x, true, give_log)) {
// MATHLIB_WARNING("non-integer x = %f", x);
// How to warn??
return SignRank.R_D__0(true, give_log);
}
if (x < 0 || !DoubleVector.isFinite(x)) {
return SignRank.R_D__0(true, give_log);
}
x = SignRank.R_D_forceint(x);
if (x == 0) /* be accerate, both for n << mu, and n >> mu :*/ {
return SignRank.R_D_exp(
size * (size < mu ? Math.log(size / (size + mu)) : Math.log1p(-mu / (size + mu))),
true,
give_log);
}
if (x < 1e-10 * size) {
/* don't use dbinom_raw() but MM's formula: */
/* FIXME --- 1e-8 shows problem; rather use algdiv() from ./toms708.c */
return SignRank.R_D_exp(
x * Math.log(size * mu / (size + mu))
- mu
- org.apache.commons.math.special.Gamma.logGamma(x + 1)
+ Math.log1p(x * (x - 1) / (2 * size)),
true,
give_log);
}
/* else: no unnecessary cancellation inside dbinom_raw, when
* x_ = size and n_ = x+size are so close that n_ - x_ loses accuracy
*/
ans = dbinom_raw(size, x + size, size / (size + mu), mu / (size + mu), give_log);
p = ((double) size) / (size + x);
return ((give_log) ? Math.log(p) + ans : p * ans);
}
/**
* Digamma function (the first derivative of the logarithm of the gamma function).
*
* @param array - variational parameter
* @return
*/
static double[][] dirichletExpectation(double[][] array) {
int numRows = array.length;
int numCols = array[0].length;
double[] vector = new double[numRows];
Arrays.fill(vector, 0.0);
for (int k = 0; k < numRows; ++k) {
for (int w = 0; w < numCols; ++w) {
try {
vector[k] += array[k][w];
} catch (Exception e) {
throw new RuntimeException(e);
}
}
}
for (int k = 0; k < numRows; ++k) {
vector[k] = Gamma.digamma(vector[k]);
}
double[][] approx = new double[numRows][];
for (int k = 0; k < numRows; ++k) {
approx[k] = new double[numCols];
for (int w = 0; w < numCols; ++w) {
double z = Gamma.digamma(array[k][w]);
approx[k][w] = z - vector[k];
}
}
return approx;
}
static double[] dirichletExpectation(double[] array) {
double sum = 0;
for (double d : array) {
sum += d;
}
double d = Gamma.digamma(sum);
double[] result = new double[array.length];
for (int i = 0; i < array.length; ++i) {
result[i] = Gamma.digamma(array[i]) - d;
}
return result;
}
/**
* Return the probability density for a particular point.
*
* @param x The point at which the density should be computed.
* @return The pdf at point x.
*/
public double density(Double x) {
if (x < 0) return 0;
return Math.pow(x / getBeta(), getAlpha() - 1)
/ getBeta()
* Math.exp(-x / getBeta())
/ Math.exp(Gamma.logGamma(getAlpha()));
}
/**
* Constructor with shape and scale parameters
*
* @param alpha shape parameter
* @param beta scale parameter
*/
public GammaDistribution(double alpha, double beta) {
if (alpha <= 0.0 || beta <= 0.0) {
throw new IllegalArgumentException("alpha and beta parameters must be positive");
}
this.alpha = alpha;
this.beta = beta;
logGammaAlpha = Gamma.logGamma(alpha);
gammaDist = new GammaDistributionImpl(alpha, beta);
}
/**
* For this distribution, X, this method returns P(X < x).
*
* <p>The implementation of this method is based on:
*
* <ul>
* <li><a href="http://mathworld.wolfram.com/Chi-SquaredDistribution.html">Chi-Squared
* Distribution</a>, equation (9).
* <li>Casella, G., & Berger, R. (1990). <i>Statistical Inference</i>. Belmont, CA: Duxbury
* Press.
* </ul>
*
* @param x the value at which the CDF is evaluated.
* @return CDF for this distribution.
* @throws MathException if the cumulative probability can not be computed due to convergence or
* other numerical errors.
*/
public double cumulativeProbability(double x) throws MathException {
double ret;
if (x <= 0.0) {
ret = 0.0;
} else {
ret = Gamma.regularizedGammaP(getAlpha(), x / getBeta());
}
return ret;
}
public static Matrix gammaLn(Matrix m) {
int nc = m.data.length;
int nr = m.data[0].length;
double[][] result = new double[nc][];
for (int k = 0; k < nc; ++k) {
result[k] = new double[nr];
for (int w = 0; w < nr; ++w) {
result[k][w] = Gamma.logGamma(m.data[k][w]);
}
}
return new Matrix(result);
}
public static double gammaLn(double d) {
return Gamma.logGamma(d);
}
/** Recompute the normalization factor. */
private void recomputeZ() {
if (Double.isNaN(z)) {
z = Gamma.logGamma(alpha) + Gamma.logGamma(beta) - Gamma.logGamma(alpha + beta);
}
}
public static double pnbeta_raw(double x, double o_x, double a, double b, double ncp) {
/* o_x == 1 - x but maybe more accurate */
/* change errmax and itrmax if desired;
* original (AS 226, R84) had (errmax; itrmax) = (1e-6; 100) */
final double errmax = 1.0e-9;
final int itrmax = 10000; /* 100 is not enough for pf(ncp=200)
see PR#11277 */
double[] temp = new double[1];
double[] tmp_c = new double[1];
int[] ierr = new int[1];
double a0, ax, lbeta, c, errbd, x0;
int j;
double ans, gx, q, sumq;
if (ncp < 0. || a <= 0. || b <= 0.) {
return DoubleVector.NaN;
}
if (x < 0. || o_x > 1. || (x == 0. && o_x == 1.)) {
return 0.;
}
if (x > 1. || o_x < 0. || (x == 1. && o_x == 0.)) {
return 1.;
}
c = ncp / 2.;
/* initialize the series */
x0 = Math.floor(Math.max(c - 7. * Math.sqrt(c), 0.));
a0 = a + x0;
lbeta =
org.apache.commons.math.special.Gamma.logGamma(a0)
+ org.apache.commons.math.special.Gamma.logGamma(b)
- org.apache.commons.math.special.Gamma.logGamma(a0 + b);
/* temp = pbeta_raw(x, a0, b, TRUE, FALSE), but using (x, o_x): */
Utils.bratio(a0, b, x, o_x, temp, tmp_c, ierr, false);
gx =
Math.exp(
a0 * Math.log(x)
+ b * (x < .5 ? Math.log1p(-x) : Math.log(o_x))
- lbeta
- Math.log(a0));
if (a0 > a) {
q = Math.exp(-c + x0 * Math.log(c) - org.apache.commons.math.special.Gamma.logGamma(x0 + 1.));
} else {
q = Math.exp(-c);
}
sumq = 1. - q;
ans = ax = q * temp[0];
/* recurse over subsequent terms until convergence is achieved */
j = (int) x0;
do {
j++;
temp[0] -= gx;
gx *= x * (a + b + j - 1.) / (a + j);
q *= c / j;
sumq -= q;
ax = temp[0] * q;
ans += ax;
errbd = (temp[0] - gx) * sumq;
} while (errbd > errmax && j < itrmax + x0);
if (errbd > errmax) {
// ML_ERROR(ME_PRECISION, "pnbeta");
}
if (j >= itrmax + x0) {
// ML_ERROR(ME_NOCONV, "pnbeta");
}
return ans;
}
