コード例 #1
0
ファイル: Beta.java プロジェクト: BlackCar/renjin
  public static double qnbeta(
      double p, double a, double b, double ncp, boolean lower_tail, boolean log_p) {
    final double accu = 1e-15;
    final double Eps = 1e-14; /* must be > accu */

    double ux, lx, nx, pp;

    if (DoubleVector.isNaN(p)
        || DoubleVector.isNaN(a)
        || DoubleVector.isNaN(b)
        || DoubleVector.isNaN(ncp)) {
      return p + a + b + ncp;
    }

    if (!DoubleVector.isFinite(a)) {
      return DoubleVector.NaN;
    }

    if (ncp < 0. || a <= 0. || b <= 0.) {
      return DoubleVector.NaN;
    }

    // R_Q_P01_boundaries(p, 0, 1);
    if ((log_p && p > 0) || (!log_p && (p < 0 || p > 1))) {
      return DoubleVector.NaN;
    }
    if (p == SignRank.R_DT_0(lower_tail, log_p)) {
      return 0.0;
    }
    if (p == SignRank.R_DT_1(lower_tail, log_p)) {
      return 1.0;
    }
    // end of R_Q_P01_boundaries

    p = Normal.R_DT_qIv(p, log_p ? 1.0 : 0.0, lower_tail ? 1.0 : 0.0);

    /* Invert pnbeta(.) :
     * 1. finding an upper and lower bound */
    if (p > 1 - SignRank.DBL_EPSILON) {
      return 1.0;
    }
    pp = Math.min(1 - SignRank.DBL_EPSILON, p * (1 + Eps));
    for (ux = 0.5;
        ux < 1 - SignRank.DBL_EPSILON && pnbeta(ux, a, b, ncp, true, false) < pp;
        ux = 0.5 * (1 + ux)) ;
    pp = p * (1 - Eps);
    for (lx = 0.5; lx > Double.MIN_VALUE && pnbeta(lx, a, b, ncp, true, false) > pp; lx *= 0.5) ;

    /* 2. interval (lx,ux)  halving : */
    do {
      nx = 0.5 * (lx + ux);
      if (pnbeta(nx, a, b, ncp, true, false) > p) {
        ux = nx;
      } else {
        lx = nx;
      }
    } while ((ux - lx) / nx > accu);

    return 0.5 * (ux + lx);
  }
コード例 #2
0
ファイル: Beta.java プロジェクト: BlackCar/renjin
  @Primitive
  public static double pnbeta(
      double x, double a, double b, double ncp, boolean lower_tail, boolean log_p) {

    if (DoubleVector.isNaN(x)
        || DoubleVector.isNaN(a)
        || DoubleVector.isNaN(b)
        || DoubleVector.isNaN(ncp)) {
      return x + a + b + ncp;
    }

    // R_P_bounds_01(x, 0., 1.);
    if (x <= 0.0) {
      return SignRank.R_DT_0(lower_tail, log_p);
    }
    if (x >= 1.0) {
      return SignRank.R_DT_1(lower_tail, log_p);
    }

    return pnbeta2(x, 1 - x, a, b, ncp, lower_tail, log_p);
  }
コード例 #3
0
ファイル: Beta.java プロジェクト: BlackCar/renjin
  @Primitive
  public static double dnbeta(double x, double a, double b, double ncp, boolean give_log) {
    final double eps = 1.e-15;

    int kMax;
    double k, ncp2, dx2, d, D;
    double sum, term, p_k, q; /* They were LDOUBLE */

    if (DoubleVector.isNaN(x)
        || DoubleVector.isNaN(a)
        || DoubleVector.isNaN(b)
        || DoubleVector.isNaN(ncp)) {
      return x + a + b + ncp;
    }

    if (ncp < 0 || a <= 0 || b <= 0) {
      return DoubleVector.NaN;
    }

    if (!DoubleVector.isFinite(a) || !DoubleVector.isFinite(b) || !DoubleVector.isFinite(ncp)) {
      return DoubleVector.NaN;
    }

    if (x < 0 || x > 1) {
      return (SignRank.R_D__0(true, give_log));
    }

    if (ncp == 0) {
      return Distributions.dbeta(x, a, b, give_log);
    }

    /* New algorithm, starting with *largest* term : */
    ncp2 = 0.5 * ncp;
    dx2 = ncp2 * x;
    d = (dx2 - a - 1) / 2;
    D = d * d + dx2 * (a + b) - a;
    if (D <= 0) {
      kMax = 0;
    } else {
      D = Math.ceil(d + Math.sqrt(D));
      kMax = (D > 0) ? (int) D : 0;
    }

    /* The starting "middle term" --- first look at it's log scale: */
    term = Distributions.dbeta(x, a + kMax, b, /* log = */ true);
    p_k = Poisson.dpois_raw(kMax, ncp2, true);
    if (x == 0.
        || !DoubleVector.isFinite(term)
        || !DoubleVector.isFinite(p_k)) /* if term = +Inf */ {
      return SignRank.R_D_exp(p_k + term, true, give_log);
    }

    /* Now if s_k := p_k * t_k  {here = exp(p_k + term)} would underflow,
     * we should rather scale everything and re-scale at the end:*/

    p_k += term; /* = log(p_k) + log(t_k) == log(s_k) -- used at end to rescale */
    /* mid = 1 = the rescaled value, instead of  mid = exp(p_k); */

    /* Now sum from the inside out */
    sum = term = 1. /* = mid term */;
    /* middle to the left */
    k = kMax;
    while (k > 0 && term > sum * eps) {
      k--;
      q = /* 1 / r_k = */ (k + 1) * (k + a) / (k + a + b) / dx2;
      term *= q;
      sum += term;
    }
    /* middle to the right */
    term = 1.;
    k = kMax;
    do {
      q = /* r_{old k} = */ dx2 * (k + a + b) / (k + a) / (k + 1);
      k++;
      term *= q;
      sum += term;
    } while (term > sum * eps);

    return SignRank.R_D_exp(p_k + Math.log(sum), true, give_log);
  }