module Math.SpecialFunction ( incbeta , beta , gamma , gammaln ) where import Math.Hypergeometric -- prop_betamatch :: Double -> Double -> Bool -- prop_betamatch x y = x <= 0 || y <= 0 || abs (beta x y - incbeta 1 x y) < 1e-15 {-# SPECIALIZE incbeta :: Double -> Double -> Double -> Double #-} -- | Incomplete beta function. -- -- Calculated with \(B(z;a,b)=\displaystyle\frac{z^a}{a}{}_2F_1(a, 1-b; a+1; z)\) -- -- @since 0.1.1.0 incbeta :: (Floating a, Eq a) => a -- ^ \(z\) -> a -- ^ \(a\) -> a -- ^ \(b\) -> a incbeta z a b = z**a/a * hypergeometric [a,1-b] [a+1] z {-# SPECIALIZE beta :: Double -> Double -> Double #-} -- | \(B(x, y) = \displaystyle\frac{\Gamma(x)\Gamma(y)}{\Gamma(x+y)}\) -- -- This uses 'gammaln' under the hood to extend its domain somewhat. -- -- @since 0.1.1.0 beta :: (Floating a, Ord a) => a -> a -> a beta x y = exp (betaln x y) {-# SPECIALIZE betaln :: Double -> Double -> Double #-} betaln :: (Floating a, Ord a) => a -> a -> a betaln x y = gammaln x + gammaln y - gammaln (x+y) -- | \(\Gamma(z)\) -- -- @since 0.1.1.0 gamma :: (Floating a, Ord a) => a -> a gamma = exp . gammaln -- gamma from beta: -- Γ(z)Γ(1-z) = 𝜋/sin(𝜋z) -- -- THENCE, B(z,1-z)=Γ(z)Γ(1-z)/Γ(1)=... {-# SPECIALIZE gammaln :: Double -> Double #-} -- | \(\text{log} (\Gamma(z))\) -- -- Lanczos approximation. -- This is exactly the approach described in Press, William H. et al. /Numerical Recipes/, 3rd ed., extended to work on negative real numbers. -- -- @since 0.1.1.0 gammaln :: (Floating a, Ord a) => a -- ^ \( z \) -> a gammaln 0 = -log 0 gammaln z | z >= 0.5 = (z' + 1/2) * log (z' + 𝛾 + 1/2) - (z' + 1/2 + 𝛾) + log (sqrt (2*pi) * (c0 + sum series)) where series = zipWith (\c x -> c / (z' + fromIntegral x)) coeff [(1::Int)..] c0 = 0.999999999999997092 -- constants from Numerical Recipes coeff = [ 57.1562356658629235 , -59.5979603554754912 , 14.1360979747417471 , -0.491913816097620199 , 0.339946499848118887e-4 , 0.465236289270485756e-4 , -0.983744753048795646e-4 , 0.158088703224912494e-3 , -0.210264441724104883e-3 , 0.217439618115212643e-3 , -0.164318106536763890e-3 , 0.844182239838527433e-4 , -0.261908384015814087e-4 , 0.368991826595316234e-5 ] 𝛾 = 607/128 z' = z-1 gammaln z = log pi - log (sin (pi * z)) - gammaln (1 - z)