Class Gamma
- java.lang.Object
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- org.hipparchus.special.Gamma
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public class Gamma extends Object
This is a utility class that provides computation methods related to the Γ (Gamma) family of functions.
Implementation of
invGamma1pm1(double)
andlogGamma1p(double)
is based on the algorithms described in- Didonato and Morris (1986), Computation of the Incomplete Gamma Function Ratios and their Inverse, TOMS 12(4), 377-393,
- Didonato and Morris (1992), Algorithm 708: Significant Digit Computation of the Incomplete Beta Function Ratios, TOMS 18(3), 360-373,
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Field Summary
Fields Modifier and Type Field Description static double
GAMMA
static double
LANCZOS_G
The value of theg
constant in the Lanczos approximation, seelanczos(double)
.
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static double
digamma(double x)
Computes the digamma function of x.static double
gamma(double x)
Returns the value of Γ(x).static double
invGamma1pm1(double x)
Returns the value of 1 / Γ(1 + x) - 1 for -0.5 ≤ x ≤ 1.5.static double
lanczos(double x)
Returns the Lanczos approximation used to compute the gamma function.static double
logGamma(double x)
Returns the value of log Γ(x) for x > 0.static double
logGamma1p(double x)
Returns the value of log Γ(1 + x) for -0.5 ≤ x ≤ 1.5.static double
regularizedGammaP(double a, double x)
Returns the regularized gamma function P(a, x).static double
regularizedGammaP(double a, double x, double epsilon, int maxIterations)
Returns the regularized gamma function P(a, x).static double
regularizedGammaQ(double a, double x)
Returns the regularized gamma function Q(a, x) = 1 - P(a, x).static double
regularizedGammaQ(double a, double x, double epsilon, int maxIterations)
Returns the regularized gamma function Q(a, x) = 1 - P(a, x).static double
trigamma(double x)
Computes the trigamma function of x.
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Field Detail
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GAMMA
public static final double GAMMA
- See Also:
- Constant Field Values
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LANCZOS_G
public static final double LANCZOS_G
The value of theg
constant in the Lanczos approximation, seelanczos(double)
.- See Also:
- Constant Field Values
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Method Detail
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logGamma
public static double logGamma(double x)
Returns the value of log Γ(x) for x > 0.
For x ≤ 8, the implementation is based on the double precision implementation in the NSWC Library of Mathematics Subroutines,
DGAMLN
. For x > 8, the implementation is based on- Gamma Function, equation (28).
- Lanczos Approximation, equations (1) through (5).
- Paul Godfrey, A note on the computation of the convergent Lanczos complex Gamma approximation
- Parameters:
x
- Argument.- Returns:
- the value of
log(Gamma(x))
,Double.NaN
ifx <= 0.0
.
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regularizedGammaP
public static double regularizedGammaP(double a, double x)
Returns the regularized gamma function P(a, x).- Parameters:
a
- Parameter.x
- Value.- Returns:
- the regularized gamma function P(a, x).
- Throws:
MathIllegalStateException
- if the algorithm fails to converge.
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regularizedGammaP
public static double regularizedGammaP(double a, double x, double epsilon, int maxIterations)
Returns the regularized gamma function P(a, x). The implementation of this method is based on:- Regularized Gamma Function, equation (1)
- Incomplete Gamma Function, equation (4).
- Confluent Hypergeometric Function of the First Kind, equation (1).
- Parameters:
a
- the a parameter.x
- the value.epsilon
- When the absolute value of the nth item in the series is less than epsilon the approximation ceases to calculate further elements in the series.maxIterations
- Maximum number of "iterations" to complete.- Returns:
- the regularized gamma function P(a, x)
- Throws:
MathIllegalStateException
- if the algorithm fails to converge.
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regularizedGammaQ
public static double regularizedGammaQ(double a, double x)
Returns the regularized gamma function Q(a, x) = 1 - P(a, x).- Parameters:
a
- the a parameter.x
- the value.- Returns:
- the regularized gamma function Q(a, x)
- Throws:
MathIllegalStateException
- if the algorithm fails to converge.
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regularizedGammaQ
public static double regularizedGammaQ(double a, double x, double epsilon, int maxIterations)
Returns the regularized gamma function Q(a, x) = 1 - P(a, x). The implementation of this method is based on:- Parameters:
a
- the a parameter.x
- the value.epsilon
- When the absolute value of the nth item in the series is less than epsilon the approximation ceases to calculate further elements in the series.maxIterations
- Maximum number of "iterations" to complete.- Returns:
- the regularized gamma function P(a, x)
- Throws:
MathIllegalStateException
- if the algorithm fails to converge.
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digamma
public static double digamma(double x)
Computes the digamma function of x.
This is an independently written implementation of the algorithm described in Jose Bernardo, Algorithm AS 103: Psi (Digamma) Function, Applied Statistics, 1976.
Some of the constants have been changed to increase accuracy at the moderate expense of run-time. The result should be accurate to within 10^-8 absolute tolerance for x >= 10^-5 and within 10^-8 relative tolerance for x > 0.
Performance for large negative values of x will be quite expensive (proportional to |x|). Accuracy for negative values of x should be about 10^-8 absolute for results less than 10^5 and 10^-8 relative for results larger than that.
- Parameters:
x
- Argument.- Returns:
- digamma(x) to within 10-8 relative or absolute error whichever is smaller.
- See Also:
- Digamma, Bernardo's original article
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trigamma
public static double trigamma(double x)
Computes the trigamma function of x. This function is derived by taking the derivative of the implementation of digamma.- Parameters:
x
- Argument.- Returns:
- trigamma(x) to within 10-8 relative or absolute error whichever is smaller
- See Also:
- Trigamma,
digamma(double)
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lanczos
public static double lanczos(double x)
Returns the Lanczos approximation used to compute the gamma function. The Lanczos approximation is related to the Gamma function by the following equation
gamma(x) = sqrt(2 * pi) / x * (x + g + 0.5) ^ (x + 0.5) * exp(-x - g - 0.5) * lanczos(x)
,g
is the Lanczos constant.- Parameters:
x
- Argument.- Returns:
- The Lanczos approximation.
- See Also:
- Lanczos Approximation equations (1) through (5), and Paul Godfrey's Note on the computation of the convergent Lanczos complex Gamma approximation
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invGamma1pm1
public static double invGamma1pm1(double x)
Returns the value of 1 / Γ(1 + x) - 1 for -0.5 ≤ x ≤ 1.5. This implementation is based on the double precision implementation in the NSWC Library of Mathematics Subroutines,DGAM1
.- Parameters:
x
- Argument.- Returns:
- The value of
1.0 / Gamma(1.0 + x) - 1.0
. - Throws:
MathIllegalArgumentException
- ifx < -0.5
MathIllegalArgumentException
- ifx > 1.5
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logGamma1p
public static double logGamma1p(double x) throws MathIllegalArgumentException
Returns the value of log Γ(1 + x) for -0.5 ≤ x ≤ 1.5. This implementation is based on the double precision implementation in the NSWC Library of Mathematics Subroutines,DGMLN1
.- Parameters:
x
- Argument.- Returns:
- The value of
log(Gamma(1 + x))
. - Throws:
MathIllegalArgumentException
- ifx < -0.5
.MathIllegalArgumentException
- ifx > 1.5
.
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gamma
public static double gamma(double x)
Returns the value of Γ(x). Based on the NSWC Library of Mathematics Subroutines double precision implementation,DGAMMA
.- Parameters:
x
- Argument.- Returns:
- the value of
Gamma(x)
.
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