Package cern.jet.stat

Class Gamma


public class Gamma extends Constants
Gamma and Beta functions.

Implementation:

Some code taken and adapted from the Java 2D Graph Package 2.4, which in turn is a port from the Cephes 2.2 Math Library (C). Most Cephes code (missing from the 2D Graph Package) directly ported.
Version:
0.9, 22-Jun-99
  • Field Summary

    Fields inherited from class cern.jet.math.Constants

    big, biginv, LOGPI, MACHEP, MAXGAM, MAXLOG, MINLOG, SQRTH, SQTPI
  • Constructor Summary

    Constructors
    Modifier
    Constructor
    Description
    protected
    Makes this class non instantiable, but still let's others inherit from it.
  • Method Summary

    Modifier and Type
    Method
    Description
    static double
    beta(double a, double b)
    Returns the beta function of the arguments.
    static double
    gamma(double x)
    Returns the Gamma function of the argument.
    static double
    incompleteBeta(double aa, double bb, double xx)
    Returns the Incomplete Beta Function evaluated from zero to xx; formerly named ibeta.
    (package private) static double
    incompleteBetaFraction1(double a, double b, double x)
    Continued fraction expansion #1 for incomplete beta integral; formerly named incbcf.
    (package private) static double
    incompleteBetaFraction2(double a, double b, double x)
    Continued fraction expansion #2 for incomplete beta integral; formerly named incbd.
    static double
    incompleteGamma(double a, double x)
    Returns the Incomplete Gamma function; formerly named igamma.
    static double
    incompleteGammaComplement(double a, double x)
    Returns the Complemented Incomplete Gamma function; formerly named igamc.
    static double
    logGamma(double x)
    Returns the natural logarithm of the gamma function; formerly named lgamma.
    (package private) static double
    powerSeries(double a, double b, double x)
    Power series for incomplete beta integral; formerly named pseries.
    (package private) static double
    stirlingFormula(double x)
    Returns the Gamma function computed by Stirling's formula; formerly named stirf.

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Constructor Details

    • Gamma

      protected Gamma()
      Makes this class non instantiable, but still let's others inherit from it.
  • Method Details

    • beta

      public static double beta(double a, double b) throws ArithmeticException
      Returns the beta function of the arguments.
                         -     -
                        | (a) | (b)
       beta( a, b )  =  -----------.
                           -
                          | (a+b)
       
      Throws:
      ArithmeticException
    • gamma

      public static double gamma(double x) throws ArithmeticException
      Returns the Gamma function of the argument.
      Throws:
      ArithmeticException
    • incompleteBeta

      public static double incompleteBeta(double aa, double bb, double xx) throws ArithmeticException
      Returns the Incomplete Beta Function evaluated from zero to xx; formerly named ibeta.
      Parameters:
      aa - the alpha parameter of the beta distribution.
      bb - the beta parameter of the beta distribution.
      xx - the integration end point.
      Throws:
      ArithmeticException
    • incompleteBetaFraction1

      static double incompleteBetaFraction1(double a, double b, double x) throws ArithmeticException
      Continued fraction expansion #1 for incomplete beta integral; formerly named incbcf.
      Throws:
      ArithmeticException
    • incompleteBetaFraction2

      static double incompleteBetaFraction2(double a, double b, double x) throws ArithmeticException
      Continued fraction expansion #2 for incomplete beta integral; formerly named incbd.
      Throws:
      ArithmeticException
    • incompleteGamma

      public static double incompleteGamma(double a, double x) throws ArithmeticException
      Returns the Incomplete Gamma function; formerly named igamma.
      Parameters:
      a - the parameter of the gamma distribution.
      x - the integration end point.
      Throws:
      ArithmeticException
    • incompleteGammaComplement

      public static double incompleteGammaComplement(double a, double x) throws ArithmeticException
      Returns the Complemented Incomplete Gamma function; formerly named igamc.
      Parameters:
      a - the parameter of the gamma distribution.
      x - the integration start point.
      Throws:
      ArithmeticException
    • logGamma

      public static double logGamma(double x) throws ArithmeticException
      Returns the natural logarithm of the gamma function; formerly named lgamma.
      Throws:
      ArithmeticException
    • powerSeries

      static double powerSeries(double a, double b, double x) throws ArithmeticException
      Power series for incomplete beta integral; formerly named pseries. Use when b*x is small and x not too close to 1.
      Throws:
      ArithmeticException
    • stirlingFormula

      static double stirlingFormula(double x) throws ArithmeticException
      Returns the Gamma function computed by Stirling's formula; formerly named stirf. The polynomial STIR is valid for 33 invalid input: '<'= x invalid input: '<'= 172.
      Throws:
      ArithmeticException