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+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math.special;
+
+import org.apache.commons.math.MathException;
+import org.apache.commons.math.util.ContinuedFraction;
+import org.apache.commons.math.util.FastMath;
+
+/**
+ * This is a utility class that provides computation methods related to the
+ * Beta family of functions.
+ *
+ * @version $Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 août 2010) $
+ */
+public class Beta {
+
+ /** Maximum allowed numerical error. */
+ private static final double DEFAULT_EPSILON = 10e-15;
+
+ /**
+ * Default constructor. Prohibit instantiation.
+ */
+ private Beta() {
+ super();
+ }
+
+ /**
+ * Returns the
+ * <a href="http://mathworld.wolfram.com/RegularizedBetaFunction.html">
+ * regularized beta function</a> I(x, a, b).
+ *
+ * @param x the value.
+ * @param a the a parameter.
+ * @param b the b parameter.
+ * @return the regularized beta function I(x, a, b)
+ * @throws MathException if the algorithm fails to converge.
+ */
+ public static double regularizedBeta(double x, double a, double b)
+ throws MathException
+ {
+ return regularizedBeta(x, a, b, DEFAULT_EPSILON, Integer.MAX_VALUE);
+ }
+
+ /**
+ * Returns the
+ * <a href="http://mathworld.wolfram.com/RegularizedBetaFunction.html">
+ * regularized beta function</a> I(x, a, b).
+ *
+ * @param x the value.
+ * @param a the a parameter.
+ * @param b the b parameter.
+ * @param 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.
+ * @return the regularized beta function I(x, a, b)
+ * @throws MathException if the algorithm fails to converge.
+ */
+ public static double regularizedBeta(double x, double a, double b,
+ double epsilon) throws MathException
+ {
+ return regularizedBeta(x, a, b, epsilon, Integer.MAX_VALUE);
+ }
+
+ /**
+ * Returns the regularized beta function I(x, a, b).
+ *
+ * @param x the value.
+ * @param a the a parameter.
+ * @param b the b parameter.
+ * @param maxIterations Maximum number of "iterations" to complete.
+ * @return the regularized beta function I(x, a, b)
+ * @throws MathException if the algorithm fails to converge.
+ */
+ public static double regularizedBeta(double x, double a, double b,
+ int maxIterations) throws MathException
+ {
+ return regularizedBeta(x, a, b, DEFAULT_EPSILON, maxIterations);
+ }
+
+ /**
+ * Returns the regularized beta function I(x, a, b).
+ *
+ * The implementation of this method is based on:
+ * <ul>
+ * <li>
+ * <a href="http://mathworld.wolfram.com/RegularizedBetaFunction.html">
+ * Regularized Beta Function</a>.</li>
+ * <li>
+ * <a href="http://functions.wolfram.com/06.21.10.0001.01">
+ * Regularized Beta Function</a>.</li>
+ * </ul>
+ *
+ * @param x the value.
+ * @param a the a parameter.
+ * @param b the b parameter.
+ * @param 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.
+ * @param maxIterations Maximum number of "iterations" to complete.
+ * @return the regularized beta function I(x, a, b)
+ * @throws MathException if the algorithm fails to converge.
+ */
+ public static double regularizedBeta(double x, final double a,
+ final double b, double epsilon, int maxIterations) throws MathException
+ {
+ double ret;
+
+ if (Double.isNaN(x) || Double.isNaN(a) || Double.isNaN(b) || (x < 0) ||
+ (x > 1) || (a <= 0.0) || (b <= 0.0))
+ {
+ ret = Double.NaN;
+ } else if (x > (a + 1.0) / (a + b + 2.0)) {
+ ret = 1.0 - regularizedBeta(1.0 - x, b, a, epsilon, maxIterations);
+ } else {
+ ContinuedFraction fraction = new ContinuedFraction() {
+
+ @Override
+ protected double getB(int n, double x) {
+ double ret;
+ double m;
+ if (n % 2 == 0) { // even
+ m = n / 2.0;
+ ret = (m * (b - m) * x) /
+ ((a + (2 * m) - 1) * (a + (2 * m)));
+ } else {
+ m = (n - 1.0) / 2.0;
+ ret = -((a + m) * (a + b + m) * x) /
+ ((a + (2 * m)) * (a + (2 * m) + 1.0));
+ }
+ return ret;
+ }
+
+ @Override
+ protected double getA(int n, double x) {
+ return 1.0;
+ }
+ };
+ ret = FastMath.exp((a * FastMath.log(x)) + (b * FastMath.log(1.0 - x)) -
+ FastMath.log(a) - logBeta(a, b, epsilon, maxIterations)) *
+ 1.0 / fraction.evaluate(x, epsilon, maxIterations);
+ }
+
+ return ret;
+ }
+
+ /**
+ * Returns the natural logarithm of the beta function B(a, b).
+ *
+ * @param a the a parameter.
+ * @param b the b parameter.
+ * @return log(B(a, b))
+ */
+ public static double logBeta(double a, double b) {
+ return logBeta(a, b, DEFAULT_EPSILON, Integer.MAX_VALUE);
+ }
+
+ /**
+ * Returns the natural logarithm of the beta function B(a, b).
+ *
+ * The implementation of this method is based on:
+ * <ul>
+ * <li><a href="http://mathworld.wolfram.com/BetaFunction.html">
+ * Beta Function</a>, equation (1).</li>
+ * </ul>
+ *
+ * @param a the a parameter.
+ * @param b the b parameter.
+ * @param 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.
+ * @param maxIterations Maximum number of "iterations" to complete.
+ * @return log(B(a, b))
+ */
+ public static double logBeta(double a, double b, double epsilon,
+ int maxIterations) {
+
+ double ret;
+
+ if (Double.isNaN(a) || Double.isNaN(b) || (a <= 0.0) || (b <= 0.0)) {
+ ret = Double.NaN;
+ } else {
+ ret = Gamma.logGamma(a) + Gamma.logGamma(b) -
+ Gamma.logGamma(a + b);
+ }
+
+ return ret;
+ }
+}