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- // (C) Copyright John Maddock 2006.
- // Use, modification and distribution are subject to the
- // Boost Software License, Version 1.0. (See accompanying file
- // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
- #ifndef BOOST_MATH_SPECIAL_BETA_HPP
- #define BOOST_MATH_SPECIAL_BETA_HPP
- #ifdef _MSC_VER
- #pragma once
- #endif
- #include <boost/math/special_functions/math_fwd.hpp>
- #include <boost/math/tools/config.hpp>
- #include <boost/math/special_functions/gamma.hpp>
- #include <boost/math/special_functions/binomial.hpp>
- #include <boost/math/special_functions/factorials.hpp>
- #include <boost/math/special_functions/erf.hpp>
- #include <boost/math/special_functions/log1p.hpp>
- #include <boost/math/special_functions/expm1.hpp>
- #include <boost/math/special_functions/trunc.hpp>
- #include <boost/math/tools/roots.hpp>
- #include <boost/math/tools/assert.hpp>
- #include <cmath>
- namespace boost{ namespace math{
- namespace detail{
- //
- // Implementation of Beta(a,b) using the Lanczos approximation:
- //
- template <class T, class Lanczos, class Policy>
- T beta_imp(T a, T b, const Lanczos&, const Policy& pol)
- {
- BOOST_MATH_STD_USING // for ADL of std names
- if(a <= 0)
- return policies::raise_domain_error<T>("boost::math::beta<%1%>(%1%,%1%)", "The arguments to the beta function must be greater than zero (got a=%1%).", a, pol);
- if(b <= 0)
- return policies::raise_domain_error<T>("boost::math::beta<%1%>(%1%,%1%)", "The arguments to the beta function must be greater than zero (got b=%1%).", b, pol);
- T result; // LCOV_EXCL_LINE
- T prefix = 1;
- T c = a + b;
- // Special cases:
- if((c == a) && (b < tools::epsilon<T>()))
- return 1 / b;
- else if((c == b) && (a < tools::epsilon<T>()))
- return 1 / a;
- if(b == 1)
- return 1/a;
- else if(a == 1)
- return 1/b;
- else if(c < tools::epsilon<T>())
- {
- result = c / a;
- result /= b;
- return result;
- }
- /*
- //
- // This code appears to be no longer necessary: it was
- // used to offset errors introduced from the Lanczos
- // approximation, but the current Lanczos approximations
- // are sufficiently accurate for all z that we can ditch
- // this. It remains in the file for future reference...
- //
- // If a or b are less than 1, shift to greater than 1:
- if(a < 1)
- {
- prefix *= c / a;
- c += 1;
- a += 1;
- }
- if(b < 1)
- {
- prefix *= c / b;
- c += 1;
- b += 1;
- }
- */
- if(a < b)
- std::swap(a, b);
- // Lanczos calculation:
- T agh = static_cast<T>(a + Lanczos::g() - 0.5f);
- T bgh = static_cast<T>(b + Lanczos::g() - 0.5f);
- T cgh = static_cast<T>(c + Lanczos::g() - 0.5f);
- result = Lanczos::lanczos_sum_expG_scaled(a) * (Lanczos::lanczos_sum_expG_scaled(b) / Lanczos::lanczos_sum_expG_scaled(c));
- T ambh = a - 0.5f - b;
- if((fabs(b * ambh) < (cgh * 100)) && (a > 100))
- {
- // Special case where the base of the power term is close to 1
- // compute (1+x)^y instead:
- result *= exp(ambh * boost::math::log1p(-b / cgh, pol));
- }
- else
- {
- result *= pow(agh / cgh, a - T(0.5) - b);
- }
- if(cgh > 1e10f)
- // this avoids possible overflow, but appears to be marginally less accurate:
- result *= pow((agh / cgh) * (bgh / cgh), b);
- else
- result *= pow((agh * bgh) / (cgh * cgh), b);
- result *= sqrt(boost::math::constants::e<T>() / bgh);
- // If a and b were originally less than 1 we need to scale the result:
- result *= prefix;
- return result;
- } // template <class T, class Lanczos> beta_imp(T a, T b, const Lanczos&)
- //
- // Generic implementation of Beta(a,b) without Lanczos approximation support
- // (Caution this is slow!!!):
- //
- template <class T, class Policy>
- T beta_imp(T a, T b, const lanczos::undefined_lanczos& l, const Policy& pol)
- {
- BOOST_MATH_STD_USING
- if(a <= 0)
- return policies::raise_domain_error<T>("boost::math::beta<%1%>(%1%,%1%)", "The arguments to the beta function must be greater than zero (got a=%1%).", a, pol);
- if(b <= 0)
- return policies::raise_domain_error<T>("boost::math::beta<%1%>(%1%,%1%)", "The arguments to the beta function must be greater than zero (got b=%1%).", b, pol);
- const T c = a + b;
- // Special cases:
- if ((c == a) && (b < tools::epsilon<T>()))
- return 1 / b;
- else if ((c == b) && (a < tools::epsilon<T>()))
- return 1 / a;
- if (b == 1)
- return 1 / a;
- else if (a == 1)
- return 1 / b;
- else if (c < tools::epsilon<T>())
- {
- T result = c / a;
- result /= b;
- return result;
- }
- // Regular cases start here:
- const T min_sterling = minimum_argument_for_bernoulli_recursion<T>();
- long shift_a = 0;
- long shift_b = 0;
- if(a < min_sterling)
- shift_a = 1 + ltrunc(min_sterling - a);
- if(b < min_sterling)
- shift_b = 1 + ltrunc(min_sterling - b);
- long shift_c = shift_a + shift_b;
- if ((shift_a == 0) && (shift_b == 0))
- {
- return pow(a / c, a) * pow(b / c, b) * scaled_tgamma_no_lanczos(a, pol) * scaled_tgamma_no_lanczos(b, pol) / scaled_tgamma_no_lanczos(c, pol);
- }
- else if ((a < 1) && (b < 1))
- {
- return boost::math::tgamma(a, pol) * (boost::math::tgamma(b, pol) / boost::math::tgamma(c));
- }
- else if(a < 1)
- return boost::math::tgamma(a, pol) * boost::math::tgamma_delta_ratio(b, a, pol);
- else if(b < 1)
- return boost::math::tgamma(b, pol) * boost::math::tgamma_delta_ratio(a, b, pol);
- else
- {
- T result = beta_imp(T(a + shift_a), T(b + shift_b), l, pol);
- //
- // Recursion:
- //
- for (long i = 0; i < shift_c; ++i)
- {
- result *= c + i;
- if (i < shift_a)
- result /= a + i;
- if (i < shift_b)
- result /= b + i;
- }
- return result;
- }
- } // template <class T>T beta_imp(T a, T b, const lanczos::undefined_lanczos& l)
- //
- // Compute the leading power terms in the incomplete Beta:
- //
- // (x^a)(y^b)/Beta(a,b) when normalised, and
- // (x^a)(y^b) otherwise.
- //
- // Almost all of the error in the incomplete beta comes from this
- // function: particularly when a and b are large. Computing large
- // powers are *hard* though, and using logarithms just leads to
- // horrendous cancellation errors.
- //
- template <class T, class Lanczos, class Policy>
- T ibeta_power_terms(T a,
- T b,
- T x,
- T y,
- const Lanczos&,
- bool normalised,
- const Policy& pol,
- T prefix = 1,
- const char* function = "boost::math::ibeta<%1%>(%1%, %1%, %1%)")
- {
- BOOST_MATH_STD_USING
- if(!normalised)
- {
- // can we do better here?
- return pow(x, a) * pow(y, b);
- }
- T result; // LCOV_EXCL_LINE
- T c = a + b;
- // combine power terms with Lanczos approximation:
- T agh = static_cast<T>(a + Lanczos::g() - 0.5f);
- T bgh = static_cast<T>(b + Lanczos::g() - 0.5f);
- T cgh = static_cast<T>(c + Lanczos::g() - 0.5f);
- if ((a < tools::min_value<T>()) || (b < tools::min_value<T>()))
- result = 0; // denominator overflows in this case
- else
- result = Lanczos::lanczos_sum_expG_scaled(c) / (Lanczos::lanczos_sum_expG_scaled(a) * Lanczos::lanczos_sum_expG_scaled(b));
- result *= prefix;
- // combine with the leftover terms from the Lanczos approximation:
- result *= sqrt(bgh / boost::math::constants::e<T>());
- result *= sqrt(agh / cgh);
- // l1 and l2 are the base of the exponents minus one:
- T l1 = (x * b - y * agh) / agh;
- T l2 = (y * a - x * bgh) / bgh;
- if(((std::min)(fabs(l1), fabs(l2)) < 0.2))
- {
- // when the base of the exponent is very near 1 we get really
- // gross errors unless extra care is taken:
- if((l1 * l2 > 0) || ((std::min)(a, b) < 1))
- {
- //
- // This first branch handles the simple cases where either:
- //
- // * The two power terms both go in the same direction
- // (towards zero or towards infinity). In this case if either
- // term overflows or underflows, then the product of the two must
- // do so also.
- // *Alternatively if one exponent is less than one, then we
- // can't productively use it to eliminate overflow or underflow
- // from the other term. Problems with spurious overflow/underflow
- // can't be ruled out in this case, but it is *very* unlikely
- // since one of the power terms will evaluate to a number close to 1.
- //
- if(fabs(l1) < 0.1)
- {
- result *= exp(a * boost::math::log1p(l1, pol));
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- }
- else
- {
- result *= pow((x * cgh) / agh, a);
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- }
- if(fabs(l2) < 0.1)
- {
- result *= exp(b * boost::math::log1p(l2, pol));
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- }
- else
- {
- result *= pow((y * cgh) / bgh, b);
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- }
- }
- else if((std::max)(fabs(l1), fabs(l2)) < 0.5)
- {
- //
- // Both exponents are near one and both the exponents are
- // greater than one and further these two
- // power terms tend in opposite directions (one towards zero,
- // the other towards infinity), so we have to combine the terms
- // to avoid any risk of overflow or underflow.
- //
- // We do this by moving one power term inside the other, we have:
- //
- // (1 + l1)^a * (1 + l2)^b
- // = ((1 + l1)*(1 + l2)^(b/a))^a
- // = (1 + l1 + l3 + l1*l3)^a ; l3 = (1 + l2)^(b/a) - 1
- // = exp((b/a) * log(1 + l2)) - 1
- //
- // The tricky bit is deciding which term to move inside :-)
- // By preference we move the larger term inside, so that the
- // size of the largest exponent is reduced. However, that can
- // only be done as long as l3 (see above) is also small.
- //
- bool small_a = a < b;
- T ratio = b / a;
- if((small_a && (ratio * l2 < 0.1)) || (!small_a && (l1 / ratio > 0.1)))
- {
- T l3 = boost::math::expm1(ratio * boost::math::log1p(l2, pol), pol);
- l3 = l1 + l3 + l3 * l1;
- l3 = a * boost::math::log1p(l3, pol);
- result *= exp(l3);
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- }
- else
- {
- T l3 = boost::math::expm1(boost::math::log1p(l1, pol) / ratio, pol);
- l3 = l2 + l3 + l3 * l2;
- l3 = b * boost::math::log1p(l3, pol);
- result *= exp(l3);
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- }
- }
- else if(fabs(l1) < fabs(l2))
- {
- // First base near 1 only:
- T l = a * boost::math::log1p(l1, pol)
- + b * log((y * cgh) / bgh);
- if((l <= tools::log_min_value<T>()) || (l >= tools::log_max_value<T>()))
- {
- l += log(result);
- if(l >= tools::log_max_value<T>())
- return policies::raise_overflow_error<T>(function, nullptr, pol); // LCOV_EXCL_LINE we can probably never get here, probably!
- result = exp(l);
- }
- else
- result *= exp(l);
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- }
- else
- {
- // Second base near 1 only:
- T l = b * boost::math::log1p(l2, pol)
- + a * log((x * cgh) / agh);
- if((l <= tools::log_min_value<T>()) || (l >= tools::log_max_value<T>()))
- {
- l += log(result);
- if(l >= tools::log_max_value<T>())
- return policies::raise_overflow_error<T>(function, nullptr, pol); // LCOV_EXCL_LINE we can probably never get here, probably!
- result = exp(l);
- }
- else
- result *= exp(l);
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- }
- }
- else
- {
- // general case:
- T b1 = (x * cgh) / agh;
- T b2 = (y * cgh) / bgh;
- l1 = a * log(b1);
- l2 = b * log(b2);
- BOOST_MATH_INSTRUMENT_VARIABLE(b1);
- BOOST_MATH_INSTRUMENT_VARIABLE(b2);
- BOOST_MATH_INSTRUMENT_VARIABLE(l1);
- BOOST_MATH_INSTRUMENT_VARIABLE(l2);
- if((l1 >= tools::log_max_value<T>())
- || (l1 <= tools::log_min_value<T>())
- || (l2 >= tools::log_max_value<T>())
- || (l2 <= tools::log_min_value<T>())
- )
- {
- // Oops, under/overflow, sidestep if we can:
- if(a < b)
- {
- T p1 = pow(b2, b / a);
- T l3 = (b1 != 0) && (p1 != 0) ? (a * (log(b1) + log(p1))) : tools::max_value<T>(); // arbitrary large value if the logs would fail!
- if((l3 < tools::log_max_value<T>())
- && (l3 > tools::log_min_value<T>()))
- {
- result *= pow(p1 * b1, a);
- }
- else
- {
- l2 += l1 + log(result);
- if(l2 >= tools::log_max_value<T>())
- return policies::raise_overflow_error<T>(function, nullptr, pol); // LCOV_EXCL_LINE we can probably never get here, probably!
- result = exp(l2);
- }
- }
- else
- {
- // This protects against spurious overflow in a/b:
- T p1 = (b1 < 1) && (b < 1) && (tools::max_value<T>() * b < a) ? static_cast<T>(0) : static_cast<T>(pow(b1, a / b));
- T l3 = (p1 != 0) && (b2 != 0) ? (log(p1) + log(b2)) * b : tools::max_value<T>(); // arbitrary large value if the logs would fail!
- if((l3 < tools::log_max_value<T>())
- && (l3 > tools::log_min_value<T>()))
- {
- result *= pow(p1 * b2, b);
- }
- else if(result != 0) // we can elude the calculation below if we're already going to be zero
- {
- l2 += l1 + log(result);
- if(l2 >= tools::log_max_value<T>())
- return policies::raise_overflow_error<T>(function, nullptr, pol); // LCOV_EXCL_LINE we can probably never get here, probably!
- result = exp(l2);
- }
- }
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- }
- else
- {
- // finally the normal case:
- result *= pow(b1, a) * pow(b2, b);
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- }
- }
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- if (0 == result)
- {
- if ((a > 1) && (x == 0))
- return result; // true zero LCOV_EXCL_LINE we can probably never get here
- if ((b > 1) && (y == 0))
- return result; // true zero LCOV_EXCL_LINE we can probably never get here
- return boost::math::policies::raise_underflow_error<T>(function, nullptr, pol);
- }
- return result;
- }
- //
- // Compute the leading power terms in the incomplete Beta:
- //
- // (x^a)(y^b)/Beta(a,b) when normalised, and
- // (x^a)(y^b) otherwise.
- //
- // Almost all of the error in the incomplete beta comes from this
- // function: particularly when a and b are large. Computing large
- // powers are *hard* though, and using logarithms just leads to
- // horrendous cancellation errors.
- //
- // This version is generic, slow, and does not use the Lanczos approximation.
- //
- template <class T, class Policy>
- T ibeta_power_terms(T a,
- T b,
- T x,
- T y,
- const boost::math::lanczos::undefined_lanczos& l,
- bool normalised,
- const Policy& pol,
- T prefix = 1,
- const char* = "boost::math::ibeta<%1%>(%1%, %1%, %1%)")
- {
- BOOST_MATH_STD_USING
- if(!normalised)
- {
- return prefix * pow(x, a) * pow(y, b);
- }
- T c = a + b;
- const T min_sterling = minimum_argument_for_bernoulli_recursion<T>();
- long shift_a = 0;
- long shift_b = 0;
- if (a < min_sterling)
- shift_a = 1 + ltrunc(min_sterling - a);
- if (b < min_sterling)
- shift_b = 1 + ltrunc(min_sterling - b);
- if ((shift_a == 0) && (shift_b == 0))
- {
- T power1, power2;
- bool need_logs = false;
- if (a < b)
- {
- BOOST_MATH_IF_CONSTEXPR(std::numeric_limits<T>::has_infinity)
- {
- power1 = pow((x * y * c * c) / (a * b), a);
- power2 = pow((y * c) / b, b - a);
- }
- else
- {
- // We calculate these logs purely so we can check for overflow in the power functions
- T l1 = log((x * y * c * c) / (a * b));
- T l2 = log((y * c) / b);
- if ((l1 * a > tools::log_min_value<T>()) && (l1 * a < tools::log_max_value<T>()) && (l2 * (b - a) < tools::log_max_value<T>()) && (l2 * (b - a) > tools::log_min_value<T>()))
- {
- power1 = pow((x * y * c * c) / (a * b), a);
- power2 = pow((y * c) / b, b - a);
- }
- else
- {
- need_logs = true;
- }
- }
- }
- else
- {
- BOOST_MATH_IF_CONSTEXPR(std::numeric_limits<T>::has_infinity)
- {
- power1 = pow((x * y * c * c) / (a * b), b);
- power2 = pow((x * c) / a, a - b);
- }
- else
- {
- // We calculate these logs purely so we can check for overflow in the power functions
- T l1 = log((x * y * c * c) / (a * b)) * b;
- T l2 = log((x * c) / a) * (a - b);
- if ((l1 * a > tools::log_min_value<T>()) && (l1 * a < tools::log_max_value<T>()) && (l2 * (b - a) < tools::log_max_value<T>()) && (l2 * (b - a) > tools::log_min_value<T>()))
- {
- power1 = pow((x * y * c * c) / (a * b), b);
- power2 = pow((x * c) / a, a - b);
- }
- else
- need_logs = true;
- }
- }
- BOOST_MATH_IF_CONSTEXPR(std::numeric_limits<T>::has_infinity)
- {
- if (!(boost::math::isnormal)(power1) || !(boost::math::isnormal)(power2))
- {
- need_logs = true;
- }
- }
- if (need_logs)
- {
- //
- // We want:
- //
- // (xc / a)^a (yc / b)^b
- //
- // But we know that one or other term will over / underflow and combining the logs will be next to useless as that will cause significant cancellation.
- // If we assume b > a and express z ^ b as(z ^ b / a) ^ a with z = (yc / b) then we can move one power term inside the other :
- //
- // ((xc / a) * (yc / b)^(b / a))^a
- //
- // However, we're not quite there yet, as the term being exponentiated is quite likely to be close to unity, so let:
- //
- // xc / a = 1 + (xb - ya) / a
- //
- // analogously let :
- //
- // 1 + p = (yc / b) ^ (b / a) = 1 + expm1((b / a) * log1p((ya - xb) / b))
- //
- // so putting the two together we have :
- //
- // exp(a * log1p((xb - ya) / a + p + p(xb - ya) / a))
- //
- // Analogously, when a > b we can just swap all the terms around.
- //
- // Finally, there are a few cases (x or y is unity) when the above logic can't be used
- // or where there is no logarithmic cancellation and accuracy is better just using
- // the regular formula:
- //
- T xc_a = x * c / a;
- T yc_b = y * c / b;
- if ((x == 1) || (y == 1) || (fabs(xc_a - 1) > 0.25) || (fabs(yc_b - 1) > 0.25))
- {
- // The above logic fails, the result is almost certainly zero:
- power1 = exp(log(xc_a) * a + log(yc_b) * b);
- power2 = 1;
- }
- else if (b > a)
- {
- T p = boost::math::expm1((b / a) * boost::math::log1p((y * a - x * b) / b));
- power1 = exp(a * boost::math::log1p((x * b - y * a) / a + p * (x * c / a)));
- power2 = 1;
- }
- else
- {
- T p = boost::math::expm1((a / b) * boost::math::log1p((x * b - y * a) / a));
- power1 = exp(b * boost::math::log1p((y * a - x * b) / b + p * (y * c / b)));
- power2 = 1;
- }
- }
- return prefix * power1 * power2 * scaled_tgamma_no_lanczos(c, pol) / (scaled_tgamma_no_lanczos(a, pol) * scaled_tgamma_no_lanczos(b, pol));
- }
- T power1 = pow(x, a);
- T power2 = pow(y, b);
- T bet = beta_imp(a, b, l, pol);
- if(!(boost::math::isnormal)(power1) || !(boost::math::isnormal)(power2) || !(boost::math::isnormal)(bet))
- {
- int shift_c = shift_a + shift_b;
- T result = ibeta_power_terms(T(a + shift_a), T(b + shift_b), x, y, l, normalised, pol, prefix);
- if ((boost::math::isnormal)(result))
- {
- for (int i = 0; i < shift_c; ++i)
- {
- result /= c + i;
- if (i < shift_a)
- {
- result *= a + i;
- result /= x;
- }
- if (i < shift_b)
- {
- result *= b + i;
- result /= y;
- }
- }
- return prefix * result;
- }
- else
- {
- T log_result = log(x) * a + log(y) * b + log(prefix);
- if ((boost::math::isnormal)(bet))
- log_result -= log(bet);
- else
- log_result += boost::math::lgamma(c, pol) - boost::math::lgamma(a, pol) - boost::math::lgamma(b, pol);
- return exp(log_result);
- }
- }
- return prefix * power1 * (power2 / bet);
- }
- //
- // Series approximation to the incomplete beta:
- //
- template <class T>
- struct ibeta_series_t
- {
- typedef T result_type;
- ibeta_series_t(T a_, T b_, T x_, T mult) : result(mult), x(x_), apn(a_), poch(1-b_), n(1) {}
- T operator()()
- {
- T r = result / apn;
- apn += 1;
- result *= poch * x / n;
- ++n;
- poch += 1;
- return r;
- }
- private:
- T result, x, apn, poch;
- int n;
- };
- template <class T, class Lanczos, class Policy>
- T ibeta_series(T a, T b, T x, T s0, const Lanczos&, bool normalised, T* p_derivative, T y, const Policy& pol)
- {
- BOOST_MATH_STD_USING
- T result;
- BOOST_MATH_ASSERT((p_derivative == 0) || normalised);
- if(normalised)
- {
- T c = a + b;
- // incomplete beta power term, combined with the Lanczos approximation:
- T agh = static_cast<T>(a + Lanczos::g() - 0.5f);
- T bgh = static_cast<T>(b + Lanczos::g() - 0.5f);
- T cgh = static_cast<T>(c + Lanczos::g() - 0.5f);
- if ((a < tools::min_value<T>()) || (b < tools::min_value<T>()))
- result = 0; // denorms cause overflow in the Lanzos series, result will be zero anyway
- else
- result = Lanczos::lanczos_sum_expG_scaled(c) / (Lanczos::lanczos_sum_expG_scaled(a) * Lanczos::lanczos_sum_expG_scaled(b));
- if (!(boost::math::isfinite)(result))
- result = 0; // LCOV_EXCL_LINE we can probably never get here, covered already above?
- T l1 = log(cgh / bgh) * (b - 0.5f);
- T l2 = log(x * cgh / agh) * a;
- //
- // Check for over/underflow in the power terms:
- //
- if((l1 > tools::log_min_value<T>())
- && (l1 < tools::log_max_value<T>())
- && (l2 > tools::log_min_value<T>())
- && (l2 < tools::log_max_value<T>()))
- {
- if(a * b < bgh * 10)
- result *= exp((b - 0.5f) * boost::math::log1p(a / bgh, pol));
- else
- result *= pow(cgh / bgh, T(b - T(0.5)));
- result *= pow(x * cgh / agh, a);
- result *= sqrt(agh / boost::math::constants::e<T>());
- if(p_derivative)
- {
- *p_derivative = result * pow(y, b);
- BOOST_MATH_ASSERT(*p_derivative >= 0);
- }
- }
- else
- {
- //
- // Oh dear, we need logs, and this *will* cancel:
- //
- if (result != 0) // elude calculation when result will be zero.
- {
- result = log(result) + l1 + l2 + (log(agh) - 1) / 2;
- if (p_derivative)
- *p_derivative = exp(result + b * log(y));
- result = exp(result);
- }
- }
- }
- else
- {
- // Non-normalised, just compute the power:
- result = pow(x, a);
- }
- if(result < tools::min_value<T>())
- return s0; // Safeguard: series can't cope with denorms.
- ibeta_series_t<T> s(a, b, x, result);
- std::uintmax_t max_iter = policies::get_max_series_iterations<Policy>();
- result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter, s0);
- policies::check_series_iterations<T>("boost::math::ibeta<%1%>(%1%, %1%, %1%) in ibeta_series (with lanczos)", max_iter, pol);
- return result;
- }
- //
- // Incomplete Beta series again, this time without Lanczos support:
- //
- template <class T, class Policy>
- T ibeta_series(T a, T b, T x, T s0, const boost::math::lanczos::undefined_lanczos& l, bool normalised, T* p_derivative, T y, const Policy& pol)
- {
- BOOST_MATH_STD_USING
- T result;
- BOOST_MATH_ASSERT((p_derivative == 0) || normalised);
- if(normalised)
- {
- const T min_sterling = minimum_argument_for_bernoulli_recursion<T>();
- long shift_a = 0;
- long shift_b = 0;
- if (a < min_sterling)
- shift_a = 1 + ltrunc(min_sterling - a);
- if (b < min_sterling)
- shift_b = 1 + ltrunc(min_sterling - b);
- T c = a + b;
- if ((shift_a == 0) && (shift_b == 0))
- {
- result = pow(x * c / a, a) * pow(c / b, b) * scaled_tgamma_no_lanczos(c, pol) / (scaled_tgamma_no_lanczos(a, pol) * scaled_tgamma_no_lanczos(b, pol));
- }
- else if ((a < 1) && (b > 1))
- result = pow(x, a) / (boost::math::tgamma(a, pol) * boost::math::tgamma_delta_ratio(b, a, pol));
- else
- {
- T power = pow(x, a);
- T bet = beta_imp(a, b, l, pol);
- if (!(boost::math::isnormal)(power) || !(boost::math::isnormal)(bet))
- {
- result = exp(a * log(x) + boost::math::lgamma(c, pol) - boost::math::lgamma(a, pol) - boost::math::lgamma(b, pol));
- }
- else
- result = power / bet;
- }
- if(p_derivative)
- {
- *p_derivative = result * pow(y, b);
- BOOST_MATH_ASSERT(*p_derivative >= 0);
- }
- }
- else
- {
- // Non-normalised, just compute the power:
- result = pow(x, a);
- }
- if(result < tools::min_value<T>())
- return s0; // Safeguard: series can't cope with denorms.
- ibeta_series_t<T> s(a, b, x, result);
- std::uintmax_t max_iter = policies::get_max_series_iterations<Policy>();
- result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter, s0);
- policies::check_series_iterations<T>("boost::math::ibeta<%1%>(%1%, %1%, %1%) in ibeta_series (without lanczos)", max_iter, pol);
- return result;
- }
- //
- // Continued fraction for the incomplete beta:
- //
- template <class T>
- struct ibeta_fraction2_t
- {
- typedef std::pair<T, T> result_type;
- ibeta_fraction2_t(T a_, T b_, T x_, T y_) : a(a_), b(b_), x(x_), y(y_), m(0) {}
- result_type operator()()
- {
- T aN = (a + m - 1) * (a + b + m - 1) * m * (b - m) * x * x;
- T denom = (a + 2 * m - 1);
- aN /= denom * denom;
- T bN = static_cast<T>(m);
- bN += (m * (b - m) * x) / (a + 2*m - 1);
- bN += ((a + m) * (a * y - b * x + 1 + m *(2 - x))) / (a + 2*m + 1);
- ++m;
- return std::make_pair(aN, bN);
- }
- private:
- T a, b, x, y;
- int m;
- };
- //
- // Evaluate the incomplete beta via the continued fraction representation:
- //
- template <class T, class Policy>
- inline T ibeta_fraction2(T a, T b, T x, T y, const Policy& pol, bool normalised, T* p_derivative)
- {
- typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
- BOOST_MATH_STD_USING
- T result = ibeta_power_terms(a, b, x, y, lanczos_type(), normalised, pol);
- if(p_derivative)
- {
- *p_derivative = result;
- BOOST_MATH_ASSERT(*p_derivative >= 0);
- }
- if(result == 0)
- return result;
- ibeta_fraction2_t<T> f(a, b, x, y);
- T fract = boost::math::tools::continued_fraction_b(f, boost::math::policies::get_epsilon<T, Policy>());
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- BOOST_MATH_INSTRUMENT_VARIABLE(result);
- return result / fract;
- }
- //
- // Computes the difference between ibeta(a,b,x) and ibeta(a+k,b,x):
- //
- template <class T, class Policy>
- T ibeta_a_step(T a, T b, T x, T y, int k, const Policy& pol, bool normalised, T* p_derivative)
- {
- typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
- BOOST_MATH_INSTRUMENT_VARIABLE(k);
- T prefix = ibeta_power_terms(a, b, x, y, lanczos_type(), normalised, pol);
- if(p_derivative)
- {
- *p_derivative = prefix;
- BOOST_MATH_ASSERT(*p_derivative >= 0);
- }
- prefix /= a;
- if(prefix == 0)
- return prefix;
- T sum = 1;
- T term = 1;
- // series summation from 0 to k-1:
- for(int i = 0; i < k-1; ++i)
- {
- term *= (a+b+i) * x / (a+i+1);
- sum += term;
- }
- prefix *= sum;
- return prefix;
- }
- //
- // This function is only needed for the non-regular incomplete beta,
- // it computes the delta in:
- // beta(a,b,x) = prefix + delta * beta(a+k,b,x)
- // it is currently only called for small k.
- //
- template <class T>
- inline T rising_factorial_ratio(T a, T b, int k)
- {
- // calculate:
- // (a)(a+1)(a+2)...(a+k-1)
- // _______________________
- // (b)(b+1)(b+2)...(b+k-1)
- // This is only called with small k, for large k
- // it is grossly inefficient, do not use outside it's
- // intended purpose!!!
- BOOST_MATH_INSTRUMENT_VARIABLE(k);
- BOOST_MATH_ASSERT(k > 0);
- T result = 1;
- for(int i = 0; i < k; ++i)
- result *= (a+i) / (b+i);
- return result;
- }
- //
- // Routine for a > 15, b < 1
- //
- // Begin by figuring out how large our table of Pn's should be,
- // quoted accuracies are "guesstimates" based on empirical observation.
- // Note that the table size should never exceed the size of our
- // tables of factorials.
- //
- template <class T>
- struct Pn_size
- {
- // This is likely to be enough for ~35-50 digit accuracy
- // but it's hard to quantify exactly:
- static constexpr unsigned value =
- ::boost::math::max_factorial<T>::value >= 100 ? 50
- : ::boost::math::max_factorial<T>::value >= ::boost::math::max_factorial<double>::value ? 30
- : ::boost::math::max_factorial<T>::value >= ::boost::math::max_factorial<float>::value ? 15 : 1;
- static_assert(::boost::math::max_factorial<T>::value >= ::boost::math::max_factorial<float>::value, "Type does not provide for 35-50 digits of accuracy.");
- };
- template <>
- struct Pn_size<float>
- {
- static constexpr unsigned value = 15; // ~8-15 digit accuracy
- static_assert(::boost::math::max_factorial<float>::value >= 30, "Type does not provide for 8-15 digits of accuracy.");
- };
- template <>
- struct Pn_size<double>
- {
- static constexpr unsigned value = 30; // 16-20 digit accuracy
- static_assert(::boost::math::max_factorial<double>::value >= 60, "Type does not provide for 16-20 digits of accuracy.");
- };
- template <>
- struct Pn_size<long double>
- {
- static constexpr unsigned value = 50; // ~35-50 digit accuracy
- static_assert(::boost::math::max_factorial<long double>::value >= 100, "Type does not provide for ~35-50 digits of accuracy");
- };
- template <class T, class Policy>
- T beta_small_b_large_a_series(T a, T b, T x, T y, T s0, T mult, const Policy& pol, bool normalised)
- {
- typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
- BOOST_MATH_STD_USING
- //
- // This is DiDonato and Morris's BGRAT routine, see Eq's 9 through 9.6.
- //
- // Some values we'll need later, these are Eq 9.1:
- //
- T bm1 = b - 1;
- T t = a + bm1 / 2;
- T lx, u; // LCOV_EXCL_LINE
- if(y < 0.35)
- lx = boost::math::log1p(-y, pol);
- else
- lx = log(x);
- u = -t * lx;
- // and from from 9.2:
- T prefix; // LCOV_EXCL_LINE
- T h = regularised_gamma_prefix(b, u, pol, lanczos_type());
- if(h <= tools::min_value<T>())
- return s0;
- if(normalised)
- {
- prefix = h / boost::math::tgamma_delta_ratio(a, b, pol);
- prefix /= pow(t, b);
- }
- else
- {
- prefix = full_igamma_prefix(b, u, pol) / pow(t, b);
- }
- prefix *= mult;
- //
- // now we need the quantity Pn, unfortunately this is computed
- // recursively, and requires a full history of all the previous values
- // so no choice but to declare a big table and hope it's big enough...
- //
- T p[ ::boost::math::detail::Pn_size<T>::value ] = { 1 }; // see 9.3.
- //
- // Now an initial value for J, see 9.6:
- //
- T j = boost::math::gamma_q(b, u, pol) / h;
- //
- // Now we can start to pull things together and evaluate the sum in Eq 9:
- //
- T sum = s0 + prefix * j; // Value at N = 0
- // some variables we'll need:
- unsigned tnp1 = 1; // 2*N+1
- T lx2 = lx / 2;
- lx2 *= lx2;
- T lxp = 1;
- T t4 = 4 * t * t;
- T b2n = b;
- for(unsigned n = 1; n < sizeof(p)/sizeof(p[0]); ++n)
- {
- /*
- // debugging code, enable this if you want to determine whether
- // the table of Pn's is large enough...
- //
- static int max_count = 2;
- if(n > max_count)
- {
- max_count = n;
- std::cerr << "Max iterations in BGRAT was " << n << std::endl;
- }
- */
- //
- // begin by evaluating the next Pn from Eq 9.4:
- //
- tnp1 += 2;
- p[n] = 0;
- T mbn = b - n;
- unsigned tmp1 = 3;
- for(unsigned m = 1; m < n; ++m)
- {
- mbn = m * b - n;
- p[n] += mbn * p[n-m] / boost::math::unchecked_factorial<T>(tmp1);
- tmp1 += 2;
- }
- p[n] /= n;
- p[n] += bm1 / boost::math::unchecked_factorial<T>(tnp1);
- //
- // Now we want Jn from Jn-1 using Eq 9.6:
- //
- j = (b2n * (b2n + 1) * j + (u + b2n + 1) * lxp) / t4;
- lxp *= lx2;
- b2n += 2;
- //
- // pull it together with Eq 9:
- //
- T r = prefix * p[n] * j;
- sum += r;
- // r is always small:
- BOOST_MATH_ASSERT(tools::max_value<T>() * tools::epsilon<T>() > fabs(r));
- if(fabs(r / tools::epsilon<T>()) < fabs(sum))
- break;
- }
- return sum;
- } // template <class T, class Lanczos>T beta_small_b_large_a_series(T a, T b, T x, T y, T s0, T mult, const Lanczos& l, bool normalised)
- //
- // For integer arguments we can relate the incomplete beta to the
- // complement of the binomial distribution cdf and use this finite sum.
- //
- template <class T, class Policy>
- T binomial_ccdf(T n, T k, T x, T y, const Policy& pol)
- {
- BOOST_MATH_STD_USING // ADL of std names
- T result = pow(x, n);
- if(result > tools::min_value<T>())
- {
- T term = result;
- for(unsigned i = itrunc(T(n - 1)); i > k; --i)
- {
- term *= ((i + 1) * y) / ((n - i) * x);
- result += term;
- }
- }
- else
- {
- // First term underflows so we need to start at the mode of the
- // distribution and work outwards:
- int start = itrunc(n * x);
- if(start <= k + 1)
- start = itrunc(k + 2);
- result = static_cast<T>(pow(x, T(start)) * pow(y, n - T(start)) * boost::math::binomial_coefficient<T>(itrunc(n), itrunc(start), pol));
- if(result == 0)
- {
- // OK, starting slightly above the mode didn't work,
- // we'll have to sum the terms the old fashioned way.
- // Very hard to get here, possibly only when exponent
- // range is very limited (as with type float):
- // LCOV_EXCL_START
- for(unsigned i = start - 1; i > k; --i)
- {
- result += static_cast<T>(pow(x, static_cast<T>(i)) * pow(y, n - i) * boost::math::binomial_coefficient<T>(itrunc(n), itrunc(i), pol));
- }
- // LCOV_EXCL_STOP
- }
- else
- {
- T term = result;
- T start_term = result;
- for(unsigned i = start - 1; i > k; --i)
- {
- term *= ((i + 1) * y) / ((n - i) * x);
- result += term;
- }
- term = start_term;
- for(unsigned i = start + 1; i <= n; ++i)
- {
- term *= (n - i + 1) * x / (i * y);
- result += term;
- }
- }
- }
- return result;
- }
- //
- // The incomplete beta function implementation:
- // This is just a big bunch of spaghetti code to divide up the
- // input range and select the right implementation method for
- // each domain:
- //
- template <class T, class Policy>
- T ibeta_imp(T a, T b, T x, const Policy& pol, bool inv, bool normalised, T* p_derivative)
- {
- static const char* function = "boost::math::ibeta<%1%>(%1%, %1%, %1%)";
- typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
- BOOST_MATH_STD_USING // for ADL of std math functions.
- BOOST_MATH_INSTRUMENT_VARIABLE(a);
- BOOST_MATH_INSTRUMENT_VARIABLE(b);
- BOOST_MATH_INSTRUMENT_VARIABLE(x);
- BOOST_MATH_INSTRUMENT_VARIABLE(inv);
- BOOST_MATH_INSTRUMENT_VARIABLE(normalised);
- bool invert = inv;
- T fract;
- T y = 1 - x;
- BOOST_MATH_ASSERT((p_derivative == 0) || normalised);
- if(!(boost::math::isfinite)(a))
- return policies::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be finite (got a=%1%).", a, pol);
- if(!(boost::math::isfinite)(b))
- return policies::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be finite (got b=%1%).", b, pol);
- if (!(0 <= x && x <= 1))
- return policies::raise_domain_error<T>(function, "The argument x to the incomplete beta function must be in [0,1] (got x=%1%).", x, pol);
- if(p_derivative)
- *p_derivative = -1; // value not set.
- if(normalised)
- {
- if(a < 0)
- return policies::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be >= zero (got a=%1%).", a, pol);
- if(b < 0)
- return policies::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be >= zero (got b=%1%).", b, pol);
- // extend to a few very special cases:
- if(a == 0)
- {
- if(b == 0)
- return policies::raise_domain_error<T>(function, "The arguments a and b to the incomplete beta function cannot both be zero, with x=%1%.", x, pol);
- if(b > 0)
- return static_cast<T>(inv ? 0 : 1);
- }
- else if(b == 0)
- {
- if(a > 0)
- return static_cast<T>(inv ? 1 : 0);
- }
- }
- else
- {
- if(a <= 0)
- return policies::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be greater than zero (got a=%1%).", a, pol);
- if(b <= 0)
- return policies::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be greater than zero (got b=%1%).", b, pol);
- }
- if(x == 0)
- {
- if(p_derivative)
- {
- *p_derivative = (a == 1) ? (T)1 : (a < 1) ? T(tools::max_value<T>() / 2) : T(tools::min_value<T>() * 2);
- }
- return (invert ? (normalised ? T(1) : boost::math::beta(a, b, pol)) : T(0));
- }
- if(x == 1)
- {
- if(p_derivative)
- {
- *p_derivative = (b == 1) ? T(1) : (b < 1) ? T(tools::max_value<T>() / 2) : T(tools::min_value<T>() * 2);
- }
- return (invert == 0 ? (normalised ? 1 : boost::math::beta(a, b, pol)) : 0);
- }
- if((a == 0.5f) && (b == 0.5f))
- {
- // We have an arcsine distribution:
- if(p_derivative)
- {
- *p_derivative = 1 / (constants::pi<T>() * sqrt(y * x));
- }
- T p = invert ? asin(sqrt(y)) / constants::half_pi<T>() : asin(sqrt(x)) / constants::half_pi<T>();
- if(!normalised)
- p *= constants::pi<T>();
- return p;
- }
- if(a == 1)
- {
- std::swap(a, b);
- std::swap(x, y);
- invert = !invert;
- }
- if(b == 1)
- {
- //
- // Special case see: http://functions.wolfram.com/GammaBetaErf/BetaRegularized/03/01/01/
- //
- if(a == 1)
- {
- if(p_derivative)
- *p_derivative = 1;
- return invert ? y : x;
- }
- if(p_derivative)
- {
- *p_derivative = a * pow(x, a - 1);
- }
- T p; // LCOV_EXCL_LINE
- if(y < 0.5)
- p = invert ? T(-boost::math::expm1(a * boost::math::log1p(-y, pol), pol)) : T(exp(a * boost::math::log1p(-y, pol)));
- else
- p = invert ? T(-boost::math::powm1(x, a, pol)) : T(pow(x, a));
- if(!normalised)
- p /= a;
- return p;
- }
- if((std::min)(a, b) <= 1)
- {
- if(x > 0.5)
- {
- std::swap(a, b);
- std::swap(x, y);
- invert = !invert;
- BOOST_MATH_INSTRUMENT_VARIABLE(invert);
- }
- if((std::max)(a, b) <= 1)
- {
- // Both a,b < 1:
- if((a >= (std::min)(T(0.2), b)) || (pow(x, a) <= 0.9))
- {
- if(!invert)
- {
- fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- else
- {
- fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
- invert = false;
- fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- }
- else
- {
- std::swap(a, b);
- std::swap(x, y);
- invert = !invert;
- if(y >= 0.3)
- {
- if(!invert)
- {
- fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- else
- {
- fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
- invert = false;
- fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- }
- else
- {
- // Sidestep on a, and then use the series representation:
- T prefix; // LCOV_EXCL_LINE
- if(!normalised)
- {
- prefix = rising_factorial_ratio(T(a+b), a, 20);
- }
- else
- {
- prefix = 1;
- }
- fract = ibeta_a_step(a, b, x, y, 20, pol, normalised, p_derivative);
- if(!invert)
- {
- fract = beta_small_b_large_a_series(T(a + 20), b, x, y, fract, prefix, pol, normalised);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- else
- {
- fract -= (normalised ? 1 : boost::math::beta(a, b, pol));
- invert = false;
- fract = -beta_small_b_large_a_series(T(a + 20), b, x, y, fract, prefix, pol, normalised);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- }
- }
- }
- else
- {
- // One of a, b < 1 only:
- if((b <= 1) || ((x < 0.1) && (pow(b * x, a) <= 0.7)))
- {
- if(!invert)
- {
- fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- else
- {
- fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
- invert = false;
- fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- }
- else
- {
- std::swap(a, b);
- std::swap(x, y);
- invert = !invert;
- if(y >= 0.3)
- {
- if(!invert)
- {
- fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- else
- {
- fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
- invert = false;
- fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- }
- else if(a >= 15)
- {
- if(!invert)
- {
- fract = beta_small_b_large_a_series(a, b, x, y, T(0), T(1), pol, normalised);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- else
- {
- fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
- invert = false;
- fract = -beta_small_b_large_a_series(a, b, x, y, fract, T(1), pol, normalised);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- }
- else
- {
- // Sidestep to improve errors:
- T prefix; // LCOV_EXCL_LINE
- if(!normalised)
- {
- prefix = rising_factorial_ratio(T(a+b), a, 20);
- }
- else
- {
- prefix = 1;
- }
- fract = ibeta_a_step(a, b, x, y, 20, pol, normalised, p_derivative);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- if(!invert)
- {
- fract = beta_small_b_large_a_series(T(a + 20), b, x, y, fract, prefix, pol, normalised);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- else
- {
- fract -= (normalised ? 1 : boost::math::beta(a, b, pol));
- invert = false;
- fract = -beta_small_b_large_a_series(T(a + 20), b, x, y, fract, prefix, pol, normalised);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- }
- }
- }
- }
- else
- {
- // Both a,b >= 1:
- T lambda; // LCOV_EXCL_LINE
- if(a < b)
- {
- lambda = a - (a + b) * x;
- }
- else
- {
- lambda = (a + b) * y - b;
- }
- if(lambda < 0)
- {
- std::swap(a, b);
- std::swap(x, y);
- invert = !invert;
- BOOST_MATH_INSTRUMENT_VARIABLE(invert);
- }
- if(b < 40)
- {
- if((floor(a) == a) && (floor(b) == b) && (a < static_cast<T>((std::numeric_limits<int>::max)() - 100)) && (y != 1))
- {
- // relate to the binomial distribution and use a finite sum:
- T k = a - 1;
- T n = b + k;
- fract = binomial_ccdf(n, k, x, y, pol);
- if(!normalised)
- fract *= boost::math::beta(a, b, pol);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- else if(b * x <= 0.7)
- {
- if(!invert)
- {
- fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- else
- {
- fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
- invert = false;
- fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- }
- else if(a > 15)
- {
- // sidestep so we can use the series representation:
- int n = itrunc(T(floor(b)), pol);
- if(n == b)
- --n;
- T bbar = b - n;
- T prefix; // LCOV_EXCL_LINE
- if(!normalised)
- {
- prefix = rising_factorial_ratio(T(a+bbar), bbar, n);
- }
- else
- {
- prefix = 1;
- }
- fract = ibeta_a_step(bbar, a, y, x, n, pol, normalised, static_cast<T*>(nullptr));
- fract = beta_small_b_large_a_series(a, bbar, x, y, fract, T(1), pol, normalised);
- fract /= prefix;
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- else if(normalised)
- {
- // The formula here for the non-normalised case is tricky to figure
- // out (for me!!), and requires two pochhammer calculations rather
- // than one, so leave it for now and only use this in the normalized case....
- int n = itrunc(T(floor(b)), pol);
- T bbar = b - n;
- if(bbar <= 0)
- {
- --n;
- bbar += 1;
- }
- fract = ibeta_a_step(bbar, a, y, x, n, pol, normalised, static_cast<T*>(nullptr));
- fract += ibeta_a_step(a, bbar, x, y, 20, pol, normalised, static_cast<T*>(nullptr));
- if(invert)
- fract -= 1; // Note this line would need changing if we ever enable this branch in non-normalized case
- fract = beta_small_b_large_a_series(T(a+20), bbar, x, y, fract, T(1), pol, normalised);
- if(invert)
- {
- fract = -fract;
- invert = false;
- }
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- else
- {
- fract = ibeta_fraction2(a, b, x, y, pol, normalised, p_derivative);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- }
- else
- {
- fract = ibeta_fraction2(a, b, x, y, pol, normalised, p_derivative);
- BOOST_MATH_INSTRUMENT_VARIABLE(fract);
- }
- }
- if(p_derivative)
- {
- if(*p_derivative < 0)
- {
- *p_derivative = ibeta_power_terms(a, b, x, y, lanczos_type(), true, pol);
- }
- T div = y * x;
- if(*p_derivative != 0)
- {
- if((tools::max_value<T>() * div < *p_derivative))
- {
- // overflow, return an arbitrarily large value:
- *p_derivative = tools::max_value<T>() / 2; // LCOV_EXCL_LINE Probably can only get here with denormalized x.
- }
- else
- {
- *p_derivative /= div;
- }
- }
- }
- return invert ? (normalised ? 1 : boost::math::beta(a, b, pol)) - fract : fract;
- } // template <class T, class Lanczos>T ibeta_imp(T a, T b, T x, const Lanczos& l, bool inv, bool normalised)
- template <class T, class Policy>
- inline T ibeta_imp(T a, T b, T x, const Policy& pol, bool inv, bool normalised)
- {
- return ibeta_imp(a, b, x, pol, inv, normalised, static_cast<T*>(nullptr));
- }
- template <class T, class Policy>
- T ibeta_derivative_imp(T a, T b, T x, const Policy& pol)
- {
- static const char* function = "ibeta_derivative<%1%>(%1%,%1%,%1%)";
- //
- // start with the usual error checks:
- //
- if (!(boost::math::isfinite)(a))
- return policies::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be finite (got a=%1%).", a, pol);
- if (!(boost::math::isfinite)(b))
- return policies::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be finite (got b=%1%).", b, pol);
- if (!(0 <= x && x <= 1))
- return policies::raise_domain_error<T>(function, "The argument x to the incomplete beta function must be in [0,1] (got x=%1%).", x, pol);
- if(a <= 0)
- return policies::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be greater than zero (got a=%1%).", a, pol);
- if(b <= 0)
- return policies::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be greater than zero (got b=%1%).", b, pol);
- //
- // Now the corner cases:
- //
- if(x == 0)
- {
- return (a > 1) ? 0 :
- (a == 1) ? 1 / boost::math::beta(a, b, pol) : policies::raise_overflow_error<T>(function, nullptr, pol);
- }
- else if(x == 1)
- {
- return (b > 1) ? 0 :
- (b == 1) ? 1 / boost::math::beta(a, b, pol) : policies::raise_overflow_error<T>(function, nullptr, pol);
- }
- //
- // Now the regular cases:
- //
- typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
- T y = (1 - x) * x;
- T f1;
- if (!(boost::math::isinf)(1 / y))
- {
- f1 = ibeta_power_terms<T>(a, b, x, 1 - x, lanczos_type(), true, pol, 1 / y, function);
- }
- else
- {
- return (a > 1) ? 0 : (a == 1) ? 1 / boost::math::beta(a, b, pol) : policies::raise_overflow_error<T>(function, nullptr, pol);
- }
- return f1;
- }
- //
- // Some forwarding functions that disambiguate the third argument type:
- //
- template <class RT1, class RT2, class Policy>
- inline typename tools::promote_args<RT1, RT2>::type
- beta(RT1 a, RT2 b, const Policy&, const std::true_type*)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<RT1, RT2>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::beta_imp(static_cast<value_type>(a), static_cast<value_type>(b), evaluation_type(), forwarding_policy()), "boost::math::beta<%1%>(%1%,%1%)");
- }
- template <class RT1, class RT2, class RT3>
- inline typename tools::promote_args<RT1, RT2, RT3>::type
- beta(RT1 a, RT2 b, RT3 x, const std::false_type*)
- {
- return boost::math::beta(a, b, x, policies::policy<>());
- }
- } // namespace detail
- //
- // The actual function entry-points now follow, these just figure out
- // which Lanczos approximation to use
- // and forward to the implementation functions:
- //
- template <class RT1, class RT2, class A>
- inline typename tools::promote_args<RT1, RT2, A>::type
- beta(RT1 a, RT2 b, A arg)
- {
- using tag = typename policies::is_policy<A>::type;
- using ReturnType = tools::promote_args_t<RT1, RT2, A>;
- return static_cast<ReturnType>(boost::math::detail::beta(a, b, arg, static_cast<tag*>(nullptr)));
- }
- template <class RT1, class RT2>
- inline typename tools::promote_args<RT1, RT2>::type
- beta(RT1 a, RT2 b)
- {
- return boost::math::beta(a, b, policies::policy<>());
- }
- template <class RT1, class RT2, class RT3, class Policy>
- inline typename tools::promote_args<RT1, RT2, RT3>::type
- beta(RT1 a, RT2 b, RT3 x, const Policy&)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy(), false, false), "boost::math::beta<%1%>(%1%,%1%,%1%)");
- }
- template <class RT1, class RT2, class RT3, class Policy>
- inline typename tools::promote_args<RT1, RT2, RT3>::type
- betac(RT1 a, RT2 b, RT3 x, const Policy&)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy(), true, false), "boost::math::betac<%1%>(%1%,%1%,%1%)");
- }
- template <class RT1, class RT2, class RT3>
- inline typename tools::promote_args<RT1, RT2, RT3>::type
- betac(RT1 a, RT2 b, RT3 x)
- {
- return boost::math::betac(a, b, x, policies::policy<>());
- }
- template <class RT1, class RT2, class RT3, class Policy>
- inline typename tools::promote_args<RT1, RT2, RT3>::type
- ibeta(RT1 a, RT2 b, RT3 x, const Policy&)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy(), false, true), "boost::math::ibeta<%1%>(%1%,%1%,%1%)");
- }
- template <class RT1, class RT2, class RT3>
- inline typename tools::promote_args<RT1, RT2, RT3>::type
- ibeta(RT1 a, RT2 b, RT3 x)
- {
- return boost::math::ibeta(a, b, x, policies::policy<>());
- }
- template <class RT1, class RT2, class RT3, class Policy>
- inline typename tools::promote_args<RT1, RT2, RT3>::type
- ibetac(RT1 a, RT2 b, RT3 x, const Policy&)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy(), true, true), "boost::math::ibetac<%1%>(%1%,%1%,%1%)");
- }
- template <class RT1, class RT2, class RT3>
- inline typename tools::promote_args<RT1, RT2, RT3>::type
- ibetac(RT1 a, RT2 b, RT3 x)
- {
- return boost::math::ibetac(a, b, x, policies::policy<>());
- }
- template <class RT1, class RT2, class RT3, class Policy>
- inline typename tools::promote_args<RT1, RT2, RT3>::type
- ibeta_derivative(RT1 a, RT2 b, RT3 x, const Policy&)
- {
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type;
- typedef typename policies::evaluation<result_type, Policy>::type value_type;
- typedef typename policies::normalise<
- Policy,
- policies::promote_float<false>,
- policies::promote_double<false>,
- policies::discrete_quantile<>,
- policies::assert_undefined<> >::type forwarding_policy;
- return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_derivative_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy()), "boost::math::ibeta_derivative<%1%>(%1%,%1%,%1%)");
- }
- template <class RT1, class RT2, class RT3>
- inline typename tools::promote_args<RT1, RT2, RT3>::type
- ibeta_derivative(RT1 a, RT2 b, RT3 x)
- {
- return boost::math::ibeta_derivative(a, b, x, policies::policy<>());
- }
- } // namespace math
- } // namespace boost
- #include <boost/math/special_functions/detail/ibeta_inverse.hpp>
- #include <boost/math/special_functions/detail/ibeta_inv_ab.hpp>
- #endif // BOOST_MATH_SPECIAL_BETA_HPP
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