gammaf.cs

数理统计Stutent s检验源代码

/*************************************************************************
Cephes Math Library Release 2.8:  June, 2000
Copyright by Stephen L. Moshier

Contributors:
    * Sergey Bochkanov (ALGLIB project). Translation from C to
      pseudocode.

See subroutines comments for additional copyrights.

Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are
met:

- Redistributions of source code must retain the above copyright
  notice, this list of conditions and the following disclaimer.

- Redistributions in binary form must reproduce the above copyright
  notice, this list of conditions and the following disclaimer listed
  in this license in the documentation and/or other materials
  provided with the distribution.

- Neither the name of the copyright holders nor the names of its
  contributors may be used to endorse or promote products derived from
  this software without specific prior written permission.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
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THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*************************************************************************/

using System;

class gammaf
{
    /*************************************************************************
    Gamma function

    Input parameters:
        X   -   argument

    Domain:
        0 < X < 171.6
        -170 < X < 0, X is not an integer.

    Relative error:
     arithmetic   domain     # trials      peak         rms
        IEEE    -170,-33      20000       2.3e-15     3.3e-16
        IEEE     -33,  33     20000       9.4e-16     2.2e-16
        IEEE      33, 171.6   20000       2.3e-15     3.2e-16

    Cephes Math Library Release 2.8:  June, 2000
    Original copyright 1984, 1987, 1989, 1992, 2000 by Stephen L. Moshier
    Translated to AlgoPascal by Bochkanov Sergey (2005, 2006, 2007).
    *************************************************************************/
    public static double gamma(double x)
    {
        double result = 0;
        double p = 0;
        double pp = 0;
        double q = 0;
        double qq = 0;
        double z = 0;
        int i = 0;
        double sgngam = 0;

        sgngam = 1;
        q = Math.Abs(x);
        if( q>33.0 )
        {
            if( x<0.0 )
            {
                p = (int)Math.Floor(q);
                i = (int)Math.Round(p);
                if( i%2==0 )
                {
                    sgngam = -1;
                }
                z = q-p;
                if( z>0.5 )
                {
                    p = p+1;
                    z = q-p;
                }
                z = q*Math.Sin(Math.PI*z);
                z = Math.Abs(z);
                z = Math.PI/(z*gammastirf(q));
            }
            else
            {
                z = gammastirf(x);
            }
            result = sgngam*z;
            return result;
        }
        z = 1;
        while( x>=3 )
        {
            x = x-1;
            z = z*x;
        }
        while( x<0 )
        {
            if( x>-0.000000001 )
            {
                result = z/((1+0.5772156649015329*x)*x);
                return result;
            }
            z = z/x;
            x = x+1;
        }
        while( x<2 )
        {
            if( x<0.000000001 )
            {
                result = z/((1+0.5772156649015329*x)*x);
                return result;
            }
            z = z/x;
            x = x+1.0;
        }
        if( x==2 )
        {
            result = z;
            return result;
        }
        x = x-2.0;
        pp = 1.60119522476751861407E-4;
        pp = 1.19135147006586384913E-3+x*pp;
        pp = 1.04213797561761569935E-2+x*pp;
        pp = 4.76367800457137231464E-2+x*pp;
        pp = 2.07448227648435975150E-1+x*pp;
        pp = 4.94214826801497100753E-1+x*pp;
        pp = 9.99999999999999996796E-1+x*pp;
        qq = -2.31581873324120129819E-5;
        qq = 5.39605580493303397842E-4+x*qq;
        qq = -4.45641913851797240494E-3+x*qq;
        qq = 1.18139785222060435552E-2+x*qq;
        qq = 3.58236398605498653373E-2+x*qq;
        qq = -2.34591795718243348568E-1+x*qq;
        qq = 7.14304917030273074085E-2+x*qq;
        qq = 1.00000000000000000320+x*qq;
        result = z*pp/qq;
        return result;
        return result;
    }


    /*************************************************************************
    Natural logarithm of gamma function

    Input parameters:
        X       -   argument

    Result:
        logarithm of the absolute value of the Gamma(X).

    Output parameters:
        SgnGam  -   sign(Gamma(X))

    Domain:
        0 < X < 2.55e305
        -2.55e305 < X < 0, X is not an integer.

    ACCURACY:
    arithmetic      domain        # trials     peak         rms
       IEEE    0, 3                 28000     5.4e-16     1.1e-16
       IEEE    2.718, 2.556e305     40000     3.5e-16     8.3e-17
    The error criterion was relative when the function magnitude
    was greater than one but absolute when it was less than one.

    The following test used the relative error criterion, though
    at certain points the relative error could be much higher than
    indicated.
       IEEE    -200, -4             10000     4.8e-16     1.3e-16

    Cephes Math Library Release 2.8:  June, 2000
    Copyright 1984, 1987, 1989, 1992, 2000 by Stephen L. Moshier
    Translated to AlgoPascal by Bochkanov Sergey (2005, 2006, 2007).
    *************************************************************************/
    public static double lngamma(double x,
        ref double sgngam)
    {
        double result = 0;
        double a = 0;
        double b = 0;
        double c = 0;
        double p = 0;
        double q = 0;
        double u = 0;
        double w = 0;
        double z = 0;
        int i = 0;
        double logpi = 0;
        double ls2pi = 0;
        double tmp = 0;

        sgngam = 1;
        logpi = 1.14472988584940017414;
        ls2pi = 0.91893853320467274178;
        if( x<-34.0 )
        {
            q = -x;
            w = lngamma(q, ref tmp);
            p = (int)Math.Floor(q);
            i = (int)Math.Round(p);
            if( i%2==0 )
            {
                sgngam = -1;
            }
            else
            {
                sgngam = 1;
            }
            z = q-p;
            if( z>0.5 )
            {
                p = p+1;
                z = p-q;
            }
            z = q*Math.Sin(Math.PI*z);
            result = logpi-Math.Log(z)-w;
            return result;
        }
        if( x<13 )
        {
            z = 1;
            p = 0;
            u = x;
            while( u>=3 )
            {
                p = p-1;
                u = x+p;
                z = z*u;
            }
            while( u<2 )
            {
                z = z/u;
                p = p+1;
                u = x+p;
            }
            if( z<0 )
            {
                sgngam = -1;
                z = -z;
            }
            else
            {
                sgngam = 1;
            }
            if( u==2 )
            {
                result = Math.Log(z);
                return result;
            }
            p = p-2;
            x = x+p;
            b = -1378.25152569120859100;
            b = -38801.6315134637840924+x*b;
            b = -331612.992738871184744+x*b;
            b = -1162370.97492762307383+x*b;
            b = -1721737.00820839662146+x*b;
            b = -853555.664245765465627+x*b;
            c = 1;
            c = -351.815701436523470549+x*c;
            c = -17064.2106651881159223+x*c;
            c = -220528.590553854454839+x*c;
            c = -1139334.44367982507207+x*c;
            c = -2532523.07177582951285+x*c;
            c = -2018891.41433532773231+x*c;
            p = x*b/c;
            result = Math.Log(z)+p;
            return result;
        }
        q = (x-0.5)*Math.Log(x)-x+ls2pi;
        if( x>100000000 )
        {
            result = q;
            return result;
        }
        p = 1/(x*x);
        if( x>=1000.0 )
        {
            q = q+((7.9365079365079365079365*0.0001*p-2.7777777777777777777778*0.001)*p+0.0833333333333333333333)/x;
        }
        else
        {
            a = 8.11614167470508450300*0.0001;
            a = -(5.95061904284301438324*0.0001)+p*a;
            a = 7.93650340457716943945*0.0001+p*a;
            a = -(2.77777777730099687205*0.001)+p*a;
            a = 8.33333333333331927722*0.01+p*a;
            q = q+a/x;
        }
        result = q;
        return result;
    }


    private static double gammastirf(double x)
    {
        double result = 0;
        double y = 0;
        double w = 0;
        double v = 0;
        double stir = 0;

        w = 1/x;
        stir = 7.87311395793093628397E-4;
        stir = -2.29549961613378126380E-4+w*stir;
        stir = -2.68132617805781232825E-3+w*stir;
        stir = 3.47222221605458667310E-3+w*stir;
        stir = 8.33333333333482257126E-2+w*stir;
        w = 1+w*stir;
        y = Math.Exp(x);
        if( x>143.01608 )
        {
            v = Math.Pow(x, 0.5*x-0.25);
            y = v*(v/y);
        }
        else
        {
            y = Math.Pow(x, x-0.5)/y;
        }
        result = 2.50662827463100050242*y*w;
        return result;
    }
}