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df13incbet.cpp File Reference

(* $Id: df13incbet.cpp 494 2012-06-13 20:41:16Z johnoel $)

Description not yet available. More...

#include <df13fun.h>

Go to the source code of this file.

Functions

static int mtherr (char *s, int n)
 Description not yet available.
static df1_three_variable igam (const df1_three_variable &_a, const df1_three_variable &_x)
 Description not yet available.
double pseries (const double &_a, const double &_b, const double &_x)
 Power series for incomplete beta integral.
double lgam (double x)
 Log-gamma function $\ln(|\Gamma(x)|)$.
static double polevl (double x, void *_coef, int N)
 Description not yet available.
static df1_three_variable polevl (const df1_three_variable &x, void *_coef, int N)
 Description not yet available.
static double p1evl (double x, void *_coef, int N)
 Description not yet available.
static df1_three_variable p1evl (const df1_three_variable &x, void *_coef, int N)
 Description not yet available.
static df1_three_variable stirf (const df1_three_variable &_x)
 Gamma function computed by Stirling's formula.
static double stirf (double _x)
static df1_three_variable gamma (const df1_three_variable &xx1)
 Description not yet available.
double gamma (double xx1)
int operator< (const df1_three_variable &x, double n)
int operator> (const df1_three_variable &x, double n)
int operator>= (const df1_three_variable &x, double n)
int operator== (const df1_three_variable &x, const df1_three_variable &n)
int operator== (const df1_three_variable &x, double n)
int operator== (double x, const df1_three_variable &n)
int operator< (const df1_three_variable &x, const df1_three_variable &n)
int operator> (const df1_three_variable &x, const df1_three_variable &n)
df1_three_variable lgam (const df1_three_variable &_x)
 Description not yet available.
df1_three_variable incbet (const df1_three_variable &_aa, const df1_three_variable &_bb, const df1_three_variable &_xx)
 Description not yet available.
dvariable incbet (const dvariable &_a, const dvariable &_b, const dvariable &_x)
 This is the wrapper to call the main inbet function.
dvariable betai (const dvariable &_a, const dvariable &_b, const dvariable &_x)
double incbcf (double _a, double _b, double _x)
 Continued fraction expansion number 1 for incomplete beta integral.
double incbd (double _a, double _b, double _x)
 Continued fraction expansion number 2 for incomplete beta integral.
double incbet (double _aa, double _bb, double _xx)
 Description not yet available.
double betai (double _aa, double _bb, double _xx)
df1_three_variable igamc (const df1_three_variable &_a, const df1_three_variable &_x)
 Description not yet available.
static df1_three_variable incbcf (const df1_three_variable &_a, const df1_three_variable &_b, const df1_three_variable &_x)
 Continued fraction expansion number 1 for incomplete beta integral.
static df1_three_variable pseries (const df1_three_variable &_a, const df1_three_variable &_b, const df1_three_variable &_x)
 Power series for incomplete beta integral.
static df1_three_variable incbd (const df1_three_variable &_a, const df1_three_variable &_b, const df1_three_variable &_x)
 Continued fraction expansion number 2 for incomplete beta integral.
static double get_values (double a, double b, double x)
 Description not yet available.
static df1_three_variable df3_get_values (double a, double b, double x)
 Description not yet available.

Variables

static double MAXLOG = 200
static double MINLOG = -200
static double big = 4.503599627370496e15
static double biginv = 2.22044604925031308085e-16
static double MACHEP = 2.22045e-16
static double P []
static double Q []
static double MAXGAM = 171.624376956302725
static double LOGPI = 1.14472988584940017414
static double STIR [5]
static double MAXSTIR = 143.01608
static double SQTPI = 2.50662827463100050242E0
static int sgngam = 0
static double MAXNUM = 1.7976931348623158E+308
const double MYINF = 1.7976931348623158E+308
static double A []
static double B []
static double C []
static double LS2PI = 0.91893853320467274178
static double MAXLGM = 2.556348e305

Detailed Description

Description not yet available.

Definition in file df13incbet.cpp.


Function Documentation

static int mtherr ( char *  s,
int  n 
) [static]

Description not yet available.

Parameters:
df1_three_variable igam ( const df1_three_variable _a,
const df1_three_variable _x 
) [static]

Description not yet available.

Parameters:

Definition at line 1319 of file df13incbet.cpp.

double pseries ( const double &  _a,
const double &  _b,
const double &  _x 
)

Power series for incomplete beta integral.

Use when b*x is small and x not too close to 1

Parameters:

Definition at line 1830 of file df13incbet.cpp.

Referenced by incbet().

static double polevl ( double  x,
void *  _coef,
int  N 
) [static]

Description not yet available.

Parameters:

Definition at line 711 of file df13incbet.cpp.

static df1_three_variable polevl ( const df1_three_variable x,
void *  _coef,
int  N 
) [static]

Description not yet available.

Parameters:

Definition at line 733 of file df13incbet.cpp.

static double p1evl ( double  x,
void *  _coef,
int  N 
) [static]

Description not yet available.

Parameters:

Definition at line 756 of file df13incbet.cpp.

static df1_three_variable p1evl ( const df1_three_variable x,
void *  _coef,
int  N 
) [static]

Description not yet available.

Parameters:

Definition at line 778 of file df13incbet.cpp.

static df1_three_variable stirf ( const df1_three_variable _x) [static]

Gamma function computed by Stirling's formula.

The polynomial STIR is valid for 33 <= x <= 172.

Parameters:
_x$33 \le x \le 172 $

Definition at line 180 of file df13incbet.cpp.

Referenced by gamma().

static double stirf ( double  _x) [static]

Definition at line 199 of file df13incbet.cpp.

static df1_three_variable gamma ( const df1_three_variable xx1) [static]

Description not yet available.

Parameters:

Definition at line 224 of file df13incbet.cpp.

Referenced by cumd_gamma(), incbet(), lgam(), and pseries().

double gamma ( double  xx1)
int operator< ( const df1_three_variable x,
double  n 
)

Definition at line 508 of file df13incbet.cpp.

int operator> ( const df1_three_variable x,
double  n 
)

Definition at line 513 of file df13incbet.cpp.

int operator>= ( const df1_three_variable x,
double  n 
)

Definition at line 518 of file df13incbet.cpp.

int operator== ( const df1_three_variable x,
const df1_three_variable n 
)

Definition at line 523 of file df13incbet.cpp.

int operator== ( const df1_three_variable x,
double  n 
)

Definition at line 528 of file df13incbet.cpp.

int operator== ( double  x,
const df1_three_variable n 
)

Definition at line 533 of file df13incbet.cpp.

int operator< ( const df1_three_variable x,
const df1_three_variable n 
)

Definition at line 538 of file df13incbet.cpp.

int operator> ( const df1_three_variable x,
const df1_three_variable n 
)

Definition at line 543 of file df13incbet.cpp.

Description not yet available.

Parameters:

Definition at line 552 of file df13incbet.cpp.

df1_three_variable incbet ( const df1_three_variable _aa,
const df1_three_variable _bb,
const df1_three_variable _xx 
)

Description not yet available.

Parameters:

Definition at line 1430 of file df13incbet.cpp.

Referenced by betai(), df3_get_values(), get_values(), incbet(), and inv_cumd_beta_stable().

dvariable incbet ( const dvariable _a,
const dvariable _b,
const dvariable _x 
)

This is the wrapper to call the main inbet function.

Parameters:

Definition at line 816 of file df13incbet.cpp.

dvariable betai ( const dvariable _a,
const dvariable _b,
const dvariable _x 
)

Definition at line 832 of file df13incbet.cpp.

double incbcf ( double  _a,
double  _b,
double  _x 
)

Continued fraction expansion number 1 for incomplete beta integral.

Parameters:

Definition at line 843 of file df13incbet.cpp.

Referenced by incbet().

double incbd ( double  _a,
double  _b,
double  _x 
)

Continued fraction expansion number 2 for incomplete beta integral.

Parameters:

Definition at line 939 of file df13incbet.cpp.

Referenced by incbet().

double incbet ( double  _aa,
double  _bb,
double  _xx 
)

Description not yet available.

Parameters:

Definition at line 1034 of file df13incbet.cpp.

double betai ( double  _aa,
double  _bb,
double  _xx 
)

Definition at line 1140 of file df13incbet.cpp.

Description not yet available.

Parameters:

Definition at line 1233 of file df13incbet.cpp.

static df1_three_variable incbcf ( const df1_three_variable _a,
const df1_three_variable _b,
const df1_three_variable _x 
) [static]

Continued fraction expansion number 1 for incomplete beta integral.

Parameters:

Definition at line 1544 of file df13incbet.cpp.

df1_three_variable pseries ( const df1_three_variable _a,
const df1_three_variable _b,
const df1_three_variable _x 
) [static]

Power series for incomplete beta integral.

Use when b*x is small and x not too close to 1

Parameters:

Definition at line 1734 of file df13incbet.cpp.

static df1_three_variable incbd ( const df1_three_variable _a,
const df1_three_variable _b,
const df1_three_variable _x 
) [static]

Continued fraction expansion number 2 for incomplete beta integral.

Parameters:

Definition at line 1639 of file df13incbet.cpp.

static double get_values ( double  a,
double  b,
double  x 
) [static]

Description not yet available.

Parameters:

Definition at line 1789 of file df13incbet.cpp.

static df1_three_variable df3_get_values ( double  a,
double  b,
double  x 
) [static]

Description not yet available.

Parameters:

Definition at line 1809 of file df13incbet.cpp.


Variable Documentation

double MAXLOG = 200 [static]

Definition at line 24 of file df13incbet.cpp.

Referenced by igam(), igamc(), incbet(), and pseries().

double MINLOG = -200 [static]

Definition at line 25 of file df13incbet.cpp.

Referenced by incbet(), and pseries().

double big = 4.503599627370496e15 [static]

Definition at line 26 of file df13incbet.cpp.

Referenced by det(), igamc(), incbcf(), incbd(), inv(), ln_det(), ludcmp(), ludcmp_det(), ludcmp_index(), and solve().

double biginv = 2.22044604925031308085e-16 [static]

Definition at line 27 of file df13incbet.cpp.

Referenced by igamc(), incbcf(), and incbd().

double MACHEP = 2.22045e-16 [static]

Definition at line 28 of file df13incbet.cpp.

Referenced by igam(), igamc(), incbcf(), incbd(), incbet(), and pseries().

double P[] [static]
Initial value:
 {
   1.60119522476751861407E-4,
   1.19135147006586384913E-3,
   1.04213797561761569935E-2,
   4.76367800457137231464E-2,
   2.07448227648435975150E-1,
   4.94214826801497100753E-1,
   9.99999999999999996796E-1
}

Definition at line 129 of file df13incbet.cpp.

Referenced by cs_amd(), gamma(), and pearson_residuals().

double Q[] [static]
Initial value:
 {
   -2.31581873324120129819E-5,
   5.39605580493303397842E-4,
   -4.45641913851797240494E-3,
   1.18139785222060435552E-2,
   3.58236398605498653373E-2,
   -2.34591795718243348568E-1,
   7.14304917030273074085E-2,
   1.00000000000000000320E0
}

Definition at line 139 of file df13incbet.cpp.

Referenced by gamma(), and multifan().

double MAXGAM = 171.624376956302725 [static]

Definition at line 150 of file df13incbet.cpp.

Referenced by incbet(), and pseries().

double LOGPI = 1.14472988584940017414 [static]

Definition at line 151 of file df13incbet.cpp.

Referenced by lgam().

double STIR[5] [static]
Initial value:
 {
   7.87311395793093628397E-4,
   -2.29549961613378126380E-4,
   -2.68132617805781232825E-3,
   3.47222221605458667310E-3,
   8.33333333333482257126E-2,
}

Definition at line 154 of file df13incbet.cpp.

Referenced by stirf().

double MAXSTIR = 143.01608 [static]

Definition at line 161 of file df13incbet.cpp.

Referenced by stirf().

double SQTPI = 2.50662827463100050242E0 [static]

Definition at line 162 of file df13incbet.cpp.

Referenced by stirf().

int sgngam = 0 [static]

Definition at line 164 of file df13incbet.cpp.

Referenced by gamma(), and lgam().

double MAXNUM = 1.7976931348623158E+308 [static]

Definition at line 165 of file df13incbet.cpp.

Referenced by lgam().

const double MYINF = 1.7976931348623158E+308

Definition at line 173 of file df13incbet.cpp.

Referenced by gamma(), and lgam().

double A[] [static]
double B[] [static]
Initial value:
 {
   -1.37825152569120859100E3,
   -3.88016315134637840924E4,
   -3.31612992738871184744E5,
   -1.16237097492762307383E6,
   -1.72173700820839662146E6,
   -8.53555664245765465627E5
}

Definition at line 483 of file df13incbet.cpp.

Referenced by banded_symmetric_dmatrix::banded_symmetric_dmatrix(), cs_add(), cs_multiply(), lgam(), and orthpoly2().

double C[] [static]
Initial value:
 {

   -3.51815701436523470549E2,
   -1.70642106651881159223E4,
   -2.20528590553854454839E5,
   -1.13933444367982507207E6,
   -2.53252307177582951285E6,
   -2.01889141433532773231E6
}

Definition at line 492 of file df13incbet.cpp.

Referenced by chol(), choleski_solve_error(), choleski_solve_neghess_error(), cholnew(), cs_add(), cs_amd(), cs_multiply(), dfcholeski_sparse(), fcomp1(), function_minimizer::hess_routine_noparallel_random_effects(), lgam(), solve(), safe_choleski_solver::solve(), tmpxchol1(), and varchol().

double LS2PI = 0.91893853320467274178 [static]

Definition at line 503 of file df13incbet.cpp.

Referenced by lgam().

double MAXLGM = 2.556348e305 [static]

Definition at line 504 of file df13incbet.cpp.

Referenced by lgam().