@stdlib/stats-base-dists-gamma-logpdf 0.2.2 → 0.3.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/NOTICE +1 -1
- package/README.md +112 -18
- package/dist/index.d.ts +2 -2
- package/docs/types/index.d.ts +2 -2
- package/include/stdlib/stats/base/dists/gamma/logpdf.h +38 -0
- package/lib/native.js +78 -0
- package/manifest.json +134 -0
- package/package.json +27 -22
- package/src/addon.c +23 -0
- package/src/main.c +192 -0
package/NOTICE
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@@ -1 +1 @@
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Copyright (c) 2016-
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Copyright (c) 2016-2026 The Stdlib Authors.
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package/README.md
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@@ -152,21 +152,111 @@ y = mylogpdf( 4.0 );
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<!-- eslint no-undef: "error" -->
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```javascript
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var
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var uniform = require( '@stdlib/random-array-uniform' );
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var logEachMap = require( '@stdlib/console-log-each-map' );
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var logpdf = require( '@stdlib/stats-base-dists-gamma-logpdf' );
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var
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var opts = {
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'dtype': 'float64'
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};
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var x = uniform( 10, 0.0, 3.0, opts );
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var alpha = uniform( 10, 0.0, 5.0, opts );
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var beta = uniform( 10, 0.0, 5.0, opts );
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logEachMap( 'x: %0.4f, α: %0.4f, β: %0.4f, ln(f(x;α,β)): %0.4f', x, alpha, beta, logpdf );
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```
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</section>
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<!-- /.examples -->
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<!-- C interface documentation. -->
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* * *
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<section class="c">
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## C APIs
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<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->
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<section class="intro">
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</section>
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<!-- /.intro -->
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<!-- C usage documentation. -->
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<section class="usage">
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### Usage
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```c
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#include "stdlib/stats/base/dists/gamma/logpdf.h"
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```
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#### stdlib_base_dists_gamma_logpdf( x, alpha, beta )
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Evaluates the logarithm of the probability density function (PDF) for a gamma distribution with shape parameter `alpha` and rate parameter `beta` at a value `x`.
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```c
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double out = stdlib_base_dists_gamma_logpdf( 2.0, 0.5, 1.0 );
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// returns ~-2.919
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```
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The function accepts the following arguments:
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- **x**: `[in] double` input value.
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- **mu**: `[in] double` shape parameter.
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- **b**: `[in] double` rate parameter.
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```c
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double stdlib_base_dists_gamma_logpdf( const double x, const double alpha, const double beta );
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```
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</section>
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<!-- /.usage -->
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<!-- C API usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
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<section class="notes">
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</section>
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<!-- /.notes -->
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<!-- C API usage examples. -->
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<section class="examples">
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### Examples
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```c
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#include "stdlib/stats/base/dists/gamma/logpdf.h"
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#include <stdlib.h>
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#include <stdio.h>
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static double random_uniform( const double min, const double max ) {
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double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
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return min + ( v*(max-min) );
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}
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int main( void ) {
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double alpha;
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double beta;
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double x;
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double y;
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int i;
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for ( i = 0; i < 25; i++ ) {
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x = random_uniform( 0.0, 10.0 ) - 5.0;
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alpha = random_uniform( 0.0, 20.0 );
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beta = random_uniform( 0.0, 20.0 );
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y = stdlib_base_dists_gamma_logpdf( x, alpha, beta );
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printf( "x: %lf, α: %lf, β: %lf, ln(f(x;α,β)): %lf\n", x, alpha, beta, y );
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}
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}
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```
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<!-- /.examples -->
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</section>
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<!-- /.c -->
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<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->
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<section class="related">
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## Copyright
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Copyright © 2016-
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Copyright © 2016-2026. The Stdlib [Authors][stdlib-authors].
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</section>
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[npm-image]: http://img.shields.io/npm/v/@stdlib/stats-base-dists-gamma-logpdf.svg
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[npm-url]: https://npmjs.org/package/@stdlib/stats-base-dists-gamma-logpdf
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[test-image]: https://github.com/stdlib-js/stats-base-dists-gamma-logpdf/actions/workflows/test.yml/badge.svg?branch=v0.
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[test-url]: https://github.com/stdlib-js/stats-base-dists-gamma-logpdf/actions/workflows/test.yml?query=branch:v0.
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[test-image]: https://github.com/stdlib-js/stats-base-dists-gamma-logpdf/actions/workflows/test.yml/badge.svg?branch=v0.3.1
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[test-url]: https://github.com/stdlib-js/stats-base-dists-gamma-logpdf/actions/workflows/test.yml?query=branch:v0.3.1
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[coverage-image]: https://img.shields.io/codecov/c/github/stdlib-js/stats-base-dists-gamma-logpdf/main.svg
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[coverage-url]: https://codecov.io/github/stdlib-js/stats-base-dists-gamma-logpdf?branch=main
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-->
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[chat-image]: https://img.shields.io/
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[chat-url]: https://
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[chat-image]: https://img.shields.io/badge/zulip-join_chat-brightgreen.svg
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[chat-url]: https://stdlib.zulipchat.com
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[stdlib]: https://github.com/stdlib-js/stdlib
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package/dist/index.d.ts
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/// <reference path="../docs/types/index.d.ts" />
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import
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export =
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import logpdf from '../docs/types/index';
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export = logpdf;
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package/docs/types/index.d.ts
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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2025 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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#ifndef STDLIB_STATS_BASE_DISTS_GAMMA_LOGPDF_H
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#define STDLIB_STATS_BASE_DISTS_GAMMA_LOGPDF_H
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/*
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* If C++, prevent name mangling so that the compiler emits a binary file having undecorated names, thus mirroring the behavior of a C compiler.
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*/
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#ifdef __cplusplus
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extern "C" {
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#endif
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/**
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* Evaluates the logarithm of the probability density function (PDF) for a gamma distribution with shape parameter `alpha` and rate parameter `beta` at a value `x`.
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*/
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double stdlib_base_dists_gamma_logpdf( const double x, const double alpha, const double beta );
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#ifdef __cplusplus
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}
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#endif
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#endif // !STDLIB_STATS_BASE_DISTS_GAMMA_LOGPDF_H
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package/lib/native.js
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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2025 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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// MODULES //
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var addon = require( './../src/addon.node' );
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// MAIN //
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/**
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* Evaluates the logarithm of the probability density function (PDF) for a gamma distribution with shape parameter `alpha` and rate parameter `beta` at a value `x`.
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*
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* @private
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* @param {number} x - input value
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* @param {NonNegativeNumber} alpha - shape parameter
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* @param {PositiveNumber} beta - rate parameter
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* @returns {number} evaluated logPDF
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*
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* @example
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* var y = logpdf( 2.0, 0.5, 1.0 );
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* // returns ~-2.919
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*
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* @example
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* var y = logpdf( 0.1, 1.0, 1.0 );
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* // returns ~-0.1
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*
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* @example
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* var y = logpdf( -1.0, 4.0, 2.0 );
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* // returns -Infinity
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*
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* @example
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* var y = logpdf( NaN, 0.6, 1.0 );
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* // returns NaN
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*
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* @example
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* var y = logpdf( 0.0, NaN, 1.0 );
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* // returns NaN
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*
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* @example
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* var y = logpdf( 0.0, 1.0, NaN );
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* // returns NaN
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*
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* @example
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* // Negative shape parameter:
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* var y = logpdf( 2.0, -1.0, 1.0 );
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* // returns NaN
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*
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* @example
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* // Negative rate parameter:
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* var y = logpdf( 2.0, 1.0, -1.0 );
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* // returns NaN
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*/
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function logpdf( x, alpha, beta ) {
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return addon( x, alpha, beta );
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}
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// EXPORTS //
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module.exports = logpdf;
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},
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"fields": [
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"resolve": true,
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"relative": true
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"resolve": true,
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"relative": true
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},
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"relative": false
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}
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],
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"confs": [
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],
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|
38
|
+
"libraries": [],
|
|
39
|
+
"libpath": [],
|
|
40
|
+
"dependencies": [
|
|
41
|
+
"@stdlib/math-base-napi-ternary",
|
|
42
|
+
"@stdlib/math-base-assert-is-nan",
|
|
43
|
+
"@stdlib/math-base-special-ln",
|
|
44
|
+
"@stdlib/constants-float64-pinf",
|
|
45
|
+
"@stdlib/constants-float64-ninf",
|
|
46
|
+
"@stdlib/math-base-special-gammaln",
|
|
47
|
+
"@stdlib/math-base-special-exp",
|
|
48
|
+
"@stdlib/constants-float64-max",
|
|
49
|
+
"@stdlib/math-base-special-gamma-lanczos-sum-expg-scaled",
|
|
50
|
+
"@stdlib/math-base-special-gamma",
|
|
51
|
+
"@stdlib/math-base-special-log1p",
|
|
52
|
+
"@stdlib/math-base-special-sqrt",
|
|
53
|
+
"@stdlib/math-base-special-abs",
|
|
54
|
+
"@stdlib/math-base-special-pow",
|
|
55
|
+
"@stdlib/math-base-special-max",
|
|
56
|
+
"@stdlib/math-base-special-min",
|
|
57
|
+
"@stdlib/math-base-special-ln",
|
|
58
|
+
"@stdlib/constants-float64-max-ln",
|
|
59
|
+
"@stdlib/constants-float64-min-ln",
|
|
60
|
+
"@stdlib/constants-float64-gamma-lanczos-g",
|
|
61
|
+
"@stdlib/constants-float64-e"
|
|
62
|
+
]
|
|
63
|
+
},
|
|
64
|
+
{
|
|
65
|
+
"task": "benchmark",
|
|
66
|
+
"wasm": false,
|
|
67
|
+
"src": [
|
|
68
|
+
"./src/main.c"
|
|
69
|
+
],
|
|
70
|
+
"include": [
|
|
71
|
+
"./include"
|
|
72
|
+
],
|
|
73
|
+
"libraries": [],
|
|
74
|
+
"libpath": [],
|
|
75
|
+
"dependencies": [
|
|
76
|
+
"@stdlib/math-base-assert-is-nan",
|
|
77
|
+
"@stdlib/math-base-special-ln",
|
|
78
|
+
"@stdlib/constants-float64-pinf",
|
|
79
|
+
"@stdlib/constants-float64-ninf",
|
|
80
|
+
"@stdlib/math-base-special-gammaln",
|
|
81
|
+
"@stdlib/math-base-special-exp",
|
|
82
|
+
"@stdlib/constants-float64-max",
|
|
83
|
+
"@stdlib/math-base-special-gamma-lanczos-sum-expg-scaled",
|
|
84
|
+
"@stdlib/math-base-special-gamma",
|
|
85
|
+
"@stdlib/math-base-special-log1p",
|
|
86
|
+
"@stdlib/math-base-special-sqrt",
|
|
87
|
+
"@stdlib/math-base-special-abs",
|
|
88
|
+
"@stdlib/math-base-special-pow",
|
|
89
|
+
"@stdlib/math-base-special-max",
|
|
90
|
+
"@stdlib/math-base-special-min",
|
|
91
|
+
"@stdlib/math-base-special-ln",
|
|
92
|
+
"@stdlib/constants-float64-max-ln",
|
|
93
|
+
"@stdlib/constants-float64-min-ln",
|
|
94
|
+
"@stdlib/constants-float64-gamma-lanczos-g",
|
|
95
|
+
"@stdlib/constants-float64-e",
|
|
96
|
+
"@stdlib/constants-float64-eps"
|
|
97
|
+
]
|
|
98
|
+
},
|
|
99
|
+
{
|
|
100
|
+
"task": "examples",
|
|
101
|
+
"wasm": false,
|
|
102
|
+
"src": [
|
|
103
|
+
"./src/main.c"
|
|
104
|
+
],
|
|
105
|
+
"include": [
|
|
106
|
+
"./include"
|
|
107
|
+
],
|
|
108
|
+
"libraries": [],
|
|
109
|
+
"libpath": [],
|
|
110
|
+
"dependencies": [
|
|
111
|
+
"@stdlib/math-base-assert-is-nan",
|
|
112
|
+
"@stdlib/math-base-special-ln",
|
|
113
|
+
"@stdlib/constants-float64-pinf",
|
|
114
|
+
"@stdlib/constants-float64-ninf",
|
|
115
|
+
"@stdlib/math-base-special-gammaln",
|
|
116
|
+
"@stdlib/math-base-special-exp",
|
|
117
|
+
"@stdlib/constants-float64-max",
|
|
118
|
+
"@stdlib/math-base-special-gamma-lanczos-sum-expg-scaled",
|
|
119
|
+
"@stdlib/math-base-special-gamma",
|
|
120
|
+
"@stdlib/math-base-special-log1p",
|
|
121
|
+
"@stdlib/math-base-special-sqrt",
|
|
122
|
+
"@stdlib/math-base-special-abs",
|
|
123
|
+
"@stdlib/math-base-special-pow",
|
|
124
|
+
"@stdlib/math-base-special-max",
|
|
125
|
+
"@stdlib/math-base-special-min",
|
|
126
|
+
"@stdlib/math-base-special-ln",
|
|
127
|
+
"@stdlib/constants-float64-max-ln",
|
|
128
|
+
"@stdlib/constants-float64-min-ln",
|
|
129
|
+
"@stdlib/constants-float64-gamma-lanczos-g",
|
|
130
|
+
"@stdlib/constants-float64-e"
|
|
131
|
+
]
|
|
132
|
+
}
|
|
133
|
+
]
|
|
134
|
+
}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@stdlib/stats-base-dists-gamma-logpdf",
|
|
3
|
-
"version": "0.
|
|
3
|
+
"version": "0.3.1",
|
|
4
4
|
"description": "Gamma distribution logarithm of probability density function (PDF).",
|
|
5
5
|
"license": "Apache-2.0",
|
|
6
6
|
"author": {
|
|
@@ -14,9 +14,12 @@
|
|
|
14
14
|
}
|
|
15
15
|
],
|
|
16
16
|
"main": "./lib",
|
|
17
|
+
"gypfile": false,
|
|
17
18
|
"directories": {
|
|
18
19
|
"doc": "./docs",
|
|
20
|
+
"include": "./include",
|
|
19
21
|
"lib": "./lib",
|
|
22
|
+
"src": "./src",
|
|
20
23
|
"dist": "./dist"
|
|
21
24
|
},
|
|
22
25
|
"types": "./docs/types",
|
|
@@ -30,28 +33,30 @@
|
|
|
30
33
|
"url": "https://github.com/stdlib-js/stdlib/issues"
|
|
31
34
|
},
|
|
32
35
|
"dependencies": {
|
|
33
|
-
"@stdlib/constants-float64-e": "^0.2.
|
|
34
|
-
"@stdlib/constants-float64-gamma-lanczos-g": "^0.2.
|
|
35
|
-
"@stdlib/constants-float64-max": "^0.2.
|
|
36
|
-
"@stdlib/constants-float64-max-ln": "^0.2.
|
|
37
|
-
"@stdlib/constants-float64-min-ln": "^0.2.
|
|
38
|
-
"@stdlib/constants-float64-ninf": "^0.2.
|
|
39
|
-
"@stdlib/constants-float64-pinf": "^0.2.
|
|
40
|
-
"@stdlib/math-base-assert-is-nan": "^0.2.
|
|
41
|
-
"@stdlib/math-base-
|
|
42
|
-
"@stdlib/math-base-special-
|
|
36
|
+
"@stdlib/constants-float64-e": "^0.2.3",
|
|
37
|
+
"@stdlib/constants-float64-gamma-lanczos-g": "^0.2.3",
|
|
38
|
+
"@stdlib/constants-float64-max": "^0.2.3",
|
|
39
|
+
"@stdlib/constants-float64-max-ln": "^0.2.3",
|
|
40
|
+
"@stdlib/constants-float64-min-ln": "^0.2.3",
|
|
41
|
+
"@stdlib/constants-float64-ninf": "^0.2.3",
|
|
42
|
+
"@stdlib/constants-float64-pinf": "^0.2.3",
|
|
43
|
+
"@stdlib/math-base-assert-is-nan": "^0.2.3",
|
|
44
|
+
"@stdlib/math-base-napi-ternary": "^0.3.2",
|
|
45
|
+
"@stdlib/math-base-special-abs": "^0.2.3",
|
|
46
|
+
"@stdlib/math-base-special-exp": "^0.2.5",
|
|
43
47
|
"@stdlib/math-base-special-gamma": "^0.3.0",
|
|
44
|
-
"@stdlib/math-base-special-gamma-lanczos-sum-expg-scaled": "^0.
|
|
45
|
-
"@stdlib/math-base-special-gammaln": "^0.
|
|
46
|
-
"@stdlib/math-base-special-ln": "^0.2.
|
|
47
|
-
"@stdlib/math-base-special-log1p": "^0.2.
|
|
48
|
-
"@stdlib/math-base-special-max": "^0.3.
|
|
49
|
-
"@stdlib/math-base-special-min": "^0.2.
|
|
50
|
-
"@stdlib/math-base-special-pow": "^0.3.
|
|
51
|
-
"@stdlib/math-base-special-sqrt": "^0.2.
|
|
52
|
-
"@stdlib/stats-base-dists-degenerate-logpdf": "^0.
|
|
53
|
-
"@stdlib/utils-constant-function": "^0.2.
|
|
54
|
-
"@stdlib/utils-define-nonenumerable-read-only-property": "^0.2.
|
|
48
|
+
"@stdlib/math-base-special-gamma-lanczos-sum-expg-scaled": "^0.2.2",
|
|
49
|
+
"@stdlib/math-base-special-gammaln": "^0.3.0",
|
|
50
|
+
"@stdlib/math-base-special-ln": "^0.2.5",
|
|
51
|
+
"@stdlib/math-base-special-log1p": "^0.2.4",
|
|
52
|
+
"@stdlib/math-base-special-max": "^0.3.1",
|
|
53
|
+
"@stdlib/math-base-special-min": "^0.2.4",
|
|
54
|
+
"@stdlib/math-base-special-pow": "^0.3.1",
|
|
55
|
+
"@stdlib/math-base-special-sqrt": "^0.2.3",
|
|
56
|
+
"@stdlib/stats-base-dists-degenerate-logpdf": "^0.3.1",
|
|
57
|
+
"@stdlib/utils-constant-function": "^0.2.3",
|
|
58
|
+
"@stdlib/utils-define-nonenumerable-read-only-property": "^0.2.3",
|
|
59
|
+
"@stdlib/utils-library-manifest": "^0.2.4"
|
|
55
60
|
},
|
|
56
61
|
"devDependencies": {},
|
|
57
62
|
"engines": {
|
package/src/addon.c
ADDED
|
@@ -0,0 +1,23 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* @license Apache-2.0
|
|
3
|
+
*
|
|
4
|
+
* Copyright (c) 2025 The Stdlib Authors.
|
|
5
|
+
*
|
|
6
|
+
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
7
|
+
* you may not use this file except in compliance with the License.
|
|
8
|
+
* You may obtain a copy of the License at
|
|
9
|
+
*
|
|
10
|
+
* http://www.apache.org/licenses/LICENSE-2.0
|
|
11
|
+
*
|
|
12
|
+
* Unless required by applicable law or agreed to in writing, software
|
|
13
|
+
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
14
|
+
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
15
|
+
* See the License for the specific language governing permissions and
|
|
16
|
+
* limitations under the License.
|
|
17
|
+
*/
|
|
18
|
+
|
|
19
|
+
#include "stdlib/stats/base/dists/gamma/logpdf.h"
|
|
20
|
+
#include "stdlib/math/base/napi/ternary.h"
|
|
21
|
+
|
|
22
|
+
// cppcheck-suppress shadowFunction
|
|
23
|
+
STDLIB_MATH_BASE_NAPI_MODULE_DDD_D( stdlib_base_dists_gamma_logpdf )
|
package/src/main.c
ADDED
|
@@ -0,0 +1,192 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* @license Apache-2.0
|
|
3
|
+
*
|
|
4
|
+
* Copyright (c) 2025 The Stdlib Authors.
|
|
5
|
+
*
|
|
6
|
+
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
7
|
+
* you may not use this file except in compliance with the License.
|
|
8
|
+
* You may obtain a copy of the License at
|
|
9
|
+
*
|
|
10
|
+
* http://www.apache.org/licenses/LICENSE-2.0
|
|
11
|
+
*
|
|
12
|
+
* Unless required by applicable law or agreed to in writing, software
|
|
13
|
+
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
14
|
+
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
15
|
+
* See the License for the specific language governing permissions and
|
|
16
|
+
* limitations under the License.
|
|
17
|
+
*/
|
|
18
|
+
|
|
19
|
+
#include "stdlib/math/base/assert/is_nan.h"
|
|
20
|
+
#include "stdlib/math/base/special/ln.h"
|
|
21
|
+
#include "stdlib/constants/float64/pinf.h"
|
|
22
|
+
#include "stdlib/constants/float64/ninf.h"
|
|
23
|
+
#include "stdlib/math/base/special/gammaln.h"
|
|
24
|
+
#include "stdlib/math/base/special/exp.h"
|
|
25
|
+
#include "stdlib/constants/float64/max.h"
|
|
26
|
+
#include "stdlib/math/base/special/gamma_lanczos_sum_expg_scaled.h"
|
|
27
|
+
#include "stdlib/math/base/special/gamma.h"
|
|
28
|
+
#include "stdlib/math/base/special/log1p.h"
|
|
29
|
+
#include "stdlib/math/base/special/sqrt.h"
|
|
30
|
+
#include "stdlib/math/base/special/abs.h"
|
|
31
|
+
#include "stdlib/math/base/special/pow.h"
|
|
32
|
+
#include "stdlib/math/base/special/max.h"
|
|
33
|
+
#include "stdlib/math/base/special/min.h"
|
|
34
|
+
#include "stdlib/math/base/special/ln.h"
|
|
35
|
+
#include "stdlib/constants/float64/max_ln.h"
|
|
36
|
+
#include "stdlib/constants/float64/min_ln.h"
|
|
37
|
+
#include "stdlib/constants/float64/gamma_lanczos_g.h"
|
|
38
|
+
#include "stdlib/constants/float64/e.h"
|
|
39
|
+
|
|
40
|
+
// BEGIN: regularised_gamma_prefix
|
|
41
|
+
|
|
42
|
+
/**
|
|
43
|
+
* Computes `(z^a)*(e^-z) / gamma(a)`.
|
|
44
|
+
*
|
|
45
|
+
* @param a input value
|
|
46
|
+
* @param z input value
|
|
47
|
+
* @return function value
|
|
48
|
+
*/
|
|
49
|
+
static double regularised_gamma_prefix( const double a, const double z ) {
|
|
50
|
+
double prefix;
|
|
51
|
+
double amza;
|
|
52
|
+
double agh;
|
|
53
|
+
double alz;
|
|
54
|
+
double amz;
|
|
55
|
+
double sq;
|
|
56
|
+
double d;
|
|
57
|
+
|
|
58
|
+
agh = a + STDLIB_CONSTANT_FLOAT64_GAMMA_LANCZOS_G - 0.5;
|
|
59
|
+
d = ( (z - a) - STDLIB_CONSTANT_FLOAT64_GAMMA_LANCZOS_G + 0.5 ) / agh;
|
|
60
|
+
if ( a < 1.0 ) {
|
|
61
|
+
// Treat a < 1 as a special case because our Lanczos approximations are optimized against the factorials with a > 1, and for high precision types very small values of `a` can give rather erroneous results for gamma:
|
|
62
|
+
if ( z <= STDLIB_CONSTANT_FLOAT64_MIN_LN ) {
|
|
63
|
+
// Use logs, so should be free of cancellation errors:
|
|
64
|
+
return stdlib_base_exp( ( a * stdlib_base_ln(z) ) - z - stdlib_base_gammaln( a ) );
|
|
65
|
+
}
|
|
66
|
+
// No danger of overflow as gamma(a) < 1/a for small a, so direct calculation:
|
|
67
|
+
return stdlib_base_pow( z, a ) * stdlib_base_exp( -z ) / stdlib_base_gamma( a );
|
|
68
|
+
}
|
|
69
|
+
if ( stdlib_base_abs(d*d*a) <= 100.0 && a > 150.0 ) {
|
|
70
|
+
// Special case for large a and a ~ z:
|
|
71
|
+
prefix = ( a * ( stdlib_base_log1p( d ) - d ) ) + ( z * ( 0.5-STDLIB_CONSTANT_FLOAT64_GAMMA_LANCZOS_G ) / agh );
|
|
72
|
+
prefix = stdlib_base_exp( prefix );
|
|
73
|
+
}
|
|
74
|
+
else {
|
|
75
|
+
// General case. Direct computation is most accurate, but use various fallbacks for different parts of the problem domain:
|
|
76
|
+
alz = a * stdlib_base_ln(z / agh);
|
|
77
|
+
amz = a - z;
|
|
78
|
+
if (
|
|
79
|
+
stdlib_base_min(alz, amz) <= STDLIB_CONSTANT_FLOAT64_MIN_LN ||
|
|
80
|
+
stdlib_base_max(alz, amz) >= STDLIB_CONSTANT_FLOAT64_MAX_LN
|
|
81
|
+
) {
|
|
82
|
+
amza = amz / a;
|
|
83
|
+
if (
|
|
84
|
+
stdlib_base_min(alz, amz)/2.0 > STDLIB_CONSTANT_FLOAT64_MIN_LN &&
|
|
85
|
+
stdlib_base_max(alz, amz)/2.0 < STDLIB_CONSTANT_FLOAT64_MAX_LN
|
|
86
|
+
) {
|
|
87
|
+
// Compute square root of the result and then square it:
|
|
88
|
+
sq = stdlib_base_pow( z / agh, a / 2.0 ) * stdlib_base_exp( amz / 2.0 );
|
|
89
|
+
prefix = sq * sq;
|
|
90
|
+
}
|
|
91
|
+
else if (
|
|
92
|
+
stdlib_base_min(alz, amz)/4.0 > STDLIB_CONSTANT_FLOAT64_MIN_LN &&
|
|
93
|
+
stdlib_base_max(alz, amz)/4.0 < STDLIB_CONSTANT_FLOAT64_MAX_LN &&
|
|
94
|
+
z > a
|
|
95
|
+
) {
|
|
96
|
+
// Compute the 4th root of the result then square it twice:
|
|
97
|
+
sq = stdlib_base_pow( z / agh, a / 4.0 ) * stdlib_base_exp( amz / 4.0 );
|
|
98
|
+
prefix = sq * sq;
|
|
99
|
+
prefix *= prefix;
|
|
100
|
+
}
|
|
101
|
+
else if (
|
|
102
|
+
amza > STDLIB_CONSTANT_FLOAT64_MIN_LN &&
|
|
103
|
+
amza < STDLIB_CONSTANT_FLOAT64_MAX_LN
|
|
104
|
+
) {
|
|
105
|
+
prefix = stdlib_base_pow( (z * stdlib_base_exp(amza)) / agh, a );
|
|
106
|
+
}
|
|
107
|
+
else {
|
|
108
|
+
prefix = stdlib_base_exp( alz + amz );
|
|
109
|
+
}
|
|
110
|
+
}
|
|
111
|
+
else
|
|
112
|
+
{
|
|
113
|
+
prefix = stdlib_base_pow( z / agh, a ) * stdlib_base_exp( amz );
|
|
114
|
+
}
|
|
115
|
+
}
|
|
116
|
+
prefix *= stdlib_base_sqrt( agh / STDLIB_CONSTANT_FLOAT64_E ) / stdlib_base_gamma_lanczos_sum_expg_scaled( a );
|
|
117
|
+
return prefix;
|
|
118
|
+
}
|
|
119
|
+
|
|
120
|
+
// END: regularised_gamma_prefix
|
|
121
|
+
|
|
122
|
+
// BEGIN: gammma_p_derivative
|
|
123
|
+
|
|
124
|
+
/**
|
|
125
|
+
* Calculates the partial derivative with respect to x of the incomplete gamma function.
|
|
126
|
+
*
|
|
127
|
+
* @param a function parameter
|
|
128
|
+
* @param x function parameter
|
|
129
|
+
* @return function value
|
|
130
|
+
*/
|
|
131
|
+
static double gamma_p_derivative( const double a, const double x ) {
|
|
132
|
+
double f1;
|
|
133
|
+
if ( a <= 0.0 ) {
|
|
134
|
+
return 0.0/0.0; // NaN
|
|
135
|
+
}
|
|
136
|
+
if ( x < 0.0 ) {
|
|
137
|
+
return 0.0/0.0; // NaN
|
|
138
|
+
}
|
|
139
|
+
if ( x == 0.0 ) {
|
|
140
|
+
if ( a > 1.0 ) {
|
|
141
|
+
return 0.0;
|
|
142
|
+
}
|
|
143
|
+
return ( a == 1.0 ) ? 1.0 : STDLIB_CONSTANT_FLOAT64_PINF;
|
|
144
|
+
}
|
|
145
|
+
f1 = regularised_gamma_prefix( a, x );
|
|
146
|
+
if ( x < 1.0 && ( STDLIB_CONSTANT_FLOAT64_MAX * x < f1 ) ) {
|
|
147
|
+
return STDLIB_CONSTANT_FLOAT64_PINF;
|
|
148
|
+
}
|
|
149
|
+
if ( f1 == 0.0 ) {
|
|
150
|
+
// Underflow in calculation, use logs instead:
|
|
151
|
+
f1 = (a * stdlib_base_ln( x )) - x - stdlib_base_gammaln( a ) - stdlib_base_ln( x );
|
|
152
|
+
f1 = stdlib_base_exp( f1 );
|
|
153
|
+
} else {
|
|
154
|
+
f1 /= x;
|
|
155
|
+
}
|
|
156
|
+
return f1;
|
|
157
|
+
}
|
|
158
|
+
|
|
159
|
+
// END: gammma_p_derivative
|
|
160
|
+
|
|
161
|
+
/**
|
|
162
|
+
* Evaluates the logarithm of the probability density function (PDF) for a gamma distribution with shape parameter `alpha` and rate parameter `beta` at a value `x`.
|
|
163
|
+
*
|
|
164
|
+
* @param x input value
|
|
165
|
+
* @param alpha shape parameter
|
|
166
|
+
* @param beta rate parameter
|
|
167
|
+
* @return evaluated logPDF
|
|
168
|
+
*
|
|
169
|
+
* @example
|
|
170
|
+
* double y = stdlib_base_dists_gamma_logpdf( 2.0, 0.5, 1.0 );
|
|
171
|
+
* // returns ~-2.919
|
|
172
|
+
*/
|
|
173
|
+
double stdlib_base_dists_gamma_logpdf( const double x, const double alpha, const double beta ) {
|
|
174
|
+
if (
|
|
175
|
+
stdlib_base_is_nan( x ) ||
|
|
176
|
+
stdlib_base_is_nan( alpha ) ||
|
|
177
|
+
stdlib_base_is_nan( beta ) ||
|
|
178
|
+
alpha < 0.0 ||
|
|
179
|
+
beta <= 0.0
|
|
180
|
+
) {
|
|
181
|
+
return 0.0/0.0; // NaN
|
|
182
|
+
}
|
|
183
|
+
if ( x < 0.0 || x == STDLIB_CONSTANT_FLOAT64_PINF ) {
|
|
184
|
+
return STDLIB_CONSTANT_FLOAT64_NINF;
|
|
185
|
+
}
|
|
186
|
+
if ( alpha == 0.0 ) {
|
|
187
|
+
// Point mass at 0...
|
|
188
|
+
return ( x == 0.0 ) ? STDLIB_CONSTANT_FLOAT64_PINF : STDLIB_CONSTANT_FLOAT64_NINF;
|
|
189
|
+
}
|
|
190
|
+
return stdlib_base_ln( gamma_p_derivative( alpha, x * beta ) ) + stdlib_base_ln( beta );
|
|
191
|
+
}
|
|
192
|
+
|