Ejemplo n.º 1
0
        /// <summary>
        /// Returns the <see cref="T:System.Double" /> gamma distribution.
        /// </summary>
        /// <param name="args"><para>
        /// The args contains 4 items: x, alpha, beta, cumulative.
        /// </para>
        /// <para>
        /// X is the value at which you want to evaluate the distribution.
        /// </para>
        /// <para>
        /// Alpha is a parameter to the distribution.
        /// </para>
        /// <para>
        /// Beta is a parameter to the distribution. If beta = 1, GAMMADIST returns the standard gamma distribution.
        /// </para>
        /// <para>
        /// Cumulative is a logical value that determines the form of the function. If cumulative is TRUE, GAMMADIST returns the cumulative distribution function; if FALSE, it returns the probability density function.
        /// </para></param>
        /// <returns>
        /// A <see cref="T:System.Double" /> value that indicates the evaluate result.
        /// </returns>
        public override object Evaluate(object[] args)
        {
            double num;
            double num2;
            double num3;
            bool   flag;
            double num9;
            double num15;
            double num16;
            double num18;
            double num21;

            base.CheckArgumentsLength(args);
            if ((!CalcConvert.TryToDouble(args[0], out num, true) || !CalcConvert.TryToDouble(args[1], out num2, true)) || !CalcConvert.TryToDouble(args[2], out num3, true))
            {
                return(CalcErrors.Value);
            }
            if (!CalcConvert.TryToBool(args[3], out flag))
            {
                return(CalcErrors.Value);
            }
            if (((num < 0.0) || (num2 <= 0.0)) || (num3 <= 0.0))
            {
                return(CalcErrors.Number);
            }
            if (!flag)
            {
                double d = Math.Pow(num3, num2);
                if (double.IsNaN(d) || double.IsInfinity(d))
                {
                    return(CalcErrors.DivideByZero);
                }
                double num5 = 1.0 / (d * EngineeringHelper.gamma(num2));
                double num6 = Math.Pow(num, num2 - 1.0);
                double num7 = Math.Exp(-(num / num3));
                double num8 = num6 * num7;
                return((double)(num5 * num8));
            }
            double y     = 0.33333333333333331;
            double num23 = 100000000.0;
            double num24 = 1E+37;
            double num25 = 1000.0;
            double num26 = -88.0;

            num /= num3;
            if (num <= 0.0)
            {
                return(CalcErrors.Number);
            }
            if (num2 > num25)
            {
                CalcBuiltinFunction function = new CalcNormDistFunction();
                num9 = (Math.Sqrt(num2) * 3.0) * ((Math.Pow(num / num2, y) + (1.0 / (num2 * 9.0))) - 1.0);
                object obj2 = function.Evaluate(new object[] { (double)num9, (double)0.0, (double)1.0, (bool)true });
                if (obj2 is CalcError)
                {
                    return(obj2);
                }
                return((double)obj2);
            }
            if (num > num23)
            {
                return((double)1.0);
            }
            if ((num <= 1.0) || (num < num2))
            {
                object obj3 = new CalcGammaLnFunction().Evaluate(new object[] { (double)(num2 + 1.0) });
                if (obj3 is CalcError)
                {
                    return(obj3);
                }
                num15 = ((num2 * Math.Log(num)) - num) - ((double)obj3);
                num16 = 1.0;
                num21 = 1.0;
                num18 = num2;
                do
                {
                    num18++;
                    num16  = (num16 * num) / num18;
                    num21 += num16;
                }while (num16 > 2.2204460492503131E-16);
                num15 += Math.Log(num21);
                num21  = 0.0;
                if (num15 >= num26)
                {
                    num21 = Math.Exp(num15);
                }
            }
            else
            {
                object obj4 = new CalcGammaLnFunction().Evaluate(new object[] { (double)num2 });
                if (obj4 is CalcError)
                {
                    return(obj4);
                }
                num15 = ((num2 * Math.Log(num)) - num) - ((double)obj4);
                num18 = 1.0 - num2;
                double num19 = (num18 + num) + 1.0;
                num16 = 0.0;
                num9  = 1.0;
                double num10 = num;
                double num11 = num + 1.0;
                double num12 = num * num19;
                num21 = num11 / num12;
                while (true)
                {
                    num18++;
                    num19 += 2.0;
                    num16++;
                    double num20 = num18 * num16;
                    double num13 = (num19 * num11) - (num20 * num9);
                    double num14 = (num19 * num12) - (num20 * num10);
                    if (Math.Abs(num14) > 0.0)
                    {
                        double num17 = num13 / num14;
                        if (Math.Abs((double)(num21 - num17)) <= Math.Min((double)2.2204460492503131E-16, (double)(2.2204460492503131E-16 * num17)))
                        {
                            break;
                        }
                        num21 = num17;
                    }
                    num9  = num11;
                    num10 = num12;
                    num11 = num13;
                    num12 = num14;
                    if (Math.Abs(num13) >= num24)
                    {
                        num9  /= num24;
                        num10 /= num24;
                        num11 /= num24;
                        num12 /= num24;
                    }
                }
                num15 += Math.Log(num21);
                num21  = 1.0;
                if (num15 >= num26)
                {
                    num21 = 1.0 - Math.Exp(num15);
                }
            }
            return((double)num21);
        }
Ejemplo n.º 2
0
        /// <summary>
        /// Returns the <see cref="T:System.Double" /> inverse of the normal cumulative distribution.
        /// </summary>
        /// <param name="args"><para>
        /// The args contains 3 items: probability, mean, standard_dev.
        /// </para>
        /// <para>
        /// Probability is a probability corresponding to the normal distribution.
        /// </para>
        /// <para>
        /// Mean is the arithmetic mean of the distribution.
        /// </para>
        /// <para>
        /// Standard_dev is the standard deviation of the distribution.
        /// </para></param>
        /// <returns>
        /// A <see cref="T:System.Double" /> value that indicates the evaluate result.
        /// </returns>
        public override object Evaluate(object[] args)
        {
            double num;
            double num2;
            double num3;
            double num5;
            double num6;

            base.CheckArgumentsLength(args);
            if ((!CalcConvert.TryToDouble(args[0], out num, true) || !CalcConvert.TryToDouble(args[1], out num2, true)) || !CalcConvert.TryToDouble(args[2], out num3, true))
            {
                return(CalcErrors.Value);
            }
            if ((num < 0.0) || (1.0 < num))
            {
                return(CalcErrors.Number);
            }
            if (num3 <= 0.0)
            {
                return(CalcErrors.Number);
            }
            double num4 = num - 0.5;

            if (Math.Abs(num4) <= 0.42)
            {
                num5 = num4 * num4;
                num6 = (num4 * ((((((-25.44106049637 * num5) + 41.39119773534) * num5) - 18.61500062529) * num5) + 2.50662823884)) / ((((((((3.13082909833 * num5) - 21.06224101826) * num5) + 23.08336743743) * num5) + -8.4735109309) * num5) + 1.0);
            }
            else
            {
                num5 = num;
                if (num4 > 0.0)
                {
                    num5 = 1.0 - num;
                }
                if (num5 > 2.2204460492503131E-16)
                {
                    num5 = Math.Sqrt(-Math.Log(num5));
                    num6 = ((((((2.32121276858 * num5) + 4.85014127135) * num5) - 2.29796479134) * num5) - 2.78718931138) / ((((1.63706781897 * num5) + 3.54388924762) * num5) + 1.0);
                    if (num4 < 0.0)
                    {
                        num6 = -num6;
                    }
                }
                else
                {
                    if (num5 > 1E-300)
                    {
                        num6 = -2.0 * Math.Log(num);
                        num5 = Math.Log(6.2831853071795862 * num6);
                        num5 = ((num5 / num6) + ((2.0 - num5) / (num6 * num6))) + (((-14.0 + (6.0 * num5)) - (num5 * num5)) / (((2.0 * num6) * num6) * num6));
                        num6 = Math.Sqrt(num6 * (1.0 - num5));
                        if (num4 < 0.0)
                        {
                            num6 = -num6;
                        }
                        return((double)num6);
                    }
                    if (num4 < 0.0)
                    {
                        return((double)double.MinValue);
                    }
                    return((double)double.MaxValue);
                }
            }
            CalcBuiltinFunction function = new CalcNormDistFunction();
            double num7 = (num6 - 0.0) / 1.0;
            double num8 = (0.3989422804014327 * Math.Exp((-0.5 * num7) * num7)) / 1.0;
            object obj2 = function.Evaluate(new object[] { (double)num6, (double)0.0, (double)1.0, (bool)true });

            if (obj2 is CalcError)
            {
                return(obj2);
            }
            num6 -= (((double)obj2) - num) / num8;
            return((double)(num2 + (num3 * num6)));
        }