public double Pdf(double x)
{
double df2 = (df + 1) / 2;
// Ln( Г((df + 1) / 2) / Г(df / 2) )
double term1 = GammaFunction.LogValue(df2) - GammaFunction.LogValue(df / 2);
// Ln( (1 + x^2 / df) ^ (-(df + 1) / 2) )
double term2 = Log(1 + x.Sqr() / df) * -df2;
return(Exp(term1 + term2) / Sqrt(PI * df));
}
public void GammaFunctionLogValue()
{
var comparer = new AbsoluteEqualityComparer(0.0001);
for (int i = 0; i < knownX.Length; i++)
{
double expected = Math.Log(knownY[i]);
double actual = GammaFunction.LogValue(knownX[i]);
output.WriteLine($"X = {knownX[i]}");
output.WriteLine($"Expected = {expected}");
output.WriteLine($"Actual = {actual}");
output.WriteLine("");
Assert.Equal(expected, actual, comparer);
}
}