/// <summary>
/// Returns the regularized gamma function Q(a, x) = 1 - P(a, x).
/// The implementation of this method is based on:
/// <list type="bullet">
/// <item>
/// <a href="http://mathworld.wolfram.com/RegularizedGammaFunction.html">
/// Regularized Gamma Function</a>, equation (1).
/// </item>
/// <item>
/// <a href="http://functions.wolfram.com/GammaBetaErf/GammaRegularized/10/0003/">
/// Regularized incomplete gamma function: Continued fraction representations
/// (formula 06.08.10.0003)</a>
/// </item>
/// </list>
/// </summary>
/// <param name="a">the a parameter.</param>
/// <param name="x">the value.</param>
/// <param name="epsilon">When the absolute value of the nth item in the
/// series is less than epsilon the approximation ceases to calculate
/// further elements in the series.</param>
/// <param name="maxIterations">Maximum number of "iterations" to complete.</param>
/// <returns>the regularized gamma function P(a, x)</returns>
/// <exception cref="MaxCountExceededException"> if the algorithm fails to converge.
/// </exception>
public static double regularizedGammaQ(double a, double x, double epsilon, int maxIterations)
{
double ret;
if (Double.IsNaN(a) || Double.IsNaN(x) || (a <= 0.0) || (x < 0.0))
{
ret = Double.NaN;
}
else if (x == 0.0)
{
ret = 1.0;
}
else if (x < a + 1.0)
{
// use regularizedGammaP because it should converge faster in this
// case.
ret = 1.0 - regularizedGammaP(a, x, epsilon, maxIterations);
}
else
{
// create continued fraction
ContinuedFraction cf = new ContinuedFractionHelper(a);
ret = 1.0 / cf.evaluate(x, epsilon, maxIterations);
ret = FastMath.exp(-x + (a * FastMath.log(x)) - logGamma(a)) * ret;
}
return(ret);
}
/// <summary>
/// Returns the regularized beta function I(x, a, b).<para/>
/// The implementation of this method is based on:
/// <list type="bullet">
/// <item>
/// <a href="http://mathworld.wolfram.com/RegularizedBetaFunction.html">
/// Regularized Beta Function</a>.</item>
/// <item>
/// <a href="http://functions.wolfram.com/06.21.10.0001.01">
/// Regularized Beta Function</a>.</item>
/// </list>
/// </summary>
/// <param name="x">the value.</param>
/// <param name="a">Parameter <c>a</c>.</param>
/// <param name="b">Parameter <c>b</c>.</param>
/// <param name="epsilon">When the absolute value of the nth item in the
/// series is less than epsilon the approximation ceases to calculate
/// further elements in the series.</param>
/// <param name="maxIterations">Maximum number of "iterations" to complete.</param>
/// <returns>the regularized beta function I(x, a, b)</returns>
/// <exception cref="MaxCountExceededException">
/// if the algorithm fails to converge.</exception>
public static double regularizedBeta(double x, double a, double b, double epsilon, int maxIterations)
{
double ret;
if (Double.IsNaN(x) ||
Double.IsNaN(a) ||
Double.IsNaN(b) ||
x < 0 ||
x > 1 ||
a <= 0 ||
b <= 0)
{
ret = Double.NaN;
}
else if (x > (a + 1) / (2 + b + a) &&
1 - x <= (b + 1) / (2 + b + a))
{
ret = 1 - regularizedBeta(1 - x, b, a, epsilon, maxIterations);
}
else
{
ContinuedFraction fraction = new ContinuedFractionHelper(a, b);
ret = FastMath.exp((a * FastMath.log(x)) + (b * FastMath.log1p(-x)) -
FastMath.log(a) - logBeta(a, b)) *
1.0 / fraction.evaluate(x, epsilon, maxIterations);
}
return(ret);
}