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1// (C) Copyright John Maddock 2006.
2// Use, modification and distribution are subject to the
3// Boost Software License, Version 1.0. (See accompanying file
4// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
5
6#ifndef BOOST_MATH_SPECIAL_BETA_HPP
7#define BOOST_MATH_SPECIAL_BETA_HPP
8
9#ifdef _MSC_VER
10#pragma once
11#endif
12
13#include <boost/math/special_functions/math_fwd.hpp>
14#include <boost/math/tools/config.hpp>
15#include <boost/math/special_functions/gamma.hpp>
16#include <boost/math/special_functions/binomial.hpp>
17#include <boost/math/special_functions/factorials.hpp>
18#include <boost/math/special_functions/erf.hpp>
19#include <boost/math/special_functions/log1p.hpp>
20#include <boost/math/special_functions/expm1.hpp>
21#include <boost/math/special_functions/trunc.hpp>
22#include <boost/math/tools/roots.hpp>
23#include <boost/static_assert.hpp>
24#include <boost/config/no_tr1/cmath.hpp>
25
26namespace boost{ namespace math{
27
28namespace detail{
29
30//
31// Implementation of Beta(a,b) using the Lanczos approximation:
32//
33template <class T, class Lanczos, class Policy>
34T beta_imp(T a, T b, const Lanczos&, const Policy& pol)
35{
36 BOOST_MATH_STD_USING // for ADL of std names
37
38 if(a <= 0)
39 return policies::raise_domain_error<T>("boost::math::beta<%1%>(%1%,%1%)", "The arguments to the beta function must be greater than zero (got a=%1%).", a, pol);
40 if(b <= 0)
41 return policies::raise_domain_error<T>("boost::math::beta<%1%>(%1%,%1%)", "The arguments to the beta function must be greater than zero (got b=%1%).", b, pol);
42
43 T result;
44
45 T prefix = 1;
46 T c = a + b;
47
48 // Special cases:
49 if((c == a) && (b < tools::epsilon<T>()))
50 return 1 / b;
51 else if((c == b) && (a < tools::epsilon<T>()))
52 return 1 / a;
53 if(b == 1)
54 return 1/a;
55 else if(a == 1)
56 return 1/b;
57 else if(c < tools::epsilon<T>())
58 {
59 result = c / a;
60 result /= b;
61 return result;
62 }
63
64 /*
65 //
66 // This code appears to be no longer necessary: it was
67 // used to offset errors introduced from the Lanczos
68 // approximation, but the current Lanczos approximations
69 // are sufficiently accurate for all z that we can ditch
70 // this. It remains in the file for future reference...
71 //
72 // If a or b are less than 1, shift to greater than 1:
73 if(a < 1)
74 {
75 prefix *= c / a;
76 c += 1;
77 a += 1;
78 }
79 if(b < 1)
80 {
81 prefix *= c / b;
82 c += 1;
83 b += 1;
84 }
85 */
86
87 if(a < b)
88 std::swap(a, b);
89
90 // Lanczos calculation:
91 T agh = static_cast<T>(a + Lanczos::g() - 0.5f);
92 T bgh = static_cast<T>(b + Lanczos::g() - 0.5f);
93 T cgh = static_cast<T>(c + Lanczos::g() - 0.5f);
94 result = Lanczos::lanczos_sum_expG_scaled(a) * (Lanczos::lanczos_sum_expG_scaled(b) / Lanczos::lanczos_sum_expG_scaled(c));
95 T ambh = a - 0.5f - b;
96 if((fabs(b * ambh) < (cgh * 100)) && (a > 100))
97 {
98 // Special case where the base of the power term is close to 1
99 // compute (1+x)^y instead:
100 result *= exp(ambh * boost::math::log1p(-b / cgh, pol));
101 }
102 else
103 {
104 result *= pow(agh / cgh, a - T(0.5) - b);
105 }
106 if(cgh > 1e10f)
107 // this avoids possible overflow, but appears to be marginally less accurate:
108 result *= pow((agh / cgh) * (bgh / cgh), b);
109 else
110 result *= pow((agh * bgh) / (cgh * cgh), b);
111 result *= sqrt(boost::math::constants::e<T>() / bgh);
112
113 // If a and b were originally less than 1 we need to scale the result:
114 result *= prefix;
115
116 return result;
117} // template <class T, class Lanczos> beta_imp(T a, T b, const Lanczos&)
118
119//
120// Generic implementation of Beta(a,b) without Lanczos approximation support
121// (Caution this is slow!!!):
122//
123template <class T, class Policy>
124T beta_imp(T a, T b, const lanczos::undefined_lanczos& /* l */, const Policy& pol)
125{
126 BOOST_MATH_STD_USING
127
128 if(a <= 0)
129 return policies::raise_domain_error<T>("boost::math::beta<%1%>(%1%,%1%)", "The arguments to the beta function must be greater than zero (got a=%1%).", a, pol);
130 if(b <= 0)
131 return policies::raise_domain_error<T>("boost::math::beta<%1%>(%1%,%1%)", "The arguments to the beta function must be greater than zero (got b=%1%).", b, pol);
132
133 T result;
134
135 T prefix = 1;
136 T c = a + b;
137
138 // special cases:
139 if((c == a) && (b < tools::epsilon<T>()))
140 return boost::math::tgamma(b, pol);
141 else if((c == b) && (a < tools::epsilon<T>()))
142 return boost::math::tgamma(a, pol);
143 if(b == 1)
144 return 1/a;
145 else if(a == 1)
146 return 1/b;
147
148 // shift to a and b > 1 if required:
149 if(a < 1)
150 {
151 prefix *= c / a;
152 c += 1;
153 a += 1;
154 }
155 if(b < 1)
156 {
157 prefix *= c / b;
158 c += 1;
159 b += 1;
160 }
161 if(a < b)
162 std::swap(a, b);
163
164 // set integration limits:
165 T la = (std::max)(T(10), a);
166 T lb = (std::max)(T(10), b);
167 T lc = (std::max)(T(10), T(a+b));
168
169 // calculate the fraction parts:
170 T sa = detail::lower_gamma_series(a, la, pol) / a;
171 sa += detail::upper_gamma_fraction(a, la, ::boost::math::policies::get_epsilon<T, Policy>());
172 T sb = detail::lower_gamma_series(b, lb, pol) / b;
173 sb += detail::upper_gamma_fraction(b, lb, ::boost::math::policies::get_epsilon<T, Policy>());
174 T sc = detail::lower_gamma_series(c, lc, pol) / c;
175 sc += detail::upper_gamma_fraction(c, lc, ::boost::math::policies::get_epsilon<T, Policy>());
176
177 // and the exponent part:
178 result = exp(lc - la - lb) * pow(la/lc, a) * pow(lb/lc, b);
179
180 // and combine:
181 result *= sa * sb / sc;
182
183 // if a and b were originally less than 1 we need to scale the result:
184 result *= prefix;
185
186 return result;
187} // template <class T>T beta_imp(T a, T b, const lanczos::undefined_lanczos& l)
188
189
190//
191// Compute the leading power terms in the incomplete Beta:
192//
193// (x^a)(y^b)/Beta(a,b) when normalised, and
194// (x^a)(y^b) otherwise.
195//
196// Almost all of the error in the incomplete beta comes from this
197// function: particularly when a and b are large. Computing large
198// powers are *hard* though, and using logarithms just leads to
199// horrendous cancellation errors.
200//
201template <class T, class Lanczos, class Policy>
202T ibeta_power_terms(T a,
203 T b,
204 T x,
205 T y,
206 const Lanczos&,
207 bool normalised,
208 const Policy& pol,
209 T prefix = 1,
210 const char* function = "boost::math::ibeta<%1%>(%1%, %1%, %1%)")
211{
212 BOOST_MATH_STD_USING
213
214 if(!normalised)
215 {
216 // can we do better here?
217 return pow(x, a) * pow(y, b);
218 }
219
220 T result;
221
222 T c = a + b;
223
224 // combine power terms with Lanczos approximation:
225 T agh = static_cast<T>(a + Lanczos::g() - 0.5f);
226 T bgh = static_cast<T>(b + Lanczos::g() - 0.5f);
227 T cgh = static_cast<T>(c + Lanczos::g() - 0.5f);
228 result = Lanczos::lanczos_sum_expG_scaled(c) / (Lanczos::lanczos_sum_expG_scaled(a) * Lanczos::lanczos_sum_expG_scaled(b));
229 result *= prefix;
230 // combine with the leftover terms from the Lanczos approximation:
231 result *= sqrt(bgh / boost::math::constants::e<T>());
232 result *= sqrt(agh / cgh);
233
234 // l1 and l2 are the base of the exponents minus one:
235 T l1 = (x * b - y * agh) / agh;
236 T l2 = (y * a - x * bgh) / bgh;
237 if(((std::min)(fabs(l1), fabs(l2)) < 0.2))
238 {
239 // when the base of the exponent is very near 1 we get really
240 // gross errors unless extra care is taken:
241 if((l1 * l2 > 0) || ((std::min)(a, b) < 1))
242 {
243 //
244 // This first branch handles the simple cases where either:
245 //
246 // * The two power terms both go in the same direction
247 // (towards zero or towards infinity). In this case if either
248 // term overflows or underflows, then the product of the two must
249 // do so also.
250 // *Alternatively if one exponent is less than one, then we
251 // can't productively use it to eliminate overflow or underflow
252 // from the other term. Problems with spurious overflow/underflow
253 // can't be ruled out in this case, but it is *very* unlikely
254 // since one of the power terms will evaluate to a number close to 1.
255 //
256 if(fabs(l1) < 0.1)
257 {
258 result *= exp(a * boost::math::log1p(l1, pol));
259 BOOST_MATH_INSTRUMENT_VARIABLE(result);
260 }
261 else
262 {
263 result *= pow((x * cgh) / agh, a);
264 BOOST_MATH_INSTRUMENT_VARIABLE(result);
265 }
266 if(fabs(l2) < 0.1)
267 {
268 result *= exp(b * boost::math::log1p(l2, pol));
269 BOOST_MATH_INSTRUMENT_VARIABLE(result);
270 }
271 else
272 {
273 result *= pow((y * cgh) / bgh, b);
274 BOOST_MATH_INSTRUMENT_VARIABLE(result);
275 }
276 }
277 else if((std::max)(fabs(l1), fabs(l2)) < 0.5)
278 {
279 //
280 // Both exponents are near one and both the exponents are
281 // greater than one and further these two
282 // power terms tend in opposite directions (one towards zero,
283 // the other towards infinity), so we have to combine the terms
284 // to avoid any risk of overflow or underflow.
285 //
286 // We do this by moving one power term inside the other, we have:
287 //
288 // (1 + l1)^a * (1 + l2)^b
289 // = ((1 + l1)*(1 + l2)^(b/a))^a
290 // = (1 + l1 + l3 + l1*l3)^a ; l3 = (1 + l2)^(b/a) - 1
291 // = exp((b/a) * log(1 + l2)) - 1
292 //
293 // The tricky bit is deciding which term to move inside :-)
294 // By preference we move the larger term inside, so that the
295 // size of the largest exponent is reduced. However, that can
296 // only be done as long as l3 (see above) is also small.
297 //
298 bool small_a = a < b;
299 T ratio = b / a;
300 if((small_a && (ratio * l2 < 0.1)) || (!small_a && (l1 / ratio > 0.1)))
301 {
302 T l3 = boost::math::expm1(ratio * boost::math::log1p(l2, pol), pol);
303 l3 = l1 + l3 + l3 * l1;
304 l3 = a * boost::math::log1p(l3, pol);
305 result *= exp(l3);
306 BOOST_MATH_INSTRUMENT_VARIABLE(result);
307 }
308 else
309 {
310 T l3 = boost::math::expm1(boost::math::log1p(l1, pol) / ratio, pol);
311 l3 = l2 + l3 + l3 * l2;
312 l3 = b * boost::math::log1p(l3, pol);
313 result *= exp(l3);
314 BOOST_MATH_INSTRUMENT_VARIABLE(result);
315 }
316 }
317 else if(fabs(l1) < fabs(l2))
318 {
319 // First base near 1 only:
320 T l = a * boost::math::log1p(l1, pol)
321 + b * log((y * cgh) / bgh);
322 if((l <= tools::log_min_value<T>()) || (l >= tools::log_max_value<T>()))
323 {
324 l += log(result);
325 if(l >= tools::log_max_value<T>())
326 return policies::raise_overflow_error<T>(function, 0, pol);
327 result = exp(l);
328 }
329 else
330 result *= exp(l);
331 BOOST_MATH_INSTRUMENT_VARIABLE(result);
332 }
333 else
334 {
335 // Second base near 1 only:
336 T l = b * boost::math::log1p(l2, pol)
337 + a * log((x * cgh) / agh);
338 if((l <= tools::log_min_value<T>()) || (l >= tools::log_max_value<T>()))
339 {
340 l += log(result);
341 if(l >= tools::log_max_value<T>())
342 return policies::raise_overflow_error<T>(function, 0, pol);
343 result = exp(l);
344 }
345 else
346 result *= exp(l);
347 BOOST_MATH_INSTRUMENT_VARIABLE(result);
348 }
349 }
350 else
351 {
352 // general case:
353 T b1 = (x * cgh) / agh;
354 T b2 = (y * cgh) / bgh;
355 l1 = a * log(b1);
356 l2 = b * log(b2);
357 BOOST_MATH_INSTRUMENT_VARIABLE(b1);
358 BOOST_MATH_INSTRUMENT_VARIABLE(b2);
359 BOOST_MATH_INSTRUMENT_VARIABLE(l1);
360 BOOST_MATH_INSTRUMENT_VARIABLE(l2);
361 if((l1 >= tools::log_max_value<T>())
362 || (l1 <= tools::log_min_value<T>())
363 || (l2 >= tools::log_max_value<T>())
364 || (l2 <= tools::log_min_value<T>())
365 )
366 {
367 // Oops, under/overflow, sidestep if we can:
368 if(a < b)
369 {
370 T p1 = pow(b2, b / a);
371 T l3 = a * (log(b1) + log(p1));
372 if((l3 < tools::log_max_value<T>())
373 && (l3 > tools::log_min_value<T>()))
374 {
375 result *= pow(p1 * b1, a);
376 }
377 else
378 {
379 l2 += l1 + log(result);
380 if(l2 >= tools::log_max_value<T>())
381 return policies::raise_overflow_error<T>(function, 0, pol);
382 result = exp(l2);
383 }
384 }
385 else
386 {
387 T p1 = pow(b1, a / b);
388 T l3 = (log(p1) + log(b2)) * b;
389 if((l3 < tools::log_max_value<T>())
390 && (l3 > tools::log_min_value<T>()))
391 {
392 result *= pow(p1 * b2, b);
393 }
394 else
395 {
396 l2 += l1 + log(result);
397 if(l2 >= tools::log_max_value<T>())
398 return policies::raise_overflow_error<T>(function, 0, pol);
399 result = exp(l2);
400 }
401 }
402 BOOST_MATH_INSTRUMENT_VARIABLE(result);
403 }
404 else
405 {
406 // finally the normal case:
407 result *= pow(b1, a) * pow(b2, b);
408 BOOST_MATH_INSTRUMENT_VARIABLE(result);
409 }
410 }
411
412 BOOST_MATH_INSTRUMENT_VARIABLE(result);
413
414 return result;
415}
416//
417// Compute the leading power terms in the incomplete Beta:
418//
419// (x^a)(y^b)/Beta(a,b) when normalised, and
420// (x^a)(y^b) otherwise.
421//
422// Almost all of the error in the incomplete beta comes from this
423// function: particularly when a and b are large. Computing large
424// powers are *hard* though, and using logarithms just leads to
425// horrendous cancellation errors.
426//
427// This version is generic, slow, and does not use the Lanczos approximation.
428//
429template <class T, class Policy>
430T ibeta_power_terms(T a,
431 T b,
432 T x,
433 T y,
434 const boost::math::lanczos::undefined_lanczos&,
435 bool normalised,
436 const Policy& pol,
437 T prefix = 1,
438 const char* = "boost::math::ibeta<%1%>(%1%, %1%, %1%)")
439{
440 BOOST_MATH_STD_USING
441
442 if(!normalised)
443 {
444 return pow(x, a) * pow(y, b);
445 }
446
447 T result= 0; // assignment here silences warnings later
448
449 T c = a + b;
450
451 // integration limits for the gamma functions:
452 //T la = (std::max)(T(10), a);
453 //T lb = (std::max)(T(10), b);
454 //T lc = (std::max)(T(10), a+b);
455 T la = a + 5;
456 T lb = b + 5;
457 T lc = a + b + 5;
458 // gamma function partials:
459 T sa = detail::lower_gamma_series(a, la, pol) / a;
460 sa += detail::upper_gamma_fraction(a, la, ::boost::math::policies::get_epsilon<T, Policy>());
461 T sb = detail::lower_gamma_series(b, lb, pol) / b;
462 sb += detail::upper_gamma_fraction(b, lb, ::boost::math::policies::get_epsilon<T, Policy>());
463 T sc = detail::lower_gamma_series(c, lc, pol) / c;
464 sc += detail::upper_gamma_fraction(c, lc, ::boost::math::policies::get_epsilon<T, Policy>());
465 // gamma function powers combined with incomplete beta powers:
466
467 T b1 = (x * lc) / la;
468 T b2 = (y * lc) / lb;
469 T e1 = -5; // lc - la - lb;
470 T lb1 = a * log(b1);
471 T lb2 = b * log(b2);
472
473 if((lb1 >= tools::log_max_value<T>())
474 || (lb1 <= tools::log_min_value<T>())
475 || (lb2 >= tools::log_max_value<T>())
476 || (lb2 <= tools::log_min_value<T>())
477 || (e1 >= tools::log_max_value<T>())
478 || (e1 <= tools::log_min_value<T>())
479 )
480 {
481 result = exp(lb1 + lb2 - e1 + log(prefix));
482 }
483 else
484 {
485 T p1, p2;
486 p1 = (x * b - y * la) / la;
487 if(fabs(p1) < 0.5f)
488 p1 = exp(a * boost::math::log1p(p1, pol));
489 else
490 p1 = pow(b1, a);
491 p2 = (y * a - x * lb) / lb;
492 if(fabs(p2) < 0.5f)
493 p2 = exp(b * boost::math::log1p(p2, pol));
494 else
495 p2 = pow(b2, b);
496 T p3 = exp(e1);
497 result = prefix * p1 * (p2 / p3);
498 }
499 // and combine with the remaining gamma function components:
500 result /= sa * sb / sc;
501
502 return result;
503}
504//
505// Series approximation to the incomplete beta:
506//
507template <class T>
508struct ibeta_series_t
509{
510 typedef T result_type;
511 ibeta_series_t(T a_, T b_, T x_, T mult) : result(mult), x(x_), apn(a_), poch(1-b_), n(1) {}
512 T operator()()
513 {
514 T r = result / apn;
515 apn += 1;
516 result *= poch * x / n;
517 ++n;
518 poch += 1;
519 return r;
520 }
521private:
522 T result, x, apn, poch;
523 int n;
524};
525
526template <class T, class Lanczos, class Policy>
527T ibeta_series(T a, T b, T x, T s0, const Lanczos&, bool normalised, T* p_derivative, T y, const Policy& pol)
528{
529 BOOST_MATH_STD_USING
530
531 T result;
532
533 BOOST_ASSERT((p_derivative == 0) || normalised);
534
535 if(normalised)
536 {
537 T c = a + b;
538
539 // incomplete beta power term, combined with the Lanczos approximation:
540 T agh = static_cast<T>(a + Lanczos::g() - 0.5f);
541 T bgh = static_cast<T>(b + Lanczos::g() - 0.5f);
542 T cgh = static_cast<T>(c + Lanczos::g() - 0.5f);
543 result = Lanczos::lanczos_sum_expG_scaled(c) / (Lanczos::lanczos_sum_expG_scaled(a) * Lanczos::lanczos_sum_expG_scaled(b));
544
545 T l1 = log(cgh / bgh) * (b - 0.5f);
546 T l2 = log(x * cgh / agh) * a;
547 //
548 // Check for over/underflow in the power terms:
549 //
550 if((l1 > tools::log_min_value<T>())
551 && (l1 < tools::log_max_value<T>())
552 && (l2 > tools::log_min_value<T>())
553 && (l2 < tools::log_max_value<T>()))
554 {
555 if(a * b < bgh * 10)
556 result *= exp((b - 0.5f) * boost::math::log1p(a / bgh, pol));
557 else
558 result *= pow(cgh / bgh, b - 0.5f);
559 result *= pow(x * cgh / agh, a);
560 result *= sqrt(agh / boost::math::constants::e<T>());
561
562 if(p_derivative)
563 {
564 *p_derivative = result * pow(y, b);
565 BOOST_ASSERT(*p_derivative >= 0);
566 }
567 }
568 else
569 {
570 //
571 // Oh dear, we need logs, and this *will* cancel:
572 //
573 result = log(result) + l1 + l2 + (log(agh) - 1) / 2;
574 if(p_derivative)
575 *p_derivative = exp(result + b * log(y));
576 result = exp(result);
577 }
578 }
579 else
580 {
581 // Non-normalised, just compute the power:
582 result = pow(x, a);
583 }
584 if(result < tools::min_value<T>())
585 return s0; // Safeguard: series can't cope with denorms.
586 ibeta_series_t<T> s(a, b, x, result);
587 boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>();
588 result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter, s0);
589 policies::check_series_iterations<T>("boost::math::ibeta<%1%>(%1%, %1%, %1%) in ibeta_series (with lanczos)", max_iter, pol);
590 return result;
591}
592//
593// Incomplete Beta series again, this time without Lanczos support:
594//
595template <class T, class Policy>
596T ibeta_series(T a, T b, T x, T s0, const boost::math::lanczos::undefined_lanczos&, bool normalised, T* p_derivative, T y, const Policy& pol)
597{
598 BOOST_MATH_STD_USING
599
600 T result;
601 BOOST_ASSERT((p_derivative == 0) || normalised);
602
603 if(normalised)
604 {
605 T c = a + b;
606
607 // figure out integration limits for the gamma function:
608 //T la = (std::max)(T(10), a);
609 //T lb = (std::max)(T(10), b);
610 //T lc = (std::max)(T(10), a+b);
611 T la = a + 5;
612 T lb = b + 5;
613 T lc = a + b + 5;
614
615 // calculate the gamma parts:
616 T sa = detail::lower_gamma_series(a, la, pol) / a;
617 sa += detail::upper_gamma_fraction(a, la, ::boost::math::policies::get_epsilon<T, Policy>());
618 T sb = detail::lower_gamma_series(b, lb, pol) / b;
619 sb += detail::upper_gamma_fraction(b, lb, ::boost::math::policies::get_epsilon<T, Policy>());
620 T sc = detail::lower_gamma_series(c, lc, pol) / c;
621 sc += detail::upper_gamma_fraction(c, lc, ::boost::math::policies::get_epsilon<T, Policy>());
622
623 // and their combined power-terms:
624 T b1 = (x * lc) / la;
625 T b2 = lc/lb;
626 T e1 = lc - la - lb;
627 T lb1 = a * log(b1);
628 T lb2 = b * log(b2);
629
630 if((lb1 >= tools::log_max_value<T>())
631 || (lb1 <= tools::log_min_value<T>())
632 || (lb2 >= tools::log_max_value<T>())
633 || (lb2 <= tools::log_min_value<T>())
634 || (e1 >= tools::log_max_value<T>())
635 || (e1 <= tools::log_min_value<T>()) )
636 {
637 T p = lb1 + lb2 - e1;
638 result = exp(p);
639 }
640 else
641 {
642 result = pow(b1, a);
643 if(a * b < lb * 10)
644 result *= exp(b * boost::math::log1p(a / lb, pol));
645 else
646 result *= pow(b2, b);
647 result /= exp(e1);
648 }
649 // and combine the results:
650 result /= sa * sb / sc;
651
652 if(p_derivative)
653 {
654 *p_derivative = result * pow(y, b);
655 BOOST_ASSERT(*p_derivative >= 0);
656 }
657 }
658 else
659 {
660 // Non-normalised, just compute the power:
661 result = pow(x, a);
662 }
663 if(result < tools::min_value<T>())
664 return s0; // Safeguard: series can't cope with denorms.
665 ibeta_series_t<T> s(a, b, x, result);
666 boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>();
667 result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter, s0);
668 policies::check_series_iterations<T>("boost::math::ibeta<%1%>(%1%, %1%, %1%) in ibeta_series (without lanczos)", max_iter, pol);
669 return result;
670}
671
672//
673// Continued fraction for the incomplete beta:
674//
675template <class T>
676struct ibeta_fraction2_t
677{
678 typedef std::pair<T, T> result_type;
679
680 ibeta_fraction2_t(T a_, T b_, T x_, T y_) : a(a_), b(b_), x(x_), y(y_), m(0) {}
681
682 result_type operator()()
683 {
684 T aN = (a + m - 1) * (a + b + m - 1) * m * (b - m) * x * x;
685 T denom = (a + 2 * m - 1);
686 aN /= denom * denom;
687
688 T bN = static_cast<T>(m);
689 bN += (m * (b - m) * x) / (a + 2*m - 1);
690 bN += ((a + m) * (a * y - b * x + 1 + m *(2 - x))) / (a + 2*m + 1);
691
692 ++m;
693
694 return std::make_pair(aN, bN);
695 }
696
697private:
698 T a, b, x, y;
699 int m;
700};
701//
702// Evaluate the incomplete beta via the continued fraction representation:
703//
704template <class T, class Policy>
705inline T ibeta_fraction2(T a, T b, T x, T y, const Policy& pol, bool normalised, T* p_derivative)
706{
707 typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
708 BOOST_MATH_STD_USING
709 T result = ibeta_power_terms(a, b, x, y, lanczos_type(), normalised, pol);
710 if(p_derivative)
711 {
712 *p_derivative = result;
713 BOOST_ASSERT(*p_derivative >= 0);
714 }
715 if(result == 0)
716 return result;
717
718 ibeta_fraction2_t<T> f(a, b, x, y);
719 T fract = boost::math::tools::continued_fraction_b(f, boost::math::policies::get_epsilon<T, Policy>());
720 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
721 BOOST_MATH_INSTRUMENT_VARIABLE(result);
722 return result / fract;
723}
724//
725// Computes the difference between ibeta(a,b,x) and ibeta(a+k,b,x):
726//
727template <class T, class Policy>
728T ibeta_a_step(T a, T b, T x, T y, int k, const Policy& pol, bool normalised, T* p_derivative)
729{
730 typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
731
732 BOOST_MATH_INSTRUMENT_VARIABLE(k);
733
734 T prefix = ibeta_power_terms(a, b, x, y, lanczos_type(), normalised, pol);
735 if(p_derivative)
736 {
737 *p_derivative = prefix;
738 BOOST_ASSERT(*p_derivative >= 0);
739 }
740 prefix /= a;
741 if(prefix == 0)
742 return prefix;
743 T sum = 1;
744 T term = 1;
745 // series summation from 0 to k-1:
746 for(int i = 0; i < k-1; ++i)
747 {
748 term *= (a+b+i) * x / (a+i+1);
749 sum += term;
750 }
751 prefix *= sum;
752
753 return prefix;
754}
755//
756// This function is only needed for the non-regular incomplete beta,
757// it computes the delta in:
758// beta(a,b,x) = prefix + delta * beta(a+k,b,x)
759// it is currently only called for small k.
760//
761template <class T>
762inline T rising_factorial_ratio(T a, T b, int k)
763{
764 // calculate:
765 // (a)(a+1)(a+2)...(a+k-1)
766 // _______________________
767 // (b)(b+1)(b+2)...(b+k-1)
768
769 // This is only called with small k, for large k
770 // it is grossly inefficient, do not use outside it's
771 // intended purpose!!!
772 BOOST_MATH_INSTRUMENT_VARIABLE(k);
773 if(k == 0)
774 return 1;
775 T result = 1;
776 for(int i = 0; i < k; ++i)
777 result *= (a+i) / (b+i);
778 return result;
779}
780//
781// Routine for a > 15, b < 1
782//
783// Begin by figuring out how large our table of Pn's should be,
784// quoted accuracies are "guestimates" based on empiracal observation.
785// Note that the table size should never exceed the size of our
786// tables of factorials.
787//
788template <class T>
789struct Pn_size
790{
791 // This is likely to be enough for ~35-50 digit accuracy
792 // but it's hard to quantify exactly:
793 BOOST_STATIC_CONSTANT(unsigned, value = 50);
794 BOOST_STATIC_ASSERT(::boost::math::max_factorial<T>::value >= 100);
795};
796template <>
797struct Pn_size<float>
798{
799 BOOST_STATIC_CONSTANT(unsigned, value = 15); // ~8-15 digit accuracy
800 BOOST_STATIC_ASSERT(::boost::math::max_factorial<float>::value >= 30);
801};
802template <>
803struct Pn_size<double>
804{
805 BOOST_STATIC_CONSTANT(unsigned, value = 30); // 16-20 digit accuracy
806 BOOST_STATIC_ASSERT(::boost::math::max_factorial<double>::value >= 60);
807};
808template <>
809struct Pn_size<long double>
810{
811 BOOST_STATIC_CONSTANT(unsigned, value = 50); // ~35-50 digit accuracy
812 BOOST_STATIC_ASSERT(::boost::math::max_factorial<long double>::value >= 100);
813};
814
815template <class T, class Policy>
816T beta_small_b_large_a_series(T a, T b, T x, T y, T s0, T mult, const Policy& pol, bool normalised)
817{
818 typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
819 BOOST_MATH_STD_USING
820 //
821 // This is DiDonato and Morris's BGRAT routine, see Eq's 9 through 9.6.
822 //
823 // Some values we'll need later, these are Eq 9.1:
824 //
825 T bm1 = b - 1;
826 T t = a + bm1 / 2;
827 T lx, u;
828 if(y < 0.35)
829 lx = boost::math::log1p(-y, pol);
830 else
831 lx = log(x);
832 u = -t * lx;
833 // and from from 9.2:
834 T prefix;
835 T h = regularised_gamma_prefix(b, u, pol, lanczos_type());
836 if(h <= tools::min_value<T>())
837 return s0;
838 if(normalised)
839 {
840 prefix = h / boost::math::tgamma_delta_ratio(a, b, pol);
841 prefix /= pow(t, b);
842 }
843 else
844 {
845 prefix = full_igamma_prefix(b, u, pol) / pow(t, b);
846 }
847 prefix *= mult;
848 //
849 // now we need the quantity Pn, unfortunatately this is computed
850 // recursively, and requires a full history of all the previous values
851 // so no choice but to declare a big table and hope it's big enough...
852 //
853 T p[ ::boost::math::detail::Pn_size<T>::value ] = { 1 }; // see 9.3.
854 //
855 // Now an initial value for J, see 9.6:
856 //
857 T j = boost::math::gamma_q(b, u, pol) / h;
858 //
859 // Now we can start to pull things together and evaluate the sum in Eq 9:
860 //
861 T sum = s0 + prefix * j; // Value at N = 0
862 // some variables we'll need:
863 unsigned tnp1 = 1; // 2*N+1
864 T lx2 = lx / 2;
865 lx2 *= lx2;
866 T lxp = 1;
867 T t4 = 4 * t * t;
868 T b2n = b;
869
870 for(unsigned n = 1; n < sizeof(p)/sizeof(p[0]); ++n)
871 {
872 /*
873 // debugging code, enable this if you want to determine whether
874 // the table of Pn's is large enough...
875 //
876 static int max_count = 2;
877 if(n > max_count)
878 {
879 max_count = n;
880 std::cerr << "Max iterations in BGRAT was " << n << std::endl;
881 }
882 */
883 //
884 // begin by evaluating the next Pn from Eq 9.4:
885 //
886 tnp1 += 2;
887 p[n] = 0;
888 T mbn = b - n;
889 unsigned tmp1 = 3;
890 for(unsigned m = 1; m < n; ++m)
891 {
892 mbn = m * b - n;
893 p[n] += mbn * p[n-m] / boost::math::unchecked_factorial<T>(tmp1);
894 tmp1 += 2;
895 }
896 p[n] /= n;
897 p[n] += bm1 / boost::math::unchecked_factorial<T>(tnp1);
898 //
899 // Now we want Jn from Jn-1 using Eq 9.6:
900 //
901 j = (b2n * (b2n + 1) * j + (u + b2n + 1) * lxp) / t4;
902 lxp *= lx2;
903 b2n += 2;
904 //
905 // pull it together with Eq 9:
906 //
907 T r = prefix * p[n] * j;
908 sum += r;
909 if(r > 1)
910 {
911 if(fabs(r) < fabs(tools::epsilon<T>() * sum))
912 break;
913 }
914 else
915 {
916 if(fabs(r / tools::epsilon<T>()) < fabs(sum))
917 break;
918 }
919 }
920 return sum;
921} // template <class T, class Lanczos>T beta_small_b_large_a_series(T a, T b, T x, T y, T s0, T mult, const Lanczos& l, bool normalised)
922
923//
924// For integer arguments we can relate the incomplete beta to the
925// complement of the binomial distribution cdf and use this finite sum.
926//
927template <class T>
928T binomial_ccdf(T n, T k, T x, T y)
929{
930 BOOST_MATH_STD_USING // ADL of std names
931
932 T result = pow(x, n);
933
934 if(result > tools::min_value<T>())
935 {
936 T term = result;
937 for(unsigned i = itrunc(T(n - 1)); i > k; --i)
938 {
939 term *= ((i + 1) * y) / ((n - i) * x);
940 result += term;
941 }
942 }
943 else
944 {
945 // First term underflows so we need to start at the mode of the
946 // distribution and work outwards:
947 int start = itrunc(n * x);
948 if(start <= k + 1)
949 start = itrunc(k + 2);
950 result = pow(x, start) * pow(y, n - start) * boost::math::binomial_coefficient<T>(itrunc(n), itrunc(start));
951 if(result == 0)
952 {
953 // OK, starting slightly above the mode didn't work,
954 // we'll have to sum the terms the old fashioned way:
955 for(unsigned i = start - 1; i > k; --i)
956 {
957 result += pow(x, (int)i) * pow(y, n - i) * boost::math::binomial_coefficient<T>(itrunc(n), itrunc(i));
958 }
959 }
960 else
961 {
962 T term = result;
963 T start_term = result;
964 for(unsigned i = start - 1; i > k; --i)
965 {
966 term *= ((i + 1) * y) / ((n - i) * x);
967 result += term;
968 }
969 term = start_term;
970 for(unsigned i = start + 1; i <= n; ++i)
971 {
972 term *= (n - i + 1) * x / (i * y);
973 result += term;
974 }
975 }
976 }
977
978 return result;
979}
980
981
982//
983// The incomplete beta function implementation:
984// This is just a big bunch of spagetti code to divide up the
985// input range and select the right implementation method for
986// each domain:
987//
988template <class T, class Policy>
989T ibeta_imp(T a, T b, T x, const Policy& pol, bool inv, bool normalised, T* p_derivative)
990{
991 static const char* function = "boost::math::ibeta<%1%>(%1%, %1%, %1%)";
992 typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
993 BOOST_MATH_STD_USING // for ADL of std math functions.
994
995 BOOST_MATH_INSTRUMENT_VARIABLE(a);
996 BOOST_MATH_INSTRUMENT_VARIABLE(b);
997 BOOST_MATH_INSTRUMENT_VARIABLE(x);
998 BOOST_MATH_INSTRUMENT_VARIABLE(inv);
999 BOOST_MATH_INSTRUMENT_VARIABLE(normalised);
1000
1001 bool invert = inv;
1002 T fract;
1003 T y = 1 - x;
1004
1005 BOOST_ASSERT((p_derivative == 0) || normalised);
1006
1007 if(p_derivative)
1008 *p_derivative = -1; // value not set.
1009
1010 if((x < 0) || (x > 1))
1011 return policies::raise_domain_error<T>(function, "Parameter x outside the range [0,1] in the incomplete beta function (got x=%1%).", x, pol);
1012
1013 if(normalised)
1014 {
1015 if(a < 0)
1016 return policies::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be >= zero (got a=%1%).", a, pol);
1017 if(b < 0)
1018 return policies::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be >= zero (got b=%1%).", b, pol);
1019 // extend to a few very special cases:
1020 if(a == 0)
1021 {
1022 if(b == 0)
1023 return policies::raise_domain_error<T>(function, "The arguments a and b to the incomplete beta function cannot both be zero, with x=%1%.", x, pol);
1024 if(b > 0)
1025 return static_cast<T>(inv ? 0 : 1);
1026 }
1027 else if(b == 0)
1028 {
1029 if(a > 0)
1030 return static_cast<T>(inv ? 1 : 0);
1031 }
1032 }
1033 else
1034 {
1035 if(a <= 0)
1036 return policies::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be greater than zero (got a=%1%).", a, pol);
1037 if(b <= 0)
1038 return policies::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be greater than zero (got b=%1%).", b, pol);
1039 }
1040
1041 if(x == 0)
1042 {
1043 if(p_derivative)
1044 {
1045 *p_derivative = (a == 1) ? (T)1 : (a < 1) ? T(tools::max_value<T>() / 2) : T(tools::min_value<T>() * 2);
1046 }
1047 return (invert ? (normalised ? T(1) : boost::math::beta(a, b, pol)) : T(0));
1048 }
1049 if(x == 1)
1050 {
1051 if(p_derivative)
1052 {
1053 *p_derivative = (b == 1) ? T(1) : (b < 1) ? T(tools::max_value<T>() / 2) : T(tools::min_value<T>() * 2);
1054 }
1055 return (invert == 0 ? (normalised ? 1 : boost::math::beta(a, b, pol)) : 0);
1056 }
1057 if((a == 0.5f) && (b == 0.5f))
1058 {
1059 // We have an arcsine distribution:
1060 if(p_derivative)
1061 {
1062 *p_derivative = 1 / constants::pi<T>() * sqrt(y * x);
1063 }
1064 T p = invert ? asin(sqrt(y)) / constants::half_pi<T>() : asin(sqrt(x)) / constants::half_pi<T>();
1065 if(!normalised)
1066 p *= constants::pi<T>();
1067 return p;
1068 }
1069 if(a == 1)
1070 {
1071 std::swap(a, b);
1072 std::swap(x, y);
1073 invert = !invert;
1074 }
1075 if(b == 1)
1076 {
1077 //
1078 // Special case see: http://functions.wolfram.com/GammaBetaErf/BetaRegularized/03/01/01/
1079 //
1080 if(a == 1)
1081 {
1082 if(p_derivative)
1083 *p_derivative = 1;
1084 return invert ? y : x;
1085 }
1086
1087 if(p_derivative)
1088 {
1089 *p_derivative = a * pow(x, a - 1);
1090 }
1091 T p;
1092 if(y < 0.5)
1093 p = invert ? T(-boost::math::expm1(a * boost::math::log1p(-y, pol), pol)) : T(exp(a * boost::math::log1p(-y, pol)));
1094 else
1095 p = invert ? T(-boost::math::powm1(x, a, pol)) : T(pow(x, a));
1096 if(!normalised)
1097 p /= a;
1098 return p;
1099 }
1100
1101 if((std::min)(a, b) <= 1)
1102 {
1103 if(x > 0.5)
1104 {
1105 std::swap(a, b);
1106 std::swap(x, y);
1107 invert = !invert;
1108 BOOST_MATH_INSTRUMENT_VARIABLE(invert);
1109 }
1110 if((std::max)(a, b) <= 1)
1111 {
1112 // Both a,b < 1:
1113 if((a >= (std::min)(T(0.2), b)) || (pow(x, a) <= 0.9))
1114 {
1115 if(!invert)
1116 {
1117 fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol);
1118 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1119 }
1120 else
1121 {
1122 fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
1123 invert = false;
1124 fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol);
1125 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1126 }
1127 }
1128 else
1129 {
1130 std::swap(a, b);
1131 std::swap(x, y);
1132 invert = !invert;
1133 if(y >= 0.3)
1134 {
1135 if(!invert)
1136 {
1137 fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol);
1138 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1139 }
1140 else
1141 {
1142 fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
1143 invert = false;
1144 fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol);
1145 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1146 }
1147 }
1148 else
1149 {
1150 // Sidestep on a, and then use the series representation:
1151 T prefix;
1152 if(!normalised)
1153 {
1154 prefix = rising_factorial_ratio(T(a+b), a, 20);
1155 }
1156 else
1157 {
1158 prefix = 1;
1159 }
1160 fract = ibeta_a_step(a, b, x, y, 20, pol, normalised, p_derivative);
1161 if(!invert)
1162 {
1163 fract = beta_small_b_large_a_series(T(a + 20), b, x, y, fract, prefix, pol, normalised);
1164 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1165 }
1166 else
1167 {
1168 fract -= (normalised ? 1 : boost::math::beta(a, b, pol));
1169 invert = false;
1170 fract = -beta_small_b_large_a_series(T(a + 20), b, x, y, fract, prefix, pol, normalised);
1171 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1172 }
1173 }
1174 }
1175 }
1176 else
1177 {
1178 // One of a, b < 1 only:
1179 if((b <= 1) || ((x < 0.1) && (pow(b * x, a) <= 0.7)))
1180 {
1181 if(!invert)
1182 {
1183 fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol);
1184 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1185 }
1186 else
1187 {
1188 fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
1189 invert = false;
1190 fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol);
1191 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1192 }
1193 }
1194 else
1195 {
1196 std::swap(a, b);
1197 std::swap(x, y);
1198 invert = !invert;
1199
1200 if(y >= 0.3)
1201 {
1202 if(!invert)
1203 {
1204 fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol);
1205 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1206 }
1207 else
1208 {
1209 fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
1210 invert = false;
1211 fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol);
1212 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1213 }
1214 }
1215 else if(a >= 15)
1216 {
1217 if(!invert)
1218 {
1219 fract = beta_small_b_large_a_series(a, b, x, y, T(0), T(1), pol, normalised);
1220 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1221 }
1222 else
1223 {
1224 fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
1225 invert = false;
1226 fract = -beta_small_b_large_a_series(a, b, x, y, fract, T(1), pol, normalised);
1227 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1228 }
1229 }
1230 else
1231 {
1232 // Sidestep to improve errors:
1233 T prefix;
1234 if(!normalised)
1235 {
1236 prefix = rising_factorial_ratio(T(a+b), a, 20);
1237 }
1238 else
1239 {
1240 prefix = 1;
1241 }
1242 fract = ibeta_a_step(a, b, x, y, 20, pol, normalised, p_derivative);
1243 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1244 if(!invert)
1245 {
1246 fract = beta_small_b_large_a_series(T(a + 20), b, x, y, fract, prefix, pol, normalised);
1247 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1248 }
1249 else
1250 {
1251 fract -= (normalised ? 1 : boost::math::beta(a, b, pol));
1252 invert = false;
1253 fract = -beta_small_b_large_a_series(T(a + 20), b, x, y, fract, prefix, pol, normalised);
1254 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1255 }
1256 }
1257 }
1258 }
1259 }
1260 else
1261 {
1262 // Both a,b >= 1:
1263 T lambda;
1264 if(a < b)
1265 {
1266 lambda = a - (a + b) * x;
1267 }
1268 else
1269 {
1270 lambda = (a + b) * y - b;
1271 }
1272 if(lambda < 0)
1273 {
1274 std::swap(a, b);
1275 std::swap(x, y);
1276 invert = !invert;
1277 BOOST_MATH_INSTRUMENT_VARIABLE(invert);
1278 }
1279
1280 if(b < 40)
1281 {
1282 if((floor(a) == a) && (floor(b) == b) && (a < (std::numeric_limits<int>::max)() - 100) && (y != 1))
1283 {
1284 // relate to the binomial distribution and use a finite sum:
1285 T k = a - 1;
1286 T n = b + k;
1287 fract = binomial_ccdf(n, k, x, y);
1288 if(!normalised)
1289 fract *= boost::math::beta(a, b, pol);
1290 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1291 }
1292 else if(b * x <= 0.7)
1293 {
1294 if(!invert)
1295 {
1296 fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol);
1297 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1298 }
1299 else
1300 {
1301 fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
1302 invert = false;
1303 fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol);
1304 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1305 }
1306 }
1307 else if(a > 15)
1308 {
1309 // sidestep so we can use the series representation:
1310 int n = itrunc(T(floor(b)), pol);
1311 if(n == b)
1312 --n;
1313 T bbar = b - n;
1314 T prefix;
1315 if(!normalised)
1316 {
1317 prefix = rising_factorial_ratio(T(a+bbar), bbar, n);
1318 }
1319 else
1320 {
1321 prefix = 1;
1322 }
1323 fract = ibeta_a_step(bbar, a, y, x, n, pol, normalised, static_cast<T*>(0));
1324 fract = beta_small_b_large_a_series(a, bbar, x, y, fract, T(1), pol, normalised);
1325 fract /= prefix;
1326 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1327 }
1328 else if(normalised)
1329 {
1330 // The formula here for the non-normalised case is tricky to figure
1331 // out (for me!!), and requires two pochhammer calculations rather
1332 // than one, so leave it for now and only use this in the normalized case....
1333 int n = itrunc(T(floor(b)), pol);
1334 T bbar = b - n;
1335 if(bbar <= 0)
1336 {
1337 --n;
1338 bbar += 1;
1339 }
1340 fract = ibeta_a_step(bbar, a, y, x, n, pol, normalised, static_cast<T*>(0));
1341 fract += ibeta_a_step(a, bbar, x, y, 20, pol, normalised, static_cast<T*>(0));
1342 if(invert)
1343 fract -= 1; // Note this line would need changing if we ever enable this branch in non-normalized case
1344 fract = beta_small_b_large_a_series(T(a+20), bbar, x, y, fract, T(1), pol, normalised);
1345 if(invert)
1346 {
1347 fract = -fract;
1348 invert = false;
1349 }
1350 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1351 }
1352 else
1353 {
1354 fract = ibeta_fraction2(a, b, x, y, pol, normalised, p_derivative);
1355 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1356 }
1357 }
1358 else
1359 {
1360 fract = ibeta_fraction2(a, b, x, y, pol, normalised, p_derivative);
1361 BOOST_MATH_INSTRUMENT_VARIABLE(fract);
1362 }
1363 }
1364 if(p_derivative)
1365 {
1366 if(*p_derivative < 0)
1367 {
1368 *p_derivative = ibeta_power_terms(a, b, x, y, lanczos_type(), true, pol);
1369 }
1370 T div = y * x;
1371
1372 if(*p_derivative != 0)
1373 {
1374 if((tools::max_value<T>() * div < *p_derivative))
1375 {
1376 // overflow, return an arbitarily large value:
1377 *p_derivative = tools::max_value<T>() / 2;
1378 }
1379 else
1380 {
1381 *p_derivative /= div;
1382 }
1383 }
1384 }
1385 return invert ? (normalised ? 1 : boost::math::beta(a, b, pol)) - fract : fract;
1386} // template <class T, class Lanczos>T ibeta_imp(T a, T b, T x, const Lanczos& l, bool inv, bool normalised)
1387
1388template <class T, class Policy>
1389inline T ibeta_imp(T a, T b, T x, const Policy& pol, bool inv, bool normalised)
1390{
1391 return ibeta_imp(a, b, x, pol, inv, normalised, static_cast<T*>(0));
1392}
1393
1394template <class T, class Policy>
1395T ibeta_derivative_imp(T a, T b, T x, const Policy& pol)
1396{
1397 static const char* function = "ibeta_derivative<%1%>(%1%,%1%,%1%)";
1398 //
1399 // start with the usual error checks:
1400 //
1401 if(a <= 0)
1402 return policies::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be greater than zero (got a=%1%).", a, pol);
1403 if(b <= 0)
1404 return policies::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be greater than zero (got b=%1%).", b, pol);
1405 if((x < 0) || (x > 1))
1406 return policies::raise_domain_error<T>(function, "Parameter x outside the range [0,1] in the incomplete beta function (got x=%1%).", x, pol);
1407 //
1408 // Now the corner cases:
1409 //
1410 if(x == 0)
1411 {
1412 return (a > 1) ? 0 :
1413 (a == 1) ? 1 / boost::math::beta(a, b, pol) : policies::raise_overflow_error<T>(function, 0, pol);
1414 }
1415 else if(x == 1)
1416 {
1417 return (b > 1) ? 0 :
1418 (b == 1) ? 1 / boost::math::beta(a, b, pol) : policies::raise_overflow_error<T>(function, 0, pol);
1419 }
1420 //
1421 // Now the regular cases:
1422 //
1423 typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
1424 T y = (1 - x) * x;
1425 T f1 = ibeta_power_terms<T>(a, b, x, 1 - x, lanczos_type(), true, pol, 1 / y, function);
1426 return f1;
1427}
1428//
1429// Some forwarding functions that dis-ambiguate the third argument type:
1430//
1431template <class RT1, class RT2, class Policy>
1432inline typename tools::promote_args<RT1, RT2>::type
1433 beta(RT1 a, RT2 b, const Policy&, const mpl::true_*)
1434{
1435 BOOST_FPU_EXCEPTION_GUARD
1436 typedef typename tools::promote_args<RT1, RT2>::type result_type;
1437 typedef typename policies::evaluation<result_type, Policy>::type value_type;
1438 typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
1439 typedef typename policies::normalise<
1440 Policy,
1441 policies::promote_float<false>,
1442 policies::promote_double<false>,
1443 policies::discrete_quantile<>,
1444 policies::assert_undefined<> >::type forwarding_policy;
1445
1446 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::beta_imp(static_cast<value_type>(a), static_cast<value_type>(b), evaluation_type(), forwarding_policy()), "boost::math::beta<%1%>(%1%,%1%)");
1447}
1448template <class RT1, class RT2, class RT3>
1449inline typename tools::promote_args<RT1, RT2, RT3>::type
1450 beta(RT1 a, RT2 b, RT3 x, const mpl::false_*)
1451{
1452 return boost::math::beta(a, b, x, policies::policy<>());
1453}
1454} // namespace detail
1455
1456//
1457// The actual function entry-points now follow, these just figure out
1458// which Lanczos approximation to use
1459// and forward to the implementation functions:
1460//
1461template <class RT1, class RT2, class A>
1462inline typename tools::promote_args<RT1, RT2, A>::type
1463 beta(RT1 a, RT2 b, A arg)
1464{
1465 typedef typename policies::is_policy<A>::type tag;
1466 return boost::math::detail::beta(a, b, arg, static_cast<tag*>(0));
1467}
1468
1469template <class RT1, class RT2>
1470inline typename tools::promote_args<RT1, RT2>::type
1471 beta(RT1 a, RT2 b)
1472{
1473 return boost::math::beta(a, b, policies::policy<>());
1474}
1475
1476template <class RT1, class RT2, class RT3, class Policy>
1477inline typename tools::promote_args<RT1, RT2, RT3>::type
1478 beta(RT1 a, RT2 b, RT3 x, const Policy&)
1479{
1480 BOOST_FPU_EXCEPTION_GUARD
1481 typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type;
1482 typedef typename policies::evaluation<result_type, Policy>::type value_type;
1483 typedef typename policies::normalise<
1484 Policy,
1485 policies::promote_float<false>,
1486 policies::promote_double<false>,
1487 policies::discrete_quantile<>,
1488 policies::assert_undefined<> >::type forwarding_policy;
1489
1490 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy(), false, false), "boost::math::beta<%1%>(%1%,%1%,%1%)");
1491}
1492
1493template <class RT1, class RT2, class RT3, class Policy>
1494inline typename tools::promote_args<RT1, RT2, RT3>::type
1495 betac(RT1 a, RT2 b, RT3 x, const Policy&)
1496{
1497 BOOST_FPU_EXCEPTION_GUARD
1498 typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type;
1499 typedef typename policies::evaluation<result_type, Policy>::type value_type;
1500 typedef typename policies::normalise<
1501 Policy,
1502 policies::promote_float<false>,
1503 policies::promote_double<false>,
1504 policies::discrete_quantile<>,
1505 policies::assert_undefined<> >::type forwarding_policy;
1506
1507 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy(), true, false), "boost::math::betac<%1%>(%1%,%1%,%1%)");
1508}
1509template <class RT1, class RT2, class RT3>
1510inline typename tools::promote_args<RT1, RT2, RT3>::type
1511 betac(RT1 a, RT2 b, RT3 x)
1512{
1513 return boost::math::betac(a, b, x, policies::policy<>());
1514}
1515
1516template <class RT1, class RT2, class RT3, class Policy>
1517inline typename tools::promote_args<RT1, RT2, RT3>::type
1518 ibeta(RT1 a, RT2 b, RT3 x, const Policy&)
1519{
1520 BOOST_FPU_EXCEPTION_GUARD
1521 typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type;
1522 typedef typename policies::evaluation<result_type, Policy>::type value_type;
1523 typedef typename policies::normalise<
1524 Policy,
1525 policies::promote_float<false>,
1526 policies::promote_double<false>,
1527 policies::discrete_quantile<>,
1528 policies::assert_undefined<> >::type forwarding_policy;
1529
1530 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy(), false, true), "boost::math::ibeta<%1%>(%1%,%1%,%1%)");
1531}
1532template <class RT1, class RT2, class RT3>
1533inline typename tools::promote_args<RT1, RT2, RT3>::type
1534 ibeta(RT1 a, RT2 b, RT3 x)
1535{
1536 return boost::math::ibeta(a, b, x, policies::policy<>());
1537}
1538
1539template <class RT1, class RT2, class RT3, class Policy>
1540inline typename tools::promote_args<RT1, RT2, RT3>::type
1541 ibetac(RT1 a, RT2 b, RT3 x, const Policy&)
1542{
1543 BOOST_FPU_EXCEPTION_GUARD
1544 typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type;
1545 typedef typename policies::evaluation<result_type, Policy>::type value_type;
1546 typedef typename policies::normalise<
1547 Policy,
1548 policies::promote_float<false>,
1549 policies::promote_double<false>,
1550 policies::discrete_quantile<>,
1551 policies::assert_undefined<> >::type forwarding_policy;
1552
1553 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy(), true, true), "boost::math::ibetac<%1%>(%1%,%1%,%1%)");
1554}
1555template <class RT1, class RT2, class RT3>
1556inline typename tools::promote_args<RT1, RT2, RT3>::type
1557 ibetac(RT1 a, RT2 b, RT3 x)
1558{
1559 return boost::math::ibetac(a, b, x, policies::policy<>());
1560}
1561
1562template <class RT1, class RT2, class RT3, class Policy>
1563inline typename tools::promote_args<RT1, RT2, RT3>::type
1564 ibeta_derivative(RT1 a, RT2 b, RT3 x, const Policy&)
1565{
1566 BOOST_FPU_EXCEPTION_GUARD
1567 typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type;
1568 typedef typename policies::evaluation<result_type, Policy>::type value_type;
1569 typedef typename policies::normalise<
1570 Policy,
1571 policies::promote_float<false>,
1572 policies::promote_double<false>,
1573 policies::discrete_quantile<>,
1574 policies::assert_undefined<> >::type forwarding_policy;
1575
1576 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_derivative_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy()), "boost::math::ibeta_derivative<%1%>(%1%,%1%,%1%)");
1577}
1578template <class RT1, class RT2, class RT3>
1579inline typename tools::promote_args<RT1, RT2, RT3>::type
1580 ibeta_derivative(RT1 a, RT2 b, RT3 x)
1581{
1582 return boost::math::ibeta_derivative(a, b, x, policies::policy<>());
1583}
1584
1585} // namespace math
1586} // namespace boost
1587
1588#include <boost/math/special_functions/detail/ibeta_inverse.hpp>
1589#include <boost/math/special_functions/detail/ibeta_inv_ab.hpp>
1590
1591#endif // BOOST_MATH_SPECIAL_BETA_HPP
1592
1593
1594
1595
1596