In GammaDistributionTest, inlined previous implementation of
double Gamma.logGamma(doubl)) in order to allow for comparison with new implementation. This is in preparation of MATH-849. git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1378440 13f79535-47bb-0310-9956-ffa450edef68
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@ -176,18 +176,40 @@ public class GammaDistributionTest extends RealDistributionAbstractTest {
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Assert.assertEquals(dist.getNumericalVariance(), 1.1d * 4.2d * 4.2d, tol);
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Assert.assertEquals(dist.getNumericalVariance(), 1.1d * 4.2d * 4.2d, tol);
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}
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}
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private static final double HALF_LOG_2_PI = 0.5 * FastMath.log(2.0 * FastMath.PI);
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public static double logGamma(double x) {
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/*
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* This is a copy of
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* double Gamma.logGamma(double)
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* prior to MATH-849
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*/
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double ret;
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if (Double.isNaN(x) || (x <= 0.0)) {
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ret = Double.NaN;
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} else {
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double sum = Gamma.lanczos(x);
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double tmp = x + Gamma.LANCZOS_G + .5;
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ret = ((x + .5) * FastMath.log(tmp)) - tmp +
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HALF_LOG_2_PI + FastMath.log(sum / x);
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}
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return ret;
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}
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public static double density(final double x, final double shape,
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public static double density(final double x, final double shape,
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final double scale) {
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final double scale) {
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/*
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/*
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* This is a copy of
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* This is a copy of
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* double GammaDistribution.density(double)
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* double GammaDistribution.density(double)
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* prior to r1338548.
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* prior to MATH-753.
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*/
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*/
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if (x < 0) {
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if (x < 0) {
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return 0;
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return 0;
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}
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}
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return FastMath.pow(x / scale, shape - 1) / scale *
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return FastMath.pow(x / scale, shape - 1) / scale *
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FastMath.exp(-x / scale) / FastMath.exp(Gamma.logGamma(shape));
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FastMath.exp(-x / scale) / FastMath.exp(logGamma(shape));
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}
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}
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/*
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/*
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