Example usage for org.apache.commons.math.special Gamma regularizedGammaP

Introduction

In this page you can find the example usage for org.apache.commons.math.special Gamma regularizedGammaP.

Prototype

public static double regularizedGammaP(double a, double x) throws MathException 

Source Link

Document

Returns the regularized gamma function P(a, x).

Usage

From source file:geogebra.util.MyMath.java

final public static double gammaIncomplete(double a, double x, Kernel kernel) {

    try {//from  w w  w .  j ava  2s . co m
        // see http://mathworld.wolfram.com/RegularizedGammaFunction.html
        // http://en.wikipedia.org/wiki/Incomplete_gamma_function#Regularized_Gamma_functions_and_Poisson_random_variables
        return Gamma.regularizedGammaP(a, x) * gamma(a, kernel);
    } catch (MathException e) {
        return Double.NaN;
    }

}

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From source file:geogebra.util.MyMath.java

final public static double gammaIncompleteRegularized(double a, double x) {

    try {/*from www. j a va2s . c o m*/
        return Gamma.regularizedGammaP(a, x);
    } catch (MathException e) {
        return Double.NaN;
    }

}

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From source file:com.opengamma.analytics.math.statistics.distribution.NonCentralChiSquaredDistribution.java

/**
 * {@inheritDoc}/* w  w w  .  java2s  .  c  om*/
 */
@Override
public double getCDF(final Double x) {
    Validate.notNull(x, "x");
    if (x < 0) {
        return 0.0;
    }

    if ((_dofOverTwo + _lambdaOverTwo) > 1000) {
        return getFraserApproxCDF(x);
    }

    double regGammaStart = 0;
    final double halfX = x / 2.0;
    final double logX = Math.log(halfX);
    try {
        regGammaStart = Gamma.regularizedGammaP(_dofOverTwo + _k, halfX);
    } catch (final org.apache.commons.math.MathException ex) {
        throw new MathException(ex);
    }

    double sum = _pStart * regGammaStart;
    double oldSum = Double.NEGATIVE_INFINITY;
    double p = _pStart;
    double regGamma = regGammaStart;
    double temp;
    int i = _k;

    // first add terms below _k
    while (i > 0 && Math.abs(sum - oldSum) / sum > _eps) {
        i--;
        p *= (i + 1) / _lambdaOverTwo;
        temp = (_dofOverTwo + i) * logX - halfX - Gamma.logGamma(_dofOverTwo + i + 1);
        regGamma += Math.exp(temp);
        oldSum = sum;
        sum += p * regGamma;
    }

    p = _pStart;
    regGamma = regGammaStart;
    oldSum = Double.NEGATIVE_INFINITY;
    i = _k;
    while (Math.abs(sum - oldSum) / sum > _eps) {
        i++;
        p *= _lambdaOverTwo / i;
        temp = (_dofOverTwo + i - 1) * logX - halfX - Gamma.logGamma(_dofOverTwo + i);
        regGamma -= Math.exp(temp);
        oldSum = sum;
        sum += p * regGamma;
    }

    return sum;
}

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