Mercurial > octave
view scripts/specfun/gammai.m @ 904:3470f1e25a79
[project @ 1994-11-09 21:22:15 by jwe]
author | jwe |
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date | Wed, 09 Nov 1994 21:22:15 +0000 |
parents | 6544b83ef9e9 |
children | 9fc405c8c06c |
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function y = gammai(a, x) # usage: gammai(a, x) # # Computes the incomplete gamma function # gammai(a, x) # = (integral from 0 to x of exp(-t) t^(a-1) dt) / gamma(a). # If a is scalar, then gammai(a, x) is returned for each element of x # and vice versa. # If neither a nor x is scalar, the sizes of a and x must agree, and # gammai is applied pointwise. # Written by KH (Kurt.Hornik@ci.tuwien.ac.at) on Aug 13, 1994 # Copyright Dept of Probability Theory and Statistics TU Wien if (nargin != 2) usage (" gammai(a, x)"); endif [r_a, c_a] = size(a); [r_x, c_x] = size(x); e_a = r_a * c_a; e_x = r_x * c_x; # The following code is rather ugly. We want the function to work # whenever a and x have the same size or a or x is scalar. # We do this by reducing the latter cases to the former. if ((e_a == 0) || (e_x == 0)) error("gammai: both a and x must be nonempty"); endif if ((r_a == r_x) && (c_a == c_x)) n = e_a; a = reshape(a, 1, n); x = reshape(x, 1, n); r_y = r_a; c_y = c_a; elseif (e_a == 1) n = e_x; a = a * ones(1, n); x = reshape(x, 1, n); r_y = r_x; c_y = c_x; elseif (e_x == 1) n = e_a; a = reshape(a, 1, n); x = x * ones(1, n); r_y = r_a; c_y = c_a; else error("gammai: a and x must have the same size if neither is scalar"); endif # Now we can do sanity checking ... if (any (a <= 0) || any (a == Inf)) error ("gammai: all entries of a must be positive anf finite"); endif if (any (x < 0)) error ("gammai: all entries of x must be nonnegative"); endif y = zeros(1, n); # For x < a + 1, use summation. The below choice of k should ensure # that the overall error is less than eps ... S = find((x > 0) & (x < a + 1)); s = length(S); if (s > 0) k = ceil(- max([a(S), x(S)]) * log(eps)); K = (1:k)'; M = ones(k, 1); A = cumprod((M * x(S)) ./ (M * a(S) + K * ones(1, s))); y(S) = exp(-x(S) + a(S) .* log(x(S))) .* (1 + sum(A)) ./ gamma(a(S)+1); endif # For x >= a + 1, use the continued fraction. # Note, however, that this converges MUCH slower than the series # expansion for small a and x not too large! S = find((x >= a + 1) & (x < Inf)); s = length(S); if (s > 0) u = [zeros(1, s); ones(1, s)]; v = [ones(1, s); x(S)]; c_old = 0; c_new = v(1,:) ./ v(2,:); n = 1; while (max(abs(c_old ./ c_new - 1)) > 10 * eps) c_old = c_new; u = v + u .* (ones(2, 1) * (n - a(S))); v = u .* (ones(2, 1) * x(S)) + n * v; c_new = v(1,:) ./ v(2,:); n = n + 1; endwhile y(S) = 1 - exp(-x(S) + a(S) .* log(x(S))) .* c_new ./ gamma(a(S)); endif y(find(x == Inf)) = ones(1, sum(x == Inf)); y = reshape(y, r_y, c_y); endfunction