Package org.apache.commons.math.util

Examples of org.apache.commons.math.util.ContinuedFraction

@version $Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 août 2010) $
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        {
            ret = Double.NaN;
        } else if (x > (a + 1.0) / (a + b + 2.0)) {
            ret = 1.0 - regularizedBeta(1.0 - x, b, a, epsilon, maxIterations);
        } else {
            ContinuedFraction fraction = new ContinuedFraction() {

                @Override
                protected double getB(int n, double x) {
                    double ret;
                    double m;
                    if (n % 2 == 0) { // even
                        m = n / 2.0;
                        ret = (m * (b - m) * x) /
                            ((a + (2 * m) - 1) * (a + (2 * m)));
                    } else {
                        m = (n - 1.0) / 2.0;
                        ret = -((a + m) * (a + b + m) * x) /
                                ((a + (2 * m)) * (a + (2 * m) + 1.0));
                    }
                    return ret;
                }

                @Override
                protected double getA(int n, double x) {
                    return 1.0;
                }
            };
            ret = Math.exp((a * Math.log(x)) + (b * Math.log(1.0 - x)) -
                Math.log(a) - logBeta(a, b, epsilon, maxIterations)) *
                1.0 / fraction.evaluate(x, epsilon, maxIterations);
        }

        return ret;
    }
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            // 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 ContinuedFraction() {

                @Override
                protected double getA(int n, double x) {
                    return ((2.0 * n) + 1.0) - a + x;
                }

                @Override
                protected double getB(int n, double x) {
                    return n * (a - n);
                }
            };

            ret = 1.0 / cf.evaluate(x, epsilon, maxIterations);
            ret = Math.exp(-x + (a * Math.log(x)) - logGamma(a)) * ret;
        }

        return ret;
    }
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        {
            ret = Double.NaN;
        } else if (x > (a + 1.0) / (a + b + 2.0)) {
            ret = 1.0 - regularizedBeta(1.0 - x, b, a, epsilon, maxIterations);
        } else {
            ContinuedFraction fraction = new ContinuedFraction() {

                private static final long serialVersionUID = -7658917278956100597L;

                protected double getB(int n, double x) {
                    double ret;
                    double m;
                    if (n % 2 == 0) { // even
                        m = n / 2.0;
                        ret = (m * (b - m) * x) /
                            ((a + (2 * m) - 1) * (a + (2 * m)));
                    } else {
                        m = (n - 1.0) / 2.0;
                        ret = -((a + m) * (a + b + m) * x) /
                                ((a + (2 * m)) * (a + (2 * m) + 1.0));
                    }
                    return ret;
                }

                protected double getA(int n, double x) {
                    return 1.0;
                }
            };
            ret = Math.exp((a * Math.log(x)) + (b * Math.log(1.0 - x)) -
                Math.log(a) - logBeta(a, b, epsilon, maxIterations)) *
                1.0 / fraction.evaluate(x, epsilon, maxIterations);
        }

        return ret;
    }
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            // 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 ContinuedFraction() {

                private static final long serialVersionUID = 5378525034886164398L;

                protected double getA(int n, double x) {
                    return ((2.0 * n) + 1.0) - a + x;
                }

                protected double getB(int n, double x) {
                    return n * (a - n);
                }
            };
           
            ret = 1.0 / cf.evaluate(x, epsilon, maxIterations);
            ret = Math.exp(-x + (a * Math.log(x)) - logGamma(a)) * ret;
        }

        return ret;
    }
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Related Classes of org.apache.commons.math.util.ContinuedFraction

  • org.apache.commons.math.special.Beta
  • org.apache.commons.math.special.Gamma
  • org.apache.commons.math.MaxIterationsExceededException
  • org.apache.commons.math.ConvergenceException
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