List of logValue() Examples

Examples of logValue()

cc.mallet.grmm.types.Factor.logValue()
org.jquantlib.math.distributions.GammaFunction.logValue()
Computes the log of the Gamma. @param x @return -temp+Math.log(2.5066282746310005*ser/x)

Examples of org.jquantlib.math.distributions.GammaFunction.logValue()

            return 1.0;
        else
            if (x<0.0 || x>1.0)
                throw new ArithmeticException("x must be in [0,1]");


        final double result = Math.exp(gf.logValue(a+b) - gf.logValue(a) - gf.logValue(b) + a*Math.log(x) + b*Math.log(1.0-x));


        if (x < (a+1.0)/(a+b+2.0))
            return result * betaContinuedFraction(a, b, x, accuracy, maxIteration)/a;
        else
            return 1.0 - result * betaContinuedFraction(b, a, 1.0-x, accuracy, maxIteration)/b;

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Examples of org.jquantlib.math.distributions.GammaFunction.logValue()

            return 1.0 - result * betaContinuedFraction(b, a, 1.0-x, accuracy, maxIteration)/b;
    }


    static double betaFunction(final double z, final double w) {
        final GammaFunction gf = new GammaFunction();
        return Math.exp(gf.logValue(z)+gf.logValue(w)-gf.logValue(z+w));
    }
}

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Examples of org.jquantlib.math.distributions.GammaFunction.logValue()

            return 1.0 - result * betaContinuedFraction(b, a, 1.0-x, accuracy, maxIteration)/b;
    }


    static double betaFunction(final double z, final double w) {
        final GammaFunction gf = new GammaFunction();
        return Math.exp(gf.logValue(z)+gf.logValue(w)-gf.logValue(z+w));
    }
}

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Examples of org.jquantlib.math.distributions.GammaFunction.logValue()

            return 1.0 - result * betaContinuedFraction(b, a, 1.0-x, accuracy, maxIteration)/b;
    }


    static double betaFunction(final double z, final double w) {
        final GammaFunction gf = new GammaFunction();
        return Math.exp(gf.logValue(z)+gf.logValue(w)-gf.logValue(z+w));
    }
}

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Examples of org.jquantlib.math.distributions.GammaFunction.logValue()

  public void testGammaFunction() {


      final GammaFunction gfn = new GammaFunction();


      double expected = 0.0;
      double calculated = gfn.logValue(1);
      if (Math.abs(calculated) > 1.0e-15)
          fail("GammaFunction(1)\n"
                      + "    calculated: " + calculated + "\n"
                      + "    expected:   " + expected);

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Examples of org.jquantlib.math.distributions.GammaFunction.logValue()

                      + "    calculated: " + calculated + "\n"
                      + "    expected:   " + expected);


      for (int i=2; i<9000; i++) {
          expected  += Math.log(i);
          calculated = gfn.logValue(i+1);
          if (Math.abs(calculated-expected)/expected > 1.0e-9)
              fail("GammaFunction(" + i + ")\n"
                          + "    calculated: " + calculated + "\n"
                          + "    expected:   " + expected + "\n"
                          + "    rel. error: " + Math.abs(calculated-expected)/expected);

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Examples of org.jquantlib.math.distributions.GammaFunction.logValue()


    final GammaFunction gammaFunction = new GammaFunction();
    for (final double[] value : values) {
      final double x = value[0];
      final double expected = value[1];
      final double realised = gammaFunction.logValue(x);
      final double tolerance = 1.0e-10;
      if (Math.abs(expected-realised)>tolerance)
          fail("x: " + x + " expected: " + expected + " realised: " + realised);
    }
  }

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