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author | Anas Nashif <anas.nashif@intel.com> | 2012-10-30 12:57:26 -0700 |
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committer | Anas Nashif <anas.nashif@intel.com> | 2012-10-30 12:57:26 -0700 |
commit | 1a78a62555be32868418fe52f8e330c9d0f95d5a (patch) | |
tree | d3765a80e7d3b9640ec2e930743630cd6b9fce2b /boost/math/special_functions/beta.hpp | |
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Imported Upstream version 1.49.0upstream/1.49.0
Diffstat (limited to 'boost/math/special_functions/beta.hpp')
-rw-r--r-- | boost/math/special_functions/beta.hpp | 1447 |
1 files changed, 1447 insertions, 0 deletions
diff --git a/boost/math/special_functions/beta.hpp b/boost/math/special_functions/beta.hpp new file mode 100644 index 0000000000..1177f44d60 --- /dev/null +++ b/boost/math/special_functions/beta.hpp @@ -0,0 +1,1447 @@ +// (C) Copyright John Maddock 2006. +// Use, modification and distribution are subject to the +// Boost Software License, Version 1.0. (See accompanying file +// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) + +#ifndef BOOST_MATH_SPECIAL_BETA_HPP +#define BOOST_MATH_SPECIAL_BETA_HPP + +#ifdef _MSC_VER +#pragma once +#endif + +#include <boost/math/special_functions/math_fwd.hpp> +#include <boost/math/tools/config.hpp> +#include <boost/math/special_functions/gamma.hpp> +#include <boost/math/special_functions/factorials.hpp> +#include <boost/math/special_functions/erf.hpp> +#include <boost/math/special_functions/log1p.hpp> +#include <boost/math/special_functions/expm1.hpp> +#include <boost/math/special_functions/trunc.hpp> +#include <boost/math/tools/roots.hpp> +#include <boost/static_assert.hpp> +#include <boost/config/no_tr1/cmath.hpp> + +namespace boost{ namespace math{ + +namespace detail{ + +// +// Implementation of Beta(a,b) using the Lanczos approximation: +// +template <class T, class Lanczos, class Policy> +T beta_imp(T a, T b, const Lanczos&, const Policy& pol) +{ + BOOST_MATH_STD_USING // for ADL of std names + + if(a <= 0) + policies::raise_domain_error<T>("boost::math::beta<%1%>(%1%,%1%)", "The arguments to the beta function must be greater than zero (got a=%1%).", a, pol); + if(b <= 0) + policies::raise_domain_error<T>("boost::math::beta<%1%>(%1%,%1%)", "The arguments to the beta function must be greater than zero (got b=%1%).", b, pol); + + T result; + + T prefix = 1; + T c = a + b; + + // Special cases: + if((c == a) && (b < tools::epsilon<T>())) + return boost::math::tgamma(b, pol); + else if((c == b) && (a < tools::epsilon<T>())) + return boost::math::tgamma(a, pol); + if(b == 1) + return 1/a; + else if(a == 1) + return 1/b; + + /* + // + // This code appears to be no longer necessary: it was + // used to offset errors introduced from the Lanczos + // approximation, but the current Lanczos approximations + // are sufficiently accurate for all z that we can ditch + // this. It remains in the file for future reference... + // + // If a or b are less than 1, shift to greater than 1: + if(a < 1) + { + prefix *= c / a; + c += 1; + a += 1; + } + if(b < 1) + { + prefix *= c / b; + c += 1; + b += 1; + } + */ + + if(a < b) + std::swap(a, b); + + // Lanczos calculation: + T agh = a + Lanczos::g() - T(0.5); + T bgh = b + Lanczos::g() - T(0.5); + T cgh = c + Lanczos::g() - T(0.5); + result = Lanczos::lanczos_sum_expG_scaled(a) * Lanczos::lanczos_sum_expG_scaled(b) / Lanczos::lanczos_sum_expG_scaled(c); + T ambh = a - T(0.5) - b; + if((fabs(b * ambh) < (cgh * 100)) && (a > 100)) + { + // Special case where the base of the power term is close to 1 + // compute (1+x)^y instead: + result *= exp(ambh * boost::math::log1p(-b / cgh, pol)); + } + else + { + result *= pow(agh / cgh, a - T(0.5) - b); + } + if(cgh > 1e10f) + // this avoids possible overflow, but appears to be marginally less accurate: + result *= pow((agh / cgh) * (bgh / cgh), b); + else + result *= pow((agh * bgh) / (cgh * cgh), b); + result *= sqrt(boost::math::constants::e<T>() / bgh); + + // If a and b were originally less than 1 we need to scale the result: + result *= prefix; + + return result; +} // template <class T, class Lanczos> beta_imp(T a, T b, const Lanczos&) + +// +// Generic implementation of Beta(a,b) without Lanczos approximation support +// (Caution this is slow!!!): +// +template <class T, class Policy> +T beta_imp(T a, T b, const lanczos::undefined_lanczos& /* l */, const Policy& pol) +{ + BOOST_MATH_STD_USING + + if(a <= 0) + policies::raise_domain_error<T>("boost::math::beta<%1%>(%1%,%1%)", "The arguments to the beta function must be greater than zero (got a=%1%).", a, pol); + if(b <= 0) + policies::raise_domain_error<T>("boost::math::beta<%1%>(%1%,%1%)", "The arguments to the beta function must be greater than zero (got b=%1%).", b, pol); + + T result; + + T prefix = 1; + T c = a + b; + + // special cases: + if((c == a) && (b < tools::epsilon<T>())) + return boost::math::tgamma(b, pol); + else if((c == b) && (a < tools::epsilon<T>())) + return boost::math::tgamma(a, pol); + if(b == 1) + return 1/a; + else if(a == 1) + return 1/b; + + // shift to a and b > 1 if required: + if(a < 1) + { + prefix *= c / a; + c += 1; + a += 1; + } + if(b < 1) + { + prefix *= c / b; + c += 1; + b += 1; + } + if(a < b) + std::swap(a, b); + + // set integration limits: + T la = (std::max)(T(10), a); + T lb = (std::max)(T(10), b); + T lc = (std::max)(T(10), T(a+b)); + + // calculate the fraction parts: + T sa = detail::lower_gamma_series(a, la, pol) / a; + sa += detail::upper_gamma_fraction(a, la, ::boost::math::policies::get_epsilon<T, Policy>()); + T sb = detail::lower_gamma_series(b, lb, pol) / b; + sb += detail::upper_gamma_fraction(b, lb, ::boost::math::policies::get_epsilon<T, Policy>()); + T sc = detail::lower_gamma_series(c, lc, pol) / c; + sc += detail::upper_gamma_fraction(c, lc, ::boost::math::policies::get_epsilon<T, Policy>()); + + // and the exponent part: + result = exp(lc - la - lb) * pow(la/lc, a) * pow(lb/lc, b); + + // and combine: + result *= sa * sb / sc; + + // if a and b were originally less than 1 we need to scale the result: + result *= prefix; + + return result; +} // template <class T>T beta_imp(T a, T b, const lanczos::undefined_lanczos& l) + + +// +// Compute the leading power terms in the incomplete Beta: +// +// (x^a)(y^b)/Beta(a,b) when normalised, and +// (x^a)(y^b) otherwise. +// +// Almost all of the error in the incomplete beta comes from this +// function: particularly when a and b are large. Computing large +// powers are *hard* though, and using logarithms just leads to +// horrendous cancellation errors. +// +template <class T, class Lanczos, class Policy> +T ibeta_power_terms(T a, + T b, + T x, + T y, + const Lanczos&, + bool normalised, + const Policy& pol) +{ + BOOST_MATH_STD_USING + + if(!normalised) + { + // can we do better here? + return pow(x, a) * pow(y, b); + } + + T result; + + T prefix = 1; + T c = a + b; + + // combine power terms with Lanczos approximation: + T agh = a + Lanczos::g() - T(0.5); + T bgh = b + Lanczos::g() - T(0.5); + T cgh = c + Lanczos::g() - T(0.5); + result = Lanczos::lanczos_sum_expG_scaled(c) / (Lanczos::lanczos_sum_expG_scaled(a) * Lanczos::lanczos_sum_expG_scaled(b)); + + // l1 and l2 are the base of the exponents minus one: + T l1 = (x * b - y * agh) / agh; + T l2 = (y * a - x * bgh) / bgh; + if(((std::min)(fabs(l1), fabs(l2)) < 0.2)) + { + // when the base of the exponent is very near 1 we get really + // gross errors unless extra care is taken: + if((l1 * l2 > 0) || ((std::min)(a, b) < 1)) + { + // + // This first branch handles the simple cases where either: + // + // * The two power terms both go in the same direction + // (towards zero or towards infinity). In this case if either + // term overflows or underflows, then the product of the two must + // do so also. + // *Alternatively if one exponent is less than one, then we + // can't productively use it to eliminate overflow or underflow + // from the other term. Problems with spurious overflow/underflow + // can't be ruled out in this case, but it is *very* unlikely + // since one of the power terms will evaluate to a number close to 1. + // + if(fabs(l1) < 0.1) + { + result *= exp(a * boost::math::log1p(l1, pol)); + BOOST_MATH_INSTRUMENT_VARIABLE(result); + } + else + { + result *= pow((x * cgh) / agh, a); + BOOST_MATH_INSTRUMENT_VARIABLE(result); + } + if(fabs(l2) < 0.1) + { + result *= exp(b * boost::math::log1p(l2, pol)); + BOOST_MATH_INSTRUMENT_VARIABLE(result); + } + else + { + result *= pow((y * cgh) / bgh, b); + BOOST_MATH_INSTRUMENT_VARIABLE(result); + } + } + else if((std::max)(fabs(l1), fabs(l2)) < 0.5) + { + // + // Both exponents are near one and both the exponents are + // greater than one and further these two + // power terms tend in opposite directions (one towards zero, + // the other towards infinity), so we have to combine the terms + // to avoid any risk of overflow or underflow. + // + // We do this by moving one power term inside the other, we have: + // + // (1 + l1)^a * (1 + l2)^b + // = ((1 + l1)*(1 + l2)^(b/a))^a + // = (1 + l1 + l3 + l1*l3)^a ; l3 = (1 + l2)^(b/a) - 1 + // = exp((b/a) * log(1 + l2)) - 1 + // + // The tricky bit is deciding which term to move inside :-) + // By preference we move the larger term inside, so that the + // size of the largest exponent is reduced. However, that can + // only be done as long as l3 (see above) is also small. + // + bool small_a = a < b; + T ratio = b / a; + if((small_a && (ratio * l2 < 0.1)) || (!small_a && (l1 / ratio > 0.1))) + { + T l3 = boost::math::expm1(ratio * boost::math::log1p(l2, pol), pol); + l3 = l1 + l3 + l3 * l1; + l3 = a * boost::math::log1p(l3, pol); + result *= exp(l3); + BOOST_MATH_INSTRUMENT_VARIABLE(result); + } + else + { + T l3 = boost::math::expm1(boost::math::log1p(l1, pol) / ratio, pol); + l3 = l2 + l3 + l3 * l2; + l3 = b * boost::math::log1p(l3, pol); + result *= exp(l3); + BOOST_MATH_INSTRUMENT_VARIABLE(result); + } + } + else if(fabs(l1) < fabs(l2)) + { + // First base near 1 only: + T l = a * boost::math::log1p(l1, pol) + + b * log((y * cgh) / bgh); + result *= exp(l); + BOOST_MATH_INSTRUMENT_VARIABLE(result); + } + else + { + // Second base near 1 only: + T l = b * boost::math::log1p(l2, pol) + + a * log((x * cgh) / agh); + result *= exp(l); + BOOST_MATH_INSTRUMENT_VARIABLE(result); + } + } + else + { + // general case: + T b1 = (x * cgh) / agh; + T b2 = (y * cgh) / bgh; + l1 = a * log(b1); + l2 = b * log(b2); + BOOST_MATH_INSTRUMENT_VARIABLE(b1); + BOOST_MATH_INSTRUMENT_VARIABLE(b2); + BOOST_MATH_INSTRUMENT_VARIABLE(l1); + BOOST_MATH_INSTRUMENT_VARIABLE(l2); + if((l1 >= tools::log_max_value<T>()) + || (l1 <= tools::log_min_value<T>()) + || (l2 >= tools::log_max_value<T>()) + || (l2 <= tools::log_min_value<T>()) + ) + { + // Oops, overflow, sidestep: + if(a < b) + result *= pow(pow(b2, b/a) * b1, a); + else + result *= pow(pow(b1, a/b) * b2, b); + BOOST_MATH_INSTRUMENT_VARIABLE(result); + } + else + { + // finally the normal case: + result *= pow(b1, a) * pow(b2, b); + BOOST_MATH_INSTRUMENT_VARIABLE(result); + } + } + // combine with the leftover terms from the Lanczos approximation: + result *= sqrt(bgh / boost::math::constants::e<T>()); + result *= sqrt(agh / cgh); + result *= prefix; + + BOOST_MATH_INSTRUMENT_VARIABLE(result); + + return result; +} +// +// Compute the leading power terms in the incomplete Beta: +// +// (x^a)(y^b)/Beta(a,b) when normalised, and +// (x^a)(y^b) otherwise. +// +// Almost all of the error in the incomplete beta comes from this +// function: particularly when a and b are large. Computing large +// powers are *hard* though, and using logarithms just leads to +// horrendous cancellation errors. +// +// This version is generic, slow, and does not use the Lanczos approximation. +// +template <class T, class Policy> +T ibeta_power_terms(T a, + T b, + T x, + T y, + const boost::math::lanczos::undefined_lanczos&, + bool normalised, + const Policy& pol) +{ + BOOST_MATH_STD_USING + + if(!normalised) + { + return pow(x, a) * pow(y, b); + } + + T result= 0; // assignment here silences warnings later + + T c = a + b; + + // integration limits for the gamma functions: + //T la = (std::max)(T(10), a); + //T lb = (std::max)(T(10), b); + //T lc = (std::max)(T(10), a+b); + T la = a + 5; + T lb = b + 5; + T lc = a + b + 5; + // gamma function partials: + T sa = detail::lower_gamma_series(a, la, pol) / a; + sa += detail::upper_gamma_fraction(a, la, ::boost::math::policies::get_epsilon<T, Policy>()); + T sb = detail::lower_gamma_series(b, lb, pol) / b; + sb += detail::upper_gamma_fraction(b, lb, ::boost::math::policies::get_epsilon<T, Policy>()); + T sc = detail::lower_gamma_series(c, lc, pol) / c; + sc += detail::upper_gamma_fraction(c, lc, ::boost::math::policies::get_epsilon<T, Policy>()); + // gamma function powers combined with incomplete beta powers: + + T b1 = (x * lc) / la; + T b2 = (y * lc) / lb; + T e1 = lc - la - lb; + T lb1 = a * log(b1); + T lb2 = b * log(b2); + + if((lb1 >= tools::log_max_value<T>()) + || (lb1 <= tools::log_min_value<T>()) + || (lb2 >= tools::log_max_value<T>()) + || (lb2 <= tools::log_min_value<T>()) + || (e1 >= tools::log_max_value<T>()) + || (e1 <= tools::log_min_value<T>()) + ) + { + result = exp(lb1 + lb2 - e1); + } + else + { + T p1, p2; + if((fabs(b1 - 1) * a < 10) && (a > 1)) + p1 = exp(a * boost::math::log1p((x * b - y * la) / la, pol)); + else + p1 = pow(b1, a); + if((fabs(b2 - 1) * b < 10) && (b > 1)) + p2 = exp(b * boost::math::log1p((y * a - x * lb) / lb, pol)); + else + p2 = pow(b2, b); + T p3 = exp(e1); + result = p1 * p2 / p3; + } + // and combine with the remaining gamma function components: + result /= sa * sb / sc; + + return result; +} +// +// Series approximation to the incomplete beta: +// +template <class T> +struct ibeta_series_t +{ + typedef T result_type; + ibeta_series_t(T a_, T b_, T x_, T mult) : result(mult), x(x_), apn(a_), poch(1-b_), n(1) {} + T operator()() + { + T r = result / apn; + apn += 1; + result *= poch * x / n; + ++n; + poch += 1; + return r; + } +private: + T result, x, apn, poch; + int n; +}; + +template <class T, class Lanczos, class Policy> +T ibeta_series(T a, T b, T x, T s0, const Lanczos&, bool normalised, T* p_derivative, T y, const Policy& pol) +{ + BOOST_MATH_STD_USING + + T result; + + BOOST_ASSERT((p_derivative == 0) || normalised); + + if(normalised) + { + T c = a + b; + + // incomplete beta power term, combined with the Lanczos approximation: + T agh = a + Lanczos::g() - T(0.5); + T bgh = b + Lanczos::g() - T(0.5); + T cgh = c + Lanczos::g() - T(0.5); + result = Lanczos::lanczos_sum_expG_scaled(c) / (Lanczos::lanczos_sum_expG_scaled(a) * Lanczos::lanczos_sum_expG_scaled(b)); + if(a * b < bgh * 10) + result *= exp((b - 0.5f) * boost::math::log1p(a / bgh, pol)); + else + result *= pow(cgh / bgh, b - 0.5f); + result *= pow(x * cgh / agh, a); + result *= sqrt(agh / boost::math::constants::e<T>()); + + if(p_derivative) + { + *p_derivative = result * pow(y, b); + BOOST_ASSERT(*p_derivative >= 0); + } + } + else + { + // Non-normalised, just compute the power: + result = pow(x, a); + } + if(result < tools::min_value<T>()) + return s0; // Safeguard: series can't cope with denorms. + ibeta_series_t<T> s(a, b, x, result); + boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>(); + result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter, s0); + policies::check_series_iterations<T>("boost::math::ibeta<%1%>(%1%, %1%, %1%) in ibeta_series (with lanczos)", max_iter, pol); + return result; +} +// +// Incomplete Beta series again, this time without Lanczos support: +// +template <class T, class Policy> +T ibeta_series(T a, T b, T x, T s0, const boost::math::lanczos::undefined_lanczos&, bool normalised, T* p_derivative, T y, const Policy& pol) +{ + BOOST_MATH_STD_USING + + T result; + BOOST_ASSERT((p_derivative == 0) || normalised); + + if(normalised) + { + T c = a + b; + + // figure out integration limits for the gamma function: + //T la = (std::max)(T(10), a); + //T lb = (std::max)(T(10), b); + //T lc = (std::max)(T(10), a+b); + T la = a + 5; + T lb = b + 5; + T lc = a + b + 5; + + // calculate the gamma parts: + T sa = detail::lower_gamma_series(a, la, pol) / a; + sa += detail::upper_gamma_fraction(a, la, ::boost::math::policies::get_epsilon<T, Policy>()); + T sb = detail::lower_gamma_series(b, lb, pol) / b; + sb += detail::upper_gamma_fraction(b, lb, ::boost::math::policies::get_epsilon<T, Policy>()); + T sc = detail::lower_gamma_series(c, lc, pol) / c; + sc += detail::upper_gamma_fraction(c, lc, ::boost::math::policies::get_epsilon<T, Policy>()); + + // and their combined power-terms: + T b1 = (x * lc) / la; + T b2 = lc/lb; + T e1 = lc - la - lb; + T lb1 = a * log(b1); + T lb2 = b * log(b2); + + if((lb1 >= tools::log_max_value<T>()) + || (lb1 <= tools::log_min_value<T>()) + || (lb2 >= tools::log_max_value<T>()) + || (lb2 <= tools::log_min_value<T>()) + || (e1 >= tools::log_max_value<T>()) + || (e1 <= tools::log_min_value<T>()) ) + { + T p = lb1 + lb2 - e1; + result = exp(p); + } + else + { + result = pow(b1, a); + if(a * b < lb * 10) + result *= exp(b * boost::math::log1p(a / lb, pol)); + else + result *= pow(b2, b); + result /= exp(e1); + } + // and combine the results: + result /= sa * sb / sc; + + if(p_derivative) + { + *p_derivative = result * pow(y, b); + BOOST_ASSERT(*p_derivative >= 0); + } + } + else + { + // Non-normalised, just compute the power: + result = pow(x, a); + } + if(result < tools::min_value<T>()) + return s0; // Safeguard: series can't cope with denorms. + ibeta_series_t<T> s(a, b, x, result); + boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>(); + result = boost::math::tools::sum_series(s, boost::math::policies::get_epsilon<T, Policy>(), max_iter, s0); + policies::check_series_iterations<T>("boost::math::ibeta<%1%>(%1%, %1%, %1%) in ibeta_series (without lanczos)", max_iter, pol); + return result; +} + +// +// Continued fraction for the incomplete beta: +// +template <class T> +struct ibeta_fraction2_t +{ + typedef std::pair<T, T> result_type; + + ibeta_fraction2_t(T a_, T b_, T x_) : a(a_), b(b_), x(x_), m(0) {} + + result_type operator()() + { + T aN = (a + m - 1) * (a + b + m - 1) * m * (b - m) * x * x; + T denom = (a + 2 * m - 1); + aN /= denom * denom; + + T bN = m; + bN += (m * (b - m) * x) / (a + 2*m - 1); + bN += ((a + m) * (a - (a + b) * x + 1 + m *(2 - x))) / (a + 2*m + 1); + + ++m; + + return std::make_pair(aN, bN); + } + +private: + T a, b, x; + int m; +}; +// +// Evaluate the incomplete beta via the continued fraction representation: +// +template <class T, class Policy> +inline T ibeta_fraction2(T a, T b, T x, T y, const Policy& pol, bool normalised, T* p_derivative) +{ + typedef typename lanczos::lanczos<T, Policy>::type lanczos_type; + BOOST_MATH_STD_USING + T result = ibeta_power_terms(a, b, x, y, lanczos_type(), normalised, pol); + if(p_derivative) + { + *p_derivative = result; + BOOST_ASSERT(*p_derivative >= 0); + } + if(result == 0) + return result; + + ibeta_fraction2_t<T> f(a, b, x); + T fract = boost::math::tools::continued_fraction_b(f, boost::math::policies::get_epsilon<T, Policy>()); + return result / fract; +} +// +// Computes the difference between ibeta(a,b,x) and ibeta(a+k,b,x): +// +template <class T, class Policy> +T ibeta_a_step(T a, T b, T x, T y, int k, const Policy& pol, bool normalised, T* p_derivative) +{ + typedef typename lanczos::lanczos<T, Policy>::type lanczos_type; + + BOOST_MATH_INSTRUMENT_VARIABLE(k); + + T prefix = ibeta_power_terms(a, b, x, y, lanczos_type(), normalised, pol); + if(p_derivative) + { + *p_derivative = prefix; + BOOST_ASSERT(*p_derivative >= 0); + } + prefix /= a; + if(prefix == 0) + return prefix; + T sum = 1; + T term = 1; + // series summation from 0 to k-1: + for(int i = 0; i < k-1; ++i) + { + term *= (a+b+i) * x / (a+i+1); + sum += term; + } + prefix *= sum; + + return prefix; +} +// +// This function is only needed for the non-regular incomplete beta, +// it computes the delta in: +// beta(a,b,x) = prefix + delta * beta(a+k,b,x) +// it is currently only called for small k. +// +template <class T> +inline T rising_factorial_ratio(T a, T b, int k) +{ + // calculate: + // (a)(a+1)(a+2)...(a+k-1) + // _______________________ + // (b)(b+1)(b+2)...(b+k-1) + + // This is only called with small k, for large k + // it is grossly inefficient, do not use outside it's + // intended purpose!!! + BOOST_MATH_INSTRUMENT_VARIABLE(k); + if(k == 0) + return 1; + T result = 1; + for(int i = 0; i < k; ++i) + result *= (a+i) / (b+i); + return result; +} +// +// Routine for a > 15, b < 1 +// +// Begin by figuring out how large our table of Pn's should be, +// quoted accuracies are "guestimates" based on empiracal observation. +// Note that the table size should never exceed the size of our +// tables of factorials. +// +template <class T> +struct Pn_size +{ + // This is likely to be enough for ~35-50 digit accuracy + // but it's hard to quantify exactly: + BOOST_STATIC_CONSTANT(unsigned, value = 50); + BOOST_STATIC_ASSERT(::boost::math::max_factorial<T>::value >= 100); +}; +template <> +struct Pn_size<float> +{ + BOOST_STATIC_CONSTANT(unsigned, value = 15); // ~8-15 digit accuracy + BOOST_STATIC_ASSERT(::boost::math::max_factorial<float>::value >= 30); +}; +template <> +struct Pn_size<double> +{ + BOOST_STATIC_CONSTANT(unsigned, value = 30); // 16-20 digit accuracy + BOOST_STATIC_ASSERT(::boost::math::max_factorial<double>::value >= 60); +}; +template <> +struct Pn_size<long double> +{ + BOOST_STATIC_CONSTANT(unsigned, value = 50); // ~35-50 digit accuracy + BOOST_STATIC_ASSERT(::boost::math::max_factorial<long double>::value >= 100); +}; + +template <class T, class Policy> +T beta_small_b_large_a_series(T a, T b, T x, T y, T s0, T mult, const Policy& pol, bool normalised) +{ + typedef typename lanczos::lanczos<T, Policy>::type lanczos_type; + BOOST_MATH_STD_USING + // + // This is DiDonato and Morris's BGRAT routine, see Eq's 9 through 9.6. + // + // Some values we'll need later, these are Eq 9.1: + // + T bm1 = b - 1; + T t = a + bm1 / 2; + T lx, u; + if(y < 0.35) + lx = boost::math::log1p(-y, pol); + else + lx = log(x); + u = -t * lx; + // and from from 9.2: + T prefix; + T h = regularised_gamma_prefix(b, u, pol, lanczos_type()); + if(h <= tools::min_value<T>()) + return s0; + if(normalised) + { + prefix = h / boost::math::tgamma_delta_ratio(a, b, pol); + prefix /= pow(t, b); + } + else + { + prefix = full_igamma_prefix(b, u, pol) / pow(t, b); + } + prefix *= mult; + // + // now we need the quantity Pn, unfortunatately this is computed + // recursively, and requires a full history of all the previous values + // so no choice but to declare a big table and hope it's big enough... + // + T p[ ::boost::math::detail::Pn_size<T>::value ] = { 1 }; // see 9.3. + // + // Now an initial value for J, see 9.6: + // + T j = boost::math::gamma_q(b, u, pol) / h; + // + // Now we can start to pull things together and evaluate the sum in Eq 9: + // + T sum = s0 + prefix * j; // Value at N = 0 + // some variables we'll need: + unsigned tnp1 = 1; // 2*N+1 + T lx2 = lx / 2; + lx2 *= lx2; + T lxp = 1; + T t4 = 4 * t * t; + T b2n = b; + + for(unsigned n = 1; n < sizeof(p)/sizeof(p[0]); ++n) + { + /* + // debugging code, enable this if you want to determine whether + // the table of Pn's is large enough... + // + static int max_count = 2; + if(n > max_count) + { + max_count = n; + std::cerr << "Max iterations in BGRAT was " << n << std::endl; + } + */ + // + // begin by evaluating the next Pn from Eq 9.4: + // + tnp1 += 2; + p[n] = 0; + T mbn = b - n; + unsigned tmp1 = 3; + for(unsigned m = 1; m < n; ++m) + { + mbn = m * b - n; + p[n] += mbn * p[n-m] / boost::math::unchecked_factorial<T>(tmp1); + tmp1 += 2; + } + p[n] /= n; + p[n] += bm1 / boost::math::unchecked_factorial<T>(tnp1); + // + // Now we want Jn from Jn-1 using Eq 9.6: + // + j = (b2n * (b2n + 1) * j + (u + b2n + 1) * lxp) / t4; + lxp *= lx2; + b2n += 2; + // + // pull it together with Eq 9: + // + T r = prefix * p[n] * j; + sum += r; + if(r > 1) + { + if(fabs(r) < fabs(tools::epsilon<T>() * sum)) + break; + } + else + { + if(fabs(r / tools::epsilon<T>()) < fabs(sum)) + break; + } + } + return sum; +} // template <class T, class Lanczos>T beta_small_b_large_a_series(T a, T b, T x, T y, T s0, T mult, const Lanczos& l, bool normalised) + +// +// For integer arguments we can relate the incomplete beta to the +// complement of the binomial distribution cdf and use this finite sum. +// +template <class T> +inline T binomial_ccdf(T n, T k, T x, T y) +{ + BOOST_MATH_STD_USING // ADL of std names + T result = pow(x, n); + T term = result; + for(unsigned i = itrunc(T(n - 1)); i > k; --i) + { + term *= ((i + 1) * y) / ((n - i) * x) ; + result += term; + } + + return result; +} + + +// +// The incomplete beta function implementation: +// This is just a big bunch of spagetti code to divide up the +// input range and select the right implementation method for +// each domain: +// +template <class T, class Policy> +T ibeta_imp(T a, T b, T x, const Policy& pol, bool inv, bool normalised, T* p_derivative) +{ + static const char* function = "boost::math::ibeta<%1%>(%1%, %1%, %1%)"; + typedef typename lanczos::lanczos<T, Policy>::type lanczos_type; + BOOST_MATH_STD_USING // for ADL of std math functions. + + BOOST_MATH_INSTRUMENT_VARIABLE(a); + BOOST_MATH_INSTRUMENT_VARIABLE(b); + BOOST_MATH_INSTRUMENT_VARIABLE(x); + BOOST_MATH_INSTRUMENT_VARIABLE(inv); + BOOST_MATH_INSTRUMENT_VARIABLE(normalised); + + bool invert = inv; + T fract; + T y = 1 - x; + + BOOST_ASSERT((p_derivative == 0) || normalised); + + if(p_derivative) + *p_derivative = -1; // value not set. + + if((x < 0) || (x > 1)) + policies::raise_domain_error<T>(function, "Parameter x outside the range [0,1] in the incomplete beta function (got x=%1%).", x, pol); + + if(normalised) + { + if(a < 0) + policies::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be >= zero (got a=%1%).", a, pol); + if(b < 0) + policies::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be >= zero (got b=%1%).", b, pol); + // extend to a few very special cases: + if(a == 0) + { + if(b == 0) + policies::raise_domain_error<T>(function, "The arguments a and b to the incomplete beta function cannot both be zero, with x=%1%.", x, pol); + if(b > 0) + return inv ? 0 : 1; + } + else if(b == 0) + { + if(a > 0) + return inv ? 1 : 0; + } + } + else + { + if(a <= 0) + policies::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be greater than zero (got a=%1%).", a, pol); + if(b <= 0) + policies::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be greater than zero (got b=%1%).", b, pol); + } + + if(x == 0) + { + if(p_derivative) + { + *p_derivative = (a == 1) ? (T)1 : (a < 1) ? T(tools::max_value<T>() / 2) : T(tools::min_value<T>() * 2); + } + return (invert ? (normalised ? T(1) : boost::math::beta(a, b, pol)) : T(0)); + } + if(x == 1) + { + if(p_derivative) + { + *p_derivative = (b == 1) ? T(1) : (b < 1) ? T(tools::max_value<T>() / 2) : T(tools::min_value<T>() * 2); + } + return (invert == 0 ? (normalised ? 1 : boost::math::beta(a, b, pol)) : 0); + } + + if((std::min)(a, b) <= 1) + { + if(x > 0.5) + { + std::swap(a, b); + std::swap(x, y); + invert = !invert; + BOOST_MATH_INSTRUMENT_VARIABLE(invert); + } + if((std::max)(a, b) <= 1) + { + // Both a,b < 1: + if((a >= (std::min)(T(0.2), b)) || (pow(x, a) <= 0.9)) + { + if(!invert) + { + fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + else + { + fract = -(normalised ? 1 : boost::math::beta(a, b, pol)); + invert = false; + fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + } + else + { + std::swap(a, b); + std::swap(x, y); + invert = !invert; + if(y >= 0.3) + { + if(!invert) + { + fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + else + { + fract = -(normalised ? 1 : boost::math::beta(a, b, pol)); + invert = false; + fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + } + else + { + // Sidestep on a, and then use the series representation: + T prefix; + if(!normalised) + { + prefix = rising_factorial_ratio(T(a+b), a, 20); + } + else + { + prefix = 1; + } + fract = ibeta_a_step(a, b, x, y, 20, pol, normalised, p_derivative); + if(!invert) + { + fract = beta_small_b_large_a_series(T(a + 20), b, x, y, fract, prefix, pol, normalised); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + else + { + fract -= (normalised ? 1 : boost::math::beta(a, b, pol)); + invert = false; + fract = -beta_small_b_large_a_series(T(a + 20), b, x, y, fract, prefix, pol, normalised); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + } + } + } + else + { + // One of a, b < 1 only: + if((b <= 1) || ((x < 0.1) && (pow(b * x, a) <= 0.7))) + { + if(!invert) + { + fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + else + { + fract = -(normalised ? 1 : boost::math::beta(a, b, pol)); + invert = false; + fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + } + else + { + std::swap(a, b); + std::swap(x, y); + invert = !invert; + + if(y >= 0.3) + { + if(!invert) + { + fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + else + { + fract = -(normalised ? 1 : boost::math::beta(a, b, pol)); + invert = false; + fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + } + else if(a >= 15) + { + if(!invert) + { + fract = beta_small_b_large_a_series(a, b, x, y, T(0), T(1), pol, normalised); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + else + { + fract = -(normalised ? 1 : boost::math::beta(a, b, pol)); + invert = false; + fract = -beta_small_b_large_a_series(a, b, x, y, fract, T(1), pol, normalised); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + } + else + { + // Sidestep to improve errors: + T prefix; + if(!normalised) + { + prefix = rising_factorial_ratio(T(a+b), a, 20); + } + else + { + prefix = 1; + } + fract = ibeta_a_step(a, b, x, y, 20, pol, normalised, p_derivative); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + if(!invert) + { + fract = beta_small_b_large_a_series(T(a + 20), b, x, y, fract, prefix, pol, normalised); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + else + { + fract -= (normalised ? 1 : boost::math::beta(a, b, pol)); + invert = false; + fract = -beta_small_b_large_a_series(T(a + 20), b, x, y, fract, prefix, pol, normalised); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + } + } + } + } + else + { + // Both a,b >= 1: + T lambda; + if(a < b) + { + lambda = a - (a + b) * x; + } + else + { + lambda = (a + b) * y - b; + } + if(lambda < 0) + { + std::swap(a, b); + std::swap(x, y); + invert = !invert; + BOOST_MATH_INSTRUMENT_VARIABLE(invert); + } + + if(b < 40) + { + if((floor(a) == a) && (floor(b) == b)) + { + // relate to the binomial distribution and use a finite sum: + T k = a - 1; + T n = b + k; + fract = binomial_ccdf(n, k, x, y); + if(!normalised) + fract *= boost::math::beta(a, b, pol); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + else if(b * x <= 0.7) + { + if(!invert) + { + fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + else + { + fract = -(normalised ? 1 : boost::math::beta(a, b, pol)); + invert = false; + fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + } + else if(a > 15) + { + // sidestep so we can use the series representation: + int n = itrunc(T(floor(b)), pol); + if(n == b) + --n; + T bbar = b - n; + T prefix; + if(!normalised) + { + prefix = rising_factorial_ratio(T(a+bbar), bbar, n); + } + else + { + prefix = 1; + } + fract = ibeta_a_step(bbar, a, y, x, n, pol, normalised, static_cast<T*>(0)); + fract = beta_small_b_large_a_series(a, bbar, x, y, fract, T(1), pol, normalised); + fract /= prefix; + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + else if(normalised) + { + // the formula here for the non-normalised case is tricky to figure + // out (for me!!), and requires two pochhammer calculations rather + // than one, so leave it for now.... + int n = itrunc(T(floor(b)), pol); + T bbar = b - n; + if(bbar <= 0) + { + --n; + bbar += 1; + } + fract = ibeta_a_step(bbar, a, y, x, n, pol, normalised, static_cast<T*>(0)); + fract += ibeta_a_step(a, bbar, x, y, 20, pol, normalised, static_cast<T*>(0)); + if(invert) + fract -= (normalised ? 1 : boost::math::beta(a, b, pol)); + //fract = ibeta_series(a+20, bbar, x, fract, l, normalised, p_derivative, y); + fract = beta_small_b_large_a_series(T(a+20), bbar, x, y, fract, T(1), pol, normalised); + if(invert) + { + fract = -fract; + invert = false; + } + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + else + { + fract = ibeta_fraction2(a, b, x, y, pol, normalised, p_derivative); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + } + else + { + fract = ibeta_fraction2(a, b, x, y, pol, normalised, p_derivative); + BOOST_MATH_INSTRUMENT_VARIABLE(fract); + } + } + if(p_derivative) + { + if(*p_derivative < 0) + { + *p_derivative = ibeta_power_terms(a, b, x, y, lanczos_type(), true, pol); + } + T div = y * x; + + if(*p_derivative != 0) + { + if((tools::max_value<T>() * div < *p_derivative)) + { + // overflow, return an arbitarily large value: + *p_derivative = tools::max_value<T>() / 2; + } + else + { + *p_derivative /= div; + } + } + } + return invert ? (normalised ? 1 : boost::math::beta(a, b, pol)) - fract : fract; +} // template <class T, class Lanczos>T ibeta_imp(T a, T b, T x, const Lanczos& l, bool inv, bool normalised) + +template <class T, class Policy> +inline T ibeta_imp(T a, T b, T x, const Policy& pol, bool inv, bool normalised) +{ + return ibeta_imp(a, b, x, pol, inv, normalised, static_cast<T*>(0)); +} + +template <class T, class Policy> +T ibeta_derivative_imp(T a, T b, T x, const Policy& pol) +{ + static const char* function = "ibeta_derivative<%1%>(%1%,%1%,%1%)"; + // + // start with the usual error checks: + // + if(a <= 0) + policies::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be greater than zero (got a=%1%).", a, pol); + if(b <= 0) + policies::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be greater than zero (got b=%1%).", b, pol); + if((x < 0) || (x > 1)) + policies::raise_domain_error<T>(function, "Parameter x outside the range [0,1] in the incomplete beta function (got x=%1%).", x, pol); + // + // Now the corner cases: + // + if(x == 0) + { + return (a > 1) ? 0 : + (a == 1) ? 1 / boost::math::beta(a, b, pol) : policies::raise_overflow_error<T>(function, 0, pol); + } + else if(x == 1) + { + return (b > 1) ? 0 : + (b == 1) ? 1 / boost::math::beta(a, b, pol) : policies::raise_overflow_error<T>(function, 0, pol); + } + // + // Now the regular cases: + // + typedef typename lanczos::lanczos<T, Policy>::type lanczos_type; + T f1 = ibeta_power_terms<T>(a, b, x, 1 - x, lanczos_type(), true, pol); + T y = (1 - x) * x; + + if(f1 == 0) + return 0; + + if((tools::max_value<T>() * y < f1)) + { + // overflow: + return policies::raise_overflow_error<T>(function, 0, pol); + } + + f1 /= y; + + return f1; +} +// +// Some forwarding functions that dis-ambiguate the third argument type: +// +template <class RT1, class RT2, class Policy> +inline typename tools::promote_args<RT1, RT2>::type + beta(RT1 a, RT2 b, const Policy&, const mpl::true_*) +{ + BOOST_FPU_EXCEPTION_GUARD + typedef typename tools::promote_args<RT1, RT2>::type result_type; + typedef typename policies::evaluation<result_type, Policy>::type value_type; + typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type; + typedef typename policies::normalise< + Policy, + policies::promote_float<false>, + policies::promote_double<false>, + policies::discrete_quantile<>, + policies::assert_undefined<> >::type forwarding_policy; + + return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::beta_imp(static_cast<value_type>(a), static_cast<value_type>(b), evaluation_type(), forwarding_policy()), "boost::math::beta<%1%>(%1%,%1%)"); +} +template <class RT1, class RT2, class RT3> +inline typename tools::promote_args<RT1, RT2, RT3>::type + beta(RT1 a, RT2 b, RT3 x, const mpl::false_*) +{ + return boost::math::beta(a, b, x, policies::policy<>()); +} +} // namespace detail + +// +// The actual function entry-points now follow, these just figure out +// which Lanczos approximation to use +// and forward to the implementation functions: +// +template <class RT1, class RT2, class A> +inline typename tools::promote_args<RT1, RT2, A>::type + beta(RT1 a, RT2 b, A arg) +{ + typedef typename policies::is_policy<A>::type tag; + return boost::math::detail::beta(a, b, arg, static_cast<tag*>(0)); +} + +template <class RT1, class RT2> +inline typename tools::promote_args<RT1, RT2>::type + beta(RT1 a, RT2 b) +{ + return boost::math::beta(a, b, policies::policy<>()); +} + +template <class RT1, class RT2, class RT3, class Policy> +inline typename tools::promote_args<RT1, RT2, RT3>::type + beta(RT1 a, RT2 b, RT3 x, const Policy&) +{ + BOOST_FPU_EXCEPTION_GUARD + typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type; + typedef typename policies::evaluation<result_type, Policy>::type value_type; + typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type; + typedef typename policies::normalise< + Policy, + policies::promote_float<false>, + policies::promote_double<false>, + policies::discrete_quantile<>, + policies::assert_undefined<> >::type forwarding_policy; + + return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy(), false, false), "boost::math::beta<%1%>(%1%,%1%,%1%)"); +} + +template <class RT1, class RT2, class RT3, class Policy> +inline typename tools::promote_args<RT1, RT2, RT3>::type + betac(RT1 a, RT2 b, RT3 x, const Policy&) +{ + BOOST_FPU_EXCEPTION_GUARD + typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type; + typedef typename policies::evaluation<result_type, Policy>::type value_type; + typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type; + typedef typename policies::normalise< + Policy, + policies::promote_float<false>, + policies::promote_double<false>, + policies::discrete_quantile<>, + policies::assert_undefined<> >::type forwarding_policy; + + return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy(), true, false), "boost::math::betac<%1%>(%1%,%1%,%1%)"); +} +template <class RT1, class RT2, class RT3> +inline typename tools::promote_args<RT1, RT2, RT3>::type + betac(RT1 a, RT2 b, RT3 x) +{ + return boost::math::betac(a, b, x, policies::policy<>()); +} + +template <class RT1, class RT2, class RT3, class Policy> +inline typename tools::promote_args<RT1, RT2, RT3>::type + ibeta(RT1 a, RT2 b, RT3 x, const Policy&) +{ + BOOST_FPU_EXCEPTION_GUARD + typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type; + typedef typename policies::evaluation<result_type, Policy>::type value_type; + typedef typename policies::normalise< + Policy, + policies::promote_float<false>, + policies::promote_double<false>, + policies::discrete_quantile<>, + policies::assert_undefined<> >::type forwarding_policy; + + return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy(), false, true), "boost::math::ibeta<%1%>(%1%,%1%,%1%)"); +} +template <class RT1, class RT2, class RT3> +inline typename tools::promote_args<RT1, RT2, RT3>::type + ibeta(RT1 a, RT2 b, RT3 x) +{ + return boost::math::ibeta(a, b, x, policies::policy<>()); +} + +template <class RT1, class RT2, class RT3, class Policy> +inline typename tools::promote_args<RT1, RT2, RT3>::type + ibetac(RT1 a, RT2 b, RT3 x, const Policy&) +{ + BOOST_FPU_EXCEPTION_GUARD + typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type; + typedef typename policies::evaluation<result_type, Policy>::type value_type; + typedef typename policies::normalise< + Policy, + policies::promote_float<false>, + policies::promote_double<false>, + policies::discrete_quantile<>, + policies::assert_undefined<> >::type forwarding_policy; + + return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy(), true, true), "boost::math::ibetac<%1%>(%1%,%1%,%1%)"); +} +template <class RT1, class RT2, class RT3> +inline typename tools::promote_args<RT1, RT2, RT3>::type + ibetac(RT1 a, RT2 b, RT3 x) +{ + return boost::math::ibetac(a, b, x, policies::policy<>()); +} + +template <class RT1, class RT2, class RT3, class Policy> +inline typename tools::promote_args<RT1, RT2, RT3>::type + ibeta_derivative(RT1 a, RT2 b, RT3 x, const Policy&) +{ + BOOST_FPU_EXCEPTION_GUARD + typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type; + typedef typename policies::evaluation<result_type, Policy>::type value_type; + typedef typename policies::normalise< + Policy, + policies::promote_float<false>, + policies::promote_double<false>, + policies::discrete_quantile<>, + policies::assert_undefined<> >::type forwarding_policy; + + return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_derivative_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy()), "boost::math::ibeta_derivative<%1%>(%1%,%1%,%1%)"); +} +template <class RT1, class RT2, class RT3> +inline typename tools::promote_args<RT1, RT2, RT3>::type + ibeta_derivative(RT1 a, RT2 b, RT3 x) +{ + return boost::math::ibeta_derivative(a, b, x, policies::policy<>()); +} + +} // namespace math +} // namespace boost + +#include <boost/math/special_functions/detail/ibeta_inverse.hpp> +#include <boost/math/special_functions/detail/ibeta_inv_ab.hpp> + +#endif // BOOST_MATH_SPECIAL_BETA_HPP + + + + + |