Difference between revisions of "Gamma and Beta function"
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gammaln :: Double -> Double |
gammaln :: Double -> Double |
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gammaln xx = let tmp' = (xx+5.5) - (xx+0.5)*log(xx+5.5) |
gammaln xx = let tmp' = (xx+5.5) - (xx+0.5)*log(xx+5.5) |
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| − | ser' = |
+ | ser' = ser + sum $ zipWith (/) cof [xx+1..] |
| − | in -tmp' + log(2.5066282746310005 * ser' / xx) |
+ | in -tmp' + log(2.5066282746310005 * ser' / xx) |
</haskell> |
</haskell> |
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| − | the beta function relates to the gamma function by <math>\Beta(z,w)= \frac{\Gamma(z) |
+ | the beta function relates to the gamma function by <math>\Beta(z,w)= \frac{\Gamma(z)\cdot\Gamma(w)}{\Gamma(z+w)}</math>, so we can compute the Beta function using gammaln like this: |
<haskell> |
<haskell> |
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| − | beta z w = exp |
+ | beta z w = exp (gammaln z + gammaln w - gammaln (z+w)) |
</haskell> |
</haskell> |
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Latest revision as of 10:18, 13 December 2009
The Gamma and Beta function as described in 'Numerical Recipes in C++', the approximation is taken from [Lanczos, C. 1964 SIAM Journal on Numerical Analysis, ser. B, vol. 1, pp. 86-96]
cof :: [Double]
cof = [76.18009172947146,-86.50532032941677,24.01409824083091,-1.231739572450155,0.001208650973866179,-0.000005395239384953]
ser :: Double
ser = 1.000000000190015
gammaln :: Double -> Double
gammaln xx = let tmp' = (xx+5.5) - (xx+0.5)*log(xx+5.5)
ser' = ser + sum $ zipWith (/) cof [xx+1..]
in -tmp' + log(2.5066282746310005 * ser' / xx)
the beta function relates to the gamma function by , so we can compute the Beta function using gammaln like this:
beta z w = exp (gammaln z + gammaln w - gammaln (z+w))