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// Copyright ©2016 The Gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
package gonum
import (
"math"
)
// Beta returns the value of the complete beta function B(a, b). It is defined as
//
// Γ(a)Γ(b) / Γ(a+b)
//
// Special cases are:
//
// B(a,b) returns NaN if a or b is Inf
// B(a,b) returns NaN if a and b are 0
// B(a,b) returns NaN if a or b is NaN
// B(a,b) returns NaN if a or b is < 0
// B(a,b) returns +Inf if a xor b is 0.
//
// See http://mathworld.wolfram.com/BetaFunction.html for more detailed information.
func Beta(a, b float64) float64 {
return math.Exp(Lbeta(a, b))
}
// Lbeta returns the natural logarithm of the complete beta function B(a,b).
// Lbeta is defined as:
//
// Ln(Γ(a)Γ(b)/Γ(a+b))
//
// Special cases are:
//
// Lbeta(a,b) returns NaN if a or b is Inf
// Lbeta(a,b) returns NaN if a and b are 0
// Lbeta(a,b) returns NaN if a or b is NaN
// Lbeta(a,b) returns NaN if a or b is < 0
// Lbeta(a,b) returns +Inf if a xor b is 0.
func Lbeta(a, b float64) float64 {
switch {
case math.IsInf(a, +1) || math.IsInf(b, +1):
return math.NaN()
case a == 0 && b == 0:
return math.NaN()
case a < 0 || b < 0:
return math.NaN()
case math.IsNaN(a) || math.IsNaN(b):
return math.NaN()
case a == 0 || b == 0:
return math.Inf(+1)
}
la, _ := math.Lgamma(a)
lb, _ := math.Lgamma(b)
lab, _ := math.Lgamma(a + b)
return la + lb - lab
}
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