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# The next few requires eventually probably need to go in their own gem. They're all functions and constants used by
# GSL-adapted pure Ruby math functions.
require "distribution/math_extension/chebyshev_series"
require "distribution/math_extension/erfc"
require "distribution/math_extension/exponential_integral"
require "distribution/math_extension/gammastar"
require "distribution/math_extension/gsl_utilities"
require "distribution/math_extension/incomplete_gamma"
require "distribution/math_extension/incomplete_beta"
require "distribution/math_extension/log_utilities"
if RUBY_VERSION<"1.9"
require 'mathn'
def Prime.each(upper,&block)
@primes=Prime.new
@primes.each do |prime|
break if prime > upper.to_i
block.call(prime)
end
end
else
require 'prime'
end
require 'bigdecimal'
require 'bigdecimal/math'
module Distribution
# Extension for Ruby18
# Includes gamma and lgamma
module MathExtension18
LOG_2PI = Math.log(2 * Math::PI)# log(2PI)
N = 8
B0 = 1.0
B1 = -1.0 / 2.0
B2 = 1.0 / 6.0
B4 = -1.0 / 30.0
B6 = 1.0 / 42.0
B8 = -1.0 / 30.0
B10 = 5.0 / 66.0
B12 = -691.0 / 2730.0
B14 = 7.0 / 6.0
B16 = -3617.0 / 510.0
# From statistics2
def loggamma(x)
v = 1.0
while (x < N)
v *= x
x += 1.0
end
w = 1.0 / (x * x)
ret = B16 / (16 * 15)
ret = ret * w + B14 / (14 * 13)
ret = ret * w + B12 / (12 * 11)
ret = ret * w + B10 / (10 * 9)
ret = ret * w + B8 / ( 8 * 7)
ret = ret * w + B6 / ( 6 * 5)
ret = ret * w + B4 / ( 4 * 3)
ret = ret * w + B2 / ( 2 * 1)
ret = ret / x + 0.5 * LOG_2PI - Math.log(v) - x + (x - 0.5) * Math.log(x)
ret
end
# Gamma function.
# From statistics2
def gamma(x)
if (x < 0.0)
return Math::PI / (Math.sin(Math::PI * x) * Math.exp(loggamma(1 - x))) #/
end
Math.exp(loggamma(x))
end
def lgamma(x)
[loggamma(x.abs), Math.gamma(x) < 0 ? -1 : 1]
end
end
# Useful additions to Math
module MathExtension
# Factorization based on Prime Swing algorithm, by Luschny (the king of factorial numbers analysis :P )
# == Reference
# * The Homepage of Factorial Algorithms. (C) Peter Luschny, 2000-2010
# == URL: http://www.luschny.de/math/factorial/csharp/FactorialPrimeSwing.cs.html
class SwingFactorial
attr_reader :result
SmallOddSwing=[ 1, 1, 1, 3, 3, 15, 5, 35, 35, 315, 63, 693, 231, 3003, 429, 6435, 6435, 109395, 12155, 230945, 46189, 969969, 88179, 2028117, 676039, 16900975, 1300075, 35102025, 5014575,145422675, 9694845, 300540195, 300540195]
SmallFactorial=[1, 1, 2, 6, 24, 120, 720, 5040, 40320, 362880, 3628800, 39916800, 479001600, 6227020800, 87178291200, 1307674368000, 20922789888000, 355687428096000, 6402373705728000, 121645100408832000, 2432902008176640000]
def bitcount(n)
bc = n - ((n >> 1) & 0x55555555);
bc = (bc & 0x33333333) + ((bc >> 2) & 0x33333333);
bc = (bc + (bc >> 4)) & 0x0f0f0f0f;
bc += bc >> 8;
bc += bc >> 16;
bc = bc & 0x3f;
bc
end
def initialize(n)
if (n<20)
@result=SmallFactorial[n]
#naive_factorial(n)
else
@prime_list=[]
exp2 = n - bitcount(n);
@result= recfactorial(n)<< exp2
end
end
def recfactorial(n)
return 1 if n<2
(recfactorial(n/2)**2) * swing(n)
end
def swing(n)
return SmallOddSwing[n] if (n<33)
sqrtN = Math.sqrt(n).floor
count=0
Prime.each(n/3) do |prime|
next if prime<3
if (prime<=sqrtN)
q=n
_p=1
while((q=(q/prime).truncate)>0) do
if((q%2)==1)
_p*=prime
end
end
if _p>1
@prime_list[count]=_p
count+=1
end
else
if ((n/prime).truncate%2==1)
@prime_list[count]=prime
count+=1
end
end
end
prod=get_primorial((n/2).truncate+1,n)
prod * @prime_list[0,count].inject(1) {|ac,v| ac*v}
end
def get_primorial(low,up)
prod=1;
Prime.each(up) do |prime|
next if prime<low
prod*=prime
end
prod
end
def naive_factorial(n)
@result=(self.class).naive_factorial(n)
end
def self.naive_factorial(n)
(2..n).inject(1) { |f,nn| f * nn }
end
end
# Module to calculate approximated factorial
# Based (again) on Luschny formula, with 16 digits of precision
# == Reference
# * http://www.luschny.de/math/factorial/approx/SimpleCases.html
module ApproxFactorial
def self.stieltjes_ln_factorial(z)
a0 = 1.quo(12); a1 = 1.quo(30); a2 = 53.quo(210); a3 = 195.quo(371);
a4 = 22999.quo(22737); a5 = 29944523.quo(19733142);
a6 = 109535241009.quo(48264275462);
zz = z+1;
(1.quo(2))*Math.log(2*Math::PI)+(zz-1.quo(2))*Math.log(zz) - zz +
a0.quo(zz+a1.quo(zz+a2.quo(zz+a3.quo(zz+a4.quo(zz+a5.quo(zz+a6.quo(zz)))))))
end
def self.stieltjes_ln_factorial_big(z)
a0 = 1/12.0; a1 = 1/30.0; a2 = 53/210.0; a3 = 195/371.0;
a4 = 22999/22737.0; a5 = 29944523/19733142.0;
a6 = 109535241009/48264275462.0;
zz = z+1;
BigDecimal("0.5") * BigMath.log(BigDecimal("2")*BigMath::PI(20),20) + BigDecimal((zz - 0.5).to_s) * BigMath.log(BigDecimal(zz.to_s),20) - BigDecimal(zz.to_s) + BigDecimal( (
a0 / (zz+a1/(zz+a2/(zz+a3/(zz+a4/(zz+a5/(zz+a6/zz))))))
).to_s)
end
# Valid upto 11 digits
def self.stieltjes_factorial(x)
y = x; _p = 1;
while y < 8 do
_p = _p*y; y = y+1
end
lr= stieltjes_ln_factorial(y)
r = Math.exp(lr)
#puts "valid: #{5/2.0+(13/2.0)*Math::log(x)}"
if r.infinite?
r=BigMath.exp(BigDecimal(lr.to_s),20)
r = (r*x) / (_p*y) if x < 8
r=r.to_i
else
r = (r*x) / (_p*y) if x < 8
end
r
end
end
# Exact factorial.
# Use lookup on a Hash table on n<20
# and Prime Swing algorithm for higher values.
def factorial(n)
SwingFactorial.new(n).result
end
# Approximate factorial, up to 16 digits
# Based of Luschy algorithm
def fast_factorial(n)
ApproxFactorial.stieltjes_factorial(n)
end
# Beta function.
# Source:
# * http://mathworld.wolfram.com/BetaFunction.html
def beta(x,y)
(gamma(x)*gamma(y)).quo(gamma(x+y))
end
# Get pure-Ruby logbeta
def logbeta(x,y)
Beta.log_beta(x,y).first
end
# Log beta function conforming to style of lgamma (returns sign in second array index)
def lbeta(x,y)
Beta.log_beta(x,y)
end
# I_x(a,b): Regularized incomplete beta function
# Fast version. For a exact calculation, based on factorial
# use exact_regularized_beta_function
def regularized_beta(x,a,b)
return 1 if x==1
IncompleteBeta.evaluate(a,b,x)
end
# I_x(a,b): Regularized incomplete beta function
# TODO: Find a faster version.
# Source:
# * http://dlmf.nist.gov/8.17
def exact_regularized_beta(x,a,b)
return 1 if x==1
m=a.to_i
n=(b+a-1).to_i
(m..n).inject(0) {|sum,j|
sum+(binomial_coefficient(n,j)* x**j * (1-x)**(n-j))
}
end
#
# Incomplete beta function: B(x;a,b)
# +a+ and +b+ are parameters and +x+ is
# integration upper limit.
def incomplete_beta(x,a,b)
IncompleteBeta.evaluate(a,b,x)*beta(a,b)
#Math::IncompleteBeta.axpy(1.0, 0.0, a,b,x)
end
# Rising factorial
def rising_factorial(x,n)
factorial(x+n-1).quo(factorial(x-1))
end
# Ln of gamma
def loggamma(x)
Math.lgamma(x).first
end
def incomplete_gamma(a, x = 0, with_error = false)
IncompleteGamma.p(a,x, with_error)
end
alias :gammp :incomplete_gamma
def gammq(a, x, with_error = false)
IncompleteGamma.q(a,x,with_error)
end
def unnormalized_incomplete_gamma(a, x, with_error = false)
IncompleteGamma.unnormalized(a, x, with_error)
end
# Not the same as erfc. This is the GSL version, which may have slightly different results.
def erfc_e(x, with_error = false)
Erfc.evaluate(x, with_error)
end
# Sequences without repetition. n^k'
# Also called 'failing factorial'
def permutations(n,k)
return 1 if k==0
return n if k==1
return factorial(n) if k==n
(((n-k+1)..n).inject(1) {|ac,v| ac * v})
#factorial(x).quo(factorial(x-n))
end
# Binomial coeffients, or:
# ( n )
# ( k )
#
# Gives the number of *different* k size subsets of a set size n
#
# Uses:
#
# (n) n^k' (n)..(n-k+1)
# ( ) = ---- = ------------
# (k) k! k!
#
def binomial_coefficient(n,k)
return 1 if (k==0 or k==n)
k=[k, n-k].min
permutations(n,k).quo(factorial(k))
# The factorial way is
# factorial(n).quo(factorial(k)*(factorial(n-k)))
# The multiplicative way is
# (1..k).inject(1) {|ac, i| (ac*(n-k+i).quo(i))}
end
# Binomial coefficient using multiplicative algorithm
# On benchmarks, is faster that raising factorial method
# when k is little. Use only when you're sure of that.
def binomial_coefficient_multiplicative(n,k)
return 1 if (k==0 or k==n)
k=[k, n-k].min
(1..k).inject(1) {|ac, i| (ac*(n-k+i).quo(i))}
end
# Approximate binomial coefficient, using gamma function.
# The fastest method, until we fall on BigDecimal!
def binomial_coefficient_gamma(n,k)
return 1 if (k==0 or k==n)
k=[k, n-k].min
# First, we try direct gamma calculation for max precission
val=gamma(n + 1).quo(gamma(k+1)*gamma(n-k+1))
# Ups. Outside float point range. We try with logs
if (val.nan?)
#puts "nan"
lg=loggamma( n + 1 ) - (loggamma(k+1)+ loggamma(n-k+1))
val=Math.exp(lg)
# Crash again! We require BigDecimals
if val.infinite?
#puts "infinite"
val=BigMath.exp(BigDecimal(lg.to_s),16)
end
end
val
end
alias :combinations :binomial_coefficient
end
end
module Math
include Distribution::MathExtension
module_function :factorial, :beta, :loggamma, :erfc_e, :unnormalized_incomplete_gamma, :incomplete_gamma, :gammp, :gammq, :binomial_coefficient, :binomial_coefficient_gamma, :exact_regularized_beta, :incomplete_beta, :regularized_beta, :permutations, :rising_factorial , :fast_factorial, :combinations, :logbeta, :lbeta
end
# Necessary on Ruby 1.9
module CMath # :nodoc:
include Distribution::MathExtension
module_function :factorial, :beta, :loggamma, :unnormalized_incomplete_gamma, :incomplete_gamma, :gammp, :gammq, :erfc_e, :binomial_coefficient, :binomial_coefficient_gamma, :incomplete_beta, :exact_regularized_beta, :regularized_beta, :permutations, :rising_factorial, :fast_factorial, :combinations, :logbeta, :lbeta
end
if RUBY_VERSION<"1.9"
module Math
remove_method :loggamma
include Distribution::MathExtension18
module_function :gamma, :loggamma, :lgamma
end
end
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