Class GammaRegularizedPInverse
- java.lang.Object
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- dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
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- dev.nm.analysis.function.rn2r1.AbstractBivariateRealFunction
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- dev.nm.analysis.function.special.gamma.GammaRegularizedPInverse
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- All Implemented Interfaces:
Function<Vector,Double>
,BivariateRealFunction
,RealScalarFunction
public class GammaRegularizedPInverse extends AbstractBivariateRealFunction
The inverse of the Regularized Incomplete Gamma P function is defined as: \[ x = P^{-1}(s,u), 0 \geq u \geq 1 \]- When
s > 1
, we use the asymptotic inversion method. - When
s <= 1
, we use an approximation of P(s,x) together with a higher-order Newton like method.
HalleyRoot
. The R equivalent function isqgamma
. E.g.,qgamma(u, s, lower=TRUE)
.- See Also:
- "Amparo Gil, Javier Segura, and Nico M. Temme. "Sections 8.3, 10.3.1, 10.6," Numerical Methods for Special Functions."
- Wikipedia: Regularized Gamma functions and Poisson random variables
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Nested Class Summary
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Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function
Function.EvaluationException
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Constructor Summary
Constructors Constructor Description GammaRegularizedPInverse()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
evaluate(double s, double u)
Evaluate x = P-1(s,u).-
Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractBivariateRealFunction
evaluate
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Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
dimensionOfDomain, dimensionOfRange
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface dev.nm.analysis.function.Function
dimensionOfDomain, dimensionOfRange
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