Package dev.nm.analysis.function.special.gamma

Class GammaRegularizedPInverse

java.lang.Object
dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
dev.nm.analysis.function.rn2r1.AbstractBivariateRealFunction
dev.nm.analysis.function.special.gamma.GammaRegularizedPInverse
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.
In both cases, the estimated value is then improved using Halley's method, c.f., HalleyRoot.

The R equivalent function is qgamma. E.g., qgamma(u, s, lower=TRUE).

See Also:

  • Constructor Details

    • GammaRegularizedPInverse

      public GammaRegularizedPInverse()

  • Method Details

    • evaluate

      public double evaluate(double s, double u)
      Evaluate x = P-1(s,u).
      Parameters:
      s - s > 0
      u - 0 ≤ u ≤ 1
      Returns:
      P-1(s,u)