Created
June 8, 2013 03:19
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Draft of the incomplete beta function
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function betainc(x, pin, qin) | |
# Are these appropriate? | |
eps1 = eps(0.5) | |
alneps = log(eps1) | |
sml = eps(0.0) | |
alnsml = log(sml) | |
if x < 0.0 || x > 1.0 | |
error("x must lie in (0, 1)") | |
end | |
if pin <= 0.0 || qin <= 0.0 | |
error("p and q must be greater than 0") | |
end | |
y = x | |
p = pin | |
q = qin | |
if !(q <= p && x < 0.8 || x < 0.2) | |
y = 1.0 - y | |
p = qin | |
q = pin | |
end | |
if (p + q) * y / (p + 1.0) >= eps1 | |
# | |
# evaluate the infinite sum first. | |
# term will equal y^p/beta(ps,p) * (1.0 - ps)i * y^i / fac(i) | |
# | |
ps = q - int(q) | |
if ps == 0.0 | |
ps = 1.0 | |
end | |
xb = p * log(y) - lbeta(ps, p) - log(p) | |
betai = 0.0 | |
if xb >= alnsml | |
betai = exp(xb) | |
term = betai * p | |
if ps != 1.0 | |
# 30 | |
n = max(alneps / log(y), 4.0e0) | |
for i in 1:n | |
term = term * (i - ps) * y / i | |
betai = betai + term / (p + i) | |
end | |
end | |
end | |
# Now evaluate the finite sum, maybe | |
if q > 1.0 | |
xb = p * log(y) + q * log(1.0 - y) - lbeta(p, q) - log(q) | |
ib = max(xb / alnsml, 0.0e0) | |
term = exp(xb - ib * alnsml) | |
c = 1.0 / (1.0 - y) | |
p1 = q * c / (p + q - 1.0) | |
finsum = 0.0 | |
n = q | |
if q == float64(n) | |
n = n - 1 | |
end | |
for i in 1:n | |
if p1 <= 1.0 && term / eps1 <= finsum | |
break | |
end | |
term = (q - i + 1) * c * term / (p + q - i) | |
if term > 1.0 | |
ib = ib - 1 | |
end | |
if term > 1.0 | |
term = term * sml | |
end | |
if ib == 0.0 | |
finsum = finsum + term | |
end | |
end | |
betai = betai + finsum | |
end | |
if y != x || p != pin | |
betai = 1.0 - betai | |
betai = max(min(betai, 1.0), 0.0) | |
return betai | |
end | |
end | |
betai = 0.0 | |
xb = p * log(max(y, sml)) - log(p) - lbeta(p, q) | |
if xb > alnsml && y != 0.0 | |
betai = exp(xb) | |
end | |
if y != x || p != pin | |
betai = 1.0 - betai | |
end | |
return betai | |
end |
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