Author: celestin
Date: Wed Nov 28 05:24:12 2012
New Revision: 1414525
URL: http://svn.apache.org/viewvc?rev=1414525&view=rev
Log:
In class Beta, removed auxiliary function bcorr, as it is not ready to be
included in version 3.1 of Commons-Math.
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/special/Beta.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/special/BetaTest.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/special/Beta.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/special/Beta.java?rev=1414525&r1=1414524&r2=1414525&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/special/Beta.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/special/Beta.java
Wed Nov 28 05:24:12 2012
@@ -16,38 +16,12 @@
*/
package org.apache.commons.math3.special;
-import org.apache.commons.math3.exception.NumberIsTooSmallException;
import org.apache.commons.math3.util.ContinuedFraction;
import org.apache.commons.math3.util.FastMath;
/**
- * <p>
* This is a utility class that provides computation methods related to the
* Beta family of functions.
- * </p>
- * <p>
- * Implementation of {@link #bcorr(double, double)} is based on the algorithms
- * described in
- * </p>
- * <ul>
- * <li><a href="http://dx.doi.org/10.1145/22721.23109";>Didonato and Morris
- * (1986)</a>, <em>Computation of the Incomplete Gamma Function Ratios and
- * their Inverse</em>, TOMS 12(4), 377-393,</li>
- * <li><a href="http://dx.doi.org/10.1145/131766.131776";>Didonato and Morris
- * (1992)</a>, <em>Algorithm 708: Significant Digit Computation of the
- * Incomplete Beta Function Ratios</em>, TOMS 18(3), 360-373,</li>
- * </ul>
- * <p>
- * and implemented in the
- * <a href="http://www.dtic.mil/docs/citations/ADA476840";>NSWC Library of
Mathematical Functions</a>,
- * available
- * <a
href="http://www.ualberta.ca/CNS/RESEARCH/Software/NumericalNSWC/site.html";>here</a>.
- * This library is "approved for public release", and the
- * <a
href="http://www.dtic.mil/dtic/pdf/announcements/CopyrightGuidance.pdf";>Copyright
guidance</a>
- * indicates that unless otherwise stated in the code, all FORTRAN functions in
- * this library are license free. Since no such notice appears in the code
these
- * functions can safely be ported to Commons-Math.
- * </p>
*
* @version $Id$
*/
@@ -56,47 +30,6 @@ public class Beta {
private static final double DEFAULT_EPSILON = 1E-14;
/**
- * <p>
- * The coefficients of the series expansion of the Î function. This
- * function is defined as follows
- * </p>
- * <center>Î(x) = log Î(x) - (x - 0.5) log a + a - 0.5 log 2Ï,</center>
- * <p>
- * see equation (23) in Didonato and Morris (1992). The series expansion
- * reads
- * </p>
- * <pre>
- * n
- * ====
- * 1 \ i
- * Î(x) = --- > DELTA t
- * x / i
- * ====
- * i = 0
- * </pre>
- * <p>
- * where {@code t = (10 / x)^2}. This series applies for {@code x >= 10.0}.
- * </p>
- */
- private static final double[] DELTA = {
- .833333333333333333333333333333E-01,
- -.277777777777777777777777752282E-04,
- .793650793650793650791732130419E-07,
- -.595238095238095232389839236182E-09,
- .841750841750832853294451671990E-11,
- -.191752691751854612334149171243E-12,
- .641025640510325475730918472625E-14,
- -.295506514125338232839867823991E-15,
- .179643716359402238723287696452E-16,
- -.139228964661627791231203060395E-17,
- .133802855014020915603275339093E-18,
- -.154246009867966094273710216533E-19,
- .197701992980957427278370133333E-20,
- -.234065664793997056856992426667E-21,
- .171348014966398575409015466667E-22
- };
-
- /**
* Default constructor. Prohibit instantiation.
*/
private Beta() {}
@@ -271,59 +204,4 @@ public class Beta {
return ret;
}
-
- /**
- * Returns the value of Î(p) + Î(q) - Î(p + q), with p, q ⥠10. Based
on
- * the <em>NSWC Library of Mathematics Subroutines</em> implementation,
- * {@code BCORR}.
- *
- * @param p First argument.
- * @param q Second argument.
- * @return the value of {@code Delta(p) + Delta(q) - Delta(p + q)}.
- * @throws NumberIsTooSmallException if {@code p < 10.0} or {@code q <
10.0}.
- */
- static final double bcorr(final double p, final double q) {
-
- if (p < 10.0) {
- throw new NumberIsTooSmallException(p, 10.0, true);
- }
- if (q < 10.0) {
- throw new NumberIsTooSmallException(q, 10.0, true);
- }
-
- final double a = FastMath.min(p, q);
- final double b = FastMath.max(p, q);
- final double h = a / b;
- final double c = h / (1.0 + h);
- final double x = 1.0 / (1.0 + h);
- final double x2 = x * x;
- /*
- * Compute s[i] = (1 - x**(2 * i + 1)) / (1 - x)
- */
- final double[] s = new double[DELTA.length];
- s[0] = 1.0;
- for (int i = 1; i < s.length; i++) {
- s[i] = 1.0 + (x + x2 * s[i - 1]);
- }
- /*
- * Set w = Delta(b) - Delta(a + b)
- */
- double tmp = 10.0 / b;
- final double tb = tmp * tmp;
- double w = DELTA[DELTA.length - 1] * s[s.length - 1];
- for (int i = DELTA.length - 2; i >= 0; i--) {
- w = tb * w + DELTA[i] * s[i];
- }
- w *= c / b;
- /*
- * Compute Delta(a) + w
- */
- tmp = 10.0 / a;
- final double ta = tmp * tmp;
- double z = DELTA[DELTA.length - 1];
- for (int i = DELTA.length - 2; i >= 0; i--) {
- z = ta * z + DELTA[i];
- }
- return z / a + w;
- }
}
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/special/BetaTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/special/BetaTest.java?rev=1414525&r1=1414524&r2=1414525&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/special/BetaTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/special/BetaTest.java
Wed Nov 28 05:24:12 2012
@@ -17,10 +17,6 @@
package org.apache.commons.math3.special;
import org.apache.commons.math3.TestUtils;
-import org.apache.commons.math3.exception.NumberIsTooSmallException;
-import org.apache.commons.math3.util.FastMath;
-
-import org.junit.Assert;
import org.junit.Test;
/**
@@ -122,157 +118,4 @@ public class BetaTest {
public void testLogBetaPositivePositive() {
testLogBeta(-0.693147180559945, 1.0, 2.0);
}
-
- private static final double[][] BCORR_REF = {
- { 10.0 , 10.0 , .01249480717472882 },
- { 10.0 , 11.0 , .01193628470267385 },
- { 10.0 , 12.0 , .01148578547212797 },
- { 10.0 , 13.0 , .01111659739668398 },
- { 10.0 , 14.0 , .01080991216314295 },
- { 10.0 , 15.0 , .01055214134859758 },
- { 10.0 , 16.0 , .01033324912491747 },
- { 10.0 , 17.0 , .01014568069918883 },
- { 10.0 , 18.0 , .009983653199146491 },
- { 10.0 , 19.0 , .009842674320242729 },
- { 10.0 , 20.0 , 0.0097192081956071 },
- { 11.0 , 10.0 , .01193628470267385 },
- { 11.0 , 11.0 , .01135973290745925 },
- { 11.0 , 12.0 , .01089355537047828 },
- { 11.0 , 13.0 , .01051064829297728 },
- { 11.0 , 14.0 , 0.0101918899639826 },
- { 11.0 , 15.0 , .009923438811859604 },
- { 11.0 , 16.0 , .009695052724952705 },
- { 11.0 , 17.0 , 0.00949900745283617 },
- { 11.0 , 18.0 , .009329379874933402 },
- { 11.0 , 19.0 , 0.00918156080743147 },
- { 11.0 , 20.0 , 0.00905191635141762 },
- { 12.0 , 10.0 , .01148578547212797 },
- { 12.0 , 11.0 , .01089355537047828 },
- { 12.0 , 12.0 , .01041365883144029 },
- { 12.0 , 13.0 , .01001867865848564 },
- { 12.0 , 14.0 , 0.00968923999191334 },
- { 12.0 , 15.0 , .009411294976563555 },
- { 12.0 , 16.0 , .009174432043268762 },
- { 12.0 , 17.0 , .008970786693291802 },
- { 12.0 , 18.0 , .008794318926790865 },
- { 12.0 , 19.0 , .008640321527910711 },
- { 12.0 , 20.0 , .008505077879954796 },
- { 13.0 , 10.0 , .01111659739668398 },
- { 13.0 , 11.0 , .01051064829297728 },
- { 13.0 , 12.0 , .01001867865848564 },
- { 13.0 , 13.0 , .009613018147953376 },
- { 13.0 , 14.0 , .009274085618154277 },
- { 13.0 , 15.0 , 0.0089876637564166 },
- { 13.0 , 16.0 , .008743200745261382 },
- { 13.0 , 17.0 , .008532715206686251 },
- { 13.0 , 18.0 , .008350069108807093 },
- { 13.0 , 19.0 , .008190472517984874 },
- { 13.0 , 20.0 , .008050138630244345 },
- { 14.0 , 10.0 , .01080991216314295 },
- { 14.0 , 11.0 , 0.0101918899639826 },
- { 14.0 , 12.0 , 0.00968923999191334 },
- { 14.0 , 13.0 , .009274085618154277 },
- { 14.0 , 14.0 , .008926676241967286 },
- { 14.0 , 15.0 , .008632654302369184 },
- { 14.0 , 16.0 , .008381351102615795 },
- { 14.0 , 17.0 , .008164687232662443 },
- { 14.0 , 18.0 , .007976441942841219 },
- { 14.0 , 19.0 , .007811755112234388 },
- { 14.0 , 20.0 , .007666780069317652 },
- { 15.0 , 10.0 , .01055214134859758 },
- { 15.0 , 11.0 , .009923438811859604 },
- { 15.0 , 12.0 , .009411294976563555 },
- { 15.0 , 13.0 , 0.0089876637564166 },
- { 15.0 , 14.0 , .008632654302369184 },
- { 15.0 , 15.0 , 0.00833179217417291 },
- { 15.0 , 16.0 , .008074310643041299 },
- { 15.0 , 17.0 , .007852047581145882 },
- { 15.0 , 18.0 , .007658712051540045 },
- { 15.0 , 19.0 , .007489384065757007 },
- { 15.0 , 20.0 , .007340165635725612 },
- { 16.0 , 10.0 , .01033324912491747 },
- { 16.0 , 11.0 , .009695052724952705 },
- { 16.0 , 12.0 , .009174432043268762 },
- { 16.0 , 13.0 , .008743200745261382 },
- { 16.0 , 14.0 , .008381351102615795 },
- { 16.0 , 15.0 , .008074310643041299 },
- { 16.0 , 16.0 , .007811229919967624 },
- { 16.0 , 17.0 , .007583876618287594 },
- { 16.0 , 18.0 , .007385899933505551 },
- { 16.0 , 19.0 , .007212328560607852 },
- { 16.0 , 20.0 , .007059220321091879 },
- { 17.0 , 10.0 , .01014568069918883 },
- { 17.0 , 11.0 , 0.00949900745283617 },
- { 17.0 , 12.0 , .008970786693291802 },
- { 17.0 , 13.0 , .008532715206686251 },
- { 17.0 , 14.0 , .008164687232662443 },
- { 17.0 , 15.0 , .007852047581145882 },
- { 17.0 , 16.0 , .007583876618287594 },
- { 17.0 , 17.0 , .007351882161431358 },
- { 17.0 , 18.0 , .007149662089534654 },
- { 17.0 , 19.0 , .006972200907152378 },
- { 17.0 , 20.0 , .006815518216094137 },
- { 18.0 , 10.0 , .009983653199146491 },
- { 18.0 , 11.0 , .009329379874933402 },
- { 18.0 , 12.0 , .008794318926790865 },
- { 18.0 , 13.0 , .008350069108807093 },
- { 18.0 , 14.0 , .007976441942841219 },
- { 18.0 , 15.0 , .007658712051540045 },
- { 18.0 , 16.0 , .007385899933505551 },
- { 18.0 , 17.0 , .007149662089534654 },
- { 18.0 , 18.0 , .006943552208153373 },
- { 18.0 , 19.0 , .006762516574228829 },
- { 18.0 , 20.0 , .006602541598043117 },
- { 19.0 , 10.0 , .009842674320242729 },
- { 19.0 , 11.0 , 0.00918156080743147 },
- { 19.0 , 12.0 , .008640321527910711 },
- { 19.0 , 13.0 , .008190472517984874 },
- { 19.0 , 14.0 , .007811755112234388 },
- { 19.0 , 15.0 , .007489384065757007 },
- { 19.0 , 16.0 , .007212328560607852 },
- { 19.0 , 17.0 , .006972200907152378 },
- { 19.0 , 18.0 , .006762516574228829 },
- { 19.0 , 19.0 , .006578188655176814 },
- { 19.0 , 20.0 , .006415174623476747 },
- { 20.0 , 10.0 , 0.0097192081956071 },
- { 20.0 , 11.0 , 0.00905191635141762 },
- { 20.0 , 12.0 , .008505077879954796 },
- { 20.0 , 13.0 , .008050138630244345 },
- { 20.0 , 14.0 , .007666780069317652 },
- { 20.0 , 15.0 , .007340165635725612 },
- { 20.0 , 16.0 , .007059220321091879 },
- { 20.0 , 17.0 , .006815518216094137 },
- { 20.0 , 18.0 , .006602541598043117 },
- { 20.0 , 19.0 , .006415174623476747 },
- { 20.0 , 20.0 , .006249349445691423 },
- };
-
- @Test
- public void testBcorr() {
-
- final int ulps = 3;
- for (int i = 0; i < BCORR_REF.length; i++) {
- final double[] ref = BCORR_REF[i];
- final double a = ref[0];
- final double b = ref[1];
- final double expected = ref[2];
- final double actual = Beta.bcorr(a, b);
- final double tol = ulps * FastMath.ulp(expected);
- final StringBuilder builder = new StringBuilder();
- builder.append(a).append(", ").append(b);
- Assert.assertEquals(builder.toString(), expected, actual, tol);
- }
- }
-
- @Test(expected = NumberIsTooSmallException.class)
- public void testBcorrPrecondition1() {
-
- Beta.bcorr(9.0, 10.0);
- }
-
- @Test(expected = NumberIsTooSmallException.class)
- public void testBcorrPrecondition2() {
-
- Beta.bcorr(10.0, 9.0);
- }
}
