// Copyright ©2016 The Gonum Authors. All rights reserved. // Use of this source code is governed by a BSD-style // license that can be found in the LICENSE file. package mathext import ( "gonum.org/v1/gonum/mathext/internal/cephes" ) // GammaInc computes the incomplete Gamma integral. // GammaInc(a,x) = (1/ Γ(a)) \int_0^x e^{-t} t^{a-1} dt // The input argument a must be positive and x must be non-negative or GammaInc // will panic. // // See http://mathworld.wolfram.com/IncompleteGammaFunction.html // or https://en.wikipedia.org/wiki/Incomplete_gamma_function for more detailed // information. func GammaInc(a, x float64) float64 { return cephes.Igam(a, x) } // GammaIncComp computes the complemented incomplete Gamma integral. // GammaIncComp(a,x) = 1 - GammaInc(a,x) // = (1/ Γ(a)) \int_0^\infty e^{-t} t^{a-1} dt // The input argument a must be positive and x must be non-negative or // GammaIncComp will panic. func GammaIncComp(a, x float64) float64 { return cephes.IgamC(a, x) } // GammaIncInv computes the inverse of the incomplete Gamma integral. That is, // it returns the x such that: // GammaInc(a, x) = y // The input argument a must be positive and y must be between 0 and 1 // inclusive or GammaIncInv will panic. GammaIncInv should return a positive // number, but can return NaN if there is a failure to converge. func GammaIncInv(a, y float64) float64 { return gammaIncInv(a, y) } // GammaIncCompInv computes the inverse of the complemented incomplete Gamma // integral. That is, it returns the x such that: // GammaIncComp(a, x) = y // The input argument a must be positive and y must be between 0 and 1 // inclusive or GammaIncCompInv will panic. GammaIncCompInv should return a // positive number, but can return 0 even with non-zero y due to underflow. func GammaIncCompInv(a, y float64) float64 { return cephes.IgamI(a, y) }