# Added by John O. Woods, SciRuby project. # Derived from GSL-1.9 source files in the specfunc/ dir. module Distribution module MathExtension # Derived from GSL-1.9. module Gammastar C0 = 1.quo(12) C1 = -1.quo(360) C2 = 1.quo(1260) C3 = -1.quo(1680) C4 = 1.quo(1188) C5 = -691.quo(360_360) C6 = 1.quo(156) C7 = -3617.quo(122_400) class << self def series(x, with_error = false) # Use the Stirling series for the correction to Log(Gamma(x)), # which is better behaved and easier to compute than the # regular Stirling series for Gamma(x). y = 1.quo(x * x) ser = C0 + y * (C1 + y * (C2 + y * (C3 + y * (C4 + y * (C5 + y * (C6 + y * C7)))))) result = Math.exp(ser / x) with_error ? [result, 2.0 * Float::EPSILON * result * [1, ser / x].max] : result end def evaluate(x, with_error = false) fail(ArgumentError, 'x must be positive') if x <= 0 if x < 0.5 STDERR.puts("Warning: Don't know error on lg_x, error for this function will be incorrect") if with_error lg = Math.lgamma(x).first lg_err = Float::EPSILON # Guess lx = Math.log(x) c = 0.5 * (LN2 + LNPI) lnr_val = lg - (x - 0.5) * lx + x - c lnr_err = lg_err + 2.0 * Float::EPSILON * ((x + 0.5) * lx.abs + c) with_error ? exp_err(lnr_val, lnr_err) : Math.exp(lnr_val) elsif x < 2.0 t = 4.0 / 3.0 * (x - 0.5) - 1.0 ChebyshevSeries.evaluate(:gstar_a, t, with_error) elsif x < 10.0 t = 0.25 * (x - 2.0) - 1.0 c = ChebyshevSeries.evaluate(:gstar_b, t, with_error) c, c_err = c if with_error result = c / (x * x) + 1.0 + 1.0 / (12.0 * x) with_error ? [result, c_err / (x * x) + 2.0 * Float::EPSILON * result.abs] : result elsif x < 1.0 / Math::ROOT4_FLOAT_EPSILON series x, with_error elsif x < 1.0 / Float::EPSILON # Stirling xi = 1.0 / x result = 1.0 + xi / 12.0 * (1.0 + xi / 24.0 * (1.0 - xi * (139.0 / 180.0 + 571.0 / 8640.0 * xi))) result_err = 2.0 * Float::EPSILON * result.abs with_error ? [result, result_err] : result else with_error ? [1.0, 1.0 / x] : 1.0 end end end end end end