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* @license Apache-2.0
*
* Copyright (c) 2018 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*
* ## Notice
*
* The code is adapted from the Fortran routine from the FNLIB library of the [SLATEC Common Mathematical Library]{@link https://www.netlib.org/slatec/fnlib/albeta.f}.
*
* The original code was developed by W. Fullerton of Los Alamos Scientific Laboratory, a governmental institution, and is therefore public domain.
*/
'use strict';
// MODULES //
var gammaln = require( '@stdlib/math/base/special/gammaln' );
var log1p = require( '@stdlib/math/base/special/log1p' );
var gamma = require( '@stdlib/math/base/special/gamma' );
var max = require( '@stdlib/math/base/special/max' );
var min = require( '@stdlib/math/base/special/min' );
var ln = require( '@stdlib/math/base/special/ln' );
var LN_SQRT_TWO_PI = require( '@stdlib/constants/float64/ln-sqrt-two-pi' );
var NINF = require( '@stdlib/constants/float64/ninf' );
var PINF = require( '@stdlib/constants/float64/pinf' );
var correction = require( './gamma_correction.js' );
// MAIN //
/**
* Evaluates the natural logarithm of the beta function.
*
* @param {NonNegativeNumber} a - first input value
* @param {NonNegativeNumber} b - second input value
* @returns {number} natural logarithm of beta function
*
* @example
* var v = betaln( 0.0, 0.0 );
* // returns Infinity
*
* @example
* var v = betaln( 1.0, 1.0 );
* // returns 0.0
*
* @example
* var v = betaln( -1.0, 2.0 );
* // returns NaN
*
* @example
* var v = betaln( 5.0, 0.2 );
* // returns ~1.218
*
* @example
* var v = betaln( 4.0, 1.0 );
* // returns ~-1.386
*
* @example
* var v = betaln( NaN, 2.0 );
* // returns NaN
*/
function betaln( a, b ) {
var corr;
var p;
var q;
p = min( a, b );
q = max( a, b );
if ( p < 0.0 ) {
return NaN;
}
if ( p === 0.0 ) {
return PINF;
}
if ( q === PINF ) {
return NINF;
}
// Case: p and q are big
if ( p >= 10.0 ) {
corr = correction( p ) + correction( q ) - correction( p+q );
return ( -0.5*ln( q ) ) + LN_SQRT_TWO_PI + corr + ( (p-0.5) * ln( p/(p+q) ) ) + ( q*log1p( -p/(p+q) ) ); // eslint-disable-line max-len
}
// Case: p is small, but q is big
if ( q >= 10.0 ) {
corr = correction( q ) - correction( p+q );
return gammaln( p ) + corr + p - (p*ln( p+q )) + ( (q-0.5)*log1p( -p/(p+q) ) ); // eslint-disable-line max-len
}
// Case: p and q are small
return ln( gamma( p ) * ( gamma( q ) / gamma( p+q ) ) );
}
// EXPORTS //
module.exports = betaln;
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