module Math def self.factorial(n) return if n < 0 n = n.to_i # Only integers. return 1 if n == 0 || n == 1 Math.gamma(n + 1) # Math.gamma(x) == (n - 1)! for integer values end def self.combination(n, r) self.factorial(n)/(self.factorial(r) * self.factorial(n - r)).to_f # n!/(r! * [n - r]!) end def self.permutation(n, k) self.factorial(n)/self.factorial(n - k).to_f end # Function adapted from the python implementation that exists in https://en.wikipedia.org/wiki/Simpson%27s_rule#Sample_implementation # Finite integral in the interval [a, b] split up in n-intervals def self.simpson_rule(a, b, n, &block) unless n.even? puts "The composite simpson's rule needs even intervals!" return end h = (b - a)/n.to_f resA = yield(a) resB = yield(b) sum = resA + resB (1..n).step(2).each do |number| res = yield(a + number * h) sum += 4 * res end (1..(n-1)).step(2).each do |number| res = yield(a + number * h) sum += 2 * res end return sum * h / 3.0 end def self.lower_incomplete_gamma_function(s, x) # The greater the iterations, the better. That's why we are iterating 10_000 * x times self.simpson_rule(0, x, (10_000 * x.round).round) do |t| (t ** (s - 1)) * Math.exp(-t) end end def self.beta_function(x, y) return 1 if x == 1 && y == 1 (Math.gamma(x) * Math.gamma(y))/Math.gamma(x + y) end ### This implementation is an adaptation of the incomplete beta function made in C by ### Lewis Van Winkle, which released the code under the zlib license. ### The whole math behind this code is described in the following post: https://codeplea.com/incomplete-beta-function-c def self.incomplete_beta_function(x, alp, bet) return if x < 0.0 return 1.0 if x > 1.0 tiny = 1.0E-50 if x > ((alp + 1.0)/(alp + bet + 2.0)) return 1.0 - self.incomplete_beta_function(1.0 - x, bet, alp) end # To avoid overflow problems, the implementation applies the logarithm properties # to calculate in a faster and safer way the values. lbet_ab = (Math.lgamma(alp)[0] + Math.lgamma(bet)[0] - Math.lgamma(alp + bet)[0]).freeze front = (Math.exp(Math.log(x) * alp + Math.log(1.0 - x) * bet - lbet_ab) / alp.to_f).freeze # This is the non-log version of the left part of the formula (before the continuous fraction) # down_left = alp * self.beta_function(alp, bet) # upper_left = (x ** alp) * ((1.0 - x) ** bet) # front = upper_left/down_left f, c, d = 1.0, 1.0, 0.0 returned_value = nil # Let's do more iterations than the proposed implementation (200 iters) (0..500).each do |number| m = number/2 numerator = if number == 0 1.0 elsif number % 2 == 0 (m * (bet - m) * x)/((alp + 2.0 * m - 1.0)* (alp + 2.0 * m)) else top = -((alp + m) * (alp + bet + m) * x) down = ((alp + 2.0 * m) * (alp + 2.0 * m + 1.0)) top/down end d = 1.0 + numerator * d d = tiny if d.abs < tiny d = 1.0 / d c = 1.0 + numerator / c c = tiny if c.abs < tiny cd = (c*d).freeze f = f * cd if (1.0 - cd).abs < 1.0E-10 returned_value = front * (f - 1.0) break end end returned_value end end