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## org.apache.commons.math.special
Class Gamma

    java.lang.Object
      org.apache.commons.math.special.Gamma

    public class Gamma

extends Object

This is a utility class that provides computation methods related to the Gamma family of functions.

Version:
  $Revision: 1042510 $ $Date: 2010-12-06 02:54:18 +0100 (lun. 06 déc. 2010) $

Field Summary
`private static double` | `C_LIMIT` C limit.
`private static double` | `DEFAULT_EPSILON` Maximum allowed numerical error.
`static double` | `GAMMA` Euler-Mascheroni constant
`private static double` | `HALF_LOG_2_PI` Avoid repeated computation of log of 2 PI in logGamma
`private static double[]` | `LANCZOS` Lanczos coefficients
`private static double` | `S_LIMIT` S limit.

Constructor Summary
`private` | `Gamma()` Default constructor.

Method Summary
`static double` | `digamma(double x)` Computes the digamma function of x.
`static double` | `logGamma(double x)` Returns the natural logarithm of the gamma function Γ(x).
`static double` | `regularizedGammaP(double a, double x)` Returns the regularized gamma function P(a, x).
`static double` | `regularizedGammaP(double a, double x, double epsilon, int maxIterations)` Returns the regularized gamma function P(a, x).
`static double` | `regularizedGammaQ(double a, double x)` Returns the regularized gamma function Q(a, x) = 1 - P(a, x).
`static double` | `regularizedGammaQ(double a, double x, double epsilon, int maxIterations)` Returns the regularized gamma function Q(a, x) = 1 - P(a, x).
`static double` | `trigamma(double x)` Computes the trigamma function of x.

Methods inherited from class java.lang.Object
`clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`

Field Detail

### GAMMA

    public static final double GAMMA

  Euler-Mascheroni constant

  Since:
    2.0
  See Also:
    Constant Field Values

### DEFAULT_EPSILON

    private static final double DEFAULT_EPSILON

  Maximum allowed numerical error.

  See Also:
    Constant Field Values

### LANCZOS

    private static final double[] LANCZOS

  Lanczos coefficients

### HALF_LOG_2_PI

    private static final double HALF_LOG_2_PI

  Avoid repeated computation of log of 2 PI in logGamma

### C_LIMIT

    private static final double C_LIMIT

  C limit.

  See Also:
    Constant Field Values

### S_LIMIT

    private static final double S_LIMIT

  S limit.

  See Also:
    Constant Field Values

Constructor Detail

### Gamma

    private Gamma()

  Default constructor. Prohibit instantiation.

Method Detail

### logGamma

    public static double logGamma(double x)

  Returns the natural logarithm of the gamma function Γ(x). The implementation of this method is based on:
  - Gamma Function, equation (28).
  - Lanczos Approximation, equations (1) through (5).
  - Paul Godfrey, A note on the computation of the convergent Lanczos complex Gamma approximation

  Parameters:
    `x` - the value.
  Returns:
    log(Γ(x))

### regularizedGammaP

    public static double regularizedGammaP(double a,
                                           double x)
                                    throws MathException

  Returns the regularized gamma function P(a, x).

  Parameters:
    `a` - the a parameter.
    `x` - the value.
  Returns:
    the regularized gamma function P(a, x)
  Throws:
    `MathException` - if the algorithm fails to converge.

### regularizedGammaP

    public static double regularizedGammaP(double a,
                                           double x,
                                           double epsilon,
                                           int maxIterations)
                                    throws MathException

  Returns the regularized gamma function P(a, x). The implementation of this method is based on:
  - Regularized Gamma Function, equation (1).
  - Incomplete Gamma Function, equation (4).
  - Confluent Hypergeometric Function of the First Kind, equation (1).

  Parameters:
    `a` - the a parameter.
    `x` - the value.
    `epsilon` - When the absolute value of the nth item in the series is less than epsilon the approximation ceases to calculate further elements in the series.
    `maxIterations` - Maximum number of "iterations" to complete.
  Returns:
    the regularized gamma function P(a, x)
  Throws:
    `MathException` - if the algorithm fails to converge.

### regularizedGammaQ

    public static double regularizedGammaQ(double a,
                                           double x)
                                    throws MathException

  Returns the regularized gamma function Q(a, x) = 1 - P(a, x).

  Parameters:
    `a` - the a parameter.
    `x` - the value.
  Returns:
    the regularized gamma function Q(a, x)
  Throws:
    `MathException` - if the algorithm fails to converge.

### regularizedGammaQ

    public static double regularizedGammaQ(double a,
                                           double x,
                                           double epsilon,
                                           int maxIterations)
                                    throws MathException

  Returns the regularized gamma function Q(a, x) = 1 - P(a, x). The implementation of this method is based on:
  - Regularized Gamma Function, equation (1).
  - Regularized incomplete gamma function: Continued fraction representations (formula 06.08.10.0003)

  Parameters:
    `a` - the a parameter.
    `x` - the value.
    `epsilon` - When the absolute value of the nth item in the series is less than epsilon the approximation ceases to calculate further elements in the series.
    `maxIterations` - Maximum number of "iterations" to complete.
  Returns:
    the regularized gamma function P(a, x)
  Throws:
    `MathException` - if the algorithm fails to converge.

### digamma

    public static double digamma(double x)

  Computes the digamma function of x.

  This is an independently written implementation of the algorithm described in Jose Bernardo, Algorithm AS 103: Psi (Digamma) Function, Applied Statistics, 1976.

  Some of the constants have been changed to increase accuracy at the moderate expense of run-time. The result should be accurate to within 10^-8 absolute tolerance for x >= 10^-5 and within 10^-8 relative tolerance for x > 0.

  Performance for large negative values of x will be quite expensive (proportional to |x|). Accuracy for negative values of x should be about 10^-8 absolute for results less than 10^5 and 10^-8 relative for results larger than that.

  Parameters:
    `x` - the argument
  Returns:
    digamma(x) to within 10-8 relative or absolute error whichever is smaller
  Since:
    2.0
  See Also:
    Digamma at wikipedia , Bernardo's original article

### trigamma

    public static double trigamma(double x)

  Computes the trigamma function of x. This function is derived by taking the derivative of the implementation of digamma.

  Parameters:
    `x` - the argument
  Returns:
    trigamma(x) to within 10-8 relative or absolute error whichever is smaller
  Since:
    2.0
  See Also:
    Trigamma at wikipedia , `digamma(double)`

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