% File src/library/base/man/Special.Rd % Part of the R package, http://www.R-project.org % Copyright 1995-2010 R Core Team % Distributed under GPL 2 or later \name{Special} \title{Special Functions of Mathematics} \alias{Special} \alias{beta} \alias{lbeta} \alias{gamma} \alias{lgamma} \alias{psigamma} \alias{digamma} \alias{trigamma} \alias{choose} \alias{lchoose} \alias{factorial} \alias{lfactorial} \concept{tetragamma}% existed till 1.9.0 \concept{pentagamma} \concept{polygamma} \concept{binomial coefficient} \concept{psi function} \description{ Special mathematical functions related to the beta and gamma functions. } \usage{ beta(a, b) lbeta(a, b) gamma(x) lgamma(x) psigamma(x, deriv = 0) digamma(x) trigamma(x) choose(n, k) lchoose(n, k) factorial(x) lfactorial(x) } \arguments{ \item{a, b}{non-negative numeric vectors.} \item{x, n}{numeric vectors.} \item{k, deriv}{integer vectors.} } \details{ The functions \code{beta} and \code{lbeta} return the beta function and the natural logarithm of the beta function, \deqn{B(a,b) = \frac{\Gamma(a)\Gamma(b)}{\Gamma(a+b)}.}{B(a,b) = \Gamma(a)\Gamma(b)/\Gamma(a+b).} The formal definition is \deqn{B(a, b) = \int_0^1 t^{a-1} (1-t)^{b-1} dt}{integral_0^1 t^(a-1) (1-t)^(b-1) dt} (Abramowitz and Stegun section 6.2.1, page 258). Note that it is only defined in \R for non-negative \code{a} and \code{b}, and is infinite if either is zero. The functions \code{gamma} and \code{lgamma} return the gamma function \eqn{\Gamma(x)} and the natural logarithm of \emph{the absolute value of} the gamma function. The gamma function is defined by (Abramowitz and Stegun section 6.1.1, page 255) \deqn{\Gamma(x) = \int_0^\infty t^{x-1} e^{-t} dt}{\Gamma(x) = integral_0^Inf t^(x-1) exp(-t) dt} for all real \code{x} except zero and negative integers (when \code{NaN} is returned). There will be a warning on possible loss of precision for values which are too close (within about \eqn{10^{-8}}{1e-8})) to a negative integer less than \samp{-10}. \code{factorial(x)} (\eqn{x!} for non-negative integer \code{x}) is defined to be \code{gamma(x+1)} and \code{lfactorial} to be \code{lgamma(x+1)}. The functions \code{digamma} and \code{trigamma} return the first and second derivatives of the logarithm of the gamma function. \code{psigamma(x, deriv)} (\code{deriv >= 0}) computes the \code{deriv}-th derivative of \eqn{\psi(x)}. \deqn{\code{digamma(x)} = \psi(x) = \frac{d}{dx}\ln\Gamma(x) = \frac{\Gamma'(x)}{\Gamma(x)}}{digamma(x) = \psi(x) = d/dx{ln \Gamma(x)} = \Gamma'(x) / \Gamma(x)} \eqn{\psi} and its derivatives, the \code{psigamma()} functions, are often called the \sQuote{polygamma} functions, e.g. in Abramowitz and Stegun (section 6.4.1, page 260); and higher derivatives (\code{deriv = 2:4}) have occasionally been called \sQuote{tetragamma}, \sQuote{pentagamma}, and \sQuote{hexagamma}. The functions \code{choose} and \code{lchoose} return binomial coefficients and the logarithms of their absolute values. Note that \code{choose(n, k)} is defined for all real numbers \eqn{n} and integer \eqn{k}. For \eqn{k \ge 1} it is defined as \eqn{n(n-1)\cdots(n-k+1) / k!}{n(n-1)\dots(n-k+1) / k!}, as \eqn{1} for \eqn{k = 0} and as \eqn{0} for negative \eqn{k}. Non-integer values of \code{k} are rounded to an integer, with a warning. \cr \code{choose(*, k)} uses direct arithmetic (instead of \code{[l]gamma} calls) for small \code{k}, for speed and accuracy reasons. Note the function \code{\link[utils]{combn}} (package \pkg{utils}) for enumeration of all possible combinations. The \code{gamma}, \code{lgamma}, \code{digamma} and \code{trigamma} functions are \link{internal generic} \link{primitive} functions: methods can be defined for them individually or via the \code{\link[=S3groupGeneric]{Math}} group generic. } \source{ \code{gamma}, \code{lgamma}, \code{beta} and \code{lbeta} are based on C translations of Fortran subroutines by W. Fullerton of Los Alamos Scientific Laboratory (now available as part of SLATEC). \code{digamma}, \code{trigamma} and \code{psigamma} are based on Amos, D. E. (1983). A portable Fortran subroutine for derivatives of the psi function, Algorithm 610, \emph{ACM Transactions on Mathematical Software} \bold{9(4)}, 494--502. } \references{ Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) \emph{The New S Language}. Wadsworth & Brooks/Cole. (For \code{gamma} and \code{lgamma}.) Abramowitz, M. and Stegun, I. A. (1972) \emph{Handbook of Mathematical Functions}. New York: Dover. \url{http://en.wikipedia.org/wiki/Abramowitz_and_Stegun} provides links to the full text which is in public domain.\cr Chapter 6: Gamma and Related Functions. } \seealso{ \code{\link{Arithmetic}} for simple, \code{\link{sqrt}} for miscellaneous mathematical functions and \code{\link{Bessel}} for the real Bessel functions. For the incomplete gamma function see \code{\link{pgamma}}. } \examples{ require(graphics) choose(5, 2) for (n in 0:10) print(choose(n, k = 0:n)) factorial(100) lfactorial(10000) ## gamma has 1st order poles at 0, -1, -2, ... ## this will generate loss of precision warnings, so turn off op <- options("warn") options(warn = -1) x <- sort(c(seq(-3, 4, length.out = 201), outer(0:-3, (-1:1)*1e-6, "+"))) plot(x, gamma(x), ylim = c(-20,20), col = "red", type = "l", lwd = 2, main = expression(Gamma(x))) abline(h = 0, v = -3:0, lty = 3, col = "midnightblue") options(op) x <- seq(0.1, 4, length.out = 201); dx <- diff(x)[1] par(mfrow = c(2, 3)) for (ch in c("", "l","di","tri","tetra","penta")) { is.deriv <- nchar(ch) >= 2 nm <- paste0(ch, "gamma") if (is.deriv) { dy <- diff(y) / dx # finite difference der <- which(ch == c("di","tri","tetra","penta")) - 1 nm2 <- paste0("psigamma(*, deriv = ", der,")") nm <- if(der >= 2) nm2 else paste(nm, nm2, sep = " ==\n") y <- psigamma(x, deriv = der) } else { y <- get(nm)(x) } plot(x, y, type = "l", main = nm, col = "red") abline(h = 0, col = "lightgray") if (is.deriv) lines(x[-1], dy, col = "blue", lty = 2) } par(mfrow = c(1, 1)) ## "Extended" Pascal triangle: fN <- function(n) formatC(n, width=2) for (n in -4:10) { cat(fN(n),":", fN(choose(n, k = -2:max(3, n+2)))) cat("\n") } ## R code version of choose() [simplistic; warning for k < 0]: mychoose <- function(r, k) ifelse(k <= 0, (k == 0), sapply(k, function(k) prod(r:(r-k+1))) / factorial(k)) k <- -1:6 cbind(k = k, choose(1/2, k), mychoose(1/2, k)) ## Binomial theorem for n = 1/2 ; ## sqrt(1+x) = (1+x)^(1/2) = sum_{k=0}^Inf choose(1/2, k) * x^k : k <- 0:10 # 10 is sufficient for ~ 9 digit precision: sqrt(1.25) sum(choose(1/2, k)* .25^k) \dontshow{ k. <- 1:9 stopifnot(all.equal( (choose(1/2, k.) -> ck.), mychoose(1/2, k.)), all.equal(lchoose(1/2, k.), log(abs(ck.))), all.equal(sqrt(1.25), sum(choose(1/2, k)* .25^k))) } } \keyword{math}