/* * AUTHOR * Catherine Loader, catherine@research.bell-labs.com. * October 23, 2000. * * Merge in to R: * Copyright (C) 2000, The R Core Team * Changes to case a, b < 2, use logs to avoid underflow * Copyright (C) 2006-2013 The R Core Team * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 2 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, a copy is available at * http://www.r-project.org/Licenses/ * * * DESCRIPTION * Beta density, * (a+b-1)! a-1 b-1 * p(x;a,b) = ------------ x (1-x) * (a-1)!(b-1)! * * = (a+b-1) dbinom(a-1; a+b-2,x) * * The basic formula for the log density is thus * (a-1) log x + (b-1) log (1-x) - lbeta(a, b) * If either a or b <= 2 then 0 < lbeta(a, b) < 710 and so no * term is large. We use Loader's code only if both a and b > 2. */ #include "nmath.h" #include "dpq.h" double dbeta(double x, double a, double b, int give_log) { #ifdef IEEE_754 /* NaNs propagated correctly */ if (ISNAN(x) || ISNAN(a) || ISNAN(b)) return x + a + b; #endif if (a < 0 || b < 0) ML_ERR_return_NAN; if (x < 0 || x > 1) return(R_D__0); // limit cases for (a,b), leading to point masses if(a == 0 || b == 0 || !R_FINITE(a) || !R_FINITE(b)) { if(a == 0 && b == 0) { // point mass 1/2 at each of {0,1} : if (x == 0 || x == 1) return(ML_POSINF); /* else */ return(R_D__0); } if (a == 0 || a/b == 0) { // point mass 1 at 0 if (x == 0) return(ML_POSINF); /* else */ return(R_D__0); } if (b == 0 || b/a == 0) { // point mass 1 at 1 if (x == 1) return(ML_POSINF); /* else */ return(R_D__0); } // else, remaining case: a = b = Inf : point mass 1 at 1/2 if (x == 0.5) return(ML_POSINF); /* else */ return(R_D__0); } if (x == 0) { if(a > 1) return(R_D__0); if(a < 1) return(ML_POSINF); /* a == 1 : */ return(R_D_val(b)); } if (x == 1) { if(b > 1) return(R_D__0); if(b < 1) return(ML_POSINF); /* b == 1 : */ return(R_D_val(a)); } double lval; if (a <= 2 || b <= 2) lval = (a-1)*log(x) + (b-1)*log1p(-x) - lbeta(a, b); else lval = log(a+b-1) + dbinom_raw(a-1, a+b-2, x, 1-x, TRUE); return R_D_exp(lval); }