Real ExponentialJump1dMesher::jumpSizeDensity(Real x, Time t) const {
const Real a = 1.0-jumpIntensity_/beta_;
const Real norm = 1.0-std::exp(-jumpIntensity_*t);
const Real gammaValue
= std::exp(GammaFunction().logValue(1.0-jumpIntensity_/beta_));
return jumpIntensity_*gammaValue/norm
*( incompleteGammaFunction(a, x*std::exp(beta_*t)*eta_)
-incompleteGammaFunction(a, x*eta_))
*std::pow(eta_, jumpIntensity_/beta_)
/(beta_*std::pow(x, a));
}
double Gamma2Distribution::cumulative(const double x) {
if(x<=0.0) return 0.0;
double p=incompleteGammaFunction(a_,x/b_);//*exp(-gammaLn(a_));
//FILE *out=fopen("incomplgamma.log","a");
//fprintf(out,"%f;%f\n",x,p);
//fclose(out);
return p;
}
double
ChiSquareRV::getCDFvalue(double rvValue)
{
double result;
if ( 0.0 < rvValue ) {
result = incompleteGammaFunction(0.5*nu,0.5*rvValue);
}
else {
result = 0.0;
}
return result;
}
double
GammaRV::getCDFvalue(double rvValue)
{
double result;
if ( 0.0 < rvValue ) {
result = incompleteGammaFunction(k,(lambda*rvValue));
}
else {
result = 0.0;
}
return result;
}
Real operator()(BigNatural k) const {
return 1.0 - incompleteGammaFunction(k+1, mu_);
}
