double mgfgamma(double x, double shape, double scale, int give_log)
{
if (!R_FINITE(shape) ||
!R_FINITE(scale) ||
shape <= 0.0 ||
scale <= 0.0 ||
scale * x > 1.)
return R_NaN;
if (x == 0.0)
return ACT_D_exp(0.0);
return ACT_D_exp(-shape * log1p(-scale * x));
}
double dinvparalogis(double x, double shape, double scale, int give_log)
{
/* We work with the density expressed as
*
* shape^2 * u^shape * (1 - u) / x
*
* with u = v/(1 + v) = 1/(1 + 1/v), v = (x/scale)^shape.
*/
double tmp, logu, log1mu;
if (!R_FINITE(shape) ||
!R_FINITE(scale) ||
shape <= 0.0 ||
scale <= 0.0)
return R_NaN;;
if (!R_FINITE(x) || x < 0.0)
return ACT_D__0;
/* handle x == 0 separately */
if (x == 0)
{
if (shape < 1.0) return R_PosInf;
if (shape > 1.0) return ACT_D__0;
/* else */
return ACT_D_val(1.0 / scale);
}
tmp = shape * (log(x) - log(scale));
logu = - log1pexp(-tmp);
log1mu = - log1pexp(tmp);
return ACT_D_exp(2.0 * log(shape) + shape * logu + log1mu - log(x));
}
double dpareto1(double x, double shape, double min, int give_log)
{
#ifdef IEEE_754
if (ISNAN(x) || ISNAN(shape) || ISNAN(min))
return x + shape + min;
#endif
if (!R_FINITE(shape) ||
!R_FINITE(min) ||
shape <= 0.0 ||
min <= 0.0)
return R_NaN;
if (!R_FINITE(x) || x < min)
return ACT_D__0;
return ACT_D_exp(log(shape) + shape * log(min) - (shape + 1.0) * log(x));
}
double mgfgamma(double t, double shape, double scale, int give_log)
{
#ifdef IEEE_754
if (ISNAN(t) || ISNAN(shape) || ISNAN(scale))
return t + shape + scale;
#endif
if (!R_FINITE(shape) ||
!R_FINITE(scale) ||
shape <= 0.0 ||
scale <= 0.0 ||
scale * t > 1.)
return R_NaN;
if (t == 0.0)
return ACT_D__1;
return ACT_D_exp(-shape * log1p(-scale * t));
}
double mgfunif(double t, double min, double max, int give_log)
{
#ifdef IEEE_754
if (ISNAN(t) || ISNAN(min) || ISNAN(max))
return t + min + max;
#endif
if (!R_FINITE(min) ||
!R_FINITE(max) ||
min >= max)
return R_NaN;
if (t == 0.0)
return ACT_D__1;
double tmp1, tmp2;
tmp1 = exp(t * max) - exp(t * min);
tmp2 = t * (max - min);
return ACT_D_exp(log(tmp1) - log(tmp2));
}
double dinvexp(double x, double scale, int give_log)
{
/* We work with the density expressed as
*
* u * e^(-u) / x
*
* with u = scale/x.
*/
double logu;
if (!R_FINITE(scale) || scale <= 0.0)
return R_NaN;
/* handle also x == 0 here */
if (!R_FINITE(x) || x <= 0.0)
return ACT_D__0;
logu = log(scale) - log(x);
return ACT_D_exp(logu - exp(logu) - log(x));
}
double dinvexp(double x, double scale, int give_log)
{
/* We work with the density expressed as
*
* u * e^(-u) / x
*
* with u = scale/x.
*/
#ifdef IEEE_754
if (ISNAN(x) || ISNAN(scale))
return x + scale;
#endif
if (!R_FINITE(scale) || scale <= 0.0)
return R_NaN;
/* handle also x == 0 here */
if (!R_FINITE(x) || x <= 0.0)
return ACT_D__0;
double logu = log(scale) - log(x);
return ACT_D_exp(logu - exp(logu) - log(x));
}
