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integral
1998 Mar 26
1
R-beta: problem with locfit
...+ (b-1)*log(1-x);
factor -= LGAMMA(a+1) + LGAMMA(b) - LGAMMA(a+b);
I = exp(factor) * next;
return(flipped ? 1-I : I);
}
/*
* Incomplete gamma function.
* Reference: Abramowitz and Stegun.
* Assumptions: x >= 0; df > 0.
*/
double igamma(x, df)
double x, df;
{ double factor, term, gintegral, pn[6], rn, ak, bk;
double increment, df1;
int i, count, k;
if (x <= 0.0) return(0.0);
if (df < 1.0)
{ increment = exp(df*log(x) - x - LGAMMA(df + 1.0));
df1 = df + 1.0;
} else
{ increment = 0.0;
df1 = df;
}
factor = exp(df1*log(x) - x - LGAMMA(df1));
if (x > 1....