Displaying 7 results from an estimated 7 matches for "igamma".
Did you mean:
gamma
2006 Aug 07
1
mathematica -> r (gamma function + integration)
...int["p(sv|D_1D_2I) = const. ",N[PSV,6]];
########
# R part
library(fOptions)
###raw values for reproduction
NN <- 58
dd <- 0.411769
lownum <- 20.81512
upnum <- 6.741643
sL <- 0.029
sH <- 0.092
###
integpsv <- function(s) { 1 / (s^NN) * exp(-dd / (2 * s^2)) *
( (igamma((upnum/(2*s^2)),1/2) - igamma(0,1/2) ) +
(igamma((lownum/(2*s^2)),1/2) - igamma(0,1/2) ) )
}
psv <- integrate(integpsv, lower=sL, upper=sH)
PSV <- psv$value / sqrt(2*NN)
print("------------- Results ------------------------------------\n")
print(paste("p(sv|D_1D_2I) = con...
2004 Mar 19
3
Incomplete Gamma Functions and GammaDistribution Doc errata.
Hello all,
In the course of trying to implement the CDF of an
InverseGammaDistribution, I have run across the need for an igamma()
function. Several others have needed this function but the answers I
have found so far are not totally clear to me. I'm writing for three
reasons:
1) to present a small error in the docs
2) to clarify the approach we are expected to take
3) to request,for the ease of use of myself and othe...
2007 Aug 30
2
Incomplete Gamma function
Hello
I am trying to evaluate an Incomplete gamma function
in R. Library Zipfr gives the Igamma function. From
Mathematica, I have:
"Gamma[a, z] is the incomplete gamma function."
In[16]: Gamma[9,11.1]
Out[16]: 9000.5
Trying the same in R, I get
> Igamma(9,11.1)
[1] 31319.5
OR
> Igamma(11.1,9)
[1] 1300998
I know I have to understand the theory and the math
behind it rathe...
1998 Mar 26
1
R-beta: problem with locfit
...<- 10*x*x*rgamma(200,3)
> med.y <- median(y.compl)
> cens <- ifelse(y.compl<=med.y,1,0)
> y <- cens * y.compl + (1-cens)*med.y
> library(locfit)
> m <- locfit(y~x,cens=cens,family="gamma")
/usr/local/src/R-0.61.1/bin/R.binary: can't resolve symbol 'igamma'
I took a look to the original code, not the R/S one.
There igamma (and also ibeta which the r distribution misses too)
are defined in the file random.c.
I inserted them in the locfit/src-c/random.c (see below) and then
things seem to go well (= the previous example works and
give sensible...
2007 Feb 27
1
Additional args to fun in integrate() not found?
...ncides with standard normal.
#Set k=1 and GED with p=1 coincides with Laplace.
k<-sqrt(2)
#k<-1
scale<-scale*k
zvec<-(yvec-mu)/scale
cdf<-matrix(0, length(zvec),1)
for(i in 1:length(zvec))
{
z<-zvec[i]
if(numint==0)
{
if(z<=0)
{
t<-0.5*(1-1/gamma(1/p)*Igamma((1/p),(-z)^p,lower=TRUE))
}
else
{
t<-1-(0.5*(1-1/gamma(1/p)*Igamma((1/p),(z)^p,lower=TRUE )))
}
}
else
{
t<-integrate(geddenstandard, -35, z, subdivisions=1000,
rel.tol=100*.Machine$double.eps, abs.tol=rel.tol,
stop.on.error=TRUE, keep.xy=FALSE, aux=NULL,p)
}
cdf[i]&...
1998 Jun 03
0
R-beta: locfit package.
...eee_with_inexact -O2 -I/usr/local/R-0.61.1/include -c density.c -o
density.o
cc -ieee_with_inexact -O2 -I/usr/local/R-0.61.1/include -c kappa0.c -o
kappa0.o
cc -ieee_with_inexact -O2 -I/usr/local/R-0.61.1/include -c simul.c -o
simul.o
ld:
Warning: Unresolved:
pnorm
exp
log
sqrt
fabs
printf
igamma
lgamma
ibeta
pow
calloc
floor
__remq
__divq
sin
cos
pchisq
atan2
runif
pf
dchisq
df
fprintf
rnorm
rpois
rexp
__exc_add_pc_range_table
__exc_remove_pc_range_table
__exc_add_gp_range
__exc_remove_gp_range
R
data
DONE
Installing documentation of package `locfit' ...
>>> Building help pa...
2004 Jul 04
1
Rmetrics 191.10057
...2004-06-29 fOptions/demo
A new example file named "funSpecFunsEBM.R" has been added
with special mathematical functions which are used in the
theory of exponential Brownian Motion. The functions included
are: In Part I, the Error Function "erf", the Psi or Digamma
Function "Psi", the Incomplete Gamma Function "igamma", the
Gamma Function fpr complex arguments, and the Pochhammer Symbol
"Pochhammer". In Part II, the Confluent Hypergeometric Functions
of the 1st Kind and 2nd Kind "kummerM" and "kumme...