139 lines
4.2 KiB
Markdown
139 lines
4.2 KiB
Markdown
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<!--
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@license Apache-2.0
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Copyright (c) 2018 The Stdlib Authors.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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-->
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# gammincinv
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> Inverse of [incomplete gamma function][incomplete-gamma-function].
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<section class="intro">
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Computes the inverse of the lower [incomplete gamma function][incomplete-gamma-function]
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<!-- <equation class="equation" label="eq:lower_incomplete_gamma" align="center" raw="P( x, a ) = \frac{\gamma(a,x)}{\Gamma(a)} = \frac{1}{\Gamma(a)} \int_0^x t^{a-1} e^{-t} \; dt" alt="Regularized lower incomplete gamma function."> -->
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<div class="equation" align="center" data-raw-text="P( x, a ) = \frac{\gamma(a,x)}{\Gamma(a)} = \frac{1}{\Gamma(a)} \int_0^x t^{a-1} e^{-t} \; dt" data-equation="eq:lower_incomplete_gamma">
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<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@bb29798906e119fcb2af99e94b60407a270c9b32/lib/node_modules/@stdlib/math/base/special/gammaincinv/docs/img/equation_lower_incomplete_gamma.svg" alt="Regularized lower incomplete gamma function.">
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<br>
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</div>
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<!-- </equation> -->
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Specifically, for given `p` and `a` it finds the `x` such that `p = P(x, a)`.
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The function can also be used to invert the upper incomplete gamma function, which is defined as follows:
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<!-- <equation class="equation" label="eq:upper_incomplete_gamma" align="center" raw="Q( x, a ) = \frac{\Gamma(a,x)}{\Gamma(a)} = \frac{1}{\Gamma(a)} \int_x^\infty t^{a-1} e^{-t} \; dt" alt="Regularized upper incomplete gamma function."> -->
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<div class="equation" align="center" data-raw-text="Q( x, a ) = \frac{\Gamma(a,x)}{\Gamma(a)} = \frac{1}{\Gamma(a)} \int_x^\infty t^{a-1} e^{-t} \; dt" data-equation="eq:upper_incomplete_gamma">
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<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@bb29798906e119fcb2af99e94b60407a270c9b32/lib/node_modules/@stdlib/math/base/special/gammaincinv/docs/img/equation_upper_incomplete_gamma.svg" alt="Regularized upper incomplete gamma function.">
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<br>
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</div>
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<!-- </equation> -->
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Again, for given `p` and `a` the function returns the `x` which satisfies `p = Q(x, a)`.
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</section>
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<!-- /.intro -->
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<section class="usage">
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## Usage
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```javascript
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var gammaincinv = require( '@stdlib/math/base/special/gammaincinv' );
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```
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#### gammaincinv( p, s\[, upper ] )
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Inverts the regularized incomplete gamma function. Contrary to the more commonly used definition, in this implementation the first argument is the probability `p` and the second argument is the scale factor `a`. By default, the function inverts the _lower_ regularized incomplete gamma function, `P(x,a)`. To invert the _upper_ function instead, i.e. `Q(x,a)`, set the `upper` argument to `true`.
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```javascript
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var y = gammaincinv( 0.5, 2.0 );
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// returns ~1.678
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y = gammaincinv( 0.1, 10.0 );
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// returns ~6.221
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y = gammaincinv( 0.75, 3.0 );
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// returns ~3.92
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y = gammaincinv( 0.75, 3.0, true );
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// returns ~1.727
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```
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If provided `NaN` as any argument, the function returns `NaN`.
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```javascript
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var y = gammaincinv( NaN, 1.0 );
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// returns NaN
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y = gammaincinv( 0.5, NaN );
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// returns NaN
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```
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If provided a value outside `[0,1]` for `p`, the function returns `NaN`.
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```javascript
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var y = gammaincinv( 1.2, 1.0 );
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// returns NaN
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y = gammaincinv( -0.5, 1.0 );
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// returns NaN
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```
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</section>
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<!-- /.usage -->
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<section class="examples">
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## Examples
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<!-- eslint no-undef: "error" -->
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```javascript
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var randu = require( '@stdlib/random/base/randu' );
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var gammaincinv = require( '@stdlib/math/base/special/gammaincinv' );
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var a;
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var i;
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var p;
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for ( i = 0; i < 100; i++ ) {
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p = randu();
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a = randu() * 50.0;
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console.log( 'p: %d, \t a: %d, \t P^(-1)(p, a): %d', p.toFixed( 4 ), a.toFixed( 4 ), gammaincinv( p, a ).toFixed( 4 ) );
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}
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```
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</section>
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<!-- /.examples -->
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<section class="links">
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[incomplete-gamma-function]: https://en.wikipedia.org/wiki/Incomplete_gamma_function
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</section>
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<!-- /.links -->
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