beta.c

/*
 *  Mathlib : A C Library of Special Functions
 *  Copyright (C) 1998 Ross Ihaka
 *  Copyright (C) 2000-2012 The R Core Team
 *
 *  This program is free software; you can redistribute it and/or modify
 *  it under the terms of the GNU General Public License as published by
 *  the Free Software Foundation; either version 2 of the License, or
 *  (at your option) any later version.
 *
 *  This program is distributed in the hope that it will be useful,
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *  GNU General Public License for more details.
 *
 *  You should have received a copy of the GNU General Public License
 *  along with this program; if not, a copy is available at
 *  http://www.r-project.org/Licenses/
 *
 *  SYNOPSIS
 *
 *    #include <Rmath.h>
 *    double beta(double a, double b);
 *
 *  DESCRIPTION
 *
 *    This function returns the value of the beta function
 *    evaluated with arguments a and b.
 *
 *  NOTES
 *
 *    This routine is a translation into C of a Fortran subroutine
 *    by W. Fullerton of Los Alamos Scientific Laboratory.
 *    Some modifications have been made so that the routines
 *    conform to the IEEE 754 standard.
 */

#include "nmath.h"

double beta(double a, double b)
{
#ifdef NOMORE_FOR_THREADS
    static double xmin, xmax = 0;/*-> typically = 171.61447887 for IEEE */
    static double lnsml = 0;/*-> typically = -708.3964185 */

    if (xmax == 0) {
	    gammalims(&xmin, &xmax);
	    lnsml = log(d1mach(1));
    }
#else
/* For IEEE double precision DBL_EPSILON = 2^-52 = 2.220446049250313e-16 :
 *   xmin, xmax : see ./gammalims.c
 *   lnsml = log(DBL_MIN) = log(2 ^ -1022) = -1022 * log(2)
*/
# define xmin  -170.5674972726612
# define xmax   171.61447887182298
# define lnsml -708.39641853226412
#endif


#ifdef IEEE_754
    /* NaNs propagated correctly */
    if(ISNAN(a) || ISNAN(b)) return a + b;
#endif

    if (a < 0 || b < 0)
	ML_ERR_return_NAN
    else if (a == 0 || b == 0)
	return ML_POSINF;
    else if (!R_FINITE(a) || !R_FINITE(b))
	return 0;

    if (a + b < xmax) {/* ~= 171.61 for IEEE */
//	return gammafn(a) * gammafn(b) / gammafn(a+b);
	/* All the terms are positive, and all can be large for large
	   or small arguments.  They are never much less than one.
	   gammafn(x) can still overflow for x ~ 1e-308, 
	   but the result would too. 
	*/
	return (1 / gammafn(a+b)) * gammafn(a) * gammafn(b);
    } else {
	double val = lbeta(a, b);
	if (val < lnsml) {
	    /* a and/or b so big that beta underflows */
	    ML_ERROR(ME_UNDERFLOW, "beta");
	    /* return ML_UNDERFLOW; pointless giving incorrect value */
	}
	return exp(val);
    }
}