From 674af984ea30469a56ac00974458073ebbf10897 Mon Sep 17 00:00:00 2001 From: Harish Reddy Date: Wed, 26 Mar 2025 13:00:00 +0000 Subject: [PATCH 1/7] feat: add C implementation for gamma pdf --- type: pre_commit_static_analysis_report description: Results of running static analysis checks when committing changes. report: - task: lint_filenames status: passed - task: lint_editorconfig status: passed - task: lint_markdown status: passed - task: lint_package_json status: passed - task: lint_repl_help status: na - task: lint_javascript_src status: passed - task: lint_javascript_cli status: na - task: lint_javascript_examples status: na - task: lint_javascript_tests status: passed - task: lint_javascript_benchmarks status: passed - task: lint_python status: na - task: lint_r status: na - task: lint_c_src status: passed - task: lint_c_examples status: passed - task: lint_c_benchmarks status: passed - task: lint_c_tests_fixtures status: na - task: lint_shell status: na - task: lint_typescript_declarations status: na - task: lint_typescript_tests status: na - task: lint_license_headers status: passed --- --- .../stats/base/dists/gamma/pdf/README.md | 99 ++++++++ .../gamma/pdf/benchmark/benchmark.native.js | 74 ++++++ .../base/dists/gamma/pdf/benchmark/c/Makefile | 146 +++++++++++ .../dists/gamma/pdf/benchmark/c/benchmark.c | 143 +++++++++++ .../stats/base/dists/gamma/pdf/binding.gyp | 170 +++++++++++++ .../base/dists/gamma/pdf/examples/c/Makefile | 146 +++++++++++ .../base/dists/gamma/pdf/examples/c/example.c | 43 ++++ .../stats/base/dists/gamma/pdf/include.gypi | 53 ++++ .../stdlib/stats/base/dists/gamma/deriv.h | 38 +++ .../stdlib/stats/base/dists/gamma/pdf.h | 38 +++ .../base/dists/gamma/regularized_prefix.h | 38 +++ .../stats/base/dists/gamma/pdf/lib/native.js | 77 ++++++ .../stats/base/dists/gamma/pdf/manifest.json | 135 ++++++++++ .../stats/base/dists/gamma/pdf/package.json | 3 + .../stats/base/dists/gamma/pdf/src/Makefile | 70 ++++++ .../stats/base/dists/gamma/pdf/src/addon.c | 23 ++ .../stats/base/dists/gamma/pdf/src/deriv.c | 62 +++++ .../stats/base/dists/gamma/pdf/src/main.c | 54 ++++ .../dists/gamma/pdf/src/regularized_prefix.c | 115 +++++++++ .../base/dists/gamma/pdf/test/test.native.js | 232 ++++++++++++++++++ 20 files changed, 1759 insertions(+) create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/benchmark.native.js create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/c/Makefile create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/c/benchmark.c create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/binding.gyp create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/Makefile create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/example.c create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include.gypi create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include/stdlib/stats/base/dists/gamma/deriv.h create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include/stdlib/stats/base/dists/gamma/pdf.h create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include/stdlib/stats/base/dists/gamma/regularized_prefix.h create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/lib/native.js create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/manifest.json create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/Makefile create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/addon.c create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/deriv.c create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/main.c create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/regularized_prefix.c create mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/test/test.native.js diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/README.md b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/README.md index c7ebf1058867..3bddcbea7427 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/README.md +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/README.md @@ -155,6 +155,105 @@ for ( i = 0; i < 10; i++ ) { + + +* * * + +
+ +## C APIs + + + +
+ +
+ + + + + +
+ +### Usage + +```c +#include "stdlib/stats/base/dists/gamma/pdf.h" +``` + +#### stdlib_base_dists_gamma_pdf( x, alpha, beta ) + +Evaluates the [probability density function][pdf] (PDF) for a [gamma][gamma-distribution] distribution with parameters `alpha` (shape parameter) and `beta` (rate parameter). + +```c +double y = stdlib_base_dists_gamma_pdf( 2.0, 0.5, 1.0 ); +// returns ~0.054 +``` + +The function accepts the following arguments: + +- **x**: `[in] double` input value. +- **alpha**: `[in] double` shape parameter. +- **beta**: `[in] double` rate parameter. + +```c +double stdlib_base_dists_gamma_pdf( const double x, const double alpha, const double beta ); +``` + +
+ + + + + +
+ +
+ + + + + +
+ +### Examples + +```c +#include "stdlib/stats/base/dists/gamma/pdf.h" +#include "stdlib/constants/float64/eps.h" +#include +#include + +static double random_uniform( const double min, const double max ) { + double v = (double)rand() / ( (double)RAND_MAX + 1.0 ); + return min + ( v*(max-min) ); +} + +int main( void ) { + double x; + double alpha; + double beta; + double y; + int i; + + for ( i = 0; i < 10; i++ ) { + x = random_uniform( 0.0, 3.0 ); + alpha = random_uniform( 0.0, 5.0 ); + beta = random_uniform( 0.0, 5.0 ); + y = stdlib_base_dists_gamma_pdf( x, alpha, beta ); + printf( "x: %lf, α: %lf, β: %lf, f(x;α,β): %lf\n", x, alpha, beta, y ); + } +} +``` + +
+ + + +
+ + +
diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/benchmark.native.js b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/benchmark.native.js new file mode 100644 index 000000000000..f234699b5e80 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/benchmark.native.js @@ -0,0 +1,74 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2025 The Stdlib Authors. +* +* Licensed under the Apache License, Version 2.0 (the "License"); +* you may not use this file except in compliance with the License. +* You may obtain a copy of the License at +* +* http://www.apache.org/licenses/LICENSE-2.0 +* +* Unless required by applicable law or agreed to in writing, software +* distributed under the License is distributed on an "AS IS" BASIS, +* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +* See the License for the specific language governing permissions and +* limitations under the License. +*/ + +'use strict'; + +// MODULES // + +var resolve = require( 'path' ).resolve; +var bench = require( '@stdlib/bench' ); +var Float64Array = require( '@stdlib/array/float64' ); +var uniform = require( '@stdlib/random/base/uniform' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var EPS = require( '@stdlib/constants/float64/eps' ); +var tryRequire = require( '@stdlib/utils/try-require' ); +var pkg = require( './../package.json' ).name; + + +// VARIABLES // + +var pdf = tryRequire( resolve( __dirname, './../lib/native.js' ) ); +var opts = { + 'skip': ( pdf instanceof Error ) +}; + + +// MAIN // + +bench( pkg+'::native', opts, function benchmark( b ) { + var alpha; + var beta; + var len; + var x; + var y; + var i; + + len = 100; + x = new Float64Array( len ); + alpha = new Float64Array( len ); + beta = new Float64Array( len ); + for ( i = 0; i < len; i++ ) { + x[ i ] = uniform( EPS, 100.0 ); + alpha[ i ] = uniform( EPS, 100.0 ); + beta[ i ] = uniform( EPS, 100.0 ); + } + + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + y = pdf( x[ i % len ], alpha[ i % len ], beta[ i % len ] ); + if ( isnan( y ) ) { + b.fail( 'should not return NaN' ); + } + } + b.toc(); + if ( isnan( y ) ) { + b.fail( 'should not return NaN' ); + } + b.pass( 'benchmark finished' ); + b.end(); +}); diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/c/Makefile b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/c/Makefile new file mode 100644 index 000000000000..a4bd7b38fd74 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/c/Makefile @@ -0,0 +1,146 @@ +#/ +# @license Apache-2.0 +# +# Copyright (c) 2025 The Stdlib Authors. +# +# Licensed under the Apache License, Version 2.0 (the "License"); +# you may not use this file except in compliance with the License. +# You may obtain a copy of the License at +# +# http://www.apache.org/licenses/LICENSE-2.0 +# +# Unless required by applicable law or agreed to in writing, software +# distributed under the License is distributed on an "AS IS" BASIS, +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +# See the License for the specific language governing permissions and +# limitations under the License. +#/ + +# VARIABLES # + +ifndef VERBOSE + QUIET := @ +else + QUIET := +endif + +# Determine the OS ([1][1], [2][2]). +# +# [1]: https://en.wikipedia.org/wiki/Uname#Examples +# [2]: http://stackoverflow.com/a/27776822/2225624 +OS ?= $(shell uname) +ifneq (, $(findstring MINGW,$(OS))) + OS := WINNT +else +ifneq (, $(findstring MSYS,$(OS))) + OS := WINNT +else +ifneq (, $(findstring CYGWIN,$(OS))) + OS := WINNT +else +ifneq (, $(findstring Windows_NT,$(OS))) + OS := WINNT +endif +endif +endif +endif + +# Define the program used for compiling C source files: +ifdef C_COMPILER + CC := $(C_COMPILER) +else + CC := gcc +endif + +# Define the command-line options when compiling C files: +CFLAGS ?= \ + -std=c99 \ + -O3 \ + -Wall \ + -pedantic + +# Determine whether to generate position independent code ([1][1], [2][2]). +# +# [1]: https://gcc.gnu.org/onlinedocs/gcc/Code-Gen-Options.html#Code-Gen-Options +# [2]: http://stackoverflow.com/questions/5311515/gcc-fpic-option +ifeq ($(OS), WINNT) + fPIC ?= +else + fPIC ?= -fPIC +endif + +# List of includes (e.g., `-I /foo/bar -I /beep/boop/include`): +INCLUDE ?= + +# List of source files: +SOURCE_FILES ?= + +# List of libraries (e.g., `-lopenblas -lpthread`): +LIBRARIES ?= + +# List of library paths (e.g., `-L /foo/bar -L /beep/boop`): +LIBPATH ?= + +# List of C targets: +c_targets := benchmark.out + + +# RULES # + +#/ +# Compiles source files. +# +# @param {string} [C_COMPILER] - C compiler (e.g., `gcc`) +# @param {string} [CFLAGS] - C compiler options +# @param {(string|void)} [fPIC] - compiler flag determining whether to generate position independent code (e.g., `-fPIC`) +# @param {string} [INCLUDE] - list of includes (e.g., `-I /foo/bar -I /beep/boop/include`) +# @param {string} [SOURCE_FILES] - list of source files +# @param {string} [LIBPATH] - list of library paths (e.g., `-L /foo/bar -L /beep/boop`) +# @param {string} [LIBRARIES] - list of libraries (e.g., `-lopenblas -lpthread`) +# +# @example +# make +# +# @example +# make all +#/ +all: $(c_targets) + +.PHONY: all + +#/ +# Compiles C source files. +# +# @private +# @param {string} CC - C compiler (e.g., `gcc`) +# @param {string} CFLAGS - C compiler options +# @param {(string|void)} fPIC - compiler flag determining whether to generate position independent code (e.g., `-fPIC`) +# @param {string} INCLUDE - list of includes (e.g., `-I /foo/bar`) +# @param {string} SOURCE_FILES - list of source files +# @param {string} LIBPATH - list of library paths (e.g., `-L /foo/bar`) +# @param {string} LIBRARIES - list of libraries (e.g., `-lopenblas`) +#/ +$(c_targets): %.out: %.c + $(QUIET) $(CC) $(CFLAGS) $(fPIC) $(INCLUDE) -o $@ $(SOURCE_FILES) $< $(LIBPATH) -lm $(LIBRARIES) + +#/ +# Runs compiled benchmarks. +# +# @example +# make run +#/ +run: $(c_targets) + $(QUIET) ./$< + +.PHONY: run + +#/ +# Removes generated files. +# +# @example +# make clean +#/ +clean: + $(QUIET) -rm -f *.o *.out + +.PHONY: clean diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/c/benchmark.c b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/c/benchmark.c new file mode 100644 index 000000000000..8f51b5e9d406 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/c/benchmark.c @@ -0,0 +1,143 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2025 The Stdlib Authors. +* +* Licensed under the Apache License, Version 2.0 (the "License"); +* you may not use this file except in compliance with the License. +* You may obtain a copy of the License at +* +* http://www.apache.org/licenses/LICENSE-2.0 +* +* Unless required by applicable law or agreed to in writing, software +* distributed under the License is distributed on an "AS IS" BASIS, +* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +* See the License for the specific language governing permissions and +* limitations under the License. +*/ + +#include "stdlib/stats/base/dists/gamma/pdf.h" +#include "stdlib/constants/float64/eps.h" +#include +#include +#include +#include +#include + +#define NAME "gamma-pdf" +#define ITERATIONS 1000000 +#define REPEATS 3 + +/** +* Prints the TAP version. +*/ +static void print_version( void ) { + printf( "TAP version 13\n" ); +} + +/** +* Prints the TAP summary. +* +* @param total total number of tests +* @param passing total number of passing tests +*/ +static void print_summary( int total, int passing ) { + printf( "#\n" ); + printf( "1..%d\n", total ); // TAP plan + printf( "# total %d\n", total ); + printf( "# pass %d\n", passing ); + printf( "#\n" ); + printf( "# ok\n" ); +} + +/** +* Prints benchmarks results. +* +* @param elapsed elapsed time in seconds +*/ +static void print_results( double elapsed ) { + double rate = (double)ITERATIONS / elapsed; + printf( " ---\n" ); + printf( " iterations: %d\n", ITERATIONS ); + printf( " elapsed: %0.9f\n", elapsed ); + printf( " rate: %0.9f\n", rate ); + printf( " ...\n" ); +} + +/** +* Returns a clock time. +* +* @return clock time +*/ +static double tic( void ) { + struct timeval now; + gettimeofday( &now, NULL ); + return (double)now.tv_sec + (double)now.tv_usec/1.0e6; +} + +/** +* Generates a random number on the interval [min,max). +* +* @param min minimum value (inclusive) +* @param max maximum value (exclusive) +* @return random number +*/ +static double random_uniform( const double min, const double max ) { + double v = (double)rand() / ( (double)RAND_MAX + 1.0 ); + return min + ( v*(max-min) ); +} + +/** +* Runs a benchmark. +* +* @return elapsed time in seconds +*/ +static double benchmark( void ) { + double elapsed; + double x[ 100 ]; + double alpha[ 100 ]; + double beta[ 100 ]; + double y; + double t; + int i; + + for ( i = 0; i < 100; i++ ) { + x[ i ] = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 100.0 ); + alpha[ i ] = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 100.0 ); + beta[ i ] = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 100.0 ); + } + + t = tic(); + for ( i = 0; i < ITERATIONS; i++ ) { + y = stdlib_base_dists_gamma_pdf( x[ i % 100 ], alpha[ i % 100 ], beta[ i % 100 ] ); + if ( y != y ) { + printf( "should not return NaN\n" ); + break; + } + } + elapsed = tic() - t; + if ( y != y ) { + printf( "should not return NaN\n" ); + } + return elapsed; +} + +/** +* Main execution sequence. +*/ +int main( void ) { + double elapsed; + int i; + + // Use the current time to seed the random number generator: + srand( time( NULL ) ); + + print_version(); + for ( i = 0; i < REPEATS; i++ ) { + printf( "# c::%s\n", NAME ); + elapsed = benchmark(); + print_results( elapsed ); + printf( "ok %d benchmark finished\n", i+1 ); + } + print_summary( REPEATS, REPEATS ); +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/binding.gyp b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/binding.gyp new file mode 100644 index 000000000000..68a1ca11d160 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/binding.gyp @@ -0,0 +1,170 @@ +# @license Apache-2.0 +# +# Copyright (c) 2025 The Stdlib Authors. +# +# Licensed under the Apache License, Version 2.0 (the "License"); +# you may not use this file except in compliance with the License. +# You may obtain a copy of the License at +# +# http://www.apache.org/licenses/LICENSE-2.0 +# +# Unless required by applicable law or agreed to in writing, software +# distributed under the License is distributed on an "AS IS" BASIS, +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +# See the License for the specific language governing permissions and +# limitations under the License. + +# A `.gyp` file for building a Node.js native add-on. +# +# [1]: https://gyp.gsrc.io/docs/InputFormatReference.md +# [2]: https://gyp.gsrc.io/docs/UserDocumentation.md +{ + # List of files to include in this file: + 'includes': [ + './include.gypi', + ], + + # Define variables to be used throughout the configuration for all targets: + 'variables': { + # Target name should match the add-on export name: + 'addon_target_name%': 'addon', + + # Set variables based on the host OS: + 'conditions': [ + [ + 'OS=="win"', + { + # Define the object file suffix: + 'obj': 'obj', + }, + { + # Define the object file suffix: + 'obj': 'o', + } + ], # end condition (OS=="win") + ], # end conditions + }, # end variables + + # Define compile targets: + 'targets': [ + + # Target to generate an add-on: + { + # The target name should match the add-on export name: + 'target_name': '<(addon_target_name)', + + # Define dependencies: + 'dependencies': [], + + # Define directories which contain relevant include headers: + 'include_dirs': [ + # Local include directory: + '<@(include_dirs)', + ], + + # List of source files: + 'sources': [ + '<@(src_files)', + ], + + # Settings which should be applied when a target's object files are used as linker input: + 'link_settings': { + # Define libraries: + 'libraries': [ + '<@(libraries)', + ], + + # Define library directories: + 'library_dirs': [ + '<@(library_dirs)', + ], + }, + + # C/C++ compiler flags: + 'cflags': [ + # Enable commonly used warning options: + '-Wall', + + # Aggressive optimization: + '-O3', + ], + + # C specific compiler flags: + 'cflags_c': [ + # Specify the C standard to which a program is expected to conform: + '-std=c99', + ], + + # C++ specific compiler flags: + 'cflags_cpp': [ + # Specify the C++ standard to which a program is expected to conform: + '-std=c++11', + ], + + # Linker flags: + 'ldflags': [], + + # Apply conditions based on the host OS: + 'conditions': [ + [ + 'OS=="mac"', + { + # Linker flags: + 'ldflags': [ + '-undefined dynamic_lookup', + '-Wl,-no-pie', + '-Wl,-search_paths_first', + ], + }, + ], # end condition (OS=="mac") + [ + 'OS!="win"', + { + # C/C++ flags: + 'cflags': [ + # Generate platform-independent code: + '-fPIC', + ], + }, + ], # end condition (OS!="win") + ], # end conditions + }, # end target <(addon_target_name) + + # Target to copy a generated add-on to a standard location: + { + 'target_name': 'copy_addon', + + # Declare that the output of this target is not linked: + 'type': 'none', + + # Define dependencies: + 'dependencies': [ + # Require that the add-on be generated before building this target: + '<(addon_target_name)', + ], + + # Define a list of actions: + 'actions': [ + { + 'action_name': 'copy_addon', + 'message': 'Copying addon...', + + # Explicitly list the inputs in the command-line invocation below: + 'inputs': [], + + # Declare the expected outputs: + 'outputs': [ + '<(addon_output_dir)/<(addon_target_name).node', + ], + + # Define the command-line invocation: + 'action': [ + 'cp', + '<(PRODUCT_DIR)/<(addon_target_name).node', + '<(addon_output_dir)/<(addon_target_name).node', + ], + }, + ], # end actions + }, # end target copy_addon + ], # end targets +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/Makefile b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/Makefile new file mode 100644 index 000000000000..25ced822f96a --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/Makefile @@ -0,0 +1,146 @@ +#/ +# @license Apache-2.0 +# +# Copyright (c) 2025 The Stdlib Authors. +# +# Licensed under the Apache License, Version 2.0 (the "License"); +# you may not use this file except in compliance with the License. +# You may obtain a copy of the License at +# +# http://www.apache.org/licenses/LICENSE-2.0 +# +# Unless required by applicable law or agreed to in writing, software +# distributed under the License is distributed on an "AS IS" BASIS, +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +# See the License for the specific language governing permissions and +# limitations under the License. +#/ + +# VARIABLES # + +ifndef VERBOSE + QUIET := @ +else + QUIET := +endif + +# Determine the OS ([1][1], [2][2]). +# +# [1]: https://en.wikipedia.org/wiki/Uname#Examples +# [2]: http://stackoverflow.com/a/27776822/2225624 +OS ?= $(shell uname) +ifneq (, $(findstring MINGW,$(OS))) + OS := WINNT +else +ifneq (, $(findstring MSYS,$(OS))) + OS := WINNT +else +ifneq (, $(findstring CYGWIN,$(OS))) + OS := WINNT +else +ifneq (, $(findstring Windows_NT,$(OS))) + OS := WINNT +endif +endif +endif +endif + +# Define the program used for compiling C source files: +ifdef C_COMPILER + CC := $(C_COMPILER) +else + CC := gcc +endif + +# Define the command-line options when compiling C files: +CFLAGS ?= \ + -std=c99 \ + -O3 \ + -Wall \ + -pedantic + +# Determine whether to generate position independent code ([1][1], [2][2]). +# +# [1]: https://gcc.gnu.org/onlinedocs/gcc/Code-Gen-Options.html#Code-Gen-Options +# [2]: http://stackoverflow.com/questions/5311515/gcc-fpic-option +ifeq ($(OS), WINNT) + fPIC ?= +else + fPIC ?= -fPIC +endif + +# List of includes (e.g., `-I /foo/bar -I /beep/boop/include`): +INCLUDE ?= + +# List of source files: +SOURCE_FILES ?= + +# List of libraries (e.g., `-lopenblas -lpthread`): +LIBRARIES ?= + +# List of library paths (e.g., `-L /foo/bar -L /beep/boop`): +LIBPATH ?= + +# List of C targets: +c_targets := example.out + + +# RULES # + +#/ +# Compiles source files. +# +# @param {string} [C_COMPILER] - C compiler (e.g., `gcc`) +# @param {string} [CFLAGS] - C compiler options +# @param {(string|void)} [fPIC] - compiler flag determining whether to generate position independent code (e.g., `-fPIC`) +# @param {string} [INCLUDE] - list of includes (e.g., `-I /foo/bar -I /beep/boop/include`) +# @param {string} [SOURCE_FILES] - list of source files +# @param {string} [LIBPATH] - list of library paths (e.g., `-L /foo/bar -L /beep/boop`) +# @param {string} [LIBRARIES] - list of libraries (e.g., `-lopenblas -lpthread`) +# +# @example +# make +# +# @example +# make all +#/ +all: $(c_targets) + +.PHONY: all + +#/ +# Compiles C source files. +# +# @private +# @param {string} CC - C compiler (e.g., `gcc`) +# @param {string} CFLAGS - C compiler options +# @param {(string|void)} fPIC - compiler flag determining whether to generate position independent code (e.g., `-fPIC`) +# @param {string} INCLUDE - list of includes (e.g., `-I /foo/bar`) +# @param {string} SOURCE_FILES - list of source files +# @param {string} LIBPATH - list of library paths (e.g., `-L /foo/bar`) +# @param {string} LIBRARIES - list of libraries (e.g., `-lopenblas`) +#/ +$(c_targets): %.out: %.c + $(QUIET) $(CC) $(CFLAGS) $(fPIC) $(INCLUDE) -o $@ $(SOURCE_FILES) $< $(LIBPATH) -lm $(LIBRARIES) + +#/ +# Runs compiled examples. +# +# @example +# make run +#/ +run: $(c_targets) + $(QUIET) ./$< + +.PHONY: run + +#/ +# Removes generated files. +# +# @example +# make clean +#/ +clean: + $(QUIET) -rm -f *.o *.out + +.PHONY: clean diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/example.c b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/example.c new file mode 100644 index 000000000000..fe50330b8fb1 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/example.c @@ -0,0 +1,43 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2025 The Stdlib Authors. +* +* Licensed under the Apache License, Version 2.0 (the "License"); +* you may not use this file except in compliance with the License. +* You may obtain a copy of the License at +* +* http://www.apache.org/licenses/LICENSE-2.0 +* +* Unless required by applicable law or agreed to in writing, software +* distributed under the License is distributed on an "AS IS" BASIS, +* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +* See the License for the specific language governing permissions and +* limitations under the License. +*/ + +#include "stdlib/stats/base/dists/gamma/pdf.h" +#include +#include +#include + +static double random_uniform( const double min, const double max ) { + double v = (double)rand() / ( (double)RAND_MAX + 1.0 ); + return min + ( v*(max-min) ); +} + +int main( void ) { + double x; + double alpha; + double beta; + double y; + int i; + + for ( i = 0; i < 25; i++ ) { + x = random_uniform( 0.0, 3.0 ); + alpha = random_uniform( 0.0, 5.0 ); + beta = random_uniform( 0.0, 5.0 ); + y = stdlib_base_dists_gamma_pdf( x, alpha, beta ); + printf( "x: %lf, α: %lf, β: %lf, f(x;α,β): %lf\n", x, alpha, beta, y ); + } +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include.gypi b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include.gypi new file mode 100644 index 000000000000..ecfaf82a3279 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include.gypi @@ -0,0 +1,53 @@ +# @license Apache-2.0 +# +# Copyright (c) 2025 The Stdlib Authors. +# +# Licensed under the Apache License, Version 2.0 (the "License"); +# you may not use this file except in compliance with the License. +# You may obtain a copy of the License at +# +# http://www.apache.org/licenses/LICENSE-2.0 +# +# Unless required by applicable law or agreed to in writing, software +# distributed under the License is distributed on an "AS IS" BASIS, +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +# See the License for the specific language governing permissions and +# limitations under the License. + +# A GYP include file for building a Node.js native add-on. +# +# Main documentation: +# +# [1]: https://gyp.gsrc.io/docs/InputFormatReference.md +# [2]: https://gyp.gsrc.io/docs/UserDocumentation.md +{ + # Define variables to be used throughout the configuration for all targets: + 'variables': { + # Source directory: + 'src_dir': './src', + + # Include directories: + 'include_dirs': [ + ' 1.0 ) { + return 0.0; + } + return ( a == 1.0 ) ? 1.0 : STDLIB_CONSTANT_FLOAT64_PINF; + } + f1 = stdlib_base_dists_gamma_regularized_prefix( a, x ); + if ( x < 1.0 && ( STDLIB_CONSTANT_FLOAT64_MAX * x < f1 ) ) { + return STDLIB_CONSTANT_FLOAT64_PINF; + } + if ( f1 == 0.0 ) { + // Underflow in calculation, use logs instead: + f1 = (a * stdlib_base_ln( x )) - x - stdlib_base_gammaln( a ) - stdlib_base_ln( x ); + f1 = stdlib_base_exp( f1 ); + } else { + f1 /= x; + } + return f1; +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/main.c b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/main.c new file mode 100644 index 000000000000..551cd204d930 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/main.c @@ -0,0 +1,54 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2025 The Stdlib Authors. +* +* Licensed under the Apache License, Version 2.0 (the "License"); +* you may not use this file except in compliance with the License. +* You may obtain a copy of the License at +* +* http://www.apache.org/licenses/LICENSE-2.0 +* +* Unless required by applicable law or agreed to in writing, software +* distributed under the License is distributed on an "AS IS" BASIS, +* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +* See the License for the specific language governing permissions and +* limitations under the License. +*/ + +#include "stdlib/stats/base/dists/gamma/deriv.h" +#include "stdlib/stats/base/dists/gamma/pdf.h" +#include "stdlib/math/base/assert/is_nan.h" +#include "stdlib/constants/float64/pinf.h" + +/** +* Evaluates the probability density function (PDF) for a gamma distribution with shape parameter `alpha` and rate parameter `beta` at a value `x`. +* +* @param x input value +* @param alpha shape parameter +* @param beta rate parameter +* @return evaluated PDF +* +* @example +* double y = stdlib_base_dists_gamma_pdf( 2.0, 0.5, 1.0 ); +* // returns ~0.054 +*/ +double stdlib_base_dists_gamma_pdf( const double x, const double alpha, const double beta ) { + if ( + stdlib_base_is_nan( x ) || + stdlib_base_is_nan( alpha ) || + stdlib_base_is_nan( beta ) || + alpha < 0.0 || + beta <= 0.0 + ) { + return 0.0/0.0; // NaN + } + if ( x < 0.0 || x == STDLIB_CONSTANT_FLOAT64_PINF ) { + return 0.0; + } + if ( alpha == 0.0 ) { + // Point mass at 0... + return ( x == 0.0 ) ? STDLIB_CONSTANT_FLOAT64_PINF : 0.0; + } + return stdlib_base_dists_gamma_deriv( alpha, x * beta ) * beta; +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/regularized_prefix.c b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/regularized_prefix.c new file mode 100644 index 000000000000..a2edd47c52b9 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/regularized_prefix.c @@ -0,0 +1,115 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2025 The Stdlib Authors. +* +* Licensed under the Apache License, Version 2.0 (the "License"); +* you may not use this file except in compliance with the License. +* You may obtain a copy of the License at +* +* http://www.apache.org/licenses/LICENSE-2.0 +* +* Unless required by applicable law or agreed to in writing, software +* distributed under the License is distributed on an "AS IS" BASIS, +* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +* See the License for the specific language governing permissions and +* limitations under the License. +*/ + +#include "stdlib/stats/base/dists/gamma/regularized_prefix.h" +#include "stdlib/math/base/assert/is_nan.h" +#include "stdlib/math/base/special/abs.h" +#include "stdlib/math/base/special/exp.h" +#include "stdlib/math/base/special/gamma.h" +#include "stdlib/math/base/special/gamma_lanczos_sum_expg_scaled.h" +#include "stdlib/math/base/special/gammaln.h" +#include "stdlib/math/base/special/log1p.h" +#include "stdlib/math/base/special/ln.h" +#include "stdlib/math/base/special/max.h" +#include "stdlib/math/base/special/min.h" +#include "stdlib/math/base/special/pow.h" +#include "stdlib/math/base/special/sqrt.h" +#include "stdlib/constants/float64/e.h" +#include "stdlib/constants/float64/gamma_lanczos_g.h" +#include "stdlib/constants/float64/pinf.h" +#include "stdlib/constants/float64/max_ln.h" +#include "stdlib/constants/float64/min_ln.h" + +/** +* Computes `(z^a)*(e^-z) / gamma(a)`. +* +* @private +* @param a input value +* @param z input value +* @return function value +*/ +double stdlib_base_dists_gamma_regularized_prefix( const double a, const double z ) { + double prefix; + double amza; + double agh; + double alz; + double amz; + double sq; + double d; + + agh = a + STDLIB_CONSTANT_FLOAT64_GAMMA_LANCZOS_G - 0.5; + d = ( (z - a) - STDLIB_CONSTANT_FLOAT64_GAMMA_LANCZOS_G + 0.5 ) / agh; + if ( a < 1.0 ) { + // Treat a < 1 as a special case because our Lanczos approximations are optimized against the factorials with a > 1, and for high precision types very small values of `a` can give rather erroneous results for gamma: + if ( z <= STDLIB_CONSTANT_FLOAT64_MIN_LN ) { + // Use logs, so should be free of cancellation errors: + return stdlib_base_exp( ( a * stdlib_base_ln(z) ) - z - stdlib_base_gammaln( a ) ); + } + // No danger of overflow as gamma(a) < 1/a for small a, so direct calculation: + return stdlib_base_pow( z, a ) * stdlib_base_exp( -z ) / stdlib_base_gamma( a ); + } + if ( stdlib_base_abs(d*d*a) <= 100.0 && a > 150.0 ) { + // Special case for large a and a ~ z: + prefix = ( a * ( stdlib_base_log1p( d ) - d ) ) + ( z * ( 0.5-STDLIB_CONSTANT_FLOAT64_GAMMA_LANCZOS_G ) / agh ); + prefix = stdlib_base_exp( prefix ); + } + else { + // General case. Direct computation is most accurate, but use various fallbacks for different parts of the problem domain: + alz = a * stdlib_base_ln(z / agh); + amz = a - z; + if ( + stdlib_base_min(alz, amz) <= STDLIB_CONSTANT_FLOAT64_MIN_LN || + stdlib_base_max(alz, amz) >= STDLIB_CONSTANT_FLOAT64_MAX_LN + ) { + amza = amz / a; + if ( + stdlib_base_min(alz, amz)/2.0 > STDLIB_CONSTANT_FLOAT64_MIN_LN && + stdlib_base_max(alz, amz)/2.0 < STDLIB_CONSTANT_FLOAT64_MAX_LN + ) { + // Compute square root of the result and then square it: + sq = stdlib_base_pow( z / agh, a / 2.0 ) * stdlib_base_exp( amz / 2.0 ); + prefix = sq * sq; + } + else if ( + stdlib_base_min(alz, amz)/4.0 > STDLIB_CONSTANT_FLOAT64_MIN_LN && + stdlib_base_max(alz, amz)/4.0 < STDLIB_CONSTANT_FLOAT64_MAX_LN && + z > a + ) { + // Compute the 4th root of the result then square it twice: + sq = stdlib_base_pow( z / agh, a / 4.0 ) * stdlib_base_exp( amz / 4.0 ); + prefix = sq * sq; + prefix *= prefix; + } + else if ( + amza > STDLIB_CONSTANT_FLOAT64_MIN_LN && + amza < STDLIB_CONSTANT_FLOAT64_MAX_LN + ) { + prefix = stdlib_base_pow( (z * stdlib_base_exp(amza)) / agh, a ); + } + else { + prefix = stdlib_base_exp( alz + amz ); + } + } + else + { + prefix = stdlib_base_pow( z / agh, a ) * stdlib_base_exp( amz ); + } + } + prefix *= stdlib_base_sqrt( agh / STDLIB_CONSTANT_FLOAT64_E ) / stdlib_base_gamma_lanczos_sum_expg_scaled( a ); + return prefix; +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/test/test.native.js new file mode 100644 index 000000000000..40218adc2cfb --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/test/test.native.js @@ -0,0 +1,232 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2018 The Stdlib Authors. +* +* Licensed under the Apache License, Version 2.0 (the "License"); +* you may not use this file except in compliance with the License. +* You may obtain a copy of the License at +* +* http://www.apache.org/licenses/LICENSE-2.0 +* +* Unless required by applicable law or agreed to in writing, software +* distributed under the License is distributed on an "AS IS" BASIS, +* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +* See the License for the specific language governing permissions and +* limitations under the License. +*/ + +'use strict'; + +// MODULES // + +var resolve = require( 'path' ).resolve; +var tape = require( 'tape' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var abs = require( '@stdlib/math/base/special/abs' ); +var PINF = require( '@stdlib/constants/float64/pinf' ); +var NINF = require( '@stdlib/constants/float64/ninf' ); +var EPS = require( '@stdlib/constants/float64/eps' ); +var tryRequire = require( '@stdlib/utils/try-require' ); + + +// FIXTURES // + +var largeRate = require( './fixtures/julia/large_rate.json' ); +var largeShape = require( './fixtures/julia/large_shape.json' ); +var bothLarge = require( './fixtures/julia/both_large.json' ); + + +// VARIABLES // + +var pdf = tryRequire( resolve( __dirname, './../lib/native.js' ) ); +var opts = { + 'skip': ( pdf instanceof Error ) +}; + + +// TESTS // + +tape( 'main export is a function', opts, function test( t ) { + t.ok( true, __filename ); + t.strictEqual( typeof pdf, 'function', 'main export is a function' ); + t.end(); +}); + +tape( 'if provided `NaN` for any parameter, the function returns `NaN`', opts, function test( t ) { + var y = pdf( NaN, 1.0, 1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + y = pdf( 0.0, NaN, 1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + y = pdf( 0.0, 1.0, NaN ); + t.equal( isnan( y ), true, 'returns NaN' ); + t.end(); +}); + +tape( 'if provided `+infinity` for `x` and a finite `alpha` and `beta`, the function returns `0`', opts, function test( t ) { + var y = pdf( PINF, 1.0, 1.0 ); + t.equal( y, 0.0, 'returns 0' ); + t.end(); +}); + +tape( 'if provided `-infinity` for `x` and a finite `alpha` and `beta`, the function returns `0`', opts, function test( t ) { + var y = pdf( NINF, 1.0, 1.0 ); + t.equal( y, 0.0, 'returns 0' ); + t.end(); +}); + +tape( 'if provided `alpha < 0`, the function returns `NaN`', opts, function test( t ) { + var y; + + y = pdf( 2.0, -1.0, 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 0.0, -1.0, 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, NINF, 1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, NINF, PINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, NINF, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, NINF, NaN ); + t.equal( isnan( y ), true, 'returns NaN' ); + + t.end(); +}); + +tape( 'if provided `beta <= 0`, the function returns `NaN`', opts, function test( t ) { + var y; + + y = pdf( 2.0, 2.0, 0.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, 2.0, -1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 0.0, 2.0, -1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, 1.0, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, PINF, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, NINF, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, NaN, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + t.end(); +}); + +tape( 'if `alpha` equals `0`, the function evaluates a degenerate distribution centered at `0`', opts, function test( t ) { + var y; + + y = pdf( 0.0, 0.0, 1.0 ); + t.equal( y, PINF, 'returns +infinity for x equal to 0' ); + + y = pdf( 1.0, 0.0, 1.0 ); + t.equal( y, 0.0, 'returns 0' ); + + y = pdf( -1.5, 0.0, 1.0 ); + t.equal( y, 0.0, 'returns 0' ); + + y = pdf( PINF, 0.0, 1.5 ); + t.equal( y, 0.0, 'returns 0' ); + + y = pdf( NINF, 0.0, 1.5 ); + t.equal( y, 0.0, 'returns 0' ); + + y = pdf( NaN, 0.0, 1, 5 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + t.end(); +}); + +tape( 'the function evaluates the pdf for `x` given large `alpha` and `beta`', opts, function test( t ) { + var expected; + var alpha; + var delta; + var beta; + var tol; + var i; + var x; + var y; + + expected = bothLarge.expected; + x = bothLarge.x; + alpha = bothLarge.alpha; + beta = bothLarge.beta; + for ( i = 0; i < x.length; i++ ) { + y = pdf( x[i], alpha[i], beta[i] ); + if ( y === expected[i] ) { + t.equal( y, expected[i], 'x: '+x[i]+', alpha: '+alpha[i]+', beta: '+beta[i]+', y: '+y+', expected: '+expected[i] ); + } else { + delta = abs( y - expected[ i ] ); + tol = 170.0 * EPS * abs( expected[ i ] ); + t.ok( delta <= tol, 'within tolerance. x: '+x[ i ]+'. alpha: '+alpha[i]+'. beta: '+beta[i]+'. y: '+y+'. E: '+expected[ i ]+'. Δ: '+delta+'. tol: '+tol+'.' ); + } + } + t.end(); +}); + +tape( 'the function evaluates the pdf for `x` given large shape parameter `alpha`', opts, function test( t ) { + var expected; + var alpha; + var delta; + var beta; + var tol; + var i; + var x; + var y; + + expected = largeShape.expected; + x = largeShape.x; + alpha = largeShape.alpha; + beta = largeShape.beta; + for ( i = 0; i < x.length; i++ ) { + y = pdf( x[i], alpha[i], beta[i] ); + if ( y === expected[i] ) { + t.equal( y, expected[i], 'x: '+x[i]+', alpha: '+alpha[i]+', beta: '+beta[i]+', y: '+y+', expected: '+expected[i] ); + } else { + delta = abs( y - expected[ i ] ); + tol = 140.0 * EPS * abs( expected[ i ] ); + t.ok( delta <= tol, 'within tolerance. x: '+x[ i ]+'. alpha: '+alpha[i]+'. beta: '+beta[i]+'. y: '+y+'. E: '+expected[ i ]+'. Δ: '+delta+'. tol: '+tol+'.' ); + } + } + t.end(); +}); + +tape( 'the function evaluates the pdf for `x` given large rate parameter `beta`', opts, function test( t ) { + var expected; + var alpha; + var delta; + var beta; + var tol; + var i; + var x; + var y; + + expected = largeRate.expected; + x = largeRate.x; + alpha = largeRate.alpha; + beta = largeRate.beta; + for ( i = 0; i < x.length; i++ ) { + y = pdf( x[i], alpha[i], beta[i] ); + if ( y === expected[i] ) { + t.equal( y, expected[i], 'x: '+x[i]+', alpha: '+alpha[i]+', beta: '+beta[i]+', y: '+y+', expected: '+expected[i] ); + } else { + delta = abs( y - expected[ i ] ); + tol = 120.0 * EPS * abs( expected[ i ] ); + t.ok( delta <= tol, 'within tolerance. x: '+x[ i ]+'. alpha: '+alpha[i]+'. beta: '+beta[i]+'. y: '+y+'. E: '+expected[ i ]+'. Δ: '+delta+'. tol: '+tol+'.' ); + } + } + t.end(); +}); From ec16fbb6afdead6a92f8876a0c49148a5f78582f Mon Sep 17 00:00:00 2001 From: stdlib-bot <82920195+stdlib-bot@users.noreply.github.com> Date: Wed, 26 Mar 2025 13:07:21 +0000 Subject: [PATCH 2/7] chore: update copyright years --- .../@stdlib/stats/base/dists/gamma/pdf/test/test.native.js | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/test/test.native.js index 40218adc2cfb..df7cd0edc532 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/test/test.native.js +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/test/test.native.js @@ -1,7 +1,7 @@ /** * @license Apache-2.0 * -* Copyright (c) 2018 The Stdlib Authors. +* Copyright (c) 2025 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. From 194bc29004c51d053a1dd77d8ee56661fd90cd74 Mon Sep 17 00:00:00 2001 From: Philipp Burckhardt Date: Sun, 22 Jun 2025 16:01:12 -0500 Subject: [PATCH 3/7] docs: modernize PRNG usage and fix parameter generation in gamma/pdf --- type: pre_push_report description: Results of running various checks prior to pushing changes. report: --- --- type: pre_push_report description: Results of running various checks prior to pushing changes. report: - task: run_javascript_examples status: passed - task: run_c_examples status: passed - task: run_cpp_examples status: na - task: run_javascript_readme_examples status: failed --- --- type: pre_push_report description: Results of running various checks prior to pushing changes. report: --- --- type: pre_push_report description: Results of running various checks prior to pushing changes. report: --- --- type: pre_push_report description: Results of running various checks prior to pushing changes. report: - task: run_javascript_examples status: passed - task: run_c_examples status: passed - task: run_cpp_examples status: na - task: run_javascript_readme_examples status: failed --- --- type: pre_push_report description: Results of running various checks prior to pushing changes. report: - task: run_javascript_examples status: passed - task: run_c_examples status: passed - task: run_cpp_examples status: na - task: run_javascript_readme_examples status: failed --- --- .../stats/base/dists/gamma/pdf/README.md | 20 ++++++++++--------- .../gamma/pdf/benchmark/benchmark.native.js | 14 ++++--------- .../base/dists/gamma/pdf/examples/c/example.c | 5 +++-- .../base/dists/gamma/pdf/examples/index.js | 16 ++++++++------- 4 files changed, 27 insertions(+), 28 deletions(-) diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/README.md b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/README.md index 3bddcbea7427..c4508a645253 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/README.md +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/README.md @@ -133,7 +133,8 @@ y = mypdf( 4.0 ); ```javascript -var randu = require( '@stdlib/random/base/randu' ); +var uniform = require( '@stdlib/random/array/uniform' ); +var EPS = require( '@stdlib/constants/float64/eps' ); var pdf = require( '@stdlib/stats/base/dists/gamma/pdf' ); var alpha; @@ -142,12 +143,13 @@ var x; var y; var i; -for ( i = 0; i < 10; i++ ) { - x = randu() * 3.0; - alpha = randu() * 5.0; - beta = randu() * 5.0; - y = pdf( x, alpha, beta ); - console.log( 'x: %d, α: %d, β: %d, f(x;α,β): %d', x.toFixed( 4 ), alpha.toFixed( 4 ), beta.toFixed( 4 ), y.toFixed( 4 ) ); +x = uniform( 10, 0.0, 3.0 ); +alpha = uniform( 10, EPS, 5.0 ); +beta = uniform( 10, EPS, 5.0 ); + +for ( i = 0; i < x.length; i++ ) { + y = pdf( x[ i ], alpha[ i ], beta[ i ] ); + console.log( 'x: %d, α: %d, β: %d, f(x;α,β): %d', x[ i ].toFixed( 4 ), alpha[ i ].toFixed( 4 ), beta[ i ].toFixed( 4 ), y.toFixed( 4 ) ); } ``` @@ -238,8 +240,8 @@ int main( void ) { for ( i = 0; i < 10; i++ ) { x = random_uniform( 0.0, 3.0 ); - alpha = random_uniform( 0.0, 5.0 ); - beta = random_uniform( 0.0, 5.0 ); + alpha = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 5.0 ); + beta = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 5.0 ); y = stdlib_base_dists_gamma_pdf( x, alpha, beta ); printf( "x: %lf, α: %lf, β: %lf, f(x;α,β): %lf\n", x, alpha, beta, y ); } diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/benchmark.native.js b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/benchmark.native.js index f234699b5e80..88da6e5a4154 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/benchmark.native.js +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/benchmark.native.js @@ -22,8 +22,7 @@ var resolve = require( 'path' ).resolve; var bench = require( '@stdlib/bench' ); -var Float64Array = require( '@stdlib/array/float64' ); -var uniform = require( '@stdlib/random/base/uniform' ); +var uniform = require( '@stdlib/random/array/uniform' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); var EPS = require( '@stdlib/constants/float64/eps' ); var tryRequire = require( '@stdlib/utils/try-require' ); @@ -49,14 +48,9 @@ bench( pkg+'::native', opts, function benchmark( b ) { var i; len = 100; - x = new Float64Array( len ); - alpha = new Float64Array( len ); - beta = new Float64Array( len ); - for ( i = 0; i < len; i++ ) { - x[ i ] = uniform( EPS, 100.0 ); - alpha[ i ] = uniform( EPS, 100.0 ); - beta[ i ] = uniform( EPS, 100.0 ); - } + x = uniform( len, EPS, 100.0 ); + alpha = uniform( len, EPS, 100.0 ); + beta = uniform( len, EPS, 100.0 ); b.tic(); for ( i = 0; i < b.iterations; i++ ) { diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/example.c b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/example.c index fe50330b8fb1..232bc64b47c5 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/example.c +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/example.c @@ -17,6 +17,7 @@ */ #include "stdlib/stats/base/dists/gamma/pdf.h" +#include "stdlib/constants/float64/eps.h" #include #include #include @@ -35,8 +36,8 @@ int main( void ) { for ( i = 0; i < 25; i++ ) { x = random_uniform( 0.0, 3.0 ); - alpha = random_uniform( 0.0, 5.0 ); - beta = random_uniform( 0.0, 5.0 ); + alpha = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 5.0 ); + beta = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 5.0 ); y = stdlib_base_dists_gamma_pdf( x, alpha, beta ); printf( "x: %lf, α: %lf, β: %lf, f(x;α,β): %lf\n", x, alpha, beta, y ); } diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/index.js b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/index.js index 3ca528a12c75..c47f59c1e804 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/index.js +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/index.js @@ -18,7 +18,8 @@ 'use strict'; -var randu = require( '@stdlib/random/base/randu' ); +var uniform = require( '@stdlib/random/array/uniform' ); +var EPS = require( '@stdlib/constants/float64/eps' ); var pdf = require( './../lib' ); var alpha; @@ -27,10 +28,11 @@ var x; var y; var i; -for ( i = 0; i < 10; i++ ) { - x = randu() * 3.0; - alpha = randu() * 5.0; - beta = randu() * 5.0; - y = pdf( x, alpha, beta ); - console.log( 'x: %d, α: %d, β: %d, f(x;α,β): %d', x.toFixed( 4 ), alpha.toFixed( 4 ), beta.toFixed( 4 ), y.toFixed( 4 ) ); +x = uniform( 10, 0.0, 3.0 ); +alpha = uniform( 10, EPS, 5.0 ); +beta = uniform( 10, EPS, 5.0 ); + +for ( i = 0; i < x.length; i++ ) { + y = pdf( x[ i ], alpha[ i ], beta[ i ] ); + console.log( 'x: %d, α: %d, β: %d, f(x;α,β): %d', x[ i ].toFixed( 4 ), alpha[ i ].toFixed( 4 ), beta[ i ].toFixed( 4 ), y.toFixed( 4 ) ); } From 2592c0c09862b79bfd3b5973af87ef572f296abc Mon Sep 17 00:00:00 2001 From: Philipp Burckhardt Date: Sun, 22 Jun 2025 18:13:28 -0500 Subject: [PATCH 4/7] refactor: combine gamma/pdf C source files into main.c with static functions --- type: pre_commit_static_analysis_report description: Results of running static analysis checks when committing changes. report: - task: lint_filenames status: passed - task: lint_editorconfig status: passed - task: lint_markdown status: na - task: lint_package_json status: na - task: lint_repl_help status: na - task: lint_javascript_src status: na - task: lint_javascript_cli status: na - task: lint_javascript_examples status: na - task: lint_javascript_tests status: na - task: lint_javascript_benchmarks status: na - task: lint_python status: na - task: lint_r status: na - task: lint_c_src status: passed - task: lint_c_examples status: na - task: lint_c_benchmarks status: na - task: lint_c_tests_fixtures status: na - task: lint_shell status: na - task: lint_typescript_declarations status: na - task: lint_typescript_tests status: na - task: lint_license_headers status: passed --- --- .../stdlib/stats/base/dists/gamma/deriv.h | 38 ----- .../base/dists/gamma/regularized_prefix.h | 38 ----- .../stats/base/dists/gamma/pdf/manifest.json | 12 +- .../stats/base/dists/gamma/pdf/src/deriv.c | 62 -------- .../stats/base/dists/gamma/pdf/src/main.c | 134 +++++++++++++++++- .../dists/gamma/pdf/src/regularized_prefix.c | 115 --------------- 6 files changed, 135 insertions(+), 264 deletions(-) delete mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include/stdlib/stats/base/dists/gamma/deriv.h delete mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include/stdlib/stats/base/dists/gamma/regularized_prefix.h delete mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/deriv.c delete mode 100644 lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/regularized_prefix.c diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include/stdlib/stats/base/dists/gamma/deriv.h b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include/stdlib/stats/base/dists/gamma/deriv.h deleted file mode 100644 index f59ba03002ca..000000000000 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include/stdlib/stats/base/dists/gamma/deriv.h +++ /dev/null @@ -1,38 +0,0 @@ -/** -* @license Apache-2.0 -* -* Copyright (c) 2025 The Stdlib Authors. -* -* Licensed under the Apache License, Version 2.0 (the "License"); -* you may not use this file except in compliance with the License. -* You may obtain a copy of the License at -* -* http://www.apache.org/licenses/LICENSE-2.0 -* -* Unless required by applicable law or agreed to in writing, software -* distributed under the License is distributed on an "AS IS" BASIS, -* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. -* See the License for the specific language governing permissions and -* limitations under the License. -*/ - -#ifndef STDLIB_STATS_BASE_DISTS_GAMMA_DERIV_H -#define STDLIB_STATS_BASE_DISTS_GAMMA_DERIV_H - -/* -* If C++, prevent name mangling so that the compiler emits a binary file having undecorated names, thus mirroring the behavior of a C compiler. -*/ -#ifdef __cplusplus -extern "C" { -#endif - -/** -* Calculates the partial derivative with respect to x of the incomplete gamma function. -*/ -double stdlib_base_dists_gamma_deriv( const double a, const double x ); - -#ifdef __cplusplus -} -#endif - -#endif // !STDLIB_STATS_BASE_DISTS_GAMMA_DERIV_H diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include/stdlib/stats/base/dists/gamma/regularized_prefix.h b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include/stdlib/stats/base/dists/gamma/regularized_prefix.h deleted file mode 100644 index 8d0ef68bad54..000000000000 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include/stdlib/stats/base/dists/gamma/regularized_prefix.h +++ /dev/null @@ -1,38 +0,0 @@ -/** -* @license Apache-2.0 -* -* Copyright (c) 2025 The Stdlib Authors. -* -* Licensed under the Apache License, Version 2.0 (the "License"); -* you may not use this file except in compliance with the License. -* You may obtain a copy of the License at -* -* http://www.apache.org/licenses/LICENSE-2.0 -* -* Unless required by applicable law or agreed to in writing, software -* distributed under the License is distributed on an "AS IS" BASIS, -* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. -* See the License for the specific language governing permissions and -* limitations under the License. -*/ - -#ifndef STDLIB_STATS_BASE_DISTS_GAMMA_REGULARIZED_PREFIX_H -#define STDLIB_STATS_BASE_DISTS_GAMMA_REGULARIZED_PREFIX_H - -/* -* If C++, prevent name mangling so that the compiler emits a binary file having undecorated names, thus mirroring the behavior of a C compiler. -*/ -#ifdef __cplusplus -extern "C" { -#endif - -/** -* Computes `(z^a)*(e^-z) / gamma(a)`. -*/ -double stdlib_base_dists_gamma_regularized_prefix( const double a, const double z ); - -#ifdef __cplusplus -} -#endif - -#endif // !STDLIB_STATS_BASE_DISTS_GAMMA_REGULARIZED_PREFIX_H diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/manifest.json b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/manifest.json index ee1703c23e35..97b67c1f6a92 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/manifest.json +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/manifest.json @@ -30,9 +30,7 @@ "task": "build", "wasm": false, "src": [ - "./src/main.c", - "./src/deriv.c", - "./src/regularized_prefix.c" + "./src/main.c" ], "include": [ "./include" @@ -65,9 +63,7 @@ "task": "benchmark", "wasm": false, "src": [ - "./src/main.c", - "./src/deriv.c", - "./src/regularized_prefix.c" + "./src/main.c" ], "include": [ "./include" @@ -100,9 +96,7 @@ "task": "examples", "wasm": false, "src": [ - "./src/main.c", - "./src/deriv.c", - "./src/regularized_prefix.c" + "./src/main.c" ], "include": [ "./include" diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/deriv.c b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/deriv.c deleted file mode 100644 index c7324f8c7b11..000000000000 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/deriv.c +++ /dev/null @@ -1,62 +0,0 @@ -/** -* @license Apache-2.0 -* -* Copyright (c) 2025 The Stdlib Authors. -* -* Licensed under the Apache License, Version 2.0 (the "License"); -* you may not use this file except in compliance with the License. -* You may obtain a copy of the License at -* -* http://www.apache.org/licenses/LICENSE-2.0 -* -* Unless required by applicable law or agreed to in writing, software -* distributed under the License is distributed on an "AS IS" BASIS, -* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. -* See the License for the specific language governing permissions and -* limitations under the License. -*/ - -#include "stdlib/stats/base/dists/gamma/deriv.h" -#include "stdlib/stats/base/dists/gamma/regularized_prefix.h" -#include "stdlib/math/base/assert/is_nan.h" -#include "stdlib/math/base/special/exp.h" -#include "stdlib/math/base/special/gammaln.h" -#include "stdlib/math/base/special/ln.h" -#include "stdlib/constants/float64/max.h" -#include "stdlib/constants/float64/pinf.h" - -/** -* Calculates the partial derivative with respect to x of the incomplete gamma function. -* -* @private -* @param a function parameter -* @param x function parameter -* @return function value -*/ -double stdlib_base_dists_gamma_deriv( const double a, const double x ) { - double f1; - if ( a <= 0.0 ) { - return 0.0/0.0; // NaN - } - if ( x < 0.0 ) { - return 0.0/0.0; // NaN - } - if ( x == 0.0 ) { - if ( a > 1.0 ) { - return 0.0; - } - return ( a == 1.0 ) ? 1.0 : STDLIB_CONSTANT_FLOAT64_PINF; - } - f1 = stdlib_base_dists_gamma_regularized_prefix( a, x ); - if ( x < 1.0 && ( STDLIB_CONSTANT_FLOAT64_MAX * x < f1 ) ) { - return STDLIB_CONSTANT_FLOAT64_PINF; - } - if ( f1 == 0.0 ) { - // Underflow in calculation, use logs instead: - f1 = (a * stdlib_base_ln( x )) - x - stdlib_base_gammaln( a ) - stdlib_base_ln( x ); - f1 = stdlib_base_exp( f1 ); - } else { - f1 /= x; - } - return f1; -} diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/main.c b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/main.c index 551cd204d930..7619a9f0aa3c 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/main.c +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/main.c @@ -16,10 +16,140 @@ * limitations under the License. */ -#include "stdlib/stats/base/dists/gamma/deriv.h" #include "stdlib/stats/base/dists/gamma/pdf.h" #include "stdlib/math/base/assert/is_nan.h" +#include "stdlib/math/base/special/abs.h" +#include "stdlib/math/base/special/exp.h" +#include "stdlib/math/base/special/gamma.h" +#include "stdlib/math/base/special/gamma_lanczos_sum_expg_scaled.h" +#include "stdlib/math/base/special/gammaln.h" +#include "stdlib/math/base/special/log1p.h" +#include "stdlib/math/base/special/ln.h" +#include "stdlib/math/base/special/max.h" +#include "stdlib/math/base/special/min.h" +#include "stdlib/math/base/special/pow.h" +#include "stdlib/math/base/special/sqrt.h" +#include "stdlib/constants/float64/e.h" +#include "stdlib/constants/float64/gamma_lanczos_g.h" #include "stdlib/constants/float64/pinf.h" +#include "stdlib/constants/float64/max.h" +#include "stdlib/constants/float64/max_ln.h" +#include "stdlib/constants/float64/min_ln.h" + +/** +* Computes `(z^a)*(e^-z) / gamma(a)`. +* +* @private +* @param a input value +* @param z input value +* @return function value +*/ +static double regularized_prefix( const double a, const double z ) { + double prefix; + double amza; + double agh; + double alz; + double amz; + double sq; + double d; + + agh = a + STDLIB_CONSTANT_FLOAT64_GAMMA_LANCZOS_G - 0.5; + d = ( (z - a) - STDLIB_CONSTANT_FLOAT64_GAMMA_LANCZOS_G + 0.5 ) / agh; + if ( a < 1.0 ) { + // Treat a < 1 as a special case because our Lanczos approximations are optimized against the factorials with a > 1, and for high precision types very small values of `a` can give rather erroneous results for gamma: + if ( z <= STDLIB_CONSTANT_FLOAT64_MIN_LN ) { + // Use logs, so should be free of cancellation errors: + return stdlib_base_exp( ( a * stdlib_base_ln(z) ) - z - stdlib_base_gammaln( a ) ); + } + // No danger of overflow as gamma(a) < 1/a for small a, so direct calculation: + return stdlib_base_pow( z, a ) * stdlib_base_exp( -z ) / stdlib_base_gamma( a ); + } + if ( stdlib_base_abs(d*d*a) <= 100.0 && a > 150.0 ) { + // Special case for large a and a ~ z: + prefix = ( a * ( stdlib_base_log1p( d ) - d ) ) + ( z * ( 0.5-STDLIB_CONSTANT_FLOAT64_GAMMA_LANCZOS_G ) / agh ); + prefix = stdlib_base_exp( prefix ); + } + else { + // General case. Direct computation is most accurate, but use various fallbacks for different parts of the problem domain: + alz = a * stdlib_base_ln(z / agh); + amz = a - z; + if ( + stdlib_base_min(alz, amz) <= STDLIB_CONSTANT_FLOAT64_MIN_LN || + stdlib_base_max(alz, amz) >= STDLIB_CONSTANT_FLOAT64_MAX_LN + ) { + amza = amz / a; + if ( + stdlib_base_min(alz, amz)/2.0 > STDLIB_CONSTANT_FLOAT64_MIN_LN && + stdlib_base_max(alz, amz)/2.0 < STDLIB_CONSTANT_FLOAT64_MAX_LN + ) { + // Compute square root of the result and then square it: + sq = stdlib_base_pow( z / agh, a / 2.0 ) * stdlib_base_exp( amz / 2.0 ); + prefix = sq * sq; + } + else if ( + stdlib_base_min(alz, amz)/4.0 > STDLIB_CONSTANT_FLOAT64_MIN_LN && + stdlib_base_max(alz, amz)/4.0 < STDLIB_CONSTANT_FLOAT64_MAX_LN && + z > a + ) { + // Compute the 4th root of the result then square it twice: + sq = stdlib_base_pow( z / agh, a / 4.0 ) * stdlib_base_exp( amz / 4.0 ); + prefix = sq * sq; + prefix *= prefix; + } + else if ( + amza > STDLIB_CONSTANT_FLOAT64_MIN_LN && + amza < STDLIB_CONSTANT_FLOAT64_MAX_LN + ) { + prefix = stdlib_base_pow( (z * stdlib_base_exp(amza)) / agh, a ); + } + else { + prefix = stdlib_base_exp( alz + amz ); + } + } + else + { + prefix = stdlib_base_pow( z / agh, a ) * stdlib_base_exp( amz ); + } + } + prefix *= stdlib_base_sqrt( agh / STDLIB_CONSTANT_FLOAT64_E ) / stdlib_base_gamma_lanczos_sum_expg_scaled( a ); + return prefix; +} + +/** +* Calculates the partial derivative with respect to x of the incomplete gamma function. +* +* @private +* @param a function parameter +* @param x function parameter +* @return function value +*/ +static double gamma_deriv( const double a, const double x ) { + double f1; + if ( a <= 0.0 ) { + return 0.0/0.0; // NaN + } + if ( x < 0.0 ) { + return 0.0/0.0; // NaN + } + if ( x == 0.0 ) { + if ( a > 1.0 ) { + return 0.0; + } + return ( a == 1.0 ) ? 1.0 : STDLIB_CONSTANT_FLOAT64_PINF; + } + f1 = regularized_prefix( a, x ); + if ( x < 1.0 && ( STDLIB_CONSTANT_FLOAT64_MAX * x < f1 ) ) { + return STDLIB_CONSTANT_FLOAT64_PINF; + } + if ( f1 == 0.0 ) { + // Underflow in calculation, use logs instead: + f1 = (a * stdlib_base_ln( x )) - x - stdlib_base_gammaln( a ) - stdlib_base_ln( x ); + f1 = stdlib_base_exp( f1 ); + } else { + f1 /= x; + } + return f1; +} /** * Evaluates the probability density function (PDF) for a gamma distribution with shape parameter `alpha` and rate parameter `beta` at a value `x`. @@ -50,5 +180,5 @@ double stdlib_base_dists_gamma_pdf( const double x, const double alpha, const do // Point mass at 0... return ( x == 0.0 ) ? STDLIB_CONSTANT_FLOAT64_PINF : 0.0; } - return stdlib_base_dists_gamma_deriv( alpha, x * beta ) * beta; + return gamma_deriv( alpha, x * beta ) * beta; } diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/regularized_prefix.c b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/regularized_prefix.c deleted file mode 100644 index a2edd47c52b9..000000000000 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/regularized_prefix.c +++ /dev/null @@ -1,115 +0,0 @@ -/** -* @license Apache-2.0 -* -* Copyright (c) 2025 The Stdlib Authors. -* -* Licensed under the Apache License, Version 2.0 (the "License"); -* you may not use this file except in compliance with the License. -* You may obtain a copy of the License at -* -* http://www.apache.org/licenses/LICENSE-2.0 -* -* Unless required by applicable law or agreed to in writing, software -* distributed under the License is distributed on an "AS IS" BASIS, -* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. -* See the License for the specific language governing permissions and -* limitations under the License. -*/ - -#include "stdlib/stats/base/dists/gamma/regularized_prefix.h" -#include "stdlib/math/base/assert/is_nan.h" -#include "stdlib/math/base/special/abs.h" -#include "stdlib/math/base/special/exp.h" -#include "stdlib/math/base/special/gamma.h" -#include "stdlib/math/base/special/gamma_lanczos_sum_expg_scaled.h" -#include "stdlib/math/base/special/gammaln.h" -#include "stdlib/math/base/special/log1p.h" -#include "stdlib/math/base/special/ln.h" -#include "stdlib/math/base/special/max.h" -#include "stdlib/math/base/special/min.h" -#include "stdlib/math/base/special/pow.h" -#include "stdlib/math/base/special/sqrt.h" -#include "stdlib/constants/float64/e.h" -#include "stdlib/constants/float64/gamma_lanczos_g.h" -#include "stdlib/constants/float64/pinf.h" -#include "stdlib/constants/float64/max_ln.h" -#include "stdlib/constants/float64/min_ln.h" - -/** -* Computes `(z^a)*(e^-z) / gamma(a)`. -* -* @private -* @param a input value -* @param z input value -* @return function value -*/ -double stdlib_base_dists_gamma_regularized_prefix( const double a, const double z ) { - double prefix; - double amza; - double agh; - double alz; - double amz; - double sq; - double d; - - agh = a + STDLIB_CONSTANT_FLOAT64_GAMMA_LANCZOS_G - 0.5; - d = ( (z - a) - STDLIB_CONSTANT_FLOAT64_GAMMA_LANCZOS_G + 0.5 ) / agh; - if ( a < 1.0 ) { - // Treat a < 1 as a special case because our Lanczos approximations are optimized against the factorials with a > 1, and for high precision types very small values of `a` can give rather erroneous results for gamma: - if ( z <= STDLIB_CONSTANT_FLOAT64_MIN_LN ) { - // Use logs, so should be free of cancellation errors: - return stdlib_base_exp( ( a * stdlib_base_ln(z) ) - z - stdlib_base_gammaln( a ) ); - } - // No danger of overflow as gamma(a) < 1/a for small a, so direct calculation: - return stdlib_base_pow( z, a ) * stdlib_base_exp( -z ) / stdlib_base_gamma( a ); - } - if ( stdlib_base_abs(d*d*a) <= 100.0 && a > 150.0 ) { - // Special case for large a and a ~ z: - prefix = ( a * ( stdlib_base_log1p( d ) - d ) ) + ( z * ( 0.5-STDLIB_CONSTANT_FLOAT64_GAMMA_LANCZOS_G ) / agh ); - prefix = stdlib_base_exp( prefix ); - } - else { - // General case. Direct computation is most accurate, but use various fallbacks for different parts of the problem domain: - alz = a * stdlib_base_ln(z / agh); - amz = a - z; - if ( - stdlib_base_min(alz, amz) <= STDLIB_CONSTANT_FLOAT64_MIN_LN || - stdlib_base_max(alz, amz) >= STDLIB_CONSTANT_FLOAT64_MAX_LN - ) { - amza = amz / a; - if ( - stdlib_base_min(alz, amz)/2.0 > STDLIB_CONSTANT_FLOAT64_MIN_LN && - stdlib_base_max(alz, amz)/2.0 < STDLIB_CONSTANT_FLOAT64_MAX_LN - ) { - // Compute square root of the result and then square it: - sq = stdlib_base_pow( z / agh, a / 2.0 ) * stdlib_base_exp( amz / 2.0 ); - prefix = sq * sq; - } - else if ( - stdlib_base_min(alz, amz)/4.0 > STDLIB_CONSTANT_FLOAT64_MIN_LN && - stdlib_base_max(alz, amz)/4.0 < STDLIB_CONSTANT_FLOAT64_MAX_LN && - z > a - ) { - // Compute the 4th root of the result then square it twice: - sq = stdlib_base_pow( z / agh, a / 4.0 ) * stdlib_base_exp( amz / 4.0 ); - prefix = sq * sq; - prefix *= prefix; - } - else if ( - amza > STDLIB_CONSTANT_FLOAT64_MIN_LN && - amza < STDLIB_CONSTANT_FLOAT64_MAX_LN - ) { - prefix = stdlib_base_pow( (z * stdlib_base_exp(amza)) / agh, a ); - } - else { - prefix = stdlib_base_exp( alz + amz ); - } - } - else - { - prefix = stdlib_base_pow( z / agh, a ) * stdlib_base_exp( amz ); - } - } - prefix *= stdlib_base_sqrt( agh / STDLIB_CONSTANT_FLOAT64_E ) / stdlib_base_gamma_lanczos_sum_expg_scaled( a ); - return prefix; -} From a4816dc6bbe031f16a3388f0ca5dff4b0261ea14 Mon Sep 17 00:00:00 2001 From: Philipp Burckhardt Date: Sun, 22 Jun 2025 18:21:33 -0500 Subject: [PATCH 5/7] style: fix C variable declaration order in gamma/pdf examples --- lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/README.md | 2 +- .../@stdlib/stats/base/dists/gamma/pdf/examples/c/example.c | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/README.md b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/README.md index c4508a645253..b17a57199ff2 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/README.md +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/README.md @@ -232,9 +232,9 @@ static double random_uniform( const double min, const double max ) { } int main( void ) { - double x; double alpha; double beta; + double x; double y; int i; diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/example.c b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/example.c index 232bc64b47c5..f9b8404d00e9 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/example.c +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/example.c @@ -28,9 +28,9 @@ static double random_uniform( const double min, const double max ) { } int main( void ) { - double x; double alpha; double beta; + double x; double y; int i; From 31b810d35d190e5f1956cba85e0f73770484e4dd Mon Sep 17 00:00:00 2001 From: Philipp Burckhardt Date: Sun, 22 Jun 2025 18:23:15 -0500 Subject: [PATCH 6/7] docs: remove invalid @private tag from static function comments --- type: pre_commit_static_analysis_report description: Results of running static analysis checks when committing changes. report: - task: lint_filenames status: passed - task: lint_editorconfig status: passed - task: lint_markdown status: na - task: lint_package_json status: na - task: lint_repl_help status: na - task: lint_javascript_src status: na - task: lint_javascript_cli status: na - task: lint_javascript_examples status: na - task: lint_javascript_tests status: na - task: lint_javascript_benchmarks status: na - task: lint_python status: na - task: lint_r status: na - task: lint_c_src status: passed - task: lint_c_examples status: na - task: lint_c_benchmarks status: na - task: lint_c_tests_fixtures status: na - task: lint_shell status: na - task: lint_typescript_declarations status: na - task: lint_typescript_tests status: na - task: lint_license_headers status: passed --- --- type: pre_push_report description: Results of running various checks prior to pushing changes. report: - task: run_javascript_examples status: na - task: run_c_examples status: na - task: run_cpp_examples status: na - task: run_javascript_readme_examples status: na - task: run_c_benchmarks status: na - task: run_cpp_benchmarks status: na - task: run_fortran_benchmarks status: na - task: run_javascript_benchmarks status: na - task: run_julia_benchmarks status: na - task: run_python_benchmarks status: na - task: run_r_benchmarks status: na - task: run_javascript_tests status: na --- --- lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/main.c | 2 -- 1 file changed, 2 deletions(-) diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/main.c b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/main.c index 7619a9f0aa3c..c7fa6ee0964a 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/main.c +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/main.c @@ -39,7 +39,6 @@ /** * Computes `(z^a)*(e^-z) / gamma(a)`. * -* @private * @param a input value * @param z input value * @return function value @@ -118,7 +117,6 @@ static double regularized_prefix( const double a, const double z ) { /** * Calculates the partial derivative with respect to x of the incomplete gamma function. * -* @private * @param a function parameter * @param x function parameter * @return function value From fbac8c909788f81be2f507cc9f4ddccadf278e57 Mon Sep 17 00:00:00 2001 From: Philipp Burckhardt Date: Sun, 22 Jun 2025 19:27:29 -0400 Subject: [PATCH 7/7] chore: remove cppcheck directive Signed-off-by: Philipp Burckhardt --- lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/addon.c | 1 - 1 file changed, 1 deletion(-) diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/addon.c b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/addon.c index 9d49409fdc64..adc95116bd59 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/addon.c +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/src/addon.c @@ -19,5 +19,4 @@ #include "stdlib/stats/base/dists/gamma/pdf.h" #include "stdlib/math/base/napi/ternary.h" -// cppcheck-suppress shadowFunction STDLIB_MATH_BASE_NAPI_MODULE_DDD_D( stdlib_base_dists_gamma_pdf )