/************************************************************************* Cephes Math Library Release 2.8: June, 2000 Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier Contributors: * Sergey Bochkanov (ALGLIB project). Translation from C to pseudocode. See subroutines comments for additional copyrights. >>> SOURCE LICENSE >>> 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 (www.fsf.org); 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. A copy of the GNU General Public License is available at http://www.fsf.org/licensing/licenses >>> END OF LICENSE >>> *************************************************************************/ namespace alglib { public class poissondistr { /************************************************************************* Poisson distribution Returns the sum of the first k+1 terms of the Poisson distribution: k j -- -m m > e -- -- j! j=0 The terms are not summed directly; instead the incomplete gamma integral is employed, according to the relation y = pdtr( k, m ) = igamc( k+1, m ). The arguments must both be positive. ACCURACY: See incomplete gamma function Cephes Math Library Release 2.8: June, 2000 Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier *************************************************************************/ public static double poissondistribution(int k, double m) { double result = 0; System.Diagnostics.Debug.Assert(k >= 0 & (double)(m) > (double)(0), "Domain error in PoissonDistribution"); result = igammaf.incompletegammac(k + 1, m); return result; } /************************************************************************* Complemented Poisson distribution Returns the sum of the terms k+1 to infinity of the Poisson distribution: inf. j -- -m m > e -- -- j! j=k+1 The terms are not summed directly; instead the incomplete gamma integral is employed, according to the formula y = pdtrc( k, m ) = igam( k+1, m ). The arguments must both be positive. ACCURACY: See incomplete gamma function Cephes Math Library Release 2.8: June, 2000 Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier *************************************************************************/ public static double poissoncdistribution(int k, double m) { double result = 0; System.Diagnostics.Debug.Assert(k >= 0 & (double)(m) > (double)(0), "Domain error in PoissonDistributionC"); result = igammaf.incompletegamma(k + 1, m); return result; } /************************************************************************* Inverse Poisson distribution Finds the Poisson variable x such that the integral from 0 to x of the Poisson density is equal to the given probability y. This is accomplished using the inverse gamma integral function and the relation m = igami( k+1, y ). ACCURACY: See inverse incomplete gamma function Cephes Math Library Release 2.8: June, 2000 Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier *************************************************************************/ public static double invpoissondistribution(int k, double y) { double result = 0; System.Diagnostics.Debug.Assert(k >= 0 & (double)(y) >= (double)(0) & (double)(y) < (double)(1), "Domain error in InvPoissonDistribution"); result = igammaf.invincompletegammac(k + 1, y); return result; } } }