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/* actuar: Actuarial Functions and Heavy Tailed Distributions
*
* Functions to calculate raw and limited moments for the Beta
* distribution. See ../R/BetaMoments.R for details.
*
* AUTHOR: Vincent Goulet <vincent.goulet@act.ulaval.ca>
*/
#include <R.h>
#include <Rmath.h>
#include "locale.h"
#include "dpq.h"
double mbeta(double order, double shape1, double shape2, int give_log)
{
#ifdef IEEE_754
if (ISNAN(order) || ISNAN(shape1) || ISNAN(shape2))
return order + shape1 + shape2;
#endif
if (!R_FINITE(shape1) ||
!R_FINITE(shape2) ||
!R_FINITE(order) ||
shape1 <= 0.0 ||
shape2 <= 0.0)
return R_NaN;
if (order <= -shape1)
return R_PosInf;
return beta(shape1 + order, shape2) / beta(shape1, shape2);
}
double levbeta(double limit, double shape1, double shape2, double order,
int give_log)
{
#ifdef IEEE_754
if (ISNAN(limit) || ISNAN(shape1) || ISNAN(shape2) || ISNAN(order))
return limit + shape1 + shape2 + order;
#endif
if (!R_FINITE(shape1) ||
!R_FINITE(shape2) ||
!R_FINITE(order) ||
shape1 <= 0.0 ||
shape2 <= 0.0)
return R_NaN;
if (order <= -shape1)
return R_PosInf;
if (limit <= 0.0)
return 0.0;
double tmp = order + shape1;
return beta(tmp, shape2) / beta(shape1, shape2) *
pbeta(limit, tmp, shape2, 1, 0) +
ACT_DLIM__0(limit, order) * pbeta(limit, shape1, shape2, 0, 0);
}
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