/* * AUTHOR * Catherine Loader, catherine@research.bell-labs.com. * October 23, 2000. * * Merge in to R and further tweaks : * notably using log1p() and pow1p(), thanks to Morten Welinder, PR#18642 * * Copyright (C) 2000-2024 The R Core Team * Copyright (C) 2008 The R Foundation * * 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 * https://www.R-project.org/Licenses/ * * * DESCRIPTION * * To compute the binomial probability, call dbinom(x,n,p). * This checks for argument validity, and calls dbinom_raw(). * * dbinom_raw() does the actual computation; note this is called by * other functions in addition to dbinom(). * (1) dbinom_raw() has both p and q arguments, when one may be represented * more accurately than the other (in particular, in df()). * (2) dbinom_raw() does NOT check that inputs x and n are integers. This * should be done in the calling function, where necessary. * -- but is not the case at all when called e.g., from df() or dbeta() ! * (3) Also does not check for 0 <= p <= 1 and 0 <= q <= 1 or NaN's. * Do this in the calling function. */ #include "nmath.h" #include "dpq.h" /* Compute (1+x)^y accurately also for |x| << 1 */ double pow1p(double x, double y) { if(isnan(y)) return (x == 0) ? 1. : y; // (0+1)^NaN := 1 by standards if(0 <= y && y == trunc(y) && y <= 4.) { switch((int)y) { case 0: return 1; case 1: return x + 1.; case 2: return x*(x + 2.) + 1.; case 3: return x*(x*(x + 3.) + 3.) + 1.; case 4: return x*(x*(x*(x + 4.) + 6.) + 4.) + 1.; } } /* naive algorithm in two cases: (1) when 1+x is exact (compiler should not over-optimize !), * and (2) when |x| > 1/2 and we have no better algorithm. */ if ((x + 1) - 1 == x || fabs(x) > 0.5 || isnan(x)) return pow(1 + x, y); else /* not perfect, e.g., for small |x|, non-huge y, use binom expansion 1 + y*x + y(y-1)/2 x^2 + .. */ return exp(y * log1p(x)); } double dbinom_raw(double x, double n, double p, double q, int give_log) { if (p == 0) return((x == 0) ? R_D__1 : R_D__0); if (q == 0) return((x == n) ? R_D__1 : R_D__0); // NB: The smaller of p and q is the most accurate if (x == 0) { if(n == 0) return R_D__1; if (p > q) return give_log ? n * log(q) : pow(q, n); else // 0 < p <= 1/2 return give_log ? n * log1p(-p) : pow1p(-p, n); } if (x == n) { // r = p^x = p^n -- accurately if (p > q) return give_log ? n * log1p(-q) : pow1p(-q, n); else return give_log ? n * log (p) : pow (p, n); } if (x < 0 || x > n) return( R_D__0 ); // TODO? Improve accuracy in these cases: #ifdef _NO_LOG_DBINOM_ if(!give_log) { // more accurate *not* going via log when result is much much smaller than 1 if (x <= M || n-x <= M) { /* use "recursive" direct formula with k := min(x, n-x) multiplications */ } } #endif /* n*p or n*q can underflow to zero if n and p or q are small. This used to occur in dbeta, and gives NaN as from R 2.3.0. */ double lc = stirlerr(n) - stirlerr(x) - stirlerr(n-x) - bd0(x,n*p) - bd0(n-x,n*q); /* f = (M_2PI*x*(n-x))/n; could overflow or underflow */ /* Upto R 2.7.1: * lf = log(M_2PI) + log(x) + log(n-x) - log(n); * -- following is much better for x << n : */ double lf = M_LN_2PI + log(x) + log1p(- x/n); return R_D_exp(lc - 0.5*lf); } double dbinom(double x, double n, double p, int give_log) { #ifdef IEEE_754 /* NaNs propagated correctly */ if (ISNAN(x) || ISNAN(n) || ISNAN(p)) return x + n + p; #endif if (p < 0 || p > 1 || R_D_negInonint(n)) ML_WARN_return_NAN; R_D_nonint_check(x); if (x < 0 || !R_FINITE(x)) return R_D__0; n = R_forceint(n); x = R_forceint(x); return dbinom_raw(x, n, p, 1-p, give_log); }