/* * R : A Computer Language for Statistical Data Analysis * Copyright (C) 1995, 1996 Robert Gentleman and Ross Ihaka * Copyright (C) 2000--2016 The R Core Team * Copyright (C) 2001--2016 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/ */ /* Reference: * R. C. H. Cheng (1978). * Generating beta variates with nonintegral shape parameters. * Communications of the ACM 21, 317-322. * (Algorithms BB and BC) */ #include "nmath.h" #define expmax (DBL_MAX_EXP * M_LN2)/* = log(DBL_MAX) */ double rbeta(double aa, double bb) { if (ISNAN(aa) || ISNAN(bb) || aa < 0. || bb < 0.) ML_WARN_return_NAN; if (!R_FINITE(aa) && !R_FINITE(bb)) // a = b = Inf : all mass at 1/2 return 0.5; if (aa == 0. && bb == 0.) // point mass 1/2 at each of {0,1} : return (unif_rand() < 0.5) ? 0. : 1.; // now, at least one of a, b is finite and positive if (!R_FINITE(aa) || bb == 0.) return 1.0; if (!R_FINITE(bb) || aa == 0.) return 0.0; double a, b, alpha; double r, s, t, u1, u2, v, w, y, z; int qsame; /* FIXME: Keep Globals (properly) for threading */ /* Uses these GLOBALS to save time when many rv's are generated : */ static double beta, gamma, delta, k1, k2; static double olda = -1.0; static double oldb = -1.0; /* Test if we need new "initializing" */ qsame = (olda == aa) && (oldb == bb); if (!qsame) { olda = aa; oldb = bb; } a = fmin2(aa, bb); b = fmax2(aa, bb); /* a <= b */ alpha = a + b; #define v_w_from__u1_bet(AA) \ v = beta * log(u1 / (1.0 - u1)); \ if (v <= expmax) { \ w = AA * exp(v); \ if(!R_FINITE(w)) w = DBL_MAX; \ } else \ w = DBL_MAX if (a <= 1.0) { /* --- Algorithm BC --- */ /* changed notation, now also a <= b (was reversed) */ if (!qsame) { /* initialize */ beta = 1.0 / a; delta = 1.0 + b - a; k1 = delta * (0.0138889 + 0.0416667 * a) / (b * beta - 0.777778); k2 = 0.25 + (0.5 + 0.25 / delta) * a; } /* FIXME: "do { } while()", but not trivially because of "continue"s:*/ for(;;) { u1 = unif_rand(); u2 = unif_rand(); if (u1 < 0.5) { y = u1 * u2; z = u1 * y; if (0.25 * u2 + z - y >= k1) continue; } else { z = u1 * u1 * u2; if (z <= 0.25) { v_w_from__u1_bet(b); break; } if (z >= k2) continue; } v_w_from__u1_bet(b); if (alpha * (log(alpha / (a + w)) + v) - 1.3862944 >= log(z)) break; } return (aa == a) ? a / (a + w) : w / (a + w); } else { /* Algorithm BB */ if (!qsame) { /* initialize */ beta = sqrt((alpha - 2.0) / (2.0 * a * b - alpha)); gamma = a + 1.0 / beta; } do { u1 = unif_rand(); u2 = unif_rand(); v_w_from__u1_bet(a); z = u1 * u1 * u2; r = gamma * v - 1.3862944; s = a + r - w; if (s + 2.609438 >= 5.0 * z) break; t = log(z); if (s > t) break; } while (r + alpha * log(alpha / (b + w)) < t); return (aa != a) ? b / (b + w) : w / (b + w); } }