The R Project SVN R

/*
 *  AUTHOR
 *  Catherine Loader, catherine@research.bell-labs.com.
 *  October 23, 2000.
 *
 *  Merge in to R:
 *  Copyright (C) 2000-2014 The R Core Team
 *
 *  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
 *  http://www.r-project.org/Licenses/
 *
 *
 *  DESCRIPTION
 *  Evaluates the "deviance part"
 *  bd0(x,M) :=  M * D0(x/M) = M*[ x/M * log(x/M) + 1 - (x/M) ] =
 *        =  x * log(x/M) + M - x
 *  where M = E[X] = n*p (or = lambda), for   x, M > 0
 *
 *  in a manner that should be stable (with small relative error)
 *  for all x and M=np. In particular for x/np close to 1, direct
 *  evaluation fails, and evaluation is based on the Taylor series
 *  of log((1+v)/(1-v)) with v = (x-M)/(x+M) = (x-np)/(x+np).
 */
#include "nmath.h"

double attribute_hidden bd0(double x, double np)
{
    double ej, s, s1, v;
    int j;

    if(!R_FINITE(x) || !R_FINITE(np) || np == 0.0) ML_ERR_return_NAN;

    if (fabs(x-np) < 0.1*(x+np)) {
    v = (x-np)/(x+np);  // might underflow to 0
    s = (x-np)*v;/* s using v -- change by MM */
    if(fabs(s) < DBL_MIN) return s;
    ej = 2*x*v;
    v = v*v;
    for (j = 1; j < 1000; j++) { /* Taylor series; 1000: no infinite loop
                    as |v| < .1,  v^2000 is "zero" */
        ej *= v;// = v^(2j+1)
        s1 = s+ej/((j<<1)+1);
        if (s1 == s) /* last term was effectively 0 */
        return s1 ;
        s = s1;
    }
    }
    /* else:  | x - np |  is not too small */
    return(x*log(x/np)+np-x);
}