[apps/proba] Student cumulativeDistributiveInverseForProbability

apps/probability/law/hypergeometric_function.cpp

@@ -0,0 +1,32 @@
+#include "hypergeometric_function.h"
+#include "helper.h"
+#include <cmath>
+#include <float.h>
+#include <assert.h>
+
+
+bool hypergeometricFunction(double a, double b, double c, double z, double epsilon, int maxNumberOfIterations, double * result) {
+  // TODO Put interruption instead of maxNumberOfIterations
+  assert(!std::isnan(a) && !std::isnan(b) && !std::isnan(c) && !std::isnan(z));
+  if (z == 0.0) {
+    *result = 0.0;
+    return true;
+  }
+  /* For x < s + 1: Compute using the infinite series representation
+   * hypergeometricFunction(a,b,c,z) = sum((a)n * (b)n * z^n / ((c)n * n!...)
+   * With (a)n = a(a+1)..(a+n-1)*/
+  if (std::fabs(z) < 1.0) {
+    assert(c > 0.0);
+    return Helper::InfiniteSeriesEvaluation(
+        1.0,
+        [](double previousTerm, double index, double a, double b, double c, double z) { return previousTerm * (a + index - 1) * (b + index - 1) * z / ((c + index - 1) * index); },
+        epsilon,
+        maxNumberOfIterations,
+        result,
+        a,
+        b,
+        c,
+        z);
+  }
+  return NAN; //TODO
+}