Upsilon/apps/probability/law/student_law.cpp

#include "student_law.h"
#include "incomplete_beta_function.h"
#include "helper.h"
#include <cmath>

namespace Probability {

float StudentLaw::xMin() const {
  return -xMax();
}

float StudentLaw::xMax() const {
  return 5.0f;
}

float StudentLaw::yMax() const {
  return coefficient() * (1.0f + k_displayTopMarginRatio);
}

float StudentLaw::evaluateAtAbscissa(float x) const {
  const float d = m_parameter1;
  return coefficient() * std::pow(1+std::pow(x,2)/d, -(d+1)/2);
}

bool StudentLaw::authorizedValueAtIndex(float x, int index) const {
  return x >= FLT_EPSILON;
}

double StudentLaw::cumulativeDistributiveFunctionAtAbscissa(double x) const {
  if (x == 1) {
    return 0.5;
  }
  const float k = m_parameter1;
  const double sqrtXSquaredPlusK = std::sqrt(x*x + k);
  double t = (x + sqrtXSquaredPlusK) / (2.0 * sqrtXSquaredPlusK);
  return IncompleteBetaFunction(k/2.0, k/2.0, t);
}

double StudentLaw::cumulativeDistributiveInverseForProbability(double * probability) {
  return cumulativeDistributiveInverseForProbabilityUsingBrentRoots(probability);
}

float StudentLaw::coefficient() const {
  const float k = m_parameter1;
  const float lnOfResult = std::lgamma((k+1)/2) - std::lgamma(k/2) - (M_PI+k)/2;
  return std::exp(lnOfResult);
}

}