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use crate::{consts, Result, StatsError};
pub fn integral(x: f64, n: u64) -> Result<f64> {
let eps = 0.00000000000000001;
let max_iter = 100;
let nf64 = n as f64;
let near_f64min = 1e-100;
if n == 0 {
return Ok((-1.0 * x).exp() / x);
}
if x == 0.0 {
return Ok(1.0 / (nf64 - 1.0));
}
if x > 1.0 {
let mut b = x + nf64;
let mut c = 1.0 / near_f64min;
let mut d = 1.0 / b;
let mut h = d;
for i in 1..max_iter + 1 {
let a = -1.0 * i as f64 * (nf64 - 1.0 + i as f64);
b += 2.0;
d = 1.0 / (a * d + b);
c = b + a / c;
let del = c * d;
h *= del;
if (del - 1.0).abs() < eps {
return Ok(h * (-x).exp());
}
}
Err(StatsError::ComputationFailedToConverge)
} else {
let mut factorial = 1.0;
let mut result = if n - 1 != 0 {
1.0 / (nf64 - 1.0)
} else {
-1.0 * x.ln() - consts::EULER_MASCHERONI
};
for i in 1..max_iter + 1 {
factorial *= -1.0 * x / i as f64;
let del = if i != n - 1 {
-factorial / (i as f64 - nf64 + 1.0)
} else {
let mut psi = -1.0 * consts::EULER_MASCHERONI;
for ii in 1..n {
psi += 1.0 / ii as f64;
}
factorial * (-1.0 * x.ln() + psi)
};
result += del;
if del.abs() < result.abs() * eps {
return Ok(result);
}
}
Err(StatsError::ComputationFailedToConverge)
}
}
#[cfg_attr(rustfmt, rustfmt_skip)]
#[cfg(test)]
mod test {
#[test]
fn test_integral() {
assert_eq!(super::integral(0.001, 1).unwrap(), 6.33153936413614904);
assert_almost_eq!(super::integral(0.1, 1).unwrap(), 1.82292395841939059, 1e-15);
assert_eq!(super::integral(1.0, 1).unwrap(), 0.219383934395520286);
assert_almost_eq!(super::integral(2.0, 1).unwrap(), 0.0489005107080611248, 1e-15);
assert_almost_eq!(super::integral(2.5, 1).unwrap(), 0.0249149178702697399, 1e-15);
assert_almost_eq!(super::integral(10.0, 1).unwrap(), 4.15696892968532464e-06, 1e-20);
assert_eq!(super::integral(0.001, 2).unwrap(), 0.992668960469238915);
assert_almost_eq!(super::integral(0.1, 2).unwrap(), 0.722545022194020392, 1e-15);
assert_almost_eq!(super::integral(1.0, 2).unwrap(), 0.148495506775922048, 1e-16);
assert_almost_eq!(super::integral(2.0, 2).unwrap(), 0.0375342618204904527, 1e-16);
assert_almost_eq!(super::integral(10.0, 2).unwrap(), 3.830240465631608e-06, 1e-20);
assert_eq!(super::integral(0.001, 0).unwrap(), 999.000499833375);
assert_eq!(super::integral(0.1, 0).unwrap(), 9.048374180359595);
assert_almost_eq!(super::integral(1.0, 0).unwrap(), 0.3678794411714423, 1e-16);
assert_eq!(super::integral(2.0, 0).unwrap(), 0.06766764161830635);
assert_eq!(super::integral(10.0, 0).unwrap(), 4.539992976248485e-06);
}
}