lib/gamma_pdf.c


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// Gamma Pdf
//
// gamma_pdf
//
// Gamma probability density function
//
// f(x; α, β) = β^α * x^(α-1) * e^(-βx) / Γ(α)
//
// Inputs:    1
// Outputs:   1
// Constants: 1


#include <math.h>
#include "ts.h"

typedef struct {
    fp_t shape;
} ts_gamma_pdf_params_t;

ts_parameter_t const ts_gamma_pdf_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_gamma_pdf_params_t) };

uint_t ts_gamma_pdf_offset( ts_constant_t const *c )
{
	( void )c;
	return ( 0 );
}

int ts_gamma_pdf(
	fp_t * const *y, uint_t y_n,
	fp_t const * const *x, uint_t x_n,
	uint_t n, ts_constant_t const *c
)
{
	TS_PROLOGUE( ts_gamma_pdf_p );
	if ( !c ) return -1;
	fp_t shape = ((ts_gamma_pdf_params_t const *)c)->shape;
	if (shape <= 0.0) return -1;

	for( uint_t i = 0; i < n; ++i )
	{
		fp_t xi = x[0][i];
		y[0][i] = xi > 0 ? pow( xi, shape - 1.0 ) * exp( -xi ) / tgamma( shape ) : 0.0;
	}
	return 0;
}