1 files changed, 52 insertions, 0 deletions
diff --git a/lib/beta_pdf.c b/lib/beta_pdf.c
new file mode 100644
index 0000000..a23ed68
--- /dev/null
+++ b/lib/beta_pdf.c
@@ -0,0 +1,52 @@
+// Beta PDF
+//
+// beta_pdf - beta probability density
+//
+// f(x; α, β) = x^(α-1) * (1-x)^(β-1) / B(α, β), for 0 < x < 1
+//
+// Inputs:    1
+// Outputs:   1 (PDF value)
+// Constants: 2 (alpha, beta)
+
+#include <math.h>
+#include "ts.h"
+
+typedef struct {
+    fp_t alpha;
+    fp_t beta;
+} ts_beta_pdf_params_t;
+
+ts_parameter_t const ts_beta_pdf_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 2, .params_size = sizeof(ts_beta_pdf_params_t) };
+
+uint_t ts_beta_pdf_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_beta_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_beta_pdf_p );
+	if ( !c ) return -1;
+	fp_t alpha = ((ts_beta_pdf_params_t *)c)->alpha;
+	fp_t beta = ((ts_beta_pdf_params_t *)c)->beta;
+	if (isnan(alpha) || isnan(beta) || alpha <= 0 || beta <= 0)
+	{
+		for( uint_t i = 0; i < n; ++i ) y[0][i] = 0;
+	return -1;
+	}
+	fp_t beta_fn = exp( lgamma( alpha ) + lgamma( beta ) - lgamma( alpha + beta ) );
+	for( uint_t i = 0; i < n; ++i )
+	{
+		fp_t xi = x[0][i];
+		y[0][i] = ( xi > 0 && xi < 1 ) ? pow( xi, alpha - 1.0 ) * pow( 1.0 - xi, beta - 1.0 ) / beta_fn : 0.0;
+	}
+	return 0;
+}
+
+
+