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Added gamma distribution functions.

master
shugeo 2019-10-15 20:00:07 +03:00
parent d5568df7b3
commit df2448613e
1 changed files with 21 additions and 0 deletions
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21
libnd4j/include/templatemath.h
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@ -733,6 +733,27 @@ namespace nd4j {
T temp = val1; val1=val2; val2=temp;
};
// template <typename X, typename Z>
// math_def inline Z nd4j_gamma(X a) {
//
// }
template <typename X, typename Z>
math_def inline Z nd4j_igamma(X a, X x) {
Z aim = nd4j_pow<X, X, Z>(x, a) / (nd4j_exp<X,Z>(x) * std::tgamma(a));
auto sum = Z(0.);
auto denom = Z(1.);
for (auto i = 0; Z(1./denom) > Z(1.0e-6); i++) {
denom *= (a + i);
sum += nd4j_pow<X, int>(x, i) / denom;
}
return aim * sum;
}
template <typename X, typename Z>
math_def inline Z nd4j_igammac(X a, X x) {
return Z(1.) - nd4j_igamma<X, Z>(a, x);
}
#ifdef __CUDACC__
namespace atomics {
template <typename T>