From d4aa4587a9a5f1b417db4d7b479151f8d5663ac0 Mon Sep 17 00:00:00 2001
From: Iaroslav Postovalov <postovalovya@gmail.com>
Date: Thu, 15 Oct 2020 23:53:19 +0700
Subject: [PATCH] Add missing files

---
 .../kmath/prob/internal/InternalErf.kt        |  11 +
 .../kmath/prob/internal/InternalGamma.kt      | 245 ++++++++++++++++++
 .../kmath/prob/internal/InternalUtils.kt      |  78 ++++++
 .../kmath/prob/RandomSourceGenerator.kt       |  31 ---
 4 files changed, 334 insertions(+), 31 deletions(-)
 create mode 100644 kmath-prob/src/commonMain/kotlin/kscience/kmath/prob/internal/InternalErf.kt
 create mode 100644 kmath-prob/src/commonMain/kotlin/kscience/kmath/prob/internal/InternalGamma.kt
 create mode 100644 kmath-prob/src/commonMain/kotlin/kscience/kmath/prob/internal/InternalUtils.kt
 delete mode 100644 kmath-prob/src/jvmMain/kotlin/scientifik/kmath/prob/RandomSourceGenerator.kt

diff --git a/kmath-prob/src/commonMain/kotlin/kscience/kmath/prob/internal/InternalErf.kt b/kmath-prob/src/commonMain/kotlin/kscience/kmath/prob/internal/InternalErf.kt
new file mode 100644
index 000000000..178423e68
--- /dev/null
+++ b/kmath-prob/src/commonMain/kotlin/kscience/kmath/prob/internal/InternalErf.kt
@@ -0,0 +1,11 @@
+package kscience.kmath.prob.internal
+
+import kotlin.math.abs
+
+internal object InternalErf {
+    fun erfc(x: Double): Double {
+        if (abs(x) > 40) return if (x > 0) 0.0 else 2.0
+        val ret = InternalGamma.regularizedGammaQ(0.5, x * x, 10000)
+        return if (x < 0) 2 - ret else ret
+    }
+}
\ No newline at end of file
diff --git a/kmath-prob/src/commonMain/kotlin/kscience/kmath/prob/internal/InternalGamma.kt b/kmath-prob/src/commonMain/kotlin/kscience/kmath/prob/internal/InternalGamma.kt
new file mode 100644
index 000000000..7480d2396
--- /dev/null
+++ b/kmath-prob/src/commonMain/kotlin/kscience/kmath/prob/internal/InternalGamma.kt
@@ -0,0 +1,245 @@
+package kscience.kmath.prob.internal
+
+import kotlin.math.*
+
+private abstract class ContinuedFraction protected constructor() {
+    protected abstract fun getA(n: Int, x: Double): Double
+    protected abstract fun getB(n: Int, x: Double): Double
+
+    fun evaluate(x: Double, maxIterations: Int): Double {
+        val small = 1e-50
+        var hPrev = getA(0, x)
+        if (hPrev == 0.0 || abs(0.0 - hPrev) <= small) hPrev = small
+        var n = 1
+        var dPrev = 0.0
+        var cPrev = hPrev
+        var hN = hPrev
+
+        while (n < maxIterations) {
+            val a = getA(n, x)
+            val b = getB(n, x)
+            var dN = a + b * dPrev
+            if (dN == 0.0 || abs(0.0 - dN) <= small) dN = small
+            var cN = a + b / cPrev
+            if (cN == 0.0 || abs(0.0 - cN) <= small) cN = small
+            dN = 1 / dN
+            val deltaN = cN * dN
+            hN = hPrev * deltaN
+            check(!hN.isInfinite()) { "hN is infinite" }
+            check(!hN.isNaN()) { "hN is NaN" }
+            if (abs(deltaN - 1.0) < 10e-9) break
+            dPrev = dN
+            cPrev = cN
+            hPrev = hN
+            n++
+        }
+
+        check(n < maxIterations) { "n is more than maxIterations" }
+        return hN
+    }
+}
+
+internal object InternalGamma {
+    const val LANCZOS_G = 607.0 / 128.0
+
+    private val LANCZOS = doubleArrayOf(
+        0.99999999999999709182,
+        57.156235665862923517,
+        -59.597960355475491248,
+        14.136097974741747174,
+        -0.49191381609762019978,
+        .33994649984811888699e-4,
+        .46523628927048575665e-4,
+        -.98374475304879564677e-4,
+        .15808870322491248884e-3,
+        -.21026444172410488319e-3,
+        .21743961811521264320e-3,
+        -.16431810653676389022e-3,
+        .84418223983852743293e-4,
+        -.26190838401581408670e-4,
+        .36899182659531622704e-5
+    )
+
+    private val HALF_LOG_2_PI = 0.5 * ln(2.0 * PI)
+    private const val INV_GAMMA1P_M1_A0 = .611609510448141581788E-08
+    private const val INV_GAMMA1P_M1_A1 = .624730830116465516210E-08
+    private const val INV_GAMMA1P_M1_B1 = .203610414066806987300E+00
+    private const val INV_GAMMA1P_M1_B2 = .266205348428949217746E-01
+    private const val INV_GAMMA1P_M1_B3 = .493944979382446875238E-03
+    private const val INV_GAMMA1P_M1_B4 = -.851419432440314906588E-05
+    private const val INV_GAMMA1P_M1_B5 = -.643045481779353022248E-05
+    private const val INV_GAMMA1P_M1_B6 = .992641840672773722196E-06
+    private const val INV_GAMMA1P_M1_B7 = -.607761895722825260739E-07
+    private const val INV_GAMMA1P_M1_B8 = .195755836614639731882E-09
+    private const val INV_GAMMA1P_M1_P0 = .6116095104481415817861E-08
+    private const val INV_GAMMA1P_M1_P1 = .6871674113067198736152E-08
+    private const val INV_GAMMA1P_M1_P2 = .6820161668496170657918E-09
+    private const val INV_GAMMA1P_M1_P3 = .4686843322948848031080E-10
+    private const val INV_GAMMA1P_M1_P4 = .1572833027710446286995E-11
+    private const val INV_GAMMA1P_M1_P5 = -.1249441572276366213222E-12
+    private const val INV_GAMMA1P_M1_P6 = .4343529937408594255178E-14
+    private const val INV_GAMMA1P_M1_Q1 = .3056961078365221025009E+00
+    private const val INV_GAMMA1P_M1_Q2 = .5464213086042296536016E-01
+    private const val INV_GAMMA1P_M1_Q3 = .4956830093825887312020E-02
+    private const val INV_GAMMA1P_M1_Q4 = .2692369466186361192876E-03
+    private const val INV_GAMMA1P_M1_C = -.422784335098467139393487909917598E+00
+    private const val INV_GAMMA1P_M1_C0 = .577215664901532860606512090082402E+00
+    private const val INV_GAMMA1P_M1_C1 = -.655878071520253881077019515145390E+00
+    private const val INV_GAMMA1P_M1_C2 = -.420026350340952355290039348754298E-01
+    private const val INV_GAMMA1P_M1_C3 = .166538611382291489501700795102105E+00
+    private const val INV_GAMMA1P_M1_C4 = -.421977345555443367482083012891874E-01
+    private const val INV_GAMMA1P_M1_C5 = -.962197152787697356211492167234820E-02
+    private const val INV_GAMMA1P_M1_C6 = .721894324666309954239501034044657E-02
+    private const val INV_GAMMA1P_M1_C7 = -.116516759185906511211397108401839E-02
+    private const val INV_GAMMA1P_M1_C8 = -.215241674114950972815729963053648E-03
+    private const val INV_GAMMA1P_M1_C9 = .128050282388116186153198626328164E-03
+    private const val INV_GAMMA1P_M1_C10 = -.201348547807882386556893914210218E-04
+    private const val INV_GAMMA1P_M1_C11 = -.125049348214267065734535947383309E-05
+    private const val INV_GAMMA1P_M1_C12 = .113302723198169588237412962033074E-05
+    private const val INV_GAMMA1P_M1_C13 = -.205633841697760710345015413002057E-06
+
+    fun logGamma(x: Double): Double {
+        val ret: Double
+
+        when {
+            x.isNaN() || x <= 0.0 -> ret = Double.NaN
+            x < 0.5 -> return logGamma1p(x) - ln(x)
+            x <= 2.5 -> return logGamma1p(x - 0.5 - 0.5)
+
+            x <= 8.0 -> {
+                val n = floor(x - 1.5).toInt()
+                var prod = 1.0
+                (1..n).forEach { i -> prod *= x - i }
+                return logGamma1p(x - (n + 1)) + ln(prod)
+            }
+
+            else -> {
+                val tmp = x + LANCZOS_G + .5
+                ret = (x + .5) * ln(tmp) - tmp + HALF_LOG_2_PI + ln(lanczos(x) / x)
+            }
+        }
+
+        return ret
+    }
+
+    private fun regularizedGammaP(
+        a: Double,
+        x: Double,
+        maxIterations: Int = Int.MAX_VALUE
+    ): Double = when {
+        a.isNaN() || x.isNaN() || a <= 0.0 || x < 0.0 -> Double.NaN
+        x == 0.0 -> 0.0
+        x >= a + 1 -> 1.0 - regularizedGammaQ(a, x, maxIterations)
+
+        else -> {
+            // calculate series
+            var n = 0.0 // current element index
+            var an = 1.0 / a // n-th element in the series
+            var sum = an // partial sum
+
+            while (abs(an / sum) > 10e-15 && n < maxIterations && sum < Double.POSITIVE_INFINITY) {
+                // compute next element in the series
+                n += 1.0
+                an *= x / (a + n)
+
+                // update partial sum
+                sum += an
+            }
+
+            when {
+                n >= maxIterations -> throw error("Maximal iterations is exceeded $maxIterations")
+                sum.isInfinite() -> 1.0
+                else -> exp(-x + a * ln(x) - logGamma(a)) * sum
+            }
+        }
+    }
+
+    fun regularizedGammaQ(
+        a: Double,
+        x: Double,
+        maxIterations: Int = Int.MAX_VALUE
+    ): Double = when {
+        a.isNaN() || x.isNaN() || a <= 0.0 || x < 0.0 -> Double.NaN
+        x == 0.0 -> 1.0
+        x < a + 1.0 -> 1.0 - regularizedGammaP(a, x, maxIterations)
+
+        else -> 1.0 / object : ContinuedFraction() {
+            override fun getA(n: Int, x: Double): Double = 2.0 * n + 1.0 - a + x
+            override fun getB(n: Int, x: Double): Double = n * (a - n)
+        }.evaluate(x, maxIterations) * exp(-x + a * ln(x) - logGamma(a))
+    }
+
+    private fun lanczos(x: Double): Double =
+        (LANCZOS.size - 1 downTo 1).sumByDouble { LANCZOS[it] / (x + it) } + LANCZOS[0]
+
+    private fun invGamma1pm1(x: Double): Double {
+        require(x >= -0.5)
+        require(x <= 1.5)
+        val ret: Double
+        val t = if (x <= 0.5) x else x - 0.5 - 0.5
+
+        if (t < 0.0) {
+            val a = INV_GAMMA1P_M1_A0 + t * INV_GAMMA1P_M1_A1
+            var b = INV_GAMMA1P_M1_B8
+            b = INV_GAMMA1P_M1_B7 + t * b
+            b = INV_GAMMA1P_M1_B6 + t * b
+            b = INV_GAMMA1P_M1_B5 + t * b
+            b = INV_GAMMA1P_M1_B4 + t * b
+            b = INV_GAMMA1P_M1_B3 + t * b
+            b = INV_GAMMA1P_M1_B2 + t * b
+            b = INV_GAMMA1P_M1_B1 + t * b
+            b = 1.0 + t * b
+            var c = INV_GAMMA1P_M1_C13 + t * (a / b)
+            c = INV_GAMMA1P_M1_C12 + t * c
+            c = INV_GAMMA1P_M1_C11 + t * c
+            c = INV_GAMMA1P_M1_C10 + t * c
+            c = INV_GAMMA1P_M1_C9 + t * c
+            c = INV_GAMMA1P_M1_C8 + t * c
+            c = INV_GAMMA1P_M1_C7 + t * c
+            c = INV_GAMMA1P_M1_C6 + t * c
+            c = INV_GAMMA1P_M1_C5 + t * c
+            c = INV_GAMMA1P_M1_C4 + t * c
+            c = INV_GAMMA1P_M1_C3 + t * c
+            c = INV_GAMMA1P_M1_C2 + t * c
+            c = INV_GAMMA1P_M1_C1 + t * c
+            c = INV_GAMMA1P_M1_C + t * c
+            ret = (if (x > 0.5) t * c / x else x * (c + 0.5 + 0.5))
+        } else {
+            var p = INV_GAMMA1P_M1_P6
+            p = INV_GAMMA1P_M1_P5 + t * p
+            p = INV_GAMMA1P_M1_P4 + t * p
+            p = INV_GAMMA1P_M1_P3 + t * p
+            p = INV_GAMMA1P_M1_P2 + t * p
+            p = INV_GAMMA1P_M1_P1 + t * p
+            p = INV_GAMMA1P_M1_P0 + t * p
+            var q = INV_GAMMA1P_M1_Q4
+            q = INV_GAMMA1P_M1_Q3 + t * q
+            q = INV_GAMMA1P_M1_Q2 + t * q
+            q = INV_GAMMA1P_M1_Q1 + t * q
+            q = 1.0 + t * q
+            var c = INV_GAMMA1P_M1_C13 + p / q * t
+            c = INV_GAMMA1P_M1_C12 + t * c
+            c = INV_GAMMA1P_M1_C11 + t * c
+            c = INV_GAMMA1P_M1_C10 + t * c
+            c = INV_GAMMA1P_M1_C9 + t * c
+            c = INV_GAMMA1P_M1_C8 + t * c
+            c = INV_GAMMA1P_M1_C7 + t * c
+            c = INV_GAMMA1P_M1_C6 + t * c
+            c = INV_GAMMA1P_M1_C5 + t * c
+            c = INV_GAMMA1P_M1_C4 + t * c
+            c = INV_GAMMA1P_M1_C3 + t * c
+            c = INV_GAMMA1P_M1_C2 + t * c
+            c = INV_GAMMA1P_M1_C1 + t * c
+            c = INV_GAMMA1P_M1_C0 + t * c
+            ret = (if (x > 0.5) t / x * (c - 0.5 - 0.5) else x * c)
+        }
+
+        return ret
+    }
+
+    private fun logGamma1p(x: Double): Double {
+        require(x >= -0.5)
+        require(x <= 1.5)
+        return -ln1p(invGamma1pm1(x))
+    }
+}
diff --git a/kmath-prob/src/commonMain/kotlin/kscience/kmath/prob/internal/InternalUtils.kt b/kmath-prob/src/commonMain/kotlin/kscience/kmath/prob/internal/InternalUtils.kt
new file mode 100644
index 000000000..655e284c0
--- /dev/null
+++ b/kmath-prob/src/commonMain/kotlin/kscience/kmath/prob/internal/InternalUtils.kt
@@ -0,0 +1,78 @@
+package kscience.kmath.prob.internal
+
+import kotlin.math.ln
+import kotlin.math.min
+
+internal object InternalUtils {
+    private val FACTORIALS = longArrayOf(
+        1L, 1L, 2L,
+        6L, 24L, 120L,
+        720L, 5040L, 40320L,
+        362880L, 3628800L, 39916800L,
+        479001600L, 6227020800L, 87178291200L,
+        1307674368000L, 20922789888000L, 355687428096000L,
+        6402373705728000L, 121645100408832000L, 2432902008176640000L
+    )
+
+    private const val BEGIN_LOG_FACTORIALS = 2
+
+    fun factorial(n: Int): Long = FACTORIALS[n]
+
+    fun validateProbabilities(probabilities: DoubleArray?): Double {
+        require(!(probabilities == null || probabilities.isEmpty())) { "Probabilities must not be empty." }
+        var sumProb = 0.0
+
+        probabilities.forEach { prob ->
+            validateProbability(prob)
+            sumProb += prob
+        }
+
+        require(!(sumProb.isInfinite() || sumProb <= 0)) { "Invalid sum of probabilities: $sumProb" }
+        return sumProb
+    }
+
+    private fun validateProbability(probability: Double): Unit =
+        require(!(probability < 0 || probability.isInfinite() || probability.isNaN())) { "Invalid probability: $probability" }
+
+    class FactorialLog private constructor(
+        numValues: Int,
+        cache: DoubleArray?
+    ) {
+        private val logFactorials: DoubleArray = DoubleArray(numValues)
+
+        init {
+            val endCopy: Int
+
+            if (cache != null && cache.size > BEGIN_LOG_FACTORIALS) {
+                // Copy available values.
+                endCopy = min(cache.size, numValues)
+                cache.copyInto(
+                    logFactorials,
+                    BEGIN_LOG_FACTORIALS,
+                    BEGIN_LOG_FACTORIALS, endCopy
+                )
+            }
+            // All values to be computed
+            else endCopy = BEGIN_LOG_FACTORIALS
+
+            // Compute remaining values.
+            (endCopy until numValues).forEach { i ->
+                if (i < FACTORIALS.size)
+                    logFactorials[i] = ln(FACTORIALS[i].toDouble())
+                else
+                    logFactorials[i] = logFactorials[i - 1] + ln(i.toDouble())
+            }
+        }
+
+        fun value(n: Int): Double {
+            if (n < logFactorials.size)
+                return logFactorials[n]
+
+            return if (n < FACTORIALS.size) ln(FACTORIALS[n].toDouble()) else InternalGamma.logGamma(n + 1.0)
+        }
+
+        companion object {
+            fun create(): FactorialLog = FactorialLog(0, null)
+        }
+    }
+}
\ No newline at end of file
diff --git a/kmath-prob/src/jvmMain/kotlin/scientifik/kmath/prob/RandomSourceGenerator.kt b/kmath-prob/src/jvmMain/kotlin/scientifik/kmath/prob/RandomSourceGenerator.kt
deleted file mode 100644
index 67007358a..000000000
--- a/kmath-prob/src/jvmMain/kotlin/scientifik/kmath/prob/RandomSourceGenerator.kt
+++ /dev/null
@@ -1,31 +0,0 @@
-package scientifik.kmath.prob
-
-import kscience.kmath.prob.RandomGenerator
-import org.apache.commons.rng.simple.RandomSource
-
-public class RandomSourceGenerator(private val source: RandomSource, seed: Long?) :
-    RandomGenerator {
-    private val random = seed?.let {
-        RandomSource.create(source, seed)
-    } ?: RandomSource.create(source)
-
-    public override fun nextBoolean(): Boolean = random.nextBoolean()
-    public override fun nextDouble(): Double = random.nextDouble()
-    public override fun nextInt(): Int = random.nextInt()
-    public override fun nextInt(until: Int): Int = random.nextInt(until)
-    public override fun nextLong(): Long = random.nextLong()
-    public override fun nextLong(until: Long): Long = random.nextLong(until)
-
-    public override fun fillBytes(array: ByteArray, fromIndex: Int, toIndex: Int) {
-        require(toIndex > fromIndex)
-        random.nextBytes(array, fromIndex, toIndex - fromIndex)
-    }
-
-    override fun fork(): RandomGenerator = RandomSourceGenerator(source, nextLong())
-}
-
-public fun RandomGenerator.Companion.fromSource(source: RandomSource, seed: Long? = null): RandomSourceGenerator =
-    RandomSourceGenerator(source, seed)
-
-public fun RandomGenerator.Companion.mersenneTwister(seed: Long? = null): RandomSourceGenerator =
-    fromSource(RandomSource.MT, seed)