| // Copyright ©2016 The Gonum Authors. All rights reserved. |
| // Use of this source code is governed by a BSD-style |
| // license that can be found in the LICENSE file. |
| |
| package mathext |
| |
| import "math" |
| |
| const ( |
| logPi = 1.14472988584940017414342735135305871164729481 // http://oeis.org/A053510 |
| ) |
| |
| // MvLgamma returns the log of the multivariate Gamma function. Dim |
| // must be greater than zero, and MvLgamma will return NaN if v < (dim-1)/2. |
| // |
| // See https://en.wikipedia.org/wiki/Multivariate_gamma_function for more |
| // information. |
| func MvLgamma(v float64, dim int) float64 { |
| if dim < 1 { |
| panic("mathext: negative dimension") |
| } |
| df := float64(dim) |
| if v < (df-1)*0.5 { |
| return math.NaN() |
| } |
| ans := df * (df - 1) * 0.25 * logPi |
| for i := 1; i <= dim; i++ { |
| lg, _ := math.Lgamma(v + float64(1-i)*0.5) |
| ans += lg |
| } |
| return ans |
| } |
