Difference between revisions of "LGamma"

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== LGamma(X) ==
 
== LGamma(X) ==
Returns the Log Gamma function of «X».  Without numeric overflow, this function is exactly equivalent to <code>Ln(GammaFn(X))</code>.
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Returns the Log [[GammaFn|Gamma function]] of «X».  Without numeric overflow, this function is exactly equivalent to <code>[[Ln]]([[GammaFn]](X))</code>.
 
Because the gamma function grows so rapidly, it is often much more convenient to use [[LGamma]]() to avoid numeric overflow.
 
Because the gamma function grows so rapidly, it is often much more convenient to use [[LGamma]]() to avoid numeric overflow.
  
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To compute <code>[[Ln]]([[BetaFn]](a,b))</code>, you should instead use
 
To compute <code>[[Ln]]([[BetaFn]](a,b))</code>, you should instead use
 
:<code>[[LGamma]](a) + [[LGamma]](b) - LGamma(a+b)</code>
 
:<code>[[LGamma]](a) + [[LGamma]](b) - LGamma(a+b)</code>
which is less susceptible to numeric overflow for really large values of <code>a</code> and <code>b</code>.
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which is less susceptible to numeric underflow for really large values of <code>a</code> and <code>b</code>.
  
 
== See Also ==
 
== See Also ==

Latest revision as of 21:25, 5 February 2016


LGamma(X)

Returns the Log Gamma function of «X». Without numeric overflow, this function is exactly equivalent to Ln(GammaFn(X)). Because the gamma function grows so rapidly, it is often much more convenient to use LGamma() to avoid numeric overflow.

LogBetaFn(x)

To compute Ln(BetaFn(a,b)), you should instead use

LGamma(a) + LGamma(b) - LGamma(a+b)

which is less susceptible to numeric underflow for really large values of a and b.

See Also

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