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Ran 28 Oct 2016 01:17PM UTC

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Committed 28 Oct 2016 01:13PM UTC coverage: 88.2% (+0.08%) from 88.123%

Job # 67.2

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Pull #42

travis-ci

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web-flow

Commit Message

add digamma and associated tests (#22)

* add digamma and associated tests

* add note on behavior for integers between -7 and 0

This implements the digamma function, and the results match with WolframAlpha. To the best of my knowledge there isn't an implementation in go, although someone was looking for it at SO.

I ported the code from http://web.science.mq.edu.au/~mjohnson/code/digamma.c - his page http://web.science.mq.edu.au/~mjohnson/Software.htm indicates that it can be used as long as he is acknowledged.

I figured there was a tricky way to speed up the difference in log gammas in the mvdist student pdf function, and ran across http://www.johndcook.com/blog/2012/07/14/log-gamma-differences/ (he sure pops up a lot), and found that we don't have an implementation of digamma, and for that matter, no golang projects seem to.

An alternative implementation could use the Chebychev approximations in http://www.ams.org/journals/mcom/1961-15-074/S0025-5718-61-99221-3/S0025-5718-61-99221-3.pdf which might be worth investigating.  There remains some question as to whether the -inf response on integers in [-7,0] is appropriate, or if it should panic or NaN.

Pull Request Pull Request #42:

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