package nl.tudelft.simulation.jstats.math;
   
   import org.djutils.exceptions.Throw;
   
   /**
    * The ProbMath class defines some very basic probabilistic mathematical functions.
    * <p>
    * Copyright (c) 2004-2024 Delft University of Technology, Jaffalaan 5, 2628 BX Delft, the Netherlands. All rights reserved. See
    * for project information <a href="https://simulation.tudelft.nl/" target="_blank"> https://simulation.tudelft.nl</a>. The DSOL
   * project is distributed under a three-clause BSD-style license, which can be found at
   * <a href="https://https://simulation.tudelft.nl/dsol/docs/latest/license.html" target="_blank">
   * https://https://simulation.tudelft.nl/dsol/docs/latest/license.html</a>.
   * </p>
   * @author <a href="https://www.tudelft.nl/averbraeck" target="_blank"> Alexander Verbraeck</a>
   */
  public final class ProbMath
  {
      /** stored values of n! as a double value. */
      public static final double[] FACTORIAL_DOUBLE;
  
      /** stored values of n! as a long value. */
      public static final long[] FACTORIAL_LONG;
  
      /** stored values of a^n as a double value. */
      public static final double[] POW2_DOUBLE;
  
      /** stored values of 2^n as a long value. */
      public static final long[] POW2_LONG;
  
      /** calculate n! and 2^n. */
      static
      {
          FACTORIAL_DOUBLE = new double[171];
          FACTORIAL_DOUBLE[0] = 1.0;
          double d = 1.0;
          for (int i = 1; i <= 170; i++)
          {
              d = d * i;
              FACTORIAL_DOUBLE[i] = d;
          }
  
          FACTORIAL_LONG = new long[21];
          FACTORIAL_LONG[0] = 1L;
          long n = 1L;
          for (int i = 1; i <= 20; i++)
          {
              n = n * i;
              FACTORIAL_LONG[i] = n;
          }
  
          POW2_DOUBLE = new double[1024];
          POW2_DOUBLE[0] = 1.0;
          for (int i = 1; i < 1024; i++)
          {
              POW2_DOUBLE[i] = 2.0 * POW2_DOUBLE[i - 1];
          }
  
          POW2_LONG = new long[63];
          POW2_LONG[0] = 1L;
          for (int i = 1; i < 63; i++)
          {
              POW2_LONG[i] = 2L * POW2_LONG[i - 1];
          }
      }
  
      /**
       * Utility class.
       */
      private ProbMath()
      {
          // unreachable code for the utility class
      }
  
      /**
       * Compute n factorial as a double. fac(n) = n * (n-1) * (n-2) * ... 2 * 1.
       * @param n int; the value to calculate n! for
       * @return double; n factorial
       */
      public static double factorial(final int n)
      {
          Throw.when(n < 0, IllegalArgumentException.class, "n! with n<0 is invalid");
          Throw.when(n > 170, IllegalArgumentException.class, "n! with n>170 is larger than Double.MAX_VALUE");
          return FACTORIAL_DOUBLE[n];
      }
  
      /**
       * Compute n factorial as a double. fac(n) = n * (n-1) * (n-2) * ... 2 * 1.
       * @param n long; the value to calculate n! for
       * @return double; n factorial
       */
      public static double factorial(final long n)
      {
          Throw.when(n < 0, IllegalArgumentException.class, "n! with n<0 is invalid");
          Throw.when(n > 170, IllegalArgumentException.class, "n! with n>170 is larger than Double.MAX_VALUE");
          return FACTORIAL_DOUBLE[(int) n];
      }
  
      /**
       * Compute n factorial as a long. fac(n) = n * (n-1) * (n-2) * ... 2 * 1.
      * @param n int; the value to calculate n! for
      * @return double; n factorial
      */
     public static long fac(final int n)
     {
         Throw.when(n < 0, IllegalArgumentException.class, "n! with n<0 is invalid");
         Throw.when(n > 20, IllegalArgumentException.class, "n! with n>20 is more than 64 bits long");
         return FACTORIAL_LONG[n];
     }
 
     /**
      * Compute n factorial as a long. fac(n) = n * (n-1) * (n-2) * ... 2 * 1.
      * @param n long; the value to calculate n! for
      * @return double; n factorial
      */
     public static long fac(final long n)
     {
         Throw.when(n < 0, IllegalArgumentException.class, "n! with n<0 is invalid");
         Throw.when(n > 20, IllegalArgumentException.class, "n! with n>20 is more than 64 bits long");
         return FACTORIAL_LONG[(int) n];
     }
 
     /**
      * Compute the k-permutations of n.
      * @param n int; the first parameter
      * @param k int; the second parameter
      * @return the k-permutations of n
      */
     public static double permutations(final int n, final int k)
     {
         if (k > n)
         {
             throw new IllegalArgumentException("permutations of (n,k) with k>n");
         }
         return factorial(n) / factorial(n - k);
     }
 
     /**
      * Compute the k-permutations of n.
      * @param n long; the first parameter
      * @param k long; the second parameter
      * @return the k-permutations of n
      */
     public static double permutations(final long n, final long k)
     {
         if (k > n)
         {
             throw new IllegalArgumentException("permutations of (n,k) with k>n");
         }
         return factorial(n) / factorial(n - k);
     }
 
     /**
      * Computes the k-permutations of n as a long.
      * @param n int; the first parameter
      * @param k int; the second parameter
      * @return the k-permutations of n
      */
     public static long perm(final int n, final int k)
     {
         if (k > n)
         {
             throw new IllegalArgumentException("permutations of (n,k) with k>n");
         }
         return fac(n) / fac(n - k);
     }
 
     /**
      * Computes the k-permutations of n as a long.
      * @param n long; the first parameter
      * @param k long; the second parameter
      * @return the k-permutations of n
      */
     public static long perm(final long n, final long k)
     {
         if (k > n)
         {
             throw new IllegalArgumentException("permutations of (n,k) with k>n");
         }
         return fac(n) / fac(n - k);
     }
 
     /**
      * computes the combinations of n over k.
      * @param n int; the first parameter
      * @param k int; the second parameter
      * @return the combinations of n over k
      */
     public static double combinations(final int n, final int k)
     {
         if (k > n)
         {
             throw new IllegalArgumentException("combinations of (n,k) with k>n");
         }
         return factorial(n) / (factorial(k) * factorial(n - k));
     }
 
     /**
      * computes the combinations of n over k.
      * @param n long; the first parameter
      * @param k long; the second parameter
      * @return the combinations of n over k
      */
     public static double combinations(final long n, final long k)
     {
         if (k > n)
         {
             throw new IllegalArgumentException("combinations of (n,k) with k>n");
         }
         return factorial(n) / (factorial(k) * factorial(n - k));
     }
 
     /**
      * computes the combinations of n over k as a long.
      * @param n int; the first parameter
      * @param k int; the second parameter
      * @return the combinations of n over k
      */
     public static long comb(final int n, final int k)
     {
         if (k > n)
         {
             throw new IllegalArgumentException("combinations of (n,k) with k>n");
         }
         return fac(n) / (fac(k) * fac(n - k));
     }
 
     /**
      * computes the combinations of n over k as a long.
      * @param n long; the first parameter
      * @param k long; the second parameter
      * @return the combinations of n over k
      */
     public static long comb(final long n, final long k)
     {
         if (k > n)
         {
             throw new IllegalArgumentException("combinations of (n,k) with k>n");
         }
         return fac(n) / (fac(k) * fac(n - k));
     }
 
     /**
      * Approximates erf(z) using a Taylor series.<br>
      * The Taylor series for erf(z) for abs(z) <u>&lt;</u> 0.5 that is used is:<br>
      * &nbsp; &nbsp; erf(z) = (exp(-z<sup>2</sup>) / &radic;&pi;) &Sigma; [ 2z<sup>2n + 1</sup> / (2n + 1)!!]<br>
      * The Taylor series for erf(z) for abs(z) &gt; 3.7 that is used is:<br>
      * &nbsp; &nbsp; erf(z) = 1 - (exp(-z<sup>2</sup>) / &radic;&pi;) &Sigma; [ (-1)<sup>n</sup> (2n - 1)!! z<sup>-(2n +
      * 1)</sup> / 2<sup>n</sup>]<br>
      * See <a href="https://mathworld.wolfram.com/Erf.html">https://mathworld.wolfram.com/Erf.html</a>. <br>
      * For 0.5 &lt; z &lt; 3.7 it approximates erf(z) using the following Taylor series:<br>
      * &nbsp; &nbsp; erf(z) = (2/&radic;&pi;) (z - z<sup>3</sup>/3 + z<sup>5</sup>/10 - z<sup>7</sup>/42 + z<sup>9</sup>/216 -
      * ...)<br>
      * The factors are given by <a href="https://oeis.org/A007680">https://oeis.org/A007680</a>, which evaluates to a(n) =
      * (2n+1)n!. See <a href="https://en.wikipedia.org/wiki/Error_function">https://en.wikipedia.org/wiki/Error_function</a>.
      * @param z double; the value to calculate the error function for
      * @return erf(z)
      */
     public static double erf(final double z)
     {
         double zpos = Math.abs(z);
         if (zpos < 0.5)
         {
             return erfSmall(z);
         }
         if (zpos > 3.8)
         {
             return erfBig(z);
         }
         return erfTaylor(z);
     }
 
     /**
      * The Taylor series for erf(z) for abs(z) <u>&lt;</u> 0.5 that is used is:<br>
      * &nbsp; &nbsp; erf(z) = (exp(-z<sup>2</sup>) / &radic;&pi;) &Sigma; [ 2z<sup>2n + 1</sup> / (2n + 1)!!]<br>
      * where the !! operator is the 'double factorial' operator which is (n).(n-2)...8.4.2 for even n, and (n).(n-2)...3.5.1 for
      * odd n. See <a href="https://mathworld.wolfram.com/Erf.html">https://mathworld.wolfram.com/Erf.html</a> formula (9) and
      * (10). This function would work well for z <u>&lt;</u> 0.5.
      * @param z double; the parameter
      * @return double; erf(x)
      */
     private static double erfSmall(final double z)
     {
         double zpos = Math.abs(z);
         // @formatter:off
         double sum = zpos 
                 + 2.0 * Math.pow(zpos, 3) / 3.0 
                 + 4.0 * Math.pow(zpos, 5) / 15.0 
                 + 8.0 * Math.pow(zpos, 7) / 105.0
                 + 16.0 * Math.pow(zpos, 9) / 945.0 
                 + 32.0 * Math.pow(zpos, 11) / 10395.0
                 + 64.0 * Math.pow(zpos, 13) / 135135.0 
                 + 128.0 * Math.pow(zpos, 15) / 2027025.0
                 + 256.0 * Math.pow(zpos, 17) / 34459425.0 
                 + 512.0 * Math.pow(zpos, 19) / 654729075.0
                 + 1024.0 * Math.pow(zpos, 21) / 13749310575.0;
         // @formatter:on
         return Math.signum(z) * sum * 2.0 * Math.exp(-zpos * zpos) / Math.sqrt(Math.PI);
     }
 
     /**
      * Calculate erf(z) for large values using the Taylor series:<br>
      * &nbsp; &nbsp; erf(z) = 1 - (exp(-z<sup>2</sup>) / &radic;&pi;) &Sigma; [ (-1)<sup>n</sup> (2n - 1)!! z<sup>-(2n +
      * 1)</sup> / 2<sup>n</sup>]<br>
      * where the !! operator is the 'double factorial' operator which is (n).(n-2)...8.4.2 for even n, and (n).(n-2)...3.5.1 for
      * odd n. See <a href="https://mathworld.wolfram.com/Erf.html">https://mathworld.wolfram.com/Erf.html</a> formula (18) to
      * (20). This function would work well for z <u>&gt;</u> 3.7.
      * @param z double; the argument
      * @return double; erf(z)
      */
     private static double erfBig(final double z)
     {
         double zpos = Math.abs(z);
         // @formatter:off
         double sum = 1.0 / zpos 
                 - (1.0 / 2.0) * Math.pow(zpos, -3) 
                 + (3.0 / 4.0) * Math.pow(zpos, -5)
                 - (15.0 / 8.0) * Math.pow(zpos, -7) 
                 + (105.0 / 16.0) * Math.pow(zpos, -9) 
                 - (945.0 / 32.0) * Math.pow(zpos, -11)
                 + (10395.0 / 64.0) * Math.pow(zpos, -13) 
                 - (135135.0 / 128.0) * Math.pow(zpos, -15)
                 + (2027025.0 / 256.0) * Math.pow(zpos, -17);
         // @formatter:on
         return Math.signum(z) * (1.0 - sum * Math.exp(-zpos * zpos) / Math.sqrt(Math.PI));
     }
 
     /**
      * Calculate erf(z) using the Taylor series:<br>
      * &nbsp; &nbsp; erf(z) = (2/&radic;&pi;) (z - z<sup>3</sup>/3 + z<sup>5</sup>/10 - z<sup>7</sup>/42 + z<sup>9</sup>/216 -
      * ...)<br>
      * The factors are given by <a href="https://oeis.org/A007680">https://oeis.org/A007680</a>, which evaluates to a(n) =
      * (2n+1)n!. See <a href="https://en.wikipedia.org/wiki/Error_function">https://en.wikipedia.org/wiki/Error_function</a>.
      * This works pretty well on the interval [0.5,3.7].
      * @param z double; the argument
      * @return double; erf(z)
      */
     private static double erfTaylor(final double z)
     {
         double zpos = Math.abs(z);
         double d = zpos;
         double zpow = zpos;
         for (int i = 1; i < 64; i++) // max 64 steps
         {
             // calculate Math.pow(zpos, 2 * i + 1) / ((2 * i + 1) * factorial(i));
             zpow *= zpos * zpos;
             double term = zpow / ((2.0 * i + 1.0) * ProbMath.factorial(i));
             d += term * ((i & 1) == 0 ? 1 : -1);
             if (term < 1E-16)
             {
                 break;
             }
         }
         return Math.signum(z) * d * 2.0 / Math.sqrt(Math.PI);
     }
 
     /**
      * Approximates erf<sup>-1</sup>(p) based on
      * <a href="http://www.naic.edu/~jeffh/inverse_cerf.c">http://www.naic.edu/~jeffh/inverse_cerf.c</a> code.
      * @param y double; the cumulative probability to calculate the inverse error function for
      * @return erf<sup>-1</sup>(p)
      */
     public static double erfInv(final double y)
     {
         double ax, t, ret;
         ax = Math.abs(y);
 
         /*
          * This approximation, taken from Table 10 of Blair et al., is valid for |x|<=0.75 and has a maximum relative error of
          * 4.47 x 10^-8.
          */
         if (ax <= 0.75)
         {
 
             double[] p = new double[] {-13.0959967422, 26.785225760, -9.289057635};
             double[] q = new double[] {-12.0749426297, 30.960614529, -17.149977991, 1.00000000};
 
             t = ax * ax - 0.75 * 0.75;
             ret = ax * (p[0] + t * (p[1] + t * p[2])) / (q[0] + t * (q[1] + t * (q[2] + t * q[3])));
 
         }
         else if (ax >= 0.75 && ax <= 0.9375)
         {
             double[] p = new double[] {-.12402565221, 1.0688059574, -1.9594556078, .4230581357};
             double[] q = new double[] {-.08827697997, .8900743359, -2.1757031196, 1.0000000000};
 
             /*
              * This approximation, taken from Table 29 of Blair et al., is valid for .75<=|x|<=.9375 and has a maximum relative
              * error of 4.17 x 10^-8.
              */
             t = ax * ax - 0.9375 * 0.9375;
             ret = ax * (p[0] + t * (p[1] + t * (p[2] + t * p[3]))) / (q[0] + t * (q[1] + t * (q[2] + t * q[3])));
 
         }
         else if (ax >= 0.9375 && ax <= (1.0 - 1.0e-9))
         {
             double[] p =
                     new double[] {.1550470003116, 1.382719649631, .690969348887, -1.128081391617, .680544246825, -.16444156791};
             double[] q = new double[] {.155024849822, 1.385228141995, 1.000000000000};
 
             /*
              * This approximation, taken from Table 50 of Blair et al., is valid for .9375<=|x|<=1-10^-100 and has a maximum
              * relative error of 2.45 x 10^-8.
              */
             t = 1.0 / Math.sqrt(-Math.log(1.0 - ax));
             ret = (p[0] / t + p[1] + t * (p[2] + t * (p[3] + t * (p[4] + t * p[5])))) / (q[0] + t * (q[1] + t * (q[2])));
         }
         else
         {
             ret = Double.POSITIVE_INFINITY;
         }
 
         return Math.signum(y) * ret;
     }
 
     /** Coefficients for the ln(gamma(x)) function. */
     private static final double[] GAMMALN_COF = {76.18009172947146, -86.50532032941677, 24.01409824083091, -1.231739572450155,
             0.1208650973866179e-2, -0.5395239384953e-5};
 
     /**
      * Calculates ln(gamma(x)). Java version of gammln function in Numerical Recipes in C, p.214.
      * @param xx double; the value to calculate the gamma function for
      * @return double; gamma(x)
      * @throws IllegalArgumentException when x is &lt; 0
      */
     public static double gammaln(final double xx)
     {
         Throw.when(xx < 0, IllegalArgumentException.class, "gamma function not defined for real values < 0");
         double x, y, tmp, ser;
         x = xx;
         y = x;
         tmp = x + 5.5;
         tmp -= (x + 0.5) * Math.log(tmp);
         ser = 1.000000000190015;
         for (int j = 0; j <= 5; j++)
         {
             ser += GAMMALN_COF[j] / ++y;
         }
         return -tmp + Math.log(2.5066282746310005 * ser / x);
     }
 
     /**
      * Calculates gamma(x). Based on the gammln function in Numerical Recipes in C, p.214.
      * @param x double; the value to calculate the gamma function for
      * @return double; gamma(x)
      * @throws IllegalArgumentException when x is &lt; 0
      */
     public static double gamma(final double x)
     {
         return Math.exp(gammaln(x));
     }
 
     /**
      * Calculates Beta(z, w) where Beta(z, w) = &Gamma;(z) &Gamma;(w) / &Gamma;(z + w).
      * @param z double; beta function parameter 1
      * @param w ; beta function parameter 2
      * @return double; beta(z, w)
      * @throws IllegalArgumentException when one of the parameters is &lt; 0
      */
     public static double beta(final double z, final double w)
     {
         Throw.when(z < 0 || w < 0, IllegalArgumentException.class, "beta function not defined for negative arguments");
         return Math.exp(gammaln(z) + gammaln(w) - gammaln(z + w));
     }
 
 }