gammainc {expint} | R Documentation |
Incomplete Gamma Function
Description
The incomplete gamma function \Gamma(a, x)
.
Usage
gammainc(a, x)
Arguments
a |
vector of real numbers. |
x |
vector of non-negative real numbers. |
Details
As defined in 6.5.3 of Abramowitz and Stegun (1972), the incomplete gamma function is
\Gamma(a, x) = \int_x^\infty t^{a-1} e^{-t}\, dt
for a
real and x \ge 0
.
For non-negative values of a
, we have
\Gamma(a, x) = \Gamma(a) (1 - P(a, x)),
where \Gamma(a)
is the function implemented
by R's gamma()
and P(a, x)
is the
cumulative distribution function of the gamma distribution (with scale
equal to one) implemented by R's pgamma()
.
Also, \Gamma(0, x) = E_1(x)
, x > 0
,
where E_1(x)
is the exponential integral implemented in
expint
.
Value
The value of the incomplete gamma function.
Invalid arguments will result in return value NaN
, with a warning.
Note
The C implementation is based on code from the GNU Software Library https://www.gnu.org/software/gsl/.
Author(s)
Vincent Goulet vincent.goulet@act.ulaval.ca
References
Abramowitz, M. and Stegun, I. A. (1972), Handbook of Mathematical Functions, Dover.
See Also
Examples
## a > 0
x <- c(0.2, 2.5, 5, 8, 10)
a <- 1.2
gammainc(a, x)
gamma(a) * pgamma(x, a, 1, lower = FALSE) # same
## a = 0
a <- 0
gammainc(a, x)
expint(x) # same
## a < 0
a <- c(-0.25, -1.2, -2)
sapply(a, gammainc, x = x)