| 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)