Fixed database typo and removed unnecessary class identifier.

venv/Lib/site-packages/scipy/special/spfun_stats.py

@@ -0,0 +1,93 @@
+# Last Change: Sat Mar 21 02:00 PM 2009 J
+
+# Copyright (c) 2001, 2002 Enthought, Inc.
+#
+# All rights reserved.
+#
+# Redistribution and use in source and binary forms, with or without
+# modification, are permitted provided that the following conditions are met:
+#
+#   a. Redistributions of source code must retain the above copyright notice,
+#      this list of conditions and the following disclaimer.
+#   b. Redistributions in binary form must reproduce the above copyright
+#      notice, this list of conditions and the following disclaimer in the
+#      documentation and/or other materials provided with the distribution.
+#   c. Neither the name of the Enthought nor the names of its contributors
+#      may be used to endorse or promote products derived from this software
+#      without specific prior written permission.
+#
+#
+# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+# AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+# IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+# ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR
+# ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
+# DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+# SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+# CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
+# LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY
+# OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH
+# DAMAGE.
+
+"""Some more special functions which may be useful for multivariate statistical
+analysis."""
+
+import numpy as np
+from scipy.special import gammaln as loggam
+
+
+__all__ = ['multigammaln']
+
+
+def multigammaln(a, d):
+    r"""Returns the log of multivariate gamma, also sometimes called the
+    generalized gamma.
+
+    Parameters
+    ----------
+    a : ndarray
+        The multivariate gamma is computed for each item of `a`.
+    d : int
+        The dimension of the space of integration.
+
+    Returns
+    -------
+    res : ndarray
+        The values of the log multivariate gamma at the given points `a`.
+
+    Notes
+    -----
+    The formal definition of the multivariate gamma of dimension d for a real
+    `a` is
+
+    .. math::
+
+        \Gamma_d(a) = \int_{A>0} e^{-tr(A)} |A|^{a - (d+1)/2} dA
+
+    with the condition :math:`a > (d-1)/2`, and :math:`A > 0` being the set of
+    all the positive definite matrices of dimension `d`.  Note that `a` is a
+    scalar: the integrand only is multivariate, the argument is not (the
+    function is defined over a subset of the real set).
+
+    This can be proven to be equal to the much friendlier equation
+
+    .. math::
+
+        \Gamma_d(a) = \pi^{d(d-1)/4} \prod_{i=1}^{d} \Gamma(a - (i-1)/2).
+
+    References
+    ----------
+    R. J. Muirhead, Aspects of multivariate statistical theory (Wiley Series in
+    probability and mathematical statistics).
+
+    """
+    a = np.asarray(a)
+    if not np.isscalar(d) or (np.floor(d) != d):
+        raise ValueError("d should be a positive integer (dimension)")
+    if np.any(a <= 0.5 * (d - 1)):
+        raise ValueError("condition a (%f) > 0.5 * (d-1) (%f) not met"
+                         % (a, 0.5 * (d-1)))
+
+    res = (d * (d-1) * 0.25) * np.log(np.pi)
+    res += np.sum(loggam([(a - (j - 1.)/2) for j in range(1, d+1)]), axis=0)
+    return res