Created
February 23, 2018 17:16
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JS bayes ab calc
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| var g = 7; | |
| var p = [ | |
| 0.99999999999980993, | |
| 676.5203681218851, | |
| -1259.1392167224028, | |
| 771.32342877765313, | |
| -176.61502916214059, | |
| 12.507343278686905, | |
| -0.13857109526572012, | |
| 9.9843695780195716e-6, | |
| 1.5056327351493116e-7 | |
| ]; | |
| var g_ln = 607/128; | |
| var p_ln = [ | |
| 0.99999999999999709182, | |
| 57.156235665862923517, | |
| -59.597960355475491248, | |
| 14.136097974741747174, | |
| -0.49191381609762019978, | |
| 0.33994649984811888699e-4, | |
| 0.46523628927048575665e-4, | |
| -0.98374475304879564677e-4, | |
| 0.15808870322491248884e-3, | |
| -0.21026444172410488319e-3, | |
| 0.21743961811521264320e-3, | |
| -0.16431810653676389022e-3, | |
| 0.84418223983852743293e-4, | |
| -0.26190838401581408670e-4, | |
| 0.36899182659531622704e-5 | |
| ]; | |
| // Spouge approximation (suitable for large arguments) | |
| function lngamma(z) { | |
| if(z < 0) return Number('0/0'); | |
| var x = p_ln[0]; | |
| for(var i = p_ln.length - 1; i > 0; --i) x += p_ln[i] / (z + i); | |
| var t = z + g_ln + 0.5; | |
| return .5*Math.log(2*Math.PI)+(z+.5)*Math.log(t)-t+Math.log(x)-Math.log(z); | |
| } | |
| function lnbeta(a, b) { | |
| return lngamma(a) + lngamma(b) - lngamma(a+b) | |
| //return Math.log(gamma(a)) + Math.log(gamma(b)) + Math.log(gamma(a+b)) | |
| } | |
| function prob_b_gt_a(alpha_a, beta_a, alpha_b, beta_b) { | |
| total = 0.0 | |
| for (var i = 0; i < (alpha_b); i++) { | |
| total += Math.exp(lnbeta(alpha_a+i, beta_b+beta_a) - Math.log(beta_b+i) - lnbeta(1+i, beta_b) - lnbeta(alpha_a, beta_a)) | |
| } | |
| return total | |
| } |
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