gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-24 13:38:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

validation and profiles

Browse Source
This commit is contained in:
Miha Kralj
2026-02-26 22:02:52 -08:00
parent 9ab37c1200
commit 8a1ba95173
317 changed files with 18704 additions and 622 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/numerics/gammadist/Gammadist.md
+27
View File
@@ -69,6 +69,33 @@ GAMMADIST(source, period, shape, rate):
return 1.0 - gammaCF(shape, scaled) // continued fraction
```
## Performance Profile
### Operation Count (Streaming Mode)
Gamma distribution CDF uses regularized incomplete gamma function via series or continued fraction.
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
| Input validation (alpha, beta > 0; x >= 0) | 3 | 2 cy | ~6 cy |
| Log-Gamma normalization (lgamma) | 1 | 25 cy | ~25 cy |
| Regularized incomplete gamma (series, ~20 iter) | ~20 | 12 cy | ~240 cy |
| NaN guard + state update | 1 | 2 cy | ~2 cy |
| **Total** | **O(1)** | — | **~273 cy** |
O(1) per evaluation. Switches between series expansion (x <= alpha+1) and continued fraction (x > alpha+1) for numerical stability. lgamma() is the setup cost.
### Batch Mode (SIMD Analysis)
| Operation | Vectorizable? | Notes |
| :--- | :---: | :--- |
| lgamma() | No | Transcendental; scalar |
| Series/CF iteration | No | Sequential convergence |
| Output assignment | Yes | Trivial |
No practical SIMD benefit. Parallelism via PLINQ on the outer observation loop.
## Resources
- Pearson, K. "Contributions to the Mathematical Theory of Evolution." Phil. Trans. Royal Society, 1893.