This release is a pre-release and may not be stable for production use.
itrigamma
A self-contained implementation of the inverse-trigamma function and related polygammas for analyses involving log-gamma random variables, etc.
Written in C with basic interfaces/bindings for:
- Python (
python/citrigamma.pyx) - R (
r/RCall_itrigamma.c)
Python
Install
- Through PyPI/pip:
pip install itrigamma - or from source:
python -m build; python -m pip install .
Test
Copy+paste into shell:
python <<'TEST_PY'
import time, numpy as np, math
from itrigamma import itrigamma
x = np.random.default_rng(0).random(10_000_000)
t = time.perf_counter()
y = itrigamma(x)
dt = time.perf_counter() - t
print(f'Approx. {(x.size/dt) / 1_000_000:.1f} million evals per sec.')
KNOWN = [
(1.0e-8, 100000000.499999999167),
(0.05, 20.49583523915460591),
(0.10, 10.491681821078422372),
(0.20, 5.4834517798530476662),
(0.50, 2.4599529483523074137),
(1.00, 1.4262551202150789904),
(2.00, 0.87666407746426017692),
(5.00, 0.49616873470410694489),
(10.0, 0.33508104437803564513),
(20.0, 0.23077632915242632912),
(50.0, 0.14337981235286147770),
]
for i, (x0, y0) in enumerate(KNOWN):
assert math.isclose(itrigamma(x0), y0, abs_tol=1e-12)
print(f' --> check {i}:\t{(x0,y0)}\tGOOD')
TEST_PY
Output (Exact results vary wrt machine precision.)
TEST_PY
Approx. 8.2 million evals per sec.
--> check 0: (1e-08, 100000000.5) GOOD
--> check 1: (0.05, 20.495835239154605) GOOD
--> check 2: (0.1, 10.491681821078423) GOOD
--> check 3: (0.2, 5.4834517798530475) GOOD
--> check 4: (0.5, 2.4599529483523073) GOOD
--> check 5: (1.0, 1.426255120215079) GOOD
--> check 6: (2.0, 0.8766640774642602) GOOD
--> check 7: (5.0, 0.49616873470410694) GOOD
--> check 8: (10.0, 0.33508104437803565) GOOD
--> check 9: (20.0, 0.23077632915242632) GOOD
--> check 10: (50.0, 0.14337981235286149) GOOD
R
Install (R)
Clone the repository:
git clone https://github.com/nolan-h-hamilton/itrigamma.git
cd itrigamma
Build with base R's r/utils/SHLIB utility as:
PKG_CPPFLAGS="-I$(pwd)/src" R CMD SHLIB r/RCall_itrigamma.c src/itrigamma.c -o r_itrigamma.so # r_trigamma.dll for windows
Test (R)
dyn.load("r_itrigamma.so")
# e.g., write a simple wrapper around .Call
itrigamma = function(x) .Call("r_itrigamma", x)
x_ = seq(1.0e-8, 100, length.out = 50)
y = itrigamma(x_)
plot(x_,y, type='l')
1 maintainer
Metadata
1 maintainer
Release files for itrigamma 0.2.0a1
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