/* The MIT License Copyright (C) 2010, 2013 Genome Research Ltd. Copyright (C) 2011 Attractive Chaos Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. */ #include #include #include #include "htslib/kfunc.h" /* Log gamma function * \log{\Gamma(z)} * AS245, 2nd algorithm, http://lib.stat.cmu.edu/apstat/245 */ double kf_lgamma(double z) { double x = 0; x += 0.1659470187408462e-06 / (z+7); x += 0.9934937113930748e-05 / (z+6); x -= 0.1385710331296526 / (z+5); x += 12.50734324009056 / (z+4); x -= 176.6150291498386 / (z+3); x += 771.3234287757674 / (z+2); x -= 1259.139216722289 / (z+1); x += 676.5203681218835 / z; x += 0.9999999999995183; return log(x) - 5.58106146679532777 - z + (z-0.5) * log(z+6.5); } /* complementary error function * \frac{2}{\sqrt{\pi}} \int_x^{\infty} e^{-t^2} dt * AS66, 2nd algorithm, http://lib.stat.cmu.edu/apstat/66 */ double kf_erfc(double x) { const double p0 = 220.2068679123761; const double p1 = 221.2135961699311; const double p2 = 112.0792914978709; const double p3 = 33.912866078383; const double p4 = 6.37396220353165; const double p5 = .7003830644436881; const double p6 = .03526249659989109; const double q0 = 440.4137358247522; const double q1 = 793.8265125199484; const double q2 = 637.3336333788311; const double q3 = 296.5642487796737; const double q4 = 86.78073220294608; const double q5 = 16.06417757920695; const double q6 = 1.755667163182642; const double q7 = .08838834764831844; double expntl, z, p; z = fabs(x) * M_SQRT2; if (z > 37.) return x > 0.? 0. : 2.; expntl = exp(z * z * - .5); if (z < 10. / M_SQRT2) // for small z p = expntl * ((((((p6 * z + p5) * z + p4) * z + p3) * z + p2) * z + p1) * z + p0) / (((((((q7 * z + q6) * z + q5) * z + q4) * z + q3) * z + q2) * z + q1) * z + q0); else p = expntl / 2.506628274631001 / (z + 1. / (z + 2. / (z + 3. / (z + 4. / (z + .65))))); return x > 0.? 2. * p : 2. * (1. - p); } /* The following computes regularized incomplete gamma functions. * Formulas are taken from Wiki, with additional input from Numerical * Recipes in C (for modified Lentz's algorithm) and AS245 * (http://lib.stat.cmu.edu/apstat/245). * * A good online calculator is available at: * * http://www.danielsoper.com/statcalc/calc23.aspx * * It calculates upper incomplete gamma function, which equals * kf_gammaq(s,z)*tgamma(s). */ #define KF_GAMMA_EPS 1e-14 #define KF_TINY 1e-290 // regularized lower incomplete gamma function, by series expansion static double _kf_gammap(double s, double z) { double sum, x; int k; for (k = 1, sum = x = 1.; k < 100; ++k) { sum += (x *= z / (s + k)); if (x / sum < KF_GAMMA_EPS) break; } return exp(s * log(z) - z - kf_lgamma(s + 1.) + log(sum)); } // regularized upper incomplete gamma function, by continued fraction static double _kf_gammaq(double s, double z) { int j; double C, D, f; f = 1. + z - s; C = f; D = 0.; // Modified Lentz's algorithm for computing continued fraction // See Numerical Recipes in C, 2nd edition, section 5.2 for (j = 1; j < 100; ++j) { double a = j * (s - j), b = (j<<1) + 1 + z - s, d; D = b + a * D; if (D < KF_TINY) D = KF_TINY; C = b + a / C; if (C < KF_TINY) C = KF_TINY; D = 1. / D; d = C * D; f *= d; if (fabs(d - 1.) < KF_GAMMA_EPS) break; } return exp(s * log(z) - z - kf_lgamma(s) - log(f)); } double kf_gammap(double s, double z) { return z <= 1. || z < s? _kf_gammap(s, z) : 1. - _kf_gammaq(s, z); } double kf_gammaq(double s, double z) { return z <= 1. || z < s? 1. - _kf_gammap(s, z) : _kf_gammaq(s, z); } /* Regularized incomplete beta function. The method is taken from * Numerical Recipe in C, 2nd edition, section 6.4. The following web * page calculates the incomplete beta function, which equals * kf_betai(a,b,x) * gamma(a) * gamma(b) / gamma(a+b): * * http://www.danielsoper.com/statcalc/calc36.aspx */ static double kf_betai_aux(double a, double b, double x) { double C, D, f; int j; if (x == 0.) return 0.; if (x == 1.) return 1.; f = 1.; C = f; D = 0.; // Modified Lentz's algorithm for computing continued fraction for (j = 1; j < 200; ++j) { double aa, d; int m = j>>1; aa = (j&1)? -(a + m) * (a + b + m) * x / ((a + 2*m) * (a + 2*m + 1)) : m * (b - m) * x / ((a + 2*m - 1) * (a + 2*m)); D = 1. + aa * D; if (D < KF_TINY) D = KF_TINY; C = 1. + aa / C; if (C < KF_TINY) C = KF_TINY; D = 1. / D; d = C * D; f *= d; if (fabs(d - 1.) < KF_GAMMA_EPS) break; } return exp(kf_lgamma(a+b) - kf_lgamma(a) - kf_lgamma(b) + a * log(x) + b * log(1.-x)) / a / f; } double kf_betai(double a, double b, double x) { return x < (a + 1.) / (a + b + 2.)? kf_betai_aux(a, b, x) : 1. - kf_betai_aux(b, a, 1. - x); } #ifdef KF_MAIN #include int main(int argc, char *argv[]) { double x = 5.5, y = 3; double a, b; printf("erfc(%lg): %lg, %lg\n", x, erfc(x), kf_erfc(x)); printf("upper-gamma(%lg,%lg): %lg\n", x, y, kf_gammaq(y, x)*tgamma(y)); a = 2; b = 2; x = 0.5; printf("incomplete-beta(%lg,%lg,%lg): %lg\n", a, b, x, kf_betai(a, b, x) / exp(kf_lgamma(a+b) - kf_lgamma(a) - kf_lgamma(b))); return 0; } #endif // log\binom{n}{k} static double lbinom(int n, int k) { if (k == 0 || n == k) return 0; return lgamma(n+1) - lgamma(k+1) - lgamma(n-k+1); } // n11 n12 | n1_ // n21 n22 | n2_ //-----------+---- // n_1 n_2 | n // hypergeometric distribution static double hypergeo(int n11, int n1_, int n_1, int n) { return exp(lbinom(n1_, n11) + lbinom(n-n1_, n_1-n11) - lbinom(n, n_1)); } typedef struct { int n11, n1_, n_1, n; double p; } hgacc_t; // incremental version of hypergenometric distribution static double hypergeo_acc(int n11, int n1_, int n_1, int n, hgacc_t *aux) { if (n1_ || n_1 || n) { aux->n11 = n11; aux->n1_ = n1_; aux->n_1 = n_1; aux->n = n; } else { // then only n11 changed; the rest fixed if (n11%11 && n11 + aux->n - aux->n1_ - aux->n_1) { if (n11 == aux->n11 + 1) { // incremental aux->p *= (double)(aux->n1_ - aux->n11) / n11 * (aux->n_1 - aux->n11) / (n11 + aux->n - aux->n1_ - aux->n_1); aux->n11 = n11; return aux->p; } if (n11 == aux->n11 - 1) { // incremental aux->p *= (double)aux->n11 / (aux->n1_ - n11) * (aux->n11 + aux->n - aux->n1_ - aux->n_1) / (aux->n_1 - n11); aux->n11 = n11; return aux->p; } } aux->n11 = n11; } aux->p = hypergeo(aux->n11, aux->n1_, aux->n_1, aux->n); return aux->p; } double kt_fisher_exact(int n11, int n12, int n21, int n22, double *_left, double *_right, double *two) { int i, j, max, min; double p, q, left, right; hgacc_t aux; int n1_, n_1, n; n1_ = n11 + n12; n_1 = n11 + n21; n = n11 + n12 + n21 + n22; // calculate n1_, n_1 and n max = (n_1 < n1_) ? n_1 : n1_; // max n11, for right tail min = n1_ + n_1 - n; // not sure why n11-n22 is used instead of min(n_1,n1_) if (min < 0) min = 0; // min n11, for left tail *two = *_left = *_right = 1.; if (min == max) return 1.; // no need to do test q = hypergeo_acc(n11, n1_, n_1, n, &aux); // the probability of the current table // left tail p = hypergeo_acc(min, 0, 0, 0, &aux); for (left = 0., i = min + 1; p < 0.99999999 * q && i<=max; ++i) // loop until underflow left += p, p = hypergeo_acc(i, 0, 0, 0, &aux); --i; if (p < 1.00000001 * q) left += p; else --i; // right tail p = hypergeo_acc(max, 0, 0, 0, &aux); for (right = 0., j = max - 1; p < 0.99999999 * q && j>=0; --j) // loop until underflow right += p, p = hypergeo_acc(j, 0, 0, 0, &aux); ++j; if (p < 1.00000001 * q) right += p; else ++j; // two-tail *two = left + right; if (*two > 1.) *two = 1.; // adjust left and right if (abs(i - n11) < abs(j - n11)) right = 1. - left + q; else left = 1.0 - right + q; *_left = left; *_right = right; return q; }