- Generated on Wed Mar 7 2012 16:03:35 for STK++ by
1.7.4
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STK++ 1.0
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00001 /* -*- C -*- 00002 * Mathlib : A C Library of Special Functions 00003 * Copyright (C) 1998-2003 The R Development Core Team 00004 * Copyright (C) 2004 The R Foundation 00005 * 00006 * This program is free software; you can redistribute it and/or modify 00007 * it under the terms of the GNU Lesser General Public License as published by 00008 * the Free Software Foundation; either version 2.1 of the License, or 00009 * (at your option) any later version. 00010 * 00011 * This program is distributed in the hope that it will be useful, 00012 * but WITHOUT ANY WARRANTY; without even the implied warranty of 00013 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 00014 * GNU Lesser General Public License for more details. 00015 * 00016 * You should have received a copy of the GNU Lesser General Public License 00017 * along with this program; if not, write to the Free Software 00018 * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA 00019 * 00020 00021 * Rmath.h should contain ALL headers from R's C code in `src/nmath' 00022 ------- such that ``the Math library'' can be used by simply 00023 00024 ``#include <Rmath.h> '' 00025 00026 and nothing else. 00027 */ 00028 #ifndef RMATH_H 00029 #define RMATH_H 00030 00031 #ifdef __cplusplus 00032 extern "C" { 00033 #endif 00034 00035 /*-- Mathlib as part of R -- define this for standalone : */ 00036 /* #undef MATHLIB_STANDALONE */ 00037 00038 #define R_VERSION_STRING "2.2.1" 00039 00040 #ifndef HAVE_LOG1P 00041 # define HAVE_LOG1P 1 00042 #endif 00043 00044 #ifndef HAVE_EXPM1 00045 # define HAVE_EXPM1 1 00046 #endif 00047 00048 #ifndef HAVE_WORKING_LOG1P 00049 # define HAVE_WORKING_LOG1P 1 00050 #endif 00051 00052 #ifndef HAVE_WORKING_LOG 00053 # define HAVE_WORKING_LOG 1 00054 #endif 00055 00056 #include <errno.h> 00057 #include <limits.h> 00058 #include <float.h> 00059 #include <math.h> 00060 00061 #if defined(HAVE_LOG1P) && !defined(HAVE_WORKING_LOG1P) 00062 /* remap to avoid problems with getting the right entry point */ 00063 double Rlog1p(double); 00064 #define log1p Rlog1p 00065 #endif 00066 00067 #include <stdlib.h> 00068 00069 /* Undo SGI Madness */ 00070 00071 #ifdef ftrunc 00072 # undef ftrunc 00073 #endif 00074 #ifdef qexp 00075 # undef qexp 00076 #endif 00077 #ifdef qgamma 00078 # undef qgamma 00079 #endif 00080 00081 00082 /* ----- The following constants and entry points are part of the R API ---- */ 00083 00084 /* 30 Decimal-place constants */ 00085 /* Computed with bc -l (scale=32; proper round) */ 00086 00087 /* SVID & X/Open Constants */ 00088 /* Names from Solaris math.h */ 00089 00090 #ifndef M_E 00091 #define M_E 2.718281828459045235360287471353 /* e */ 00092 #endif 00093 00094 #ifndef M_LOG2E 00095 #define M_LOG2E 1.442695040888963407359924681002 /* log2(e) */ 00096 #endif 00097 00098 #ifndef M_LOG10E 00099 #define M_LOG10E 0.434294481903251827651128918917 /* log10(e) */ 00100 #endif 00101 00102 #ifndef M_LN2 00103 #define M_LN2 0.693147180559945309417232121458 /* ln(2) */ 00104 #endif 00105 00106 #ifndef M_LN10 00107 #define M_LN10 2.302585092994045684017991454684 /* ln(10) */ 00108 #endif 00109 00110 #ifndef M_PI 00111 #define M_PI 3.141592653589793238462643383280 /* pi */ 00112 #endif 00113 00114 #ifndef M_2PI 00115 #define M_2PI 6.283185307179586476925286766559 /* 2*pi */ 00116 #endif 00117 00118 #ifndef M_PI_2 00119 #define M_PI_2 1.570796326794896619231321691640 /* pi/2 */ 00120 #endif 00121 00122 #ifndef M_PI_4 00123 #define M_PI_4 0.785398163397448309615660845820 /* pi/4 */ 00124 #endif 00125 00126 #ifndef M_1_PI 00127 #define M_1_PI 0.318309886183790671537767526745 /* 1/pi */ 00128 #endif 00129 00130 #ifndef M_2_PI 00131 #define M_2_PI 0.636619772367581343075535053490 /* 2/pi */ 00132 #endif 00133 00134 #ifndef M_2_SQRTPI 00135 #define M_2_SQRTPI 1.128379167095512573896158903122 /* 2/sqrt(pi) */ 00136 #endif 00137 00138 #ifndef M_SQRT2 00139 #define M_SQRT2 1.414213562373095048801688724210 /* sqrt(2) */ 00140 #endif 00141 00142 #ifndef M_SQRT1_2 00143 #define M_SQRT1_2 0.707106781186547524400844362105 /* 1/sqrt(2) */ 00144 #endif 00145 00146 /* R-Specific Constants */ 00147 00148 #ifndef M_SQRT_3 00149 #define M_SQRT_3 1.732050807568877293527446341506 /* sqrt(3) */ 00150 #endif 00151 00152 #ifndef M_SQRT_32 00153 #define M_SQRT_32 5.656854249492380195206754896838 /* sqrt(32) */ 00154 #endif 00155 00156 #ifndef M_LOG10_2 00157 #define M_LOG10_2 0.301029995663981195213738894724 /* log10(2) */ 00158 #endif 00159 00160 #ifndef M_SQRT_PI 00161 #define M_SQRT_PI 1.772453850905516027298167483341 /* sqrt(pi) */ 00162 #endif 00163 00164 #ifndef M_1_SQRT_2PI 00165 #define M_1_SQRT_2PI 0.398942280401432677939946059934 /* 1/sqrt(2pi) */ 00166 #endif 00167 00168 #ifndef M_SQRT_2dPI 00169 #define M_SQRT_2dPI 0.797884560802865355879892119869 /* sqrt(2/pi) */ 00170 #endif 00171 00172 00173 #ifndef M_LN_SQRT_PI 00174 #define M_LN_SQRT_PI 0.572364942924700087071713675677 /* log(sqrt(pi)) */ 00175 #endif 00176 00177 #ifndef M_LN_SQRT_2PI 00178 #define M_LN_SQRT_2PI 0.918938533204672741780329736406 /* log(sqrt(2*pi)) */ 00179 #endif 00180 00181 #ifndef M_LN_SQRT_PId2 00182 #define M_LN_SQRT_PId2 0.225791352644727432363097614947 /* log(sqrt(pi/2)) */ 00183 #endif 00184 00185 00186 #undef FALSE 00187 #undef TRUE 00188 typedef enum { FALSE = 0, TRUE } Rboolean; 00189 00190 00191 #define rround fround 00192 #define prec fprec 00193 #undef trunc 00194 #define trunc ftrunc 00195 00196 00197 /* log(1 - exp(x)) in stable form: */ 00198 #define R_Log1_Exp(x) ((x) > -M_LN2 ? log(-expm1(x)) : log1p(-exp(x))) 00199 00200 /* R's versions with !R_FINITE checks */ 00201 00202 #define R_log log 00203 00204 double R_pow(double x, double y); 00205 double R_pow_di(double, int); 00206 00207 /* Random Number Generators */ 00208 00209 double norm_rand(void); 00210 double unif_rand(void); 00211 double exp_rand(void); 00212 void set_seed(unsigned int, unsigned int); 00213 void get_seed(unsigned int *, unsigned int *); 00214 00215 /* Normal Distribution */ 00216 00217 #define pnorm pnorm5 00218 #define qnorm qnorm5 00219 #define dnorm dnorm4 00220 00221 double dnorm(double, double, double, int); 00222 double pnorm(double, double, double, int, int); 00223 double qnorm(double, double, double, int, int); 00224 double rnorm(double, double); 00225 void pnorm_both(double, double *, double *, int, int);/* both tails */ 00226 00227 /* Uniform Distribution */ 00228 00229 double dunif(double, double, double, int); 00230 double punif(double, double, double, int, int); 00231 double qunif(double, double, double, int, int); 00232 double runif(double, double); 00233 00234 /* Gamma Distribution */ 00235 00236 double dgamma(double, double, double, int); 00237 double pgamma(double, double, double, int, int); 00238 double qgamma(double, double, double, int, int); 00239 double rgamma(double, double); 00240 00241 double log1pmx(double); 00242 double lgamma1p(double); 00243 double logspace_add(double, double); 00244 double logspace_sub(double, double); 00245 00246 /* Beta Distribution */ 00247 00248 double dbeta(double, double, double, int); 00249 double pbeta(double, double, double, int, int); 00250 double qbeta(double, double, double, int, int); 00251 double rbeta(double, double); 00252 double pbeta_raw(double, double, double, int); 00253 00254 /* Lognormal Distribution */ 00255 00256 double dlnorm(double, double, double, int); 00257 double plnorm(double, double, double, int, int); 00258 double qlnorm(double, double, double, int, int); 00259 double rlnorm(double, double); 00260 00261 /* Chi-squared Distribution */ 00262 00263 double dchisq(double, double, int); 00264 double pchisq(double, double, int, int); 00265 double qchisq(double, double, int, int); 00266 double rchisq(double); 00267 double qchisq_appr(double, double, double, int, int, double tol); 00268 00269 /* Non-central Chi-squared Distribution */ 00270 00271 double dnchisq(double, double, double, int); 00272 double pnchisq(double, double, double, int, int); 00273 double qnchisq(double, double, double, int, int); 00274 double rnchisq(double, double); 00275 00276 /* F Distibution */ 00277 00278 double df(double, double, double, int); 00279 double pf(double, double, double, int, int); 00280 double qf(double, double, double, int, int); 00281 double rf(double, double); 00282 00283 /* Student t Distibution */ 00284 00285 double dt(double, double, int); 00286 double pt(double, double, int, int); 00287 double qt(double, double, int, int); 00288 double rt(double); 00289 00290 /* Binomial Distribution */ 00291 00292 double dbinom(double, double, double, int); 00293 double pbinom(double, double, double, int, int); 00294 double qbinom(double, double, double, int, int); 00295 double rbinom(double, double); 00296 00297 /* Multnomial Distribution */ 00298 00299 void rmultinom(int, double*, int, int*); 00300 00301 /* Cauchy Distribution */ 00302 00303 double dcauchy(double, double, double, int); 00304 double pcauchy(double, double, double, int, int); 00305 double qcauchy(double, double, double, int, int); 00306 double rcauchy(double, double); 00307 00308 /* Exponential Distribution */ 00309 00310 double dexp(double, double, int); 00311 double pexp(double, double, int, int); 00312 double qexp(double, double, int, int); 00313 double rexp(double); 00314 00315 /* Geometric Distribution */ 00316 00317 double dgeom(double, double, int); 00318 double pgeom(double, double, int, int); 00319 double qgeom(double, double, int, int); 00320 double rgeom(double); 00321 00322 /* Hypergeometric Distibution */ 00323 00324 double dhyper(double, double, double, double, int); 00325 double phyper(double, double, double, double, int, int); 00326 double qhyper(double, double, double, double, int, int); 00327 double rhyper(double, double, double); 00328 00329 /* Negative Binomial Distribution */ 00330 00331 double dnbinom(double, double, double, int); 00332 double pnbinom(double, double, double, int, int); 00333 double qnbinom(double, double, double, int, int); 00334 double rnbinom(double, double); 00335 00336 /* Poisson Distribution */ 00337 00338 double dpois(double, double, int); 00339 double ppois(double, double, int, int); 00340 double qpois(double, double, int, int); 00341 double rpois(double); 00342 00343 /* Weibull Distribution */ 00344 00345 double dweibull(double, double, double, int); 00346 double pweibull(double, double, double, int, int); 00347 double qweibull(double, double, double, int, int); 00348 double rweibull(double, double); 00349 00350 /* Logistic Distribution */ 00351 00352 double dlogis(double, double, double, int); 00353 double plogis(double, double, double, int, int); 00354 double qlogis(double, double, double, int, int); 00355 double rlogis(double, double); 00356 00357 /* Non-central Beta Distribution */ 00358 00359 double dnbeta(double, double, double, double, int); 00360 double pnbeta(double, double, double, double, int, int); 00361 double qnbeta(double, double, double, double, int, int); 00362 double rnbeta(double, double, double); 00363 00364 /* Non-central F Distribution */ 00365 00366 double pnf(double, double, double, double, int, int); 00367 double qnf(double, double, double, double, int, int); 00368 00369 /* Non-central Student t Distribution */ 00370 00371 double dnt(double, double, double, int); 00372 double pnt(double, double, double, int, int); 00373 double qnt(double, double, double, int, int); 00374 00375 /* Studentized Range Distribution */ 00376 00377 double ptukey(double, double, double, double, int, int); 00378 double qtukey(double, double, double, double, int, int); 00379 00380 /* Wilcoxon Rank Sum Distribution */ 00381 00382 double dwilcox(double, double, double, int); 00383 double pwilcox(double, double, double, int, int); 00384 double qwilcox(double, double, double, int, int); 00385 double rwilcox(double, double); 00386 00387 /* Wilcoxon Signed Rank Distribution */ 00388 00389 double dsignrank(double, double, int); 00390 double psignrank(double, double, int, int); 00391 double qsignrank(double, double, int, int); 00392 double rsignrank(double); 00393 00394 /* Gamma and Related Functions */ 00395 double gammafn(double); 00396 double lgammafn(double); 00397 void dpsifn(double, int, int, int, double*, int*, int*); 00398 double psigamma(double, double); 00399 double digamma(double); 00400 double trigamma(double); 00401 double tetragamma(double); 00402 double pentagamma(double); 00403 00404 double beta(double, double); 00405 double lbeta(double, double); 00406 00407 double choose(double, double); 00408 double lchoose(double, double); 00409 00410 /* Bessel Functions */ 00411 00412 double bessel_i(double, double, double); 00413 double bessel_j(double, double); 00414 double bessel_k(double, double, double); 00415 double bessel_y(double, double); 00416 00417 00418 /* General Support Functions */ 00419 00420 double pythag(double, double); 00421 double expm1(double); /* = exp(x)-1 {care for small x} */ 00422 double log1p(double); /* = log(1+x) {care for small x} */ 00423 int imax2(int, int); 00424 int imin2(int, int); 00425 double fmax2(double, double); 00426 double fmin2(double, double); 00427 double sign(double); 00428 double fprec(double, double); 00429 double fround(double, double); 00430 double fsign(double, double); 00431 double ftrunc(double); 00432 00433 double log1pmx(double); /* Accurate log(1+x) - x, {care for small x} */ 00434 double lgamma1p(double);/* accurate log(gamma(x+1)), small x (0 < x < 0.5) */ 00435 00436 /* Compute the log of a sum or difference from logs of terms, i.e., 00437 * 00438 * log (exp (logx) + exp (logy)) 00439 * or log (exp (logx) - exp (logy)) 00440 * 00441 * without causing overflows or throwing away too much accuracy: 00442 */ 00443 double logspace_add(double logx, double logy); 00444 double logspace_sub(double logx, double logy); 00445 00446 00447 00448 00449 /* ----------------- Private part of the header file ------------------- */ 00450 00451 /* old-R Compatibility */ 00452 00453 #define snorm norm_rand 00454 #define sunif unif_rand 00455 #define sexp exp_rand 00456 00457 #ifdef MATHLIB_PRIVATE 00458 #define d1mach Rf_d1mach 00459 #define gamma_cody Rf_gamma_cody 00460 00461 double d1mach(int); 00462 double gamma_cody(double); 00463 00464 #endif /* MATHLIB_PRIVATE */ 00465 00466 #ifndef MATHLIB_PRIVATE_H 00467 00468 /* If isnan is a macro, as C99 specifies, the C++ 00469 math header will undefine it. This happens on OS X */ 00470 #ifdef __cplusplus 00471 int R_isnancpp(double); /* in mlutils.c */ 00472 # define ISNAN(x) R_isnancpp(x) 00473 #else 00474 # define ISNAN(x) (isnan(x)!=0) 00475 #endif 00476 00477 00478 /* We don't have config information available to do anything else */ 00479 #define R_FINITE(x) R_finite(x) 00480 int R_finite(double); 00481 00482 #endif /* not MATHLIB_PRIVATE_H */ 00483 00484 #ifndef R_EXT_PRINT_H_ 00485 void REprintf(char*, ...); 00486 #endif 00487 00488 #ifdef __cplusplus 00489 } 00490 #endif 00491 00492 #endif /* RMATH_H */
1.7.4