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/** Mathlib : A C Library of Special Functions* Copyright (C) 1998 R Core Team** This program is free software; you can redistribute it and/or modify* it under the terms of the GNU General Public License as published by* the Free Software Foundation; either version 2 of the License, or* (at your option) any later version.** This program is distributed in the hope that it will be useful,* but WITHOUT ANY WARRANTY; without even the implied warranty of* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the* GNU General Public License for more details.** You should have received a copy of the GNU General Public License* along with this program; if not, write to the Free Software* Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.** Mathlib.h should contain ALL headers from R's C code in `src/nmath'--------- such that ``the Math library'' can be used by simply``#include "Mathlib.h" ''and nothing else.*/#ifndef MATHLIB_H#define MATHLIB_H/*-- Mathlib as part of R -- undefine this for standalone : */#define MATHLIB_IN_R#include "Arith.h"#include "Random.h"#ifdef FORTRAN_H#error __MUST__include "Mathlib.h" _before_ "Fortran.h"#endif#include <errno.h>#include <limits.h>#include <float.h>#include <math.h>#include <stdlib.h>/* TRUE and FALSE conflict with the Mac --- Fortran.h still defines them... */#define LTRUE (1)#define LFALSE (0)/* 30 Decimal-place constants computed with bc -l (scale=32; proper round) */#ifndef M_SQRT_2#define M_SQRT_2 1.4142135623730950488016887242097#define M_1_SQRT_2 0.707106781186547524400844362105 /* 1/sqrt(2) */#define M_SQRT_32 5.656854249492380195206754896838 /* sqrt(32) */#endif#ifndef M_LN_2#define M_LN_2 0.693147180559945309417232121458176568#define M_LOG10_2 0.301029995663981195213738894724493027#endif#ifndef M_PI#define M_PI 3.141592653589793238462643383279502884197169399375#endif#ifndef M_PI_half#define M_PI_half 1.570796326794896619231321691640#endif#ifndef M_SQRT_PI/* sqrt(pi), 1/sqrt(2pi), sqrt(2/pi) : */# define M_SQRT_PI 1.772453850905516027298167483341# define M_1_SQRT_2PI 0.398942280401432677939946059934# define M_SQRT_2dPI 0.79788456080286535587989211986876#endif#ifndef M_LN_SQRT_PI/* log(sqrt(pi)) = log(pi)/2 : */# define M_LN_SQRT_PI 0.5723649429247000870717136756765293558/* log(sqrt(2*pi)) = log(2*pi)/2 : */# define M_LN_SQRT_2PI 0.91893853320467274178032973640562/* log(sqrt(pi/2)) = log(pi/2)/2 : */# define M_LN_SQRT_PId2 0.225791352644727432363097614947441#endif#ifdef MATHLIB_IN_R/* Mathlib in R */#include "Error.h"# define MATHLIB_ERROR(fmt,x) error(fmt,x);# define MATHLIB_WARNING(fmt,x) warning(fmt,x)# define MATHLIB_WARNING2(fmt,x,x2) warning(fmt,x,x2)# define MATHLIB_WARNING3(fmt,x,x2,x3) warning(fmt,x,x2,x3)# define MATHLIB_WARNING4(fmt,x,x2,x3,x4) warning(fmt,x,x2,x3,x4)#else/* Mathlib standalone */#include <stdio.h># define MATHLIB_ERROR(fmt,x) { printf(fmt,x); exit(1) }# define MATHLIB_WARNING(fmt,x) printf(fmt,x)# define MATHLIB_WARNING2(fmt,x,x2) printf(fmt,x,x2)# define MATHLIB_WARNING3(fmt,x,x2,x3) printf(fmt,x,x2,x3)# define MATHLIB_WARNING4(fmt,x,x2,x3,x4) printf(fmt,x,x2,x3,x4)#endif#define ME_NONE 0/* no error */#define ME_DOMAIN 1/* argument out of domain */#define ME_RANGE 2/* value out of range */#define ME_NOCONV 4/* process did not converge */#define ME_PRECISION 8/* does not have "full" precision */#define ME_UNDERFLOW 16/* and underflow occured (important for IEEE)*/#ifdef IEEE_754# ifdef HAVE_IEEE754_H# include <ieee754.h> /* newer Linuxen */# else# ifdef HAVE_IEEEFP_H# include <ieeefp.h> /* others [Solaris 2.5.x], .. */# endif# endifextern double m_zero;extern double m_one;extern double m_tiny;#define ML_ERROR(x) /* nothing */#define ML_POSINF (m_one / m_zero)#define ML_NEGINF ((-m_one) / m_zero)#define ML_NAN (m_zero / m_zero)#define ML_UNDERFLOW (m_tiny * m_tiny)#define ML_VALID(x) (!isnan(x))#else/*--- NO IEEE: No +/-Inf, NAN,... ---*/#define ML_ERROR(x) ml_error(x)#define ML_POSINF DBL_MAX#define ML_NEGINF (-DBL_MAX)#define ML_NAN (-DBL_MAX)#define ML_UNDERFLOW 0#define ML_VALID(x) (errno == 0)#endif/* Splus Compatibility */#define snorm norm_rand#define sunif unif_rand#define sexp exp_rand/* Undo SGI Madness */#ifdef ftrunc#undef ftrunc#endif#ifdef qexp#undef qexp#endif/* Name Hiding to Avoid Clashes with Fortran */#ifdef HIDE_NAMES# define d1mach c_d1mach# define i1mach c_i1mach#endif#define rround fround#define prec fprec#define trunc ftrunc/* Machine Characteristics */double d1mach(int);double d1mach_(int*);int i1mach(int);int i1mach_(int*);/* General Support Functions */int imax2(int, int);int imin2(int, int);double fmax2(double, double);double fmin2(double, double);double fmod(double, double);double fprec(double, double);double fround(double, double);double ftrunc(double);double sign(double);double fsign(double, double);double fsquare(double);double fcube(double);/* Random Number Generators */double snorm(void);double sunif(void);double sexp(void);/* Chebyshev Series */int chebyshev_init(double*, int, double);double chebyshev_eval(double, double *, int);/* Gamma and Related Functions */double logrelerr(double);void gammalims(double*, double*);double lgammacor(double);double gammafn(double);double gamma_cody(double);double lgammafn(double);void dpsifn(double, int, int, int, double*, int*, int*);double digamma(double);double trigamma(double);double tetragamma(double);double pentagamma(double);double choose(double, double);double lchoose(double, double);double fastchoose(double, double);double lfastchoose(double, double);/* Bessel Functions of All Kinds */double bessel_i(double, double, double);double bessel_j(double, double);double bessel_k(double, double, double);double bessel_y(double, double);void I_bessel(double*, double*, long*, long*, double*, long*);void J_bessel(double*, double*, long*, double*, long*);void K_bessel(double*, double*, long*, long*, double*, long*);void Y_bessel(double*, double*, long*, double*, long*);/* Beta and Related Functions */double beta(double, double);double lbeta(double, double);/* Normal Distribution */double dnorm(double, double, double);double pnorm(double, double, double);double qnorm(double, double, double);double rnorm(double, double);/* Uniform Distribution */double dunif(double, double, double);double punif(double, double, double);double qunif(double, double, double);double runif(double, double);/* Gamma Distribution */double dgamma(double, double, double);double pgamma(double, double, double);double qgamma(double, double, double);double rgamma(double, double);/* Beta Distribution */double dbeta(double, double, double);double pbeta(double, double, double);double pbeta_raw(double, double, double);double qbeta(double, double, double);double rbeta(double, double);/* Lognormal Distribution */double dlnorm(double, double, double);double plnorm(double, double, double);double qlnorm(double, double, double);double rlnorm(double, double);/* Chi-squared Distribution */double dchisq(double, double);double pchisq(double, double);double qchisq(double, double);double rchisq(double);/* Non-central Chi-squared Distribution */double dnchisq(double, double, double);double pnchisq(double, double, double);double qnchisq(double, double, double);double rnchisq(double, double);/* F Distibution */double df(double, double, double);double pf(double, double, double);double qf(double, double, double);double rf(double, double);/* Student t Distibution */double dt(double, double);double pt(double, double);double qt(double, double);double rt(double);/* Binomial Distribution */double dbinom(double, double, double);double pbinom(double, double, double);double qbinom(double, double, double);double rbinom(double, double);/* Cauchy Distribution */double dcauchy(double, double, double);double pcauchy(double, double, double);double qcauchy(double, double, double);double rcauchy(double, double);/* Exponential Distribution */double dexp(double, double);double pexp(double, double);double qexp(double, double);double rexp(double);/* Geometric Distribution */double dgeom(double, double);double pgeom(double, double);double qgeom(double, double);double rgeom(double);/* Hypergeometric Distibution */double dhyper(double, double, double, double);double phyper(double, double, double, double);double qhyper(double, double, double, double);double rhyper(double, double, double);/* Negative Binomial Distribution */double dnbinom(double, double, double);double pnbinom(double, double, double);double qnbinom(double, double, double);double rnbinom(double, double);/* Poisson Distribution */double dpois(double, double);double ppois(double, double);double qpois(double, double);double rpois(double);/* Weibull Distribution */double dweibull(double, double, double);double pweibull(double, double, double);double qweibull(double, double, double);double rweibull(double, double);/* Logistic Distribution */double dlogis(double, double, double);double plogis(double, double, double);double qlogis(double, double, double);double rlogis(double, double);/* Non-central Beta Distribution */double dnbeta(double, double, double, double);double pnbeta(double, double, double, double);double qnbeta(double, double, double, double);double rnbeta(double, double, double);/* Non-central F Distribution */double dnf(double, double, double, double);double pnf(double, double, double, double);double qnf(double, double, double, double);double rnf(double, double, double);/* Non-central Student t Distribution */double dnt(double, double, double);double pnt(double, double, double);double qnt(double, double, double);double rnt(double, double);/* Studentized Range Distribution */double dtukey(double, double, double, double);double ptukey(double, double, double, double);double qtukey(double, double, double, double);double rtukey(double, double, double);/* Wilcoxon Rank Sum Distribution */#define WILCOX_MAX 50double dwilcox(double, double, double);double pwilcox(double, double, double);double qwilcox(double, double, double);double rwilcox(double, double);/* Wilcoxon Signed Rank Distribution */#define SIGNRANK_MAX 50double dsignrank(double, double);double psignrank(double, double);double qsignrank(double, double);double rsignrank(double);#endif