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ihaka |
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#ifndef MATHLIB_H
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#define MATHLIB_H
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r |
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pd |
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#define MATHLIB_IN_R/*-- Mathlib as part of R --*/
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r |
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#include "Arith.h"
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pd |
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#include "Random.h"
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r |
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maechler |
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#ifdef FORTRAN_H
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#error __MUST__include "Mathlib.h" _before_ "Fortran.h"
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#endif
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#include <errno.h>
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hornik |
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#include <limits.h>
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#include <float.h>
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#include <math.h>
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#include <stdlib.h>
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/* TRUE and FALSE conflict with the Mac --- Fortran.h still defines them... */
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#define LTRUE (1)
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#define LFALSE (0)
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/* 30 Decimal-place constants */
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/* Computed with bc -l (scale=32; proper round) */
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/* SVID & X/Open Constants */
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/* Names from Solaris math.h */
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#ifndef M_E
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#define M_E 2.718281828459045235360287471353 /* e */
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#endif
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#ifndef M_LOG2E
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#define M_LOG2E 1.442695040888963407359924681002 /* log2(e) */
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#endif
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#ifndef M_LOG10E
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#define M_LOG10E 0.434294481903251827651128918917 /* log10(e) */
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#endif
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#ifndef M_LN2
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#define M_LN2 0.693147180559945309417232121458 /* ln(2) */
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#endif
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#ifndef M_LN10
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#define M_LN10 2.302585092994045684017991454684 /* ln(10) */
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#endif
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#ifndef M_PI
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#define M_PI 3.141592653589793238462643383280 /* pi */
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#endif
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#ifndef M_PI_2
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#define M_PI_2 1.570796326794896619231321691640 /* pi/2 */
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#endif
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#ifndef M_PI_4
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#define M_PI_4 0.785398163397448309615660845820 /* pi/4 */
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#endif
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#ifndef M_1_PI
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#define M_1_PI 0.318309886183790671537767526745 /* 1/pi */
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#endif
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#ifndef M_2_PI
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#define M_2_PI 0.636619772367581343075535053490 /* 1/pi */
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#endif
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#ifndef M_2_SQRTPI
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#define M_2_SQRTPI 1.128379167095512573896158903122 /* 1/sqrt(pi) */
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#endif
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#ifndef M_SQRT2
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#define M_SQRT2 1.414213562373095048801688724210 /* sqrt(2) */
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#endif
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#ifndef M_SQRT1_2
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#define M_SQRT1_2 0.707106781186547524400844362105 /* 1/sqrt(2) */
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#endif
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/* Other, R-Specific Constants */
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/* Note there are some repeats of values above */
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/* Needs a cleanup */
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#ifndef M_1_SQRT_2
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maechler |
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#define M_1_SQRT_2 0.707106781186547524400844362105 /* 1/sqrt(2) */
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#endif
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#ifndef M_SQRT_32
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maechler |
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#define M_SQRT_32 5.656854249492380195206754896838 /* sqrt(32) */
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#endif
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ihaka |
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#ifndef M_LOG10_2
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#define M_LOG10_2 0.301029995663981195213738894724 /* log10(2) */
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maechler |
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#endif
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r |
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#ifndef M_PI_half
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ihaka |
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#define M_PI_half 1.570796326794896619231321691640 /* pi/2 */
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r |
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#endif
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#ifndef M_SQRT_PI
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ihaka |
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#define M_SQRT_PI 1.772453850905516027298167483341 /* sqrt(pi) */
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r |
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#endif
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ihaka |
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#ifndef M_1_SQRT_2PI
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#define M_1_SQRT_2PI 0.398942280401432677939946059934 /* 1/sqrt(2pi) */
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#endif
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r |
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ihaka |
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#ifndef M_SQRT_2dPI
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#define M_SQRT_2dPI 0.797884560802865355879892119869 /* sqrt(2/pi) */
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#endif
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maechler |
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#ifndef M_LN_SQRT_PI
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ihaka |
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#define M_LN_SQRT_PI 0.572364942924700087071713675677 /* log(sqrt(pi)) */
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r |
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#endif
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ihaka |
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#ifndef M_LN_SQRT_2PI
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#define M_LN_SQRT_2PI 0.918938533204672741780329736406 /* log(sqrt(2*pi)) */
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#endif
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maechler |
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ihaka |
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#ifndef M_LN_SQRT_PId2
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#define M_LN_SQRT_PId2 0.225791352644727432363097614947 /* log(sqrt(pi/2)) */
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#endif
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pd |
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#ifdef MATHLIB_IN_R/* Mathlib in R */
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maechler |
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pd |
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#include "Error.h"
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# define MATHLIB_ERROR(fmt,x) error(fmt,x);
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# define MATHLIB_WARNING(fmt,x) warning(fmt,x)
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# define MATHLIB_WARNING2(fmt,x,x2) warning(fmt,x,x2)
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# define MATHLIB_WARNING3(fmt,x,x2,x3) warning(fmt,x,x2,x3)
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# define MATHLIB_WARNING4(fmt,x,x2,x3,x4) warning(fmt,x,x2,x3,x4)
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r |
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pd |
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#else/* Mathlib standalone */
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#include <stdio.h>
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# define MATHLIB_ERROR(fmt,x) { printf(fmt,x); exit(1) }
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# define MATHLIB_WARNING(fmt,x) printf(fmt,x)
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# define MATHLIB_WARNING2(fmt,x,x2) printf(fmt,x,x2)
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# define MATHLIB_WARNING3(fmt,x,x2,x3) printf(fmt,x,x2,x3)
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# define MATHLIB_WARNING4(fmt,x,x2,x3,x4) printf(fmt,x,x2,x3,x4)
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#endif
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#define ME_NONE 0
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#define ME_DOMAIN 1
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#define ME_RANGE 2
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#define ME_NOCONV 3
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#define ME_PRECISION 4
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#define ME_UNDERFLOW 5
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#undef ML_PRECISION_WARNINGS
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#ifdef IEEE_754
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maechler |
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#ifdef HAVE_IEEE754_H
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maechler |
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#include <ieee754.h> /* newer Linuxen */
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maechler |
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#else
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ihaka |
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#ifdef HAVE_IEEEFP_H
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maechler |
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#include <ieeefp.h> /* others [Solaris 2.5.x], .. */
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ihaka |
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#endif
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maechler |
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#endif
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ihaka |
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ihaka |
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extern double m_zero;
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extern double m_one;
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extern double m_tiny;
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#define ML_ERROR(x) /* nothing */
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#define ML_POSINF (m_one / m_zero)
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#define ML_NEGINF ((-m_one) / m_zero)
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#define ML_NAN (m_zero / m_zero)
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#define ML_UNDERFLOW (m_tiny * m_tiny)
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maechler |
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#define ML_VALID(x) (!isnan(x))
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#else
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#define ML_ERROR(x) ml_error(x)
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#define ML_POSINF DBL_MAX
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#define ML_NEGINF (-DBL_MAX)
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#define ML_NAN (-DBL_MAX)
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#define ML_UNDERFLOW 0
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maechler |
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#define ML_VALID(x) (errno == 0)
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#endif
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/* Splus Compatibility */
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r |
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#define snorm norm_rand
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#define sunif unif_rand
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#define sexp exp_rand
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r |
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/* Undo SGI Madness */
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#ifdef ftrunc
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#undef ftrunc
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#endif
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#ifdef qexp
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#undef qexp
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#endif
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/* Name Hiding to Avoid Clashes with Fortran */
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r |
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#ifdef HIDE_NAMES
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pd |
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# define d1mach c_d1mach
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# define i1mach c_i1mach
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#endif
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r |
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ihaka |
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#define rround fround
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#define prec fprec
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#undef trunc
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ihaka |
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#define trunc ftrunc
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r |
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ihaka |
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/* Machine Characteristics */
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r |
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double d1mach(int);
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double d1mach_(int*);
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int i1mach(int);
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int i1mach_(int*);
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r |
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/* General Support Functions */
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r |
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int imax2(int, int);
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int imin2(int, int);
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double fmax2(double, double);
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double fmin2(double, double);
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double fmod(double, double);
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double fprec(double, double);
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double fround(double, double);
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double ftrunc(double);
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double sign(double);
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double fsign(double, double);
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double fsquare(double);
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double fcube(double);
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r |
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/* Random Number Generators */
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r |
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double snorm(void);
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double sunif(void);
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double sexp(void);
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r |
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/* Chebyshev Series */
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r |
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ihaka |
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int chebyshev_init(double*, int, double);
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double chebyshev_eval(double, double *, int);
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r |
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ihaka |
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/* Gamma and Related Functions */
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r |
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ihaka |
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double logrelerr(double);
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void gammalims(double*, double*);
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double lgammacor(double);
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maechler |
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double gammafn(double);
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maechler |
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double gamma_cody(double);
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maechler |
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double lgammafn(double);
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ihaka |
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void dpsifn(double, int, int, int, double*, int*, int*);
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double digamma(double);
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double trigamma(double);
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double tetragamma(double);
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double pentagamma(double);
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r |
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ihaka |
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double choose(double, double);
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double lchoose(double, double);
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double fastchoose(double, double);
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double lfastchoose(double, double);
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r |
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maechler |
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/* Bessel Functions of All Kinds */
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double bessel_i(double, double, double);
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double bessel_j(double, double);
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double bessel_k(double, double, double);
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double bessel_y(double, double);
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void I_bessel(double*, double*, long*, long*, double*, long*);
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void J_bessel(double*, double*, long*, double*, long*);
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void K_bessel(double*, double*, long*, long*, double*, long*);
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void Y_bessel(double*, double*, long*, double*, long*);
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ihaka |
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/* Beta and Related Functions */
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r |
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ihaka |
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double beta(double, double);
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double lbeta(double, double);
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r |
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ihaka |
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/* Normal Distribution */
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r |
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ihaka |
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double dnorm(double, double, double);
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double pnorm(double, double, double);
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281 |
double qnorm(double, double, double);
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double rnorm(double, double);
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r |
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ihaka |
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/* Uniform Distribution */
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| 2 |
r |
285 |
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ihaka |
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double dunif(double, double, double);
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double punif(double, double, double);
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288 |
double qunif(double, double, double);
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289 |
double runif(double, double);
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r |
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ihaka |
291 |
/* Gamma Distribution */
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| 2 |
r |
292 |
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ihaka |
293 |
double dgamma(double, double, double);
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294 |
double pgamma(double, double, double);
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295 |
double qgamma(double, double, double);
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296 |
double rgamma(double, double);
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| 2 |
r |
297 |
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ihaka |
298 |
/* Beta Distribution */
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| 2 |
r |
299 |
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ihaka |
300 |
double dbeta(double, double, double);
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301 |
double pbeta(double, double, double);
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302 |
double pbeta_raw(double, double, double);
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303 |
double qbeta(double, double, double);
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304 |
double rbeta(double, double);
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| 2 |
r |
305 |
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ihaka |
306 |
/* Lognormal Distribution */
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| 2 |
r |
307 |
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ihaka |
308 |
double dlnorm(double, double, double);
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309 |
double plnorm(double, double, double);
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310 |
double qlnorm(double, double, double);
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311 |
double rlnorm(double, double);
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| 2 |
r |
312 |
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ihaka |
313 |
/* Chi-squared Distribution */
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| 2 |
r |
314 |
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ihaka |
315 |
double dchisq(double, double);
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316 |
double pchisq(double, double);
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317 |
double qchisq(double, double);
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318 |
double rchisq(double);
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| 2 |
r |
319 |
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ihaka |
320 |
/* Non-central Chi-squared Distribution */
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| 2 |
r |
321 |
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| 605 |
ihaka |
322 |
double dnchisq(double, double, double);
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ihaka |
323 |
double pnchisq(double, double, double);
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324 |
double qnchisq(double, double, double);
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| 605 |
ihaka |
325 |
double rnchisq(double, double);
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| 571 |
ihaka |
326 |
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327 |
/* F Distibution */
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328 |
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329 |
double df(double, double, double);
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330 |
double pf(double, double, double);
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331 |
double qf(double, double, double);
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332 |
double rf(double, double);
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333 |
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334 |
/* Student t Distibution */
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335 |
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336 |
double dt(double, double);
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337 |
double pt(double, double);
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338 |
double qt(double, double);
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|
|
339 |
double rt(double);
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|
340 |
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|
341 |
/* Binomial Distribution */
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|
342 |
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|
343 |
double dbinom(double, double, double);
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|
344 |
double pbinom(double, double, double);
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345 |
double qbinom(double, double, double);
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346 |
double rbinom(double, double);
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347 |
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|
348 |
/* Cauchy Distribution */
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349 |
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|
350 |
double dcauchy(double, double, double);
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351 |
double pcauchy(double, double, double);
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352 |
double qcauchy(double, double, double);
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353 |
double rcauchy(double, double);
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|
354 |
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|
355 |
/* Exponential Distribution */
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|
356 |
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|
357 |
double dexp(double, double);
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|
358 |
double pexp(double, double);
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|
359 |
double qexp(double, double);
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|
360 |
double rexp(double);
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|
361 |
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|
|
362 |
/* Geometric Distribution */
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|
|
363 |
|
|
|
364 |
double dgeom(double, double);
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|
|
365 |
double pgeom(double, double);
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|
|
366 |
double qgeom(double, double);
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|
|
367 |
double rgeom(double);
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|
|
368 |
|
|
|
369 |
/* Hypergeometric Distibution */
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|
|
370 |
|
|
|
371 |
double dhyper(double, double, double, double);
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|
|
372 |
double phyper(double, double, double, double);
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|
|
373 |
double qhyper(double, double, double, double);
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|
|
374 |
double rhyper(double, double, double);
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|
|
375 |
|
|
|
376 |
/* Negative Binomial Distribution */
|
|
|
377 |
|
|
|
378 |
double dnbinom(double, double, double);
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|
|
379 |
double pnbinom(double, double, double);
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|
|
380 |
double qnbinom(double, double, double);
|
|
|
381 |
double rnbinom(double, double);
|
|
|
382 |
|
|
|
383 |
/* Poisson Distribution */
|
|
|
384 |
|
|
|
385 |
double dpois(double, double);
|
|
|
386 |
double ppois(double, double);
|
|
|
387 |
double qpois(double, double);
|
|
|
388 |
double rpois(double);
|
|
|
389 |
|
|
|
390 |
/* Weibull Distribution */
|
|
|
391 |
|
|
|
392 |
double dweibull(double, double, double);
|
|
|
393 |
double pweibull(double, double, double);
|
|
|
394 |
double qweibull(double, double, double);
|
|
|
395 |
double rweibull(double, double);
|
|
|
396 |
|
|
|
397 |
/* Logistic Distribution */
|
|
|
398 |
|
|
|
399 |
double dlogis(double, double, double);
|
|
|
400 |
double plogis(double, double, double);
|
|
|
401 |
double qlogis(double, double, double);
|
|
|
402 |
double rlogis(double, double);
|
|
|
403 |
|
| 602 |
ihaka |
404 |
/* Non-central Beta Distribution */
|
|
|
405 |
|
|
|
406 |
double dnbeta(double, double, double, double);
|
|
|
407 |
double pnbeta(double, double, double, double);
|
|
|
408 |
double qnbeta(double, double, double, double);
|
|
|
409 |
double rnbeta(double, double, double);
|
|
|
410 |
|
|
|
411 |
/* Non-central F Distribution */
|
|
|
412 |
|
|
|
413 |
double dnf(double, double, double, double);
|
|
|
414 |
double pnf(double, double, double, double);
|
|
|
415 |
double qnf(double, double, double, double);
|
|
|
416 |
double rnf(double, double, double);
|
|
|
417 |
|
|
|
418 |
/* Non-central Student t Distribution */
|
|
|
419 |
|
|
|
420 |
double dnt(double, double, double);
|
|
|
421 |
double pnt(double, double, double);
|
|
|
422 |
double qnt(double, double, double);
|
|
|
423 |
double rnt(double, double);
|
|
|
424 |
|
| 624 |
ihaka |
425 |
/* Studentized Range Distribution */
|
|
|
426 |
|
|
|
427 |
double dtukey(double, double, double, double);
|
|
|
428 |
double ptukey(double, double, double, double);
|
|
|
429 |
double qtukey(double, double, double, double);
|
|
|
430 |
double rtukey(double, double, double);
|
|
|
431 |
|
| 2235 |
hornik |
432 |
/* Wilcoxon Rank Sum Distribution */
|
| 1276 |
hornik |
433 |
|
|
|
434 |
#define WILCOX_MMAX 50
|
|
|
435 |
#define WILCOX_NMAX 50
|
|
|
436 |
double dwilcox(double, double, double);
|
|
|
437 |
double pwilcox(double, double, double);
|
|
|
438 |
double qwilcox(double, double, double);
|
|
|
439 |
double rwilcox(double, double);
|
|
|
440 |
|
| 2235 |
hornik |
441 |
/* Wilcoxon Signed Rank Distribution */
|
|
|
442 |
|
|
|
443 |
#define SIGNRANK_NMAX 50
|
|
|
444 |
double dsignrank(double, double);
|
|
|
445 |
double psignrank(double, double);
|
|
|
446 |
double qsignrank(double, double);
|
|
|
447 |
double rsignrank(double);
|
|
|
448 |
|
| 2 |
r |
449 |
#endif
|
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