The R Project SVN R

#ifndef MATHLIB_H

#define MATHLIB_H

#include "Arith.h"

#include <errno.h>

#include <float.h>

#include <limits.h>

#include <math.h>

#include <stdlib.h>

/* 30 Decimal-place constants computed with bc  (scale=32; proper round) */

#ifndef M_1_SQRT_2

#define M_1_SQRT_2      0.707106781186547524400844362105

#endif

#ifndef M_PI

#define M_PI            3.141592653589793238462643383279

#endif

#ifndef M_PI_half

#define M_PI_half       1.570796326794896619231321691640

#endif

#ifndef M_SQRT_PI

#define M_SQRT_PI       1.772453850905516027298167483341

#endif

#ifndef M_1_SQRT_2PI

#define M_1_SQRT_2PI    0.398942280401432677939946059934

#endif

/* log(sqrt(2*pi)) = log(2*pi)/2 : */

#ifndef M_LN_SQRT_2PI

#define M_LN_SQRT_2PI   0.918938533204672741780329736406

#endif

#define MATHLIB_ERROR(x)   { printf("%s\n",x); exit(1); }

#define MATHLIB_WARNING(x) { printf("%s\n",x); }

#define ME_NONE		0

#define ME_DOMAIN	1

#define ME_RANGE	2

#define ME_NOCONV	3

#define ME_PRECISION	4

#define ME_UNDERFLOW	5

#undef ML_PRECISION_WARNINGS

#ifdef IEEE_754

extern 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

#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

	/* 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

#define	sign	fsign

	/* 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	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	gamma(double);

double	lgamma(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);

	/* 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	pnchisq(double, double, double);

double	qnchisq(double, 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);

#endif