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571 ihaka 1
#ifndef MATHLIB_H
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#define MATHLIB_H
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#include "Arith.h"
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571 ihaka 6
#include <errno.h>
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#include <float.h>
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#include <limits.h>
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#include <math.h>
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#include <stdlib.h>
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777 maechler 12
/* (>=) 30 Decimal-place constants computed with bc (scale=32; proper round) */
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#ifndef M_SQRT_2
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#define M_SQRT_2	1.4142135623730950488016887242097
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#define M_1_SQRT_2	0.707106781186547524400844362105	/* 1/sqrt(2) */
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#define M_SQRT_32	5.656854249492380195206754896838	/* sqrt(32) */
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#endif
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777 maechler 20
#ifndef M_LN_2
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#define M_LN_2		0.693147180559945309417232121458176568
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#define M_LOG10_2	0.301029995663981195213738894724493027
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#endif
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#ifndef M_PI
777 maechler 26
#define M_PI		3.141592653589793238462643383279502884197169399375
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#endif
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#ifndef M_PI_half
777 maechler 29
#define M_PI_half	1.570796326794896619231321691640
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#endif
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#ifndef M_SQRT_PI
777 maechler 33
/* sqrt(pi),  1/sqrt(2pi),  sqrt(2/pi) : */
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#define M_SQRT_PI	1.772453850905516027298167483341
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#define M_1_SQRT_2PI	0.398942280401432677939946059934
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#define M_SQRT_2dPI	0.79788456080286535587989211986876
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#endif
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#ifndef M_LN_SQRT_PI
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/* log(sqrt(pi)) = log(pi)/2 : */
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#define M_LN_SQRT_PI	0.5723649429247000870717136756765293558
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/* log(sqrt(2*pi)) = log(2*pi)/2 : */
777 maechler 44
#define M_LN_SQRT_2PI	0.91893853320467274178032973640562
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/* log(sqrt(pi/2)) = log(pi/2)/2 : */
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#define M_LN_SQRT_PId2	0.225791352644727432363097614947441
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#endif
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571 ihaka 51
#define MATHLIB_ERROR(x)   { printf("%s\n",x); exit(1); }
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#define MATHLIB_WARNING(x) { printf("%s\n",x); }
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571 ihaka 54
#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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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)
777 maechler 72
#define ML_VALID(x)	(!isnan(x))
571 ihaka 73
#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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#define ML_VALID(x)	(errno == 0)
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#endif
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571 ihaka 82
	/* Splus Compatibility */
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571 ihaka 84
#define snorm	norm_rand
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#define sunif	unif_rand
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#define sexp	exp_rand
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571 ihaka 88
	/* Name Hiding to Avoid Clashes with Fortran */
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571 ihaka 90
#ifdef HIDE_NAMES
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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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571 ihaka 95
#define	rround	fround
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#define	prec	fprec
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#define	trunc	ftrunc
829 maechler 98
/* NO!  fsign(.) has 2 arguments;  sign(.) has 1..
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 #define	sign	fsign
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*/
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571 ihaka 102
	/* Machine Characteristics */
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571 ihaka 104
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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571 ihaka 109
	/* General Support Functions */
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571 ihaka 111
int	imax2(int, int);
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int	imin2(int, int);
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double	sign(double);
571 ihaka 114
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	fsign(double, double);
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double	fsquare(double);
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double	fcube(double);
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571 ihaka 124
	/* Random Number Generators */
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571 ihaka 126
double	snorm(void);
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double	sunif(void);
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double	sexp(void);
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571 ihaka 130
	/* Chebyshev Series */
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571 ihaka 132
int	chebyshev_init(double*, int, double);
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double	chebyshev_eval(double, double *, int);
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571 ihaka 135
	/* Gamma and Related Functions */
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571 ihaka 137
double	logrelerr(double);
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void	gammalims(double*, double*);
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double	lgammacor(double);
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double	gamma(double);
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double	lgamma(double);
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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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571 ihaka 148
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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571 ihaka 153
	/* Beta and Related Functions */
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571 ihaka 155
double	beta(double, double);
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double	lbeta(double, double);
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571 ihaka 158
	/* Normal Distribution */
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571 ihaka 160
double	dnorm(double, double, double);
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double	pnorm(double, double, double);
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double	qnorm(double, double, double);
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double	rnorm(double, double);
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571 ihaka 165
	/* Uniform Distribution */
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571 ihaka 167
double	dunif(double, double, double);
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double	punif(double, double, double);
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double	qunif(double, double, double);
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double	runif(double, double);
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571 ihaka 172
	/* Gamma Distribution */
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571 ihaka 174
double	dgamma(double, double, double);
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double	pgamma(double, double, double);
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double	qgamma(double, double, double);
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double	rgamma(double, double);
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571 ihaka 179
	/* Beta Distribution */
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571 ihaka 181
double	dbeta(double, double, double);
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double	pbeta(double, double, double);
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double	pbeta_raw(double, double, double);
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double	qbeta(double, double, double);
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double	rbeta(double, double);
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571 ihaka 187
	/* Lognormal Distribution */
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571 ihaka 189
double	dlnorm(double, double, double);
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double	plnorm(double, double, double);
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double	qlnorm(double, double, double);
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double	rlnorm(double, double);
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571 ihaka 194
	/* Chi-squared Distribution */
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571 ihaka 196
double	dchisq(double, double);
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double	pchisq(double, double);
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double	qchisq(double, double);
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double	rchisq(double);
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571 ihaka 201
	/* Non-central Chi-squared Distribution */
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605 ihaka 203
double	dnchisq(double, double, double);
571 ihaka 204
double	pnchisq(double, double, double);
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double	qnchisq(double, double, double);
605 ihaka 206
double	rnchisq(double, double);
571 ihaka 207
 
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	/* F Distibution */
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double	df(double, double, double);
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double	pf(double, double, double);
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double	qf(double, double, double);
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double	rf(double, double);
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	/* Student t Distibution */
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double	dt(double, double);
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double	pt(double, double);
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double	qt(double, double);
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double	rt(double);
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	/* Binomial Distribution */
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double	dbinom(double, double, double);
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double	pbinom(double, double, double);
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double	qbinom(double, double, double);
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double	rbinom(double, double);
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	/* Cauchy Distribution */
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double	dcauchy(double, double, double);
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double	pcauchy(double, double, double);
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double	qcauchy(double, double, double);
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double	rcauchy(double, double);
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	/* Exponential Distribution */
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double	dexp(double, double);
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double	pexp(double, double);
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double	qexp(double, double);
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double	rexp(double);
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	/* Geometric Distribution */
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double	dgeom(double, double);
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double	pgeom(double, double);
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double	qgeom(double, double);
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double	rgeom(double);
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250
	/* Hypergeometric Distibution */
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double	dhyper(double, double, double, double);
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double	phyper(double, double, double, double);
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double	qhyper(double, double, double, double);
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double	rhyper(double, double, double);
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	/* Negative Binomial Distribution */
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double	dnbinom(double, double, double);
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double	pnbinom(double, double, double);
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double	qnbinom(double, double, double);
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double	rnbinom(double, double);
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	/* Poisson Distribution */
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double	dpois(double, double);
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double	ppois(double, double);
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double	qpois(double, double);
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double	rpois(double);
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	/* Weibull Distribution */
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double	dweibull(double, double, double);
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double	pweibull(double, double, double);
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double	qweibull(double, double, double);
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double	rweibull(double, double);
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	/* Logistic Distribution */
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double	dlogis(double, double, double);
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double	plogis(double, double, double);
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double	qlogis(double, double, double);
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double	rlogis(double, double);
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602 ihaka 285
	/* Non-central Beta Distribution */
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double	dnbeta(double, double, double, double);
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double	pnbeta(double, double, double, double);
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double	qnbeta(double, double, double, double);
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double	rnbeta(double, double, double);
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	/* Non-central F Distribution */
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double	dnf(double, double, double, double);
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double	pnf(double, double, double, double);
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double	qnf(double, double, double, double);
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double	rnf(double, double, double);
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	/* Non-central Student t Distribution */
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double	dnt(double, double, double);
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double	pnt(double, double, double);
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double	qnt(double, double, double);
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double	rnt(double, double);
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624 ihaka 306
	/* Studentized Range Distribution */
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double	dtukey(double, double, double, double);
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double	ptukey(double, double, double, double);
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double	qtukey(double, double, double, double);
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double	rtukey(double, double, double);
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2 r 313
#endif