The R Project SVN R

Rev

Rev 2 | Rev 602 | Go to most recent revision | Show entire file | Ignore whitespace | Details | Blame | Last modification | View Log | RSS feed

Rev 2 Rev 571
Line 1... Line -...
1 
/*
 - 
 
2 
 *  R : A Computer Langage for Statistical Data Analysis
 - 
 
3 
 *  Copyright (C) 1995, 1996  Robert Gentleman and Ross Ihaka
 - 
 
4 
 *
 - 
 
5 
 *  This program is free software; you can redistribute it and/or modify
 - 
 
6 
 *  it under the terms of the GNU General Public License as published by
 - 
 
7 
 *  the Free Software Foundation; either version 2 of the License, or
 - 
 
8 
 *  (at your option) any later version.
 - 
 
9 
 *
 - 
 
10 
 *  This program is distributed in the hope that it will be useful,
 - 
 
11 
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
 - 
 
12 
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 - 
 
13 
 *  GNU General Public License for more details.
 - 
 
14 
 *
 - 
 
15 
 *  You should have received a copy of the GNU General Public License
 - 
 
16 
 *  along with this program; if not, write to the Free Software
 - 
 
17 
 *  Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
 - 
 
18 
 */
 - 
 
19 
 
 - 
 
20 
#ifndef MATHLIB_H_
 1 
#ifndef MATHLIB_H
21 
#define MATHLIB_H_
 2 
#define MATHLIB_H
22 
 
 3 
 
23 
#include "Arith.h"
 4 
#include "Arith.h"
24 
 
 5 
 
25 
#ifdef Macintosh
 6 
#include <errno.h>
26 
#include <fp.h>
 7 
#include <float.h>
27 
double hypot(double x, double y);
 8 
#include <limits.h>
28 
#else
 - 
 
29 
#include <math.h>
 9 
#include <math.h>
30 
#endif
 - 
 
31 
 
 - 
 
32 
/* SGI math.h conflict */
 - 
 
33 
#undef qexp
 - 
 
34 
 
 - 
 
35 
#include <stdlib.h>
 10 
#include <stdlib.h>
36 
#include <limits.h>
 - 
 
37 
#include <float.h>
 - 
 
38 
#include <errno.h>
 - 
 
39 
 
 11 
 
40 
/* 30 Decimal-place constants computed with bc  (scale=32; proper round) */
 12 
/* 30 Decimal-place constants computed with bc  (scale=32; proper round) */
41 
 
 13 
 
42 
#ifndef M_1_SQRT_2
 14 
#ifndef M_1_SQRT_2
43 
#define M_1_SQRT_2	0.707106781186547524400844362105
 15 
#define M_1_SQRT_2      0.707106781186547524400844362105
44 
#endif
 16 
#endif
45 
 
 17 
 
46 
#ifndef M_PI
 18 
#ifndef M_PI
47 
#define M_PI		3.141592653589793238462643383279
 19 
#define M_PI            3.141592653589793238462643383279
48 
#endif
 20 
#endif
49 
 
 21 
 
50 
#ifndef M_PI_half
 22 
#ifndef M_PI_half
51 
#define M_PI_half	1.570796326794896619231321691640
 23 
#define M_PI_half       1.570796326794896619231321691640
52 
#endif
 24 
#endif
53 
 
 25 
 
54 
#ifndef M_SQRT_PI
 26 
#ifndef M_SQRT_PI
55 
#define M_SQRT_PI	1.772453850905516027298167483341
 27 
#define M_SQRT_PI       1.772453850905516027298167483341
56 
#endif
 28 
#endif
57 
 
 29 
 
58 
#ifndef M_1_SQRT_2PI
 30 
#ifndef M_1_SQRT_2PI
59 
#define M_1_SQRT_2PI	0.398942280401432677939946059934
 31 
#define M_1_SQRT_2PI    0.398942280401432677939946059934
60 
#endif
 32 
#endif
61 
 
 33 
 
62 
/* log(sqrt(2*pi)) = log(2*pi)/2 : */
 34 
/* log(sqrt(2*pi)) = log(2*pi)/2 : */
63 
#ifndef M_LN_SQRT_2PI
 35 
#ifndef M_LN_SQRT_2PI
64 
#define M_LN_SQRT_2PI	0.918938533204672741780329736406
 36 
#define M_LN_SQRT_2PI   0.918938533204672741780329736406
- 
 
 37 
#endif
- 
 
 38 
 
- 
 
 39 
#define MATHLIB_ERROR(x)   { printf("%s\n",x); exit(1); }
- 
 
 40 
#define MATHLIB_WARNING(x) { printf("%s\n",x); }
- 
 
 41 
 
- 
 
 42 
#define ME_NONE		0
- 
 
 43 
#define ME_DOMAIN	1
- 
 
 44 
#define ME_RANGE	2
- 
 
 45 
#define ME_NOCONV	3
- 
 
 46 
#define ME_PRECISION	4
- 
 
 47 
#define ME_UNDERFLOW	5
- 
 
 48 
 
- 
 
 49 
#undef ML_PRECISION_WARNINGS
- 
 
 50 
 
- 
 
 51 
#ifdef IEEE_754
- 
 
 52 
extern double m_zero;
- 
 
 53 
extern double m_one;
- 
 
 54 
extern double m_tiny;
- 
 
 55 
#define ML_ERROR(x)	/* nothing */
- 
 
 56 
#define ML_POSINF	(m_one / m_zero)
- 
 
 57 
#define ML_NEGINF	((-m_one) / m_zero)
- 
 
 58 
#define ML_NAN		(m_zero / m_zero)
- 
 
 59 
#define ML_UNDERFLOW	(m_tiny * m_tiny)
- 
 
 60 
#define ML_VALID(x)     (!isnan(x))
- 
 
 61 
#else
- 
 
 62 
#define ML_ERROR(x)	ml_error(x)
- 
 
 63 
#define ML_POSINF	DBL_MAX
- 
 
 64 
#define ML_NEGINF	(-DBL_MAX)
- 
 
 65 
#define ML_NAN		(-DBL_MAX)
- 
 
 66 
#define ML_UNDERFLOW	0
- 
 
 67 
#define ML_VALID(x)     (errno == 0)
65 
#endif
 68 
#endif
66 
 
 69 
 
- 
 
 70 
	/* Splus Compatibility */
- 
 
 71 
 
- 
 
 72 
#define snorm	norm_rand
- 
 
 73 
#define sunif	unif_rand
- 
 
 74 
#define sexp	exp_rand
- 
 
 75 
 
- 
 
 76 
	/* Name Hiding to Avoid Clashes with Fortran */
67 
 
 77 
 
68 
#ifndef	HAVE_RINT
 78 
#ifdef HIDE_NAMES
69 
double rint(double);
 79 
#define d1mach	c_d1mach
- 
 
 80 
#define i1mach	c_i1mach
70 
#endif
 81 
#endif
71 
 
 82 
 
72 
	/* Random Number Generation */
 83 
#define	rround	fround
73 
 
 84 
#define	prec	fprec
74 
extern double snorm(void);
 85 
#define	trunc	ftrunc
75 
extern double sunif(void);
 86 
#define	sign	fsign
76 
extern double sexp(void);
 87 
 
77 
 
 88 
	/* Machine Characteristics */
78 
	/* Port Constants */
 89 
 
79 
 
 90 
double	d1mach(int);
80 
extern int F77_SYMBOL(i1mach)(int*);
 91 
double	d1mach_(int*);
81 
extern double F77_SYMBOL(d1mach)(int*);
 92 
int	i1mach(int);
82 
 
 93 
int	i1mach_(int*);
83 
	/* Fortran Compatibility */
 94 
 
84 
 
 95 
	/* General Support Functions */
85 
extern double fint(double);
 96 
 
86 
extern double fmax2(double, double);
 97 
int	imax2(int, int);
87 
extern double fmin2(double, double);
 98 
int	imin2(int, int);
88 
extern double fmod(double, double);
 99 
double	fmax2(double, double);
89 
extern double fsign(double, double);
 100 
double	fmin2(double, double);
90 
extern double fsquare(double);
 101 
double	fmod(double, double);
91 
extern double fcube(double);
 102 
double	fprec(double, double);
92 
extern int imax2(int, int);
 103 
double	fround(double, double);
93 
extern int imin2(int, int);
 104 
double	ftrunc(double);
94 
 
 105 
double	fsign(double, double);
95 
	/* Utilities */
 106 
double	fsquare(double);
96 
 
 107 
double	fcube(double);
97 
extern double rround(double, double);
 108 
 
98 
extern double prec(double, double);
 109 
	/* Random Number Generators */
99 
extern double sign(double);
 110 
 
100 
extern double trunc(double);
 111 
double	snorm(void);
101 
 
 112 
double	sunif(void);
102 
 
 113 
double	sexp(void);
103 
	/* Mathematical Special Functions */
 114 
 
104 
 
 115 
	/* Chebyshev Series */
105 
extern double beta(double, double);
 116 
 
106 
extern double lbeta(double, double);
 117 
int	chebyshev_init(double*, int, double);
107 
extern double gamma(double);
 118 
double	chebyshev_eval(double, double *, int);
108 
extern double lgamma(double);
 119 
 
109 
extern double lfastchoose(double, double);
 120 
	/* Gamma and Related Functions */
110 
extern double fastchoose(double, double);
 121 
 
111 
extern double choose(double, double);
 122 
double	logrelerr(double);
112 
extern double lchoose(double, double);
 123 
void	gammalims(double*, double*);
113 
extern void dpsifn(double, int, int, int, double*, int*, int*);
 124 
double	lgammacor(double);
114 
extern double digamma(double);
 125 
double	gamma(double);
115 
extern double trigamma(double);
 126 
double	lgamma(double);
116 
extern double tetragamma(double);
 127 
void	dpsifn(double, int, int, int, double*, int*, int*);
117 
extern double pentagamma(double);
 128 
double	digamma(double);
118 
 
 129 
double	trigamma(double);
119 
	/* Distributions */
 130 
double	tetragamma(double);
120 
 
 131 
double	pentagamma(double);
121 
extern double dbeta(double, double, double);
 132 
 
122 
extern double pbeta(double, double, double);
 133 
double	choose(double, double);
123 
extern double pbeta_b(double, double, double, double);
 134 
double	lchoose(double, double);
124 
extern double qbeta(double, double, double);
 135 
double	fastchoose(double, double);
125 
extern double rbeta(double, double);
 136 
double	lfastchoose(double, double);
126 
 
 137 
 
127 
extern double dbinom(double, double, double);
 138 
	/* Beta and Related Functions */
128 
extern double pbinom(double, double, double);
 139 
 
129 
extern double qbinom(double, double, double);
 140 
double	beta(double, double);
130 
extern double rbinom(double, double);
 141 
double	lbeta(double, double);
131 
 
 142 
 
132 
extern double dcauchy(double, double, double);
 143 
	/* Normal Distribution */
133 
extern double pcauchy(double, double, double);
 144 
 
134 
extern double qcauchy(double, double, double);
 145 
double	dnorm(double, double, double);
135 
extern double rcauchy(double, double);
 146 
double	pnorm(double, double, double);
136 
 
 147 
double	qnorm(double, double, double);
137 
extern double dchisq(double, double);
 148 
double	rnorm(double, double);
138 
extern double pchisq(double, double);
 149 
 
139 
extern double qchisq(double, double);
 150 
	/* Uniform Distribution */
140 
extern double rchisq(double);
 151 
 
141 
 
 152 
double	dunif(double, double, double);
142 
extern double dexp(double, double);
 153 
double	punif(double, double, double);
143 
extern double pexp(double, double);
 154 
double	qunif(double, double, double);
144 
extern double qexp(double, double);
 155 
double	runif(double, double);
145 
extern double rexp(double);
 156 
 
146 
 
 157 
	/* Gamma Distribution */
147 
extern double df(double, double, double);
 158 
 
148 
extern double pf(double, double, double);
 159 
double	dgamma(double, double, double);
149 
extern double qf(double, double, double);
 160 
double	pgamma(double, double, double);
150 
extern double rf(double, double);
 161 
double	qgamma(double, double, double);
151 
 
 162 
double	rgamma(double, double);
152 
extern double dgamma(double, double, double);
 163 
 
153 
extern double pgamma(double, double, double);
 164 
	/* Beta Distribution */
154 
extern double qgamma(double, double, double);
 165 
 
155 
extern double rgamma(double, double);
 166 
double	dbeta(double, double, double);
156 
 
 167 
double	pbeta(double, double, double);
157 
extern double dgeom(double, double);
 168 
double	pbeta_raw(double, double, double);
158 
extern double pgeom(double, double);
 169 
double	qbeta(double, double, double);
159 
extern double qgeom(double, double);
 170 
double	rbeta(double, double);
160 
extern double rgeom(double);
 171 
 
161 
 
 172 
	/* Lognormal Distribution */
162 
extern double dhyper(double, double, double, double);
 173 
 
163 
extern double phyper(double, double, double, double);
 174 
double	dlnorm(double, double, double);
164 
extern double qhyper(double, double, double, double);
 175 
double	plnorm(double, double, double);
165 
extern double rhyper(double, double, double);
 176 
double	qlnorm(double, double, double);
166 
 
 177 
double	rlnorm(double, double);
167 
extern double dlnorm(double, double, double);
 178 
 
168 
extern double plnorm(double, double, double);
 179 
	/* Chi-squared Distribution */
169 
extern double qlnorm(double, double, double);
 180 
 
170 
extern double rlnorm(double, double);
 181 
double	dchisq(double, double);
171 
 
 182 
double	pchisq(double, double);
172 
extern double dlogis(double, double, double);
 183 
double	qchisq(double, double);
173 
extern double plogis(double, double, double);
 184 
double	rchisq(double);
174 
extern double qlogis(double, double, double);
 185 
 
175 
extern double rlogis(double, double);
 186 
	/* Non-central Chi-squared Distribution */
176 
 
 187 
 
177 
extern double dnbinom(double, double, double);
 188 
double	pnchisq(double, double, double);
178 
extern double pnbinom(double, double, double);
 189 
double	qnchisq(double, double, double);
179 
extern double qnbinom(double, double, double);
 190 
 
180 
extern double rnbinom(double, double);
 191 
	/* F Distibution */
181 
 
 192 
 
182 
extern double dnchisq(double, double, double);
 193 
double	df(double, double, double);
183 
extern double pnchisq(double, double, double);
 194 
double	pf(double, double, double);
184 
extern double qnchisq(double, double, double);
 195 
double	qf(double, double, double);
185 
extern double rnchisq(double, double);
 196 
double	rf(double, double);
186 
 
 197 
 
187 
extern double dnorm(double, double, double);
 198 
	/* Student t Distibution */
188 
extern double pnorm(double, double, double);
 199 
 
189 
extern double qnorm(double, double, double);
 200 
double	dt(double, double);
190 
extern double rnorm(double, double);
 201 
double	pt(double, double);
191 
 
 202 
double	qt(double, double);
192 
extern double dpois(double, double);
 203 
double	rt(double);
193 
extern double ppois(double, double);
 204 
 
194 
extern double qpois(double, double);
 205 
	/* Binomial Distribution */
195 
extern double rpois(double);
 206 
 
196 
 
 207 
double	dbinom(double, double, double);
197 
extern double dt(double, double);
 208 
double	pbinom(double, double, double);
198 
extern double pt(double, double);
 209 
double	qbinom(double, double, double);
199 
extern double qt(double, double);
 210 
double	rbinom(double, double);
200 
extern double rt(double);
 211 
 
201 
 
 212 
	/* Cauchy Distribution */
202 
extern double dunif(double, double, double);
 213 
 
203 
extern double punif(double, double, double);
 214 
double	dcauchy(double, double, double);
204 
extern double qunif(double, double, double);
 215 
double	pcauchy(double, double, double);
205 
extern double runif(double, double);
 216 
double	qcauchy(double, double, double);
206 
 
 217 
double	rcauchy(double, double);
207 
extern double dweibull(double, double, double);
 218 
 
208 
extern double pweibull(double, double, double);
 219 
	/* Exponential Distribution */
209 
extern double qweibull(double, double, double);
 220 
 
210 
extern double rweibull(double, double);
 221 
double	dexp(double, double);
- 
 
 222 
double	pexp(double, double);
- 
 
 223 
double	qexp(double, double);
- 
 
 224 
double	rexp(double);
- 
 
 225 
 
- 
 
 226 
	/* Geometric Distribution */
- 
 
 227 
 
- 
 
 228 
double	dgeom(double, double);
- 
 
 229 
double	pgeom(double, double);
- 
 
 230 
double	qgeom(double, double);
- 
 
 231 
double	rgeom(double);
- 
 
 232 
 
- 
 
 233 
	/* Hypergeometric Distibution */
- 
 
 234 
 
- 
 
 235 
double	dhyper(double, double, double, double);
- 
 
 236 
double	phyper(double, double, double, double);
- 
 
 237 
double	qhyper(double, double, double, double);
- 
 
 238 
double	rhyper(double, double, double);
- 
 
 239 
 
- 
 
 240 
	/* Negative Binomial Distribution */
- 
 
 241 
 
- 
 
 242 
double	dnbinom(double, double, double);
- 
 
 243 
double	pnbinom(double, double, double);
- 
 
 244 
double	qnbinom(double, double, double);
- 
 
 245 
double	rnbinom(double, double);
- 
 
 246 
 
- 
 
 247 
	/* Poisson Distribution */
- 
 
 248 
 
- 
 
 249 
double	dpois(double, double);
- 
 
 250 
double	ppois(double, double);
- 
 
 251 
double	qpois(double, double);
- 
 
 252 
double	rpois(double);
- 
 
 253 
 
- 
 
 254 
	/* Weibull Distribution */
- 
 
 255 
 
- 
 
 256 
double	dweibull(double, double, double);
- 
 
 257 
double	pweibull(double, double, double);
- 
 
 258 
double	qweibull(double, double, double);
- 
 
 259 
double	rweibull(double, double);
- 
 
 260 
 
- 
 
 261 
	/* Logistic Distribution */
211 
 
 262 
 
- 
 
 263 
double	dlogis(double, double, double);
- 
 
 264 
double	plogis(double, double, double);
- 
 
 265 
double	qlogis(double, double, double);
212 
extern int errno;
 266 
double	rlogis(double, double);
213 
 
 267 
 
214 
#endif
 268 
#endif