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  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);

#endif