The R Project SVN R

/*

 *  Mathlib : A C Library of Special Functions

 *  Copyright (C) 1998-2000  The R Development Core Team

 *

 *  This program is free software; you can redistribute it and/or modify

 *  it under the terms of the GNU General Public License as published by

 *  the Free Software Foundation; either version 2 of the License, or

 *  (at your option) any later version.

 *

 *  This program is distributed in the hope that it will be useful,

 *  but WITHOUT ANY WARRANTY; without even the implied warranty of

 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the

 *  GNU General Public License for more details.

 *

 *  You should have received a copy of the GNU General Public License

 *  along with this program; if not, write to the Free Software

 *  Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA

 *

 * Mathlib.h  should contain ALL headers from R's C code in `src/nmath'

   ---------  such that ``the Math library'' can be used by simply

   ``#include "Mathlib.h" ''

   and nothing else.

*/

#ifndef MATHLIB_H

#define MATHLIB_H

/*-- Mathlib as part of R --  define this for standalone : */

/* #undef MATHLIB_STANDALONE */

#ifdef MATHLIB_STANDALONE

# define R_NO_REMAP 1

#endif

#ifdef FORTRAN_H

#error __MUST__include "Mathlib.h"  _before_  "Fortran.h"

#endif

#include <errno.h>

#include <limits.h>

#include <float.h>

#include <math.h>

#include <stdlib.h>

	/* Undo SGI Madness */

#ifdef ftrunc

# undef ftrunc

#endif

#ifdef qexp

# undef qexp

#endif

#ifdef qgamma

# undef qgamma

#endif

/* ----- The following constants and entry points are part of the R API ---- */

/* 30 Decimal-place constants */

/* Computed with bc -l (scale=32; proper round) */

/* SVID & X/Open Constants */

/* Names from Solaris math.h */

#ifndef M_E

#define M_E		2.718281828459045235360287471353	/* e */

#endif

#ifndef M_LOG2E

#define M_LOG2E		1.442695040888963407359924681002	/* log2(e) */

#endif

#ifndef M_LOG10E

#define M_LOG10E	0.434294481903251827651128918917	/* log10(e) */

#endif

#ifndef M_LN2

#define M_LN2		0.693147180559945309417232121458	/* ln(2) */

#endif

#ifndef M_LN10

#define M_LN10		2.302585092994045684017991454684	/* ln(10) */

#endif

#ifndef M_PI

#define M_PI		3.141592653589793238462643383280	/* pi */

#endif

#ifndef M_PI_2

#define M_PI_2		1.570796326794896619231321691640	/* pi/2 */

#endif

#ifndef M_PI_4

#define M_PI_4		0.785398163397448309615660845820	/* pi/4 */

#endif

#ifndef M_1_PI

#define M_1_PI		0.318309886183790671537767526745	/* 1/pi */

#endif

#ifndef M_2_PI

#define M_2_PI		0.636619772367581343075535053490	/* 2/pi */

#endif

#ifndef M_2_SQRTPI

#define M_2_SQRTPI	1.128379167095512573896158903122	/* 2/sqrt(pi) */

#endif

#ifndef M_SQRT2

#define M_SQRT2		1.414213562373095048801688724210	/* sqrt(2) */

#endif

#ifndef M_SQRT1_2

#define M_SQRT1_2	0.707106781186547524400844362105	/* 1/sqrt(2) */

#endif

/* Other, R-Specific Constants */

#ifndef M_SQRT_3

#define M_SQRT_3	1.732050807568877293527446341506	/* sqrt(3) */

#endif

#ifndef M_SQRT_32

#define M_SQRT_32	5.656854249492380195206754896838	/* sqrt(32) */

#endif

#ifndef M_LOG10_2

#define M_LOG10_2	0.301029995663981195213738894724	/* log10(2) */

#endif

#ifndef M_SQRT_PI

#define M_SQRT_PI	1.772453850905516027298167483341	/* sqrt(pi) */

#endif

#ifndef M_1_SQRT_2PI

#define M_1_SQRT_2PI	0.398942280401432677939946059934	/* 1/sqrt(2pi) */

#endif

#ifndef M_SQRT_2dPI

#define M_SQRT_2dPI	0.797884560802865355879892119869	/* sqrt(2/pi) */

#endif

#ifndef M_LN_SQRT_PI

#define M_LN_SQRT_PI	0.572364942924700087071713675677	/* log(sqrt(pi)) */

#endif

#ifndef M_LN_SQRT_2PI

#define M_LN_SQRT_2PI	0.918938533204672741780329736406	/* log(sqrt(2*pi)) */

#endif

#ifndef M_LN_SQRT_PId2

#define M_LN_SQRT_PId2	0.225791352644727432363097614947	/* log(sqrt(pi/2)) */

#endif

#ifdef MATHLIB_STANDALONE

 typedef enum { FALSE = 0, TRUE } Rboolean;

#else

# include "R_ext/Boolean.h"

/* for API back-compatibility -- DEPRECATED since R 1.2 -- */

#define LTRUE  TRUE

#define LFALSE FALSE

#endif

/* always remap these two to avoid conflicts with Fortran versions */

#define d1mach		Rf_d1mach

#define i1mach		Rf_i1mach

#ifndef R_NO_REMAP

#define bessel_i	Rf_bessel_i

#define bessel_j	Rf_bessel_j

#define bessel_k	Rf_bessel_k

#define bessel_y	Rf_bessel_y

#define beta		Rf_beta

#define chebyshev_eval	Rf_chebyshev_eval

#define chebyshev_init	Rf_chebyshev_init

#define choose		Rf_choose

#define dbeta		Rf_dbeta

#define dbinom		Rf_dbinom

#define dcauchy		Rf_dcauchy

#define dchisq		Rf_dchisq

#define dexp		Rf_dexp

#define df		Rf_df

#define dgamma		Rf_dgamma

#define dgeom		Rf_dgeom

#define dhyper		Rf_dhyper

#define digamma		Rf_digamma

#define dlnorm		Rf_dlnorm

#define dlogis		Rf_dlogis

#define dnbeta		Rf_dnbeta

#define dnbinom		Rf_dnbinom

#define dnchisq		Rf_dnchisq

#define dnf		Rf_dnf

#define dnorm4		Rf_dnorm4

#define dnt		Rf_dnt

#define dpois		Rf_dpois

#define dpsifn		Rf_dpsifn

#define dsignrank	Rf_dsignrank

#define dt		Rf_dt

#define dtukey		Rf_dtukey

#define dunif		Rf_dunif

#define dweibull	Rf_dweibull

#define dwilcox		Rf_dwilcox

#define fastchoose	Rf_fastchoose

#define bd0       	Rf_bd0

#define stirlerr       	Rf_stirlerr

#define fcube		Rf_fcube

#define fmax2		Rf_fmax2

#define fmin2		Rf_fmin2

#define fmod		Rf_fmod

#define fprec		Rf_fprec

#define fround		Rf_fround

#define fsign		Rf_fsign

#define fsquare		Rf_fsquare

#define ftrunc		Rf_ftrunc

#define gammafn		Rf_gammafn

#define gammalims	Rf_gammalims

#define gamma_cody	Rf_gamma_cody

#define imax2		Rf_imax2

#define imin2		Rf_imin2

#define I_bessel	Rf_I_bessel

#define J_bessel	Rf_J_bessel

#define K_bessel	Rf_K_bessel

#define lbeta		Rf_lbeta

#define lchoose		Rf_lchoose

#define lfastchoose	Rf_lfastchoose

#define lgammacor	Rf_lgammacor

#define lgammafn	Rf_lgammafn

#define log1p		Rf_log1p

#define pbeta		Rf_pbeta

#define pbeta_raw	Rf_pbeta_raw

#define pbinom		Rf_pbinom

#define pcauchy		Rf_pcauchy

#define pchisq		Rf_pchisq

#define pentagamma	Rf_pentagamma

#define pexp		Rf_pexp

#define pf		Rf_pf

#define pgamma		Rf_pgamma

#define pgeom		Rf_pgeom

#define phyper		Rf_phyper

#define plnorm		Rf_plnorm

#define plogis		Rf_plogis

#define pnbeta		Rf_pnbeta

#define pnbinom		Rf_pnbinom

#define pnchisq		Rf_pnchisq

#define pnf		Rf_pnf

#define pnorm5		Rf_pnorm5

#define pnorm_both	Rf_pnorm_both

#define pnt		Rf_pnt

#define ppois		Rf_ppois

#define psignrank	Rf_psignrank

#define pt		Rf_pt

#define ptukey		Rf_ptukey

#define punif		Rf_punif

#define pythag		Rf_pythag

#define pweibull	Rf_pweibull

#define pwilcox		Rf_pwilcox

#define qbeta		Rf_qbeta

#define qbinom		Rf_qbinom

#define qcauchy		Rf_qcauchy

#define qchisq		Rf_qchisq

#define qexp		Rf_qexp

#define qf		Rf_qf

#define qgamma		Rf_qgamma

#define qgeom		Rf_qgeom

#define qhyper		Rf_qhyper

#define qlnorm		Rf_qlnorm

#define qlogis		Rf_qlogis

#define qnbeta		Rf_qnbeta

#define qnbinom		Rf_qnbinom

#define qnchisq		Rf_qnchisq

#define qnf		Rf_qnf

#define qnorm5		Rf_qnorm5

#define qnt		Rf_qnt

#define qpois		Rf_qpois

#define qsignrank	Rf_qsignrank

#define qt		Rf_qt

#define qtukey		Rf_qtukey

#define qunif		Rf_qunif

#define qweibull	Rf_qweibull

#define qwilcox		Rf_qwilcox

#define rbeta		Rf_rbeta

#define rbinom		Rf_rbinom

#define rcauchy		Rf_rcauchy

#define rchisq		Rf_rchisq

#define rexp		Rf_rexp

#define rf		Rf_rf

#define rgamma		Rf_rgamma

#define rgeom		Rf_rgeom

#define rhyper		Rf_rhyper

#define rlnorm		Rf_rlnorm

#define rlogis		Rf_rlogis

#define rnbeta		Rf_rnbeta

#define rnbinom		Rf_rnbinom

#define rnchisq		Rf_rnchisq

#define rnf		Rf_rnf

#define rnorm		Rf_rnorm

#define rnt		Rf_rnt

#define rpois		Rf_rpois

#define rsignrank	Rf_rsignrank

#define rt		Rf_rt

#define rtukey		Rf_rtukey

#define runif		Rf_runif

#define rweibull	Rf_rweibull

#define rwilcox		Rf_rwilcox

#define sign		Rf_sign

#define tetragamma	Rf_tetragamma

#define trigamma	Rf_trigamma

#define Y_bessel	Rf_Y_bessel

#endif

#define	rround	fround

#define	prec	fprec

#undef trunc

#define	trunc	ftrunc

#ifdef  __cplusplus

extern "C" {

#endif

	/* R's versions with !R_FINITE checks */

double R_log(double x);

double R_pow(double x, double y);

double R_pow_di(double, int);

	/* Random Number Generators */

double	norm_rand(void);

double	unif_rand(void);

double	exp_rand(void);

#ifdef MATHLIB_STANDALONE

void	set_seed(unsigned int, unsigned int);

#endif

	/* Normal Distribution */

/* These 3 will be re-defined in  ./S_compat.h	(when that is used) : */

#define pnorm pnorm5

#define qnorm qnorm5

#define dnorm dnorm4

double	dnorm(double, double, double, int);

double	pnorm(double, double, double, int, int);

double	qnorm(double, double, double, int, int);

double	rnorm(double, double);

void	pnorm_both(double, double *, double *, int, int);/* both tails */

	/* Uniform Distribution */

double	dunif(double, double, double, int);

double	punif(double, double, double, int, int);

double	qunif(double, double, double, int, int);

double	runif(double, double);

	/* Gamma Distribution */

double	dgamma(double, double, double, int);

double	pgamma(double, double, double, int, int);

double	qgamma(double, double, double, int, int);

double	rgamma(double, double);

	/* Beta Distribution */

double	dbeta(double, double, double, int);

double	pbeta(double, double, double, int, int);

double	qbeta(double, double, double, int, int);

double	rbeta(double, double);

double	pbeta_raw(double, double, double, int);

	/* Lognormal Distribution */

double	dlnorm(double, double, double, int);

double	plnorm(double, double, double, int, int);

double	qlnorm(double, double, double, int, int);

double	rlnorm(double, double);

	/* Chi-squared Distribution */

double	dchisq(double, double, int);

double	pchisq(double, double, int, int);

double	qchisq(double, double, int, int);

double	rchisq(double);

	/* Non-central Chi-squared Distribution */

double	dnchisq(double, double, double, int);

double	pnchisq(double, double, double, int, int);

double	qnchisq(double, double, double, int, int);

double	rnchisq(double, double);

	/* F Distibution */

double	df(double, double, double, int);

double	pf(double, double, double, int, int);

double	qf(double, double, double, int, int);

double	rf(double, double);

	/* Student t Distibution */

double	dt(double, double, int);

double	pt(double, double, int, int);

double	qt(double, double, int, int);

double	rt(double);

	/* Binomial Distribution */

double	dbinom(double, double, double, int);

double	pbinom(double, double, double, int, int);

double	qbinom(double, double, double, int, int);

double	rbinom(double, double);

	/* Cauchy Distribution */

double	dcauchy(double, double, double, int);

double	pcauchy(double, double, double, int, int);

double	qcauchy(double, double, double, int, int);

double	rcauchy(double, double);

	/* Exponential Distribution */

double	dexp(double, double, int);

double	pexp(double, double, int, int);

double	qexp(double, double, int, int);

double	rexp(double);

	/* Geometric Distribution */

double	dgeom(double, double, int);

double	pgeom(double, double, int, int);

double	qgeom(double, double, int, int);

double	rgeom(double);

	/* Hypergeometric Distibution */

double	dhyper(double, double, double, double, int);

double	phyper(double, double, double, double, int, int);

double	qhyper(double, double, double, double, int, int);

double	rhyper(double, double, double);

	/* Negative Binomial Distribution */

double	dnbinom(double, double, double, int);

double	pnbinom(double, double, double, int, int);

double	qnbinom(double, double, double, int, int);

double	rnbinom(double, double);

	/* Poisson Distribution */

double	dpois(double, double, int);

double	ppois(double, double, int, int);

double	qpois(double, double, int, int);

double	rpois(double);

	/* Weibull Distribution */

double	dweibull(double, double, double, int);

double	pweibull(double, double, double, int, int);

double	qweibull(double, double, double, int, int);

double	rweibull(double, double);

	/* Logistic Distribution */

double	dlogis(double, double, double, int);

double	plogis(double, double, double, int, int);

double	qlogis(double, double, double, int, int);

double	rlogis(double, double);

	/* Non-central Beta Distribution */

double	dnbeta(double, double, double, double, int);

double	pnbeta(double, double, double, double, int, int);

double	qnbeta(double, double, double, double, int, int);

double	rnbeta(double, double, double);

	/* Non-central F Distribution */

/* double	dnf(double, double, double, double, int); */

double	pnf(double, double, double, double, int, int);

double	qnf(double, double, double, double, int, int);

/* double	rnf(double, double, double); */

	/* Non-central Student t Distribution */

/* double	dnt(double, double, double, int); */

double	pnt(double, double, double, int, int);

double	qnt(double, double, double, int, int);

/* double	rnt(double, double); */

	/* Studentized Range Distribution */

/* double	dtukey(double, double, double, double, int); */

double	ptukey(double, double, double, double, int, int);

double	qtukey(double, double, double, double, int, int);

/* double	rtukey(double, double, double); */

/* Wilcoxon Rank Sum Distribution */

double dwilcox(double, double, double, int);

double pwilcox(double, double, double, int, int);

double qwilcox(double, double, double, int, int);

double rwilcox(double, double);

/* Wilcoxon Signed Rank Distribution */

double dsignrank(double, double, int);

double psignrank(double, double, int, int);

double qsignrank(double, double, int, int);

double rsignrank(double);

	/* General Support Functions */

double 	pythag(double, double);

double  log1p(double); /* = log(1+x) {care for small x} */

int	imax2(int, int);

int	imin2(int, int);

double	fmax2(double, double);

double	fmin2(double, double);

double	sign(double);

double	fsign(double, double);

double	fprec(double, double);

double	fround(double, double);

/* ----------------- Private part of the header file ------------------- */

	/* old-R Compatibility */

#define snorm	norm_rand

#define sunif	unif_rand

#define sexp	exp_rand

	/* Machine Characteristics */

double	d1mach(int);

int	i1mach(int);

	/* General Support Functions */

double	fmod(double, double);

double	ftrunc(double);

double	fsquare(double);

double	fcube(double);

	/* Chebyshev Series */

int	chebyshev_init(double*, int, double);

double	chebyshev_eval(double, double *, int);

	/* Gamma and Related Functions */

void	gammalims(double*, double*);

double	lgammacor(double);/* log(gamma) correction */

double  stirlerr(double);/* Stirling expansion "error"  */

double	gammafn(double);

double	gamma_cody(double);

double	lgammafn(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);

double  bd0(double, double);

	/* Bessel Functions of All Kinds */

double	bessel_i(double, double, double);

double	bessel_j(double, double);

double	bessel_k(double, double, double);

double	bessel_y(double, double);

void	I_bessel(double*, double*, long*, long*, double*, long*);

void	J_bessel(double*, double*, long*,	 double*, long*);

void	K_bessel(double*, double*, long*, long*, double*, long*);

void	Y_bessel(double*, double*, long*,	 double*, long*);

	/* Beta and Related Functions */

double	beta(double, double);

double	lbeta(double, double);

#ifdef MATHLIB_STANDALONE

#ifndef MATHLIB_PRIVATE_H

#define ISNAN(x)       R_IsNaNorNA(x)

#define R_FINITE(x)    R_finite(x)

int R_IsNaNorNA(double);

int R_finite(double);

#ifdef WIN32

# define NA_REAL (*_imp__NA_REAL)

# define R_NegInf (*_imp__R_NegInf)

# define R_PosInf (*_imp__R_PosInf)

# define N01_kind (*_imp__N01_kind)

# endif

#endif /* not MATHLIB_PRIVATE_H */

#endif /* MATHLIB_STANDALONE */

#ifdef MATHLIB_STANDALONE

# define REprintf fprintf(stderr,

#else

# ifndef PRTUTIL_H_

void REprintf(char*, ...);

# endif

#endif

#ifdef  __cplusplus

}

#endif

#endif /* MATHLIB_H */