The R Project SVN R

/*

 *  Mathlib : A C Library of Special Functions

 *  Copyright (C) 1998 Ross Ihaka

 *  Copyright (C) 2000	    The R Development Core Team

 *  Copyright (C) 2003	    The R Foundation

 *

 *  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, a copy is available at

 *  http://www.r-project.org/Licenses/

 *

 *  SYNOPSIS

 *

 *	double dnorm4(double x, double mu, double sigma, int give_log)

 *	      {dnorm (..) is synonymous and preferred inside R}

 *

 *  DESCRIPTION

 *

 *	Compute the density of the normal distribution.

 */

#include "nmath.h"

#include "dpq.h"

double dnorm4(double x, double mu, double sigma, int give_log)

{

#ifdef IEEE_754

    if (ISNAN(x) || ISNAN(mu) || ISNAN(sigma))

	return x + mu + sigma;

#endif

    if(!R_FINITE(sigma)) return R_D__0;

    if(!R_FINITE(x) && mu == x) return ML_NAN;/* x-mu is NaN */

    if (sigma <= 0) {

	if (sigma < 0) ML_ERR_return_NAN;

	/* sigma == 0 */

	return (x == mu) ? ML_POSINF : R_D__0;

    }

    x = (x - mu) / sigma;

    if(!R_FINITE(x)) return R_D__0;

    return (give_log ?

	    -(M_LN_SQRT_2PI  +	0.5 * x * x + log(sigma)) :

	    M_1_SQRT_2PI * exp(-0.5 * x * x)  /	  sigma);

    /* M_1_SQRT_2PI = 1 / sqrt(2 * pi) */

}