The R Project SVN R

/*
 *  Mathlib : A C Library of Special Functions
 *  Copyright (C) 1998 Ross Ihaka
 *
 *  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., 675 Mass Ave, Cambridge, MA 02139, USA.
 *
 *  SYNOPSIS
 *
 *    #include "Mathlib.h"
 *    double dnorm(double x, double mu, double sigma);
 *
 *  DESCRIPTION
 *
 *    Compute the density of the normal distribution.
 */

#include "Mathlib.h"

    /* The Normal Density Function */

double dnorm(double x, double mu, double sigma)
{
    /* sqrpi = 1 / sqrt(2 * pi) */
    static double sqrpi = 0.398942280401432677939946059934;

    if (
#ifdef IEEE_754
        !finite(x) || !finite(mu) || !finite(sigma) ||
#endif
        sigma <= 0) {
    ML_ERROR(ME_DOMAIN);
    return ML_NAN;
    }

    x = (x - mu) / sigma;
    return sqrpi * exp(-0.5 * x * x) / sigma;
}