Rcpp Version 0.12.12
norm.h
Go to the documentation of this file.
1 // -*- mode: C++; c-indent-level: 4; c-basic-offset: 4; indent-tabs-mode: nil; -*-
2 //
3 // norm.h: Rcpp R/C++ interface class library -- normal distribution
4 //
5 // Copyright (C) 2010 - 2016 Dirk Eddelbuettel and Romain Francois
6 //
7 // This file is part of Rcpp.
8 //
9 // Rcpp is free software: you can redistribute it and/or modify it
10 // under the terms of the GNU General Public License as published by
11 // the Free Software Foundation, either version 2 of the License, or
12 // (at your option) any later version.
13 //
14 // Rcpp is distributed in the hope that it will be useful, but
15 // WITHOUT ANY WARRANTY; without even the implied warranty of
16 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
17 // GNU General Public License for more details.
18 //
19 // You should have received a copy of the GNU General Public License
20 // along with Rcpp. If not, see <http://www.gnu.org/licenses/>.
21 
22 #ifndef Rcpp__stats__norm_h
23 #define Rcpp__stats__norm_h
24 
25 namespace Rcpp {
26 namespace stats {
27 
28 inline double dnorm_1(double x, double mu /*, double sigma [=1.0]*/ , int give_log) {
29 #ifdef IEEE_754
30  if (ISNAN(x) || ISNAN(mu))
31  return x + mu + 1.0;
32 #endif
33  if (!R_FINITE(x) && mu == x) return ML_NAN; /* x-mu is NaN */
34  x = (x - mu);
35 
36  if (!R_FINITE(x)) return R_D__0;
37  return (give_log ?
38  -(M_LN_SQRT_2PI + 0.5 * x * x) :
39  M_1_SQRT_2PI * ::exp(-0.5 * x * x));
40  /* M_1_SQRT_2PI = 1 / sqrt(2 * pi) */
41 }
42 
43 inline double dnorm_0(double x /*, double mu [=0.0], double sigma [=1.0]*/ ,
44  int give_log) {
45 #ifdef IEEE_754
46  if (ISNAN(x))
47  return x + 1.0;
48 #endif
49  if (!R_FINITE(x)) return R_D__0;
50  return (give_log ?
51  -(M_LN_SQRT_2PI + 0.5 * x * x) :
52  M_1_SQRT_2PI * ::exp(-0.5 * x * x));
53  /* M_1_SQRT_2PI = 1 / sqrt(2 * pi) */
54 }
55 
56 inline double pnorm_1(double x, double mu /*, double sigma [=1.]*/ ,
57  int lower_tail, int log_p) {
58  double p, cp;
59 
60  /* Note: The structure of these checks has been carefully thought through.
61  * For example, if x == mu and sigma == 0, we get the correct answer 1.
62  */
63 #ifdef IEEE_754
64  if (ISNAN(x) || ISNAN(mu))
65  return x + mu + 1.0;
66 #endif
67  if (!R_FINITE(x) && mu == x) return ML_NAN; /* x-mu is NaN */
68  p = (x - mu);
69  if (!R_FINITE(p))
70  return (x < mu) ? R_DT_0 : R_DT_1;
71  x = p;
72 
73  ::Rf_pnorm_both(x, &p, &cp, (lower_tail ? 0 : 1), log_p);
74 
75  return(lower_tail ? p : cp);
76 }
77 
78 inline double pnorm_0(double x /*, double mu [=0.] , double sigma [=1.]*/ , int lower_tail, int log_p) {
79  double p, cp;
80 
81  /* Note: The structure of these checks has been carefully thought through.
82  * For example, if x == mu and sigma == 0, we get the correct answer 1.
83  */
84 #ifdef IEEE_754
85  if (ISNAN(x))
86  return x + 1.0;
87 #endif
88  p = x;
89  if (!R_FINITE(p))
90  return (x < 0.0) ? R_DT_0 : R_DT_1;
91  x = p;
92 
93  ::Rf_pnorm_both(x, &p, &cp, (lower_tail ? 0 : 1), log_p);
94 
95  return(lower_tail ? p : cp);
96 }
97 
98 inline double qnorm_1(double p, double mu /*, double sigma [=1.] */,
99  int lower_tail, int log_p){
100  return ::Rf_qnorm5(p, mu, 1.0, lower_tail, log_p);
101 }
102 
103 inline double qnorm_0(double p /*, double mu [=0.], double sigma [=1.] */,
104  int lower_tail, int log_p){
105  return ::Rf_qnorm5(p, 0.0, 1.0, lower_tail, log_p);
106 }
107 
108 } // stats
109 } // Rcpp
110 
113 RCPP_DPQ_2(norm, ::Rf_dnorm4, ::Rf_pnorm5, ::Rf_qnorm5)
114 
115 #endif
double pnorm_1(double x, double mu, int lower_tail, int log_p)
Definition: norm.h:56
double dnorm_1(double x, double mu, int give_log)
Definition: norm.h:28
void exp(InputIterator begin, InputIterator end, OutputIterator out)
Definition: algorithm.h:474
double pnorm_0(double x, int lower_tail, int log_p)
Definition: norm.h:78
double qnorm_1(double p, double mu, int lower_tail, int log_p)
Definition: norm.h:98
double dnorm_0(double x, int give_log)
Definition: norm.h:43
#define RCPP_DPQ_1(__NAME__, __D__, __P__, __Q__)
Definition: dpq.h:340
double qnorm_0(double p, int lower_tail, int log_p)
Definition: norm.h:103
#define R_DT_0
Definition: macros.h:29
#define R_DT_1
Definition: macros.h:30
#define give_log
Definition: macros.h:24
#define RCPP_DPQ_2(__NAME__, __D__, __P__, __Q__)
Definition: dpq.h:363
#define R_D__0
Definition: macros.h:27
Rcpp API.
Definition: algo.h:28
#define RCPP_DPQ_0(__NAME__, __D__, __P__, __Q__)
Definition: dpq.h:318
#define ML_NAN
Definition: stats.h:29