rcauchy.h

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// -*- mode: C++; c-indent-level: 4; c-basic-offset: 4; tab-width: 4 -*-
//
// rcauchy.h: Rcpp R/C++ interface class library -- 
//
// Copyright (C) 2010 - 2011 Douglas Bates, Dirk Eddelbuettel and Romain Francois
//
// This file is part of Rcpp.
//
// Rcpp 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.
//
// Rcpp 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 Rcpp.  If not, see <http://www.gnu.org/licenses/>.

#ifndef Rcpp__stats__random_rcauchy_h
#define Rcpp__stats__random_rcauchy_h

namespace Rcpp {
namespace stats {

class CauchyGenerator : public ::Rcpp::Generator<false,double> {
public:
        
        CauchyGenerator( double location_, double scale_) : 
                location(location_) , scale(scale_) {}
        
        inline double operator()() const {
                return location + scale * ::tan(M_PI * unif_rand()) ;
        }
        
private:
        double location, scale ;
} ;

class CauchyGenerator_1 : public ::Rcpp::Generator<false,double> {
public:
        
        CauchyGenerator_1( double location_) : 
                location(location_){}
        
        inline double operator()() const {
                return location + ::tan(M_PI * unif_rand()) ;
        }
        
private:
        double location ;
} ;

class CauchyGenerator_0 : public ::Rcpp::Generator<false,double> {
public:
        
        CauchyGenerator_0(){}
        
        inline double operator()() const {
                return ::tan(M_PI * unif_rand()) ;
        }
        
} ;

} // stats

// perhaps this should go to a cpp file

// Please make sure you to read Section 6.3 of "Writing R Extensions"
// about the need to call GetRNGstate() and PutRNGstate() when using 
// the random number generators provided by R.
inline NumericVector rcauchy( int n, double location, double scale ){
        if (ISNAN(location) || !R_FINITE(scale) || scale < 0)
                return NumericVector( n, R_NaN ) ;
        
    if (scale == 0. || !R_FINITE(location))
        return NumericVector( n, location ) ;
    
        return NumericVector( n, stats::CauchyGenerator( location, scale ) ) ;
}

// Please make sure you to read Section 6.3 of "Writing R Extensions"
// about the need to call GetRNGstate() and PutRNGstate() when using 
// the random number generators provided by R.
inline NumericVector rcauchy( int n, double location /* , double scale [=1.0] */ ){
        if (ISNAN(location))
                return NumericVector( n, R_NaN ) ;
        
    if (!R_FINITE(location))
        return NumericVector( n, location ) ;
    
        return NumericVector( n, stats::CauchyGenerator_1( location ) ) ;
}

// Please make sure you to read Section 6.3 of "Writing R Extensions"
// about the need to call GetRNGstate() and PutRNGstate() when using 
// the random number generators provided by R.
inline NumericVector rcauchy( int n /*, double location [=0.0] , double scale [=1.0] */ ){
        return NumericVector( n, stats::CauchyGenerator_0() ) ;
}

} // Rcpp

#endif