rf.h

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// -*- mode: C++; c-indent-level: 4; c-basic-offset: 4; tab-width: 4 -*-
//
// rf.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_rf_h
#define Rcpp__stats__random_rf_h

namespace Rcpp {
        namespace stats {


                class FGenerator_Finite_Finite : public ::Rcpp::Generator<false,double> {
                public:
        
                        FGenerator_Finite_Finite( double n1_, double n2_ ) : 
                                n1(n1_), n2(n2_), n1__2(n1_ / 2.0 ), n2__2(n2_ / 2.0 ), ratio(n2_/n1_) {}
        
                        inline double operator()() const {
                                // here we know that both n1 and n2 are finite
                                // return ( ::rchisq( n1 ) / n1 ) / ( ::rchisq( n2 ) / n2 );
                                return ratio * ::Rf_rgamma( n1__2, 2.0 ) / ::Rf_rgamma( n2__2, 2.0 ) ;
                        }
        
                private:
                        double n1, n2, n1__2, n2__2, ratio ;
                } ;


                class FGenerator_NotFinite_Finite : public ::Rcpp::Generator<false,double> {
                public:
        
                        FGenerator_NotFinite_Finite( double n2_ ) : n2( n2_), n2__2(n2_ / 2.0 ) {}
        
                        inline double operator()() const {
                                // return n2  / ::rchisq( n2 ) ;
                                return n2 / ::Rf_rgamma( n2__2, 2.0 ) ;
                        }
        
                private:
                        double n2, n2__2 ;
                } ;


                class FGenerator_Finite_NotFinite : public ::Rcpp::Generator<false,double> {
                public:
        
                        FGenerator_Finite_NotFinite( double n1_ ) : n1(n1_), n1__2(n1_ / 2.0 ) {}
        
                        inline double operator()() const {
                                // return ::rchisq( n1 ) / n1 ;
                                return ::Rf_rgamma( n1__2, 2.0 ) / n1 ;
                        }
        
                private:
                        double n1, n1__2 ;
                } ;

        } // stats 

        // 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 rf( int n, double n1, double n2 ){
                if (ISNAN(n1) || ISNAN(n2) || n1 <= 0. || n2 <= 0.)
                        return NumericVector( n, R_NaN ) ;
                if( R_FINITE( n1 ) && R_FINITE( n2 ) ){
                        return NumericVector( n, stats::FGenerator_Finite_Finite( n1, n2 ) ) ;
                } else if( ! R_FINITE( n1 ) && ! R_FINITE( n2 ) ){
                        return NumericVector( n, 1.0 ) ;
                } else if( ! R_FINITE( n1 ) ) {
                        return NumericVector( n, stats::FGenerator_NotFinite_Finite( n2 ) ) ;
                } else {
                        return NumericVector( n, stats::FGenerator_Finite_NotFinite( n1 ) ) ;   
                }
        }

} // Rcpp

#endif