rt.h

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// -*- mode: C++; c-indent-level: 4; c-basic-offset: 4; indent-tabs-mode: nil; -*-
//
// rt.h: Rcpp R/C++ interface class library --
//
// Copyright (C) 2010 - 2016  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_rt_h
#define Rcpp__stats__random_rt_h
 
namespace Rcpp {
namespace stats {
 
class TGenerator : public ::Rcpp::Generator<double> {
public:
 
    TGenerator( double df_ ) : df(df_), df_2(df_/2.0) {}
 
    inline double operator()() const {
        /* Some compilers (including MW6) evaluated this from right to left
           return norm_rand() / sqrt(rchisq(df) / df); */
        double num = norm_rand();
 
        // return num / sqrt(rchisq(df) / df);
        // replaced by the followoing line to skip the test in
        // rchisq because we already know
        return num / ::sqrt( ::Rf_rgamma(df_2, 2.0) / df);
    }
 
private:
    double df, df_2 ;
};
 
} // stats
} // Rcpp
 
#endif