Rcpp Version 0.12.12
rt.h
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1 // -*- mode: C++; c-indent-level: 4; c-basic-offset: 4; indent-tabs-mode: nil; -*-
2 //
3 // rt.h: Rcpp R/C++ interface class library --
4 //
5 // Copyright (C) 2010 - 2016 Douglas Bates, 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
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13 //
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17 // GNU General Public License for more details.
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20 // along with Rcpp. If not, see <http://www.gnu.org/licenses/>.
21 
22 #ifndef Rcpp__stats__random_rt_h
23 #define Rcpp__stats__random_rt_h
24 
25 namespace Rcpp {
26 namespace stats {
27 
28 class TGenerator : public ::Rcpp::Generator<double> {
29 public:
30 
31  TGenerator( double df_ ) : df(df_), df_2(df_/2.0) {}
32 
33  inline double operator()() const {
34  /* Some compilers (including MW6) evaluated this from right to left
35  return norm_rand() / sqrt(rchisq(df) / df); */
36  double num = norm_rand();
37 
38  // return num / sqrt(rchisq(df) / df);
39  // replaced by the followoing line to skip the test in
40  // rchisq because we already know
41  return num / ::sqrt( ::Rf_rgamma(df_2, 2.0) / df);
42  }
43 
44 private:
45  double df, df_2 ;
46 };
47 
48 } // stats
49 } // Rcpp
50 
51 #endif
void sqrt(InputIterator begin, InputIterator end, OutputIterator out)
Definition: algorithm.h:479
double norm_rand(void)
Definition: Rmath.h:30
double operator()() const
Definition: rt.h:33
Rcpp API.
Definition: algo.h:28
TGenerator(double df_)
Definition: rt.h:31