rt.h

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// -*- mode: C++; c-indent-level: 4; c-basic-offset: 4; tab-width: 4 -*-
//
// rt.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_rt_h
#define Rcpp__stats__random_rt_h

namespace Rcpp {
        namespace stats {

                class TGenerator : public ::Rcpp::Generator<false,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

        // 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 rt( int n, double df ){
                // special case
                if (ISNAN(df) || df <= 0.0)
                        return NumericVector( n, R_NaN ) ;
        
                // just generating a N(0,1)
                if(!R_FINITE(df))
                        return NumericVector( n, norm_rand ) ;
        
                // general case
                return NumericVector( n, stats::TGenerator( df ) ) ;
        }

} // Rcpp

#endif