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norm.h
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1// -*- mode: C++; c-indent-level: 4; c-basic-offset: 4; indent-tabs-mode: nil; -*-
2//
3// norm.h: Rcpp R/C++ interface class library -- normal distribution
4//
5// Copyright (C) 2010 - 2016 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
12// (at your option) any later version.
13//
14// Rcpp is distributed in the hope that it will be useful, but
15// WITHOUT ANY WARRANTY; without even the implied warranty of
16// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
17// GNU General Public License for more details.
18//
19// You should have received a copy of the GNU General Public License
20// along with Rcpp. If not, see <http://www.gnu.org/licenses/>.
21
22#ifndef Rcpp__stats__norm_h
23#define Rcpp__stats__norm_h
24
25namespace Rcpp {
26namespace stats {
27
28inline double dnorm_1(double x, double mu /*, double sigma [=1.0]*/ , int give_log) {
29#ifdef IEEE_754
30 if (ISNAN(x) || ISNAN(mu))
31 return x + mu + 1.0;
32#endif
33 if (!R_FINITE(x) && mu == x) return ML_NAN; /* x-mu is NaN */
34 x = (x - mu);
35
36 if (!R_FINITE(x)) return R_D__0;
37 return (give_log ?
38 -(M_LN_SQRT_2PI + 0.5 * x * x) :
39 M_1_SQRT_2PI * ::exp(-0.5 * x * x));
40 /* M_1_SQRT_2PI = 1 / sqrt(2 * pi) */
41}
42
43inline double dnorm_0(double x /*, double mu [=0.0], double sigma [=1.0]*/ ,
44 int give_log) {
45#ifdef IEEE_754
46 if (ISNAN(x))
47 return x + 1.0;
48#endif
49 if (!R_FINITE(x)) return R_D__0;
50 return (give_log ?
51 -(M_LN_SQRT_2PI + 0.5 * x * x) :
52 M_1_SQRT_2PI * ::exp(-0.5 * x * x));
53 /* M_1_SQRT_2PI = 1 / sqrt(2 * pi) */
54}
55
56inline double pnorm_1(double x, double mu /*, double sigma [=1.]*/ ,
57 int lower_tail, int log_p) {
58 double p, cp;
59
60 /* Note: The structure of these checks has been carefully thought through.
61 * For example, if x == mu and sigma == 0, we get the correct answer 1.
62 */
63#ifdef IEEE_754
64 if (ISNAN(x) || ISNAN(mu))
65 return x + mu + 1.0;
66#endif
67 if (!R_FINITE(x) && mu == x) return ML_NAN; /* x-mu is NaN */
68 p = (x - mu);
69 if (!R_FINITE(p))
70 return (x < mu) ? R_DT_0 : R_DT_1;
71 x = p;
72
73 ::Rf_pnorm_both(x, &p, &cp, (lower_tail ? 0 : 1), log_p);
74
75 return(lower_tail ? p : cp);
76}
77
78inline double pnorm_0(double x /*, double mu [=0.] , double sigma [=1.]*/ , int lower_tail, int log_p) {
79 double p, cp;
80
81 /* Note: The structure of these checks has been carefully thought through.
82 * For example, if x == mu and sigma == 0, we get the correct answer 1.
83 */
84#ifdef IEEE_754
85 if (ISNAN(x))
86 return x + 1.0;
87#endif
88 p = x;
89 if (!R_FINITE(p))
90 return (x < 0.0) ? R_DT_0 : R_DT_1;
91 x = p;
92
93 ::Rf_pnorm_both(x, &p, &cp, (lower_tail ? 0 : 1), log_p);
94
95 return(lower_tail ? p : cp);
96}
97
98inline double qnorm_1(double p, double mu /*, double sigma [=1.] */,
99 int lower_tail, int log_p){
100 return ::Rf_qnorm5(p, mu, 1.0, lower_tail, log_p);
101}
102
103inline double qnorm_0(double p /*, double mu [=0.], double sigma [=1.] */,
104 int lower_tail, int log_p){
105 return ::Rf_qnorm5(p, 0.0, 1.0, lower_tail, log_p);
106}
107
108} // stats
109} // Rcpp
110
113RCPP_DPQ_2(norm, ::Rf_dnorm4, ::Rf_pnorm5, ::Rf_qnorm5)
114
115#endif
#define RCPP_DPQ_2(__NAME__, __D__, __P__, __Q__)
Definition dpq.h:363
#define RCPP_DPQ_1(__NAME__, __D__, __P__, __Q__)
Definition dpq.h:340
#define RCPP_DPQ_0(__NAME__, __D__, __P__, __Q__)
Definition dpq.h:318
double pnorm_0(double x, int lower_tail, int log_p)
Definition norm.h:78
double pnorm_1(double x, double mu, int lower_tail, int log_p)
Definition norm.h:56
double dnorm_0(double x, int give_log)
Definition norm.h:43
double qnorm_1(double p, double mu, int lower_tail, int log_p)
Definition norm.h:98
double qnorm_0(double p, int lower_tail, int log_p)
Definition norm.h:103
double dnorm_1(double x, double mu, int give_log)
Definition norm.h:28
Rcpp API.
Definition algo.h:28
T as(SEXP x)
Definition as.h:151
#define R_DT_0
Definition macros.h:29
#define R_D__0
Definition macros.h:27
#define give_log
Definition macros.h:24
#define R_DT_1
Definition macros.h:30
#define ML_NAN
Definition stats.h:29