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
25 namespace Rcpp {
26 namespace stats {
27
dnorm_1(double x,double mu,int give_log)28 inline 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
dnorm_0(double x,int give_log)43 inline 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
pnorm_1(double x,double mu,int lower_tail,int log_p)56 inline 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
pnorm_0(double x,int lower_tail,int log_p)78 inline 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
qnorm_1(double p,double mu,int lower_tail,int log_p)98 inline 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
qnorm_0(double p,int lower_tail,int log_p)103 inline 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
111 RCPP_DPQ_0(norm, Rcpp::stats::dnorm_0, Rcpp::stats::pnorm_0, Rcpp::stats::qnorm_0)
112 RCPP_DPQ_1(norm, Rcpp::stats::dnorm_1, Rcpp::stats::pnorm_1, Rcpp::stats::qnorm_1)
113 RCPP_DPQ_2(norm, ::Rf_dnorm4, ::Rf_pnorm5, ::Rf_qnorm5)
114
115 #endif
116