pnorm.cpp File Reference

#include "pnorm.h"
#include <cfloat>
#include <cmath>

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Macros
#define	SIXTEN   16
#define	M_1_SQRT_2PI   0.398942280401432677939946059934
#define	M_SQRT_32   5.656854249492380195206754896838
#define	do_del(X)
#define	swap_tail

Functions
static void	pnorm_both (double x, double &cum, double &ccum)
	The actual implementation of pnormf(). More...
float	pnormf (float x, float mean, float sd)

Macro Definition Documentation

do_del

#define do_del

(

X

)

Value:

    xsq = trunc(X * SIXTEN) / SIXTEN;                                          \
    del = (X - xsq) * (X + xsq);                                               \
    cum = exp(-xsq * xsq * 0.5) * exp(-del * 0.5) * temp;                      \
    ccum = 1.0 - cum;

M_1_SQRT_2PI

#define M_1_SQRT_2PI   0.398942280401432677939946059934

M_SQRT_32

#define M_SQRT_32   5.656854249492380195206754896838

SIXTEN

#define SIXTEN   16

swap_tail

#define swap_tail

Value:

    if (x > 0.) {                                                              \
        temp = cum;                                                            \
        if (lower)                                                             \
            cum = ccum;                                                        \
        ccum = temp;                                                           \
    }

Function Documentation

pnorm_both()

static void pnorm_both ( double  x, double &  cum, double &  ccum  )

static

The actual implementation of pnormf().

pnorm_both() is taken and adapted from R-4.0.2, originally licensed under GPLv2, which is compatible with BlosSOM. We whole-heartedly thank the R project for maintaining a quality library of mathematical function implementations. Original licence and copyright follows:

Mathlib : A C Library of Special Functions Copyright (C) 1998 Ross Ihaka Copyright (C) 2000-2013 The R Core Team Copyright (C) 2003 The R Foundation

This program 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.

This program 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 this program; if not, a copy is available at https://www.R-project.org/Licenses/

Definition at line 35 of file pnorm.cpp.

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pnormf()

float pnormf	(	float	x,
		float	mean,
		float	sd
	)

Definition at line 155 of file pnorm.cpp.

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