2011-06-26 23:13:43 +01:00
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/******************************************************************************\
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* *
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* SimpleCUDD library (www.cs.kuleuven.be/~theo/tools/simplecudd.html) *
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* SimpleCUDD was developed at Katholieke Universiteit Leuven(www.kuleuven.be) *
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* *
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* Copyright T. Mantadelis, A. Kimmig, B. Gutmann *
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* and Katholieke Universiteit Leuven 2008 *
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* *
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* Author: Bernd Gutmann *
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* File: problogmath.h *
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* $Date:: 2009-08-17 17:45:21 +0200 (Mon, 17 Aug 2009) $ *
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* $Revision:: 1900 $ *
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* *
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* *
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********************************************************************************
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* *
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* The "Artistic License" *
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* *
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* Preamble *
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* *
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* The intent of this document is to state the conditions under which a *
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* Package may be copied, such that the Copyright Holder maintains some *
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* semblance of artistic control over the development of the package, *
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* while giving the users of the package the right to use and distribute *
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* the Package in a more-or-less customary fashion, plus the right to make *
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* reasonable modifications. *
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* *
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* Definitions: *
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* *
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* "Package" refers to the collection of files distributed by the *
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* Copyright Holder, and derivatives of that collection of files *
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* created through textual modification. *
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* *
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* "Standard Version" refers to such a Package if it has not been *
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* modified, or has been modified in accordance with the wishes *
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* of the Copyright Holder as specified below. *
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* *
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* "Copyright Holder" is whoever is named in the copyright or *
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* copyrights for the package. *
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* *
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* "You" is you, if you're thinking about copying or distributing *
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* this Package. *
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* *
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* "Reasonable copying fee" is whatever you can justify on the *
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* basis of media cost, duplication charges, time of people involved, *
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* and so on. (You will not be required to justify it to the *
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* Copyright Holder, but only to the computing community at large *
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* as a market that must bear the fee.) *
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* *
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* "Freely Available" means that no fee is charged for the item *
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* itself, though there may be fees involved in handling the item. *
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* It also means that recipients of the item may redistribute it *
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* under the same conditions they received it. *
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* *
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* 1. You may make and give away verbatim copies of the source form of the *
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* Standard Version of this Package without restriction, provided that you *
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* duplicate all of the original copyright notices and associated disclaimers. *
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* *
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* 2. You may apply bug fixes, portability fixes and other modifications *
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* derived from the Public Domain or from the Copyright Holder. A Package *
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* modified in such a way shall still be considered the Standard Version. *
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* *
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* 3. You may otherwise modify your copy of this Package in any way, provided *
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* that you insert a prominent notice in each changed file stating how and *
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* when you changed that file, and provided that you do at least ONE of the *
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* following: *
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* *
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* a) place your modifications in the Public Domain or otherwise make them *
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* Freely Available, such as by posting said modifications to Usenet or *
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* an equivalent medium, or placing the modifications on a major archive *
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* site such as uunet.uu.net, or by allowing the Copyright Holder to include *
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* your modifications in the Standard Version of the Package. *
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* *
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* b) use the modified Package only within your corporation or organization. *
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* *
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* documents how it differs from the Standard Version. *
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* *
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* d) make other distribution arrangements with the Copyright Holder. *
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* *
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* 4. You may distribute the programs of this Package in object code or *
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* executable form, provided that you do at least ONE of the following: *
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* *
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* a) distribute a Standard Version of the executables and library files, *
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* together with instructions (in the manual page or equivalent) on where *
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* to get the Standard Version. *
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* *
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* b) accompany the distribution with the machine-readable source of *
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* the Package with your modifications. *
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* *
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* c) give non-standard executables non-standard names, and clearly *
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* document the differences in manual pages (or equivalent), together *
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* with instructions on where to get the Standard Version. *
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* *
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* d) make other distribution arrangements with the Copyright Holder. *
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* *
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* 5. You may charge a reasonable copying fee for any distribution of this *
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* Package. You may charge any fee you choose for support of this *
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* Package. You may not charge a fee for this Package itself. However, *
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* you may distribute this Package in aggregate with other (possibly *
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* commercial) programs as part of a larger (possibly commercial) software *
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* distribution provided that you do not advertise this Package as a *
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* product of your own. You may embed this Package's interpreter within *
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* an executable of yours (by linking); this shall be construed as a mere *
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* form of aggregation, provided that the complete Standard Version of the *
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* interpreter is so embedded. *
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* *
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* 6. The scripts and library files supplied as input to or produced as *
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* output from the programs of this Package do not automatically fall *
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* under the copyright of this Package, but belong to whoever generated *
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* them, and may be sold commercially, and may be aggregated with this *
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* Package. If such scripts or library files are aggregated with this *
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* Package via the so-called "undump" or "unexec" methods of producing a *
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* binary executable image, then distribution of such an image shall *
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* neither be construed as a distribution of this Package nor shall it *
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* fall under the restrictions of Paragraphs 3 and 4, provided that you do *
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* not represent such an executable image as a Standard Version of this *
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* Package. *
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* *
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* 7. C subroutines (or comparably compiled subroutines in other *
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* languages) supplied by you and linked into this Package in order to *
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* emulate subroutines and variables of the language defined by this *
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* Package shall not be considered part of this Package, but are the *
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* equivalent of input as in Paragraph 6, provided these subroutines do *
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* not change the language in any way that would cause it to fail the *
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* regression tests for the language. *
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* *
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* 8. Aggregation of this Package with a commercial distribution is always *
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* permitted provided that the use of this Package is embedded; that is, *
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* when no overt attempt is made to make this Package's interfaces visible *
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* to the end user of the commercial distribution. Such use shall not be *
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* construed as a distribution of this Package. *
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* *
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* 9. The name of the Copyright Holder may not be used to endorse or promote *
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* products derived from this software without specific prior written *
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* permission. *
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* *
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* 10. THIS PACKAGE IS PROVIDED "AS IS" AND WITHOUT ANY EXPRESS OR *
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* IMPLIED WARRANTIES, INCLUDING, WITHOUT LIMITATION, THE IMPLIED *
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* WARRANTIES OF MERCHANTIBILITY AND FITNESS FOR A PARTICULAR PURPOSE. *
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* *
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* The End *
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* *
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\******************************************************************************/
|
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#include <math.h>
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#include <float.h>
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#include <stdio.h>
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#include <stdlib.h>
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#include <string.h>
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typedef struct _density_integral {
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double low;
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double high;
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double mu;
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double sigma;
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} density_integral;
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double sigmoid(double x, double slope);
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2014-11-25 12:03:48 +00:00
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double normal(double x, double mu,double sigma);
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2011-06-26 23:13:43 +01:00
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double Phi(double x);
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double cumulative_normal(double low, double high, double sigma, double mu);
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double cumulative_normal_dmu(double low, double high,double mu,double sigma);
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double cumulative_normal_dsigma(double low, double high,double mu,double sigma);
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density_integral parse_density_integral_string(char *input, char *variablename);
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