2009-03-09 00:42:12 +00:00
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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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2010-08-26 13:44:10 +01:00
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* Copyright Katholieke Universiteit Leuven 2008, 2009, 2010 *
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* *
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* Author: Bernd Gutmann *
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* File: problogmath.h *
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* $Date:: 2010-08-25 15:23:30 +0200 (Wed, 25 Aug 2010) $ *
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* $Revision:: 4683 $ *
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2009-03-09 00:42:12 +00:00
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* *
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* *
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********************************************************************************
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* *
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2010-01-14 15:46:46 +00:00
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* Artistic License 2.0 *
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* *
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* Copyright (c) 2000-2006, The Perl Foundation. *
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* *
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* Everyone is permitted to copy and distribute verbatim copies of this license *
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* document, but changing it is not allowed. *
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* *
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* Preamble *
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* *
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* This license establishes the terms under which a given free software Package *
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* may be copied, modified, distributed, and/or redistributed. The intent is *
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* that the Copyright Holder maintains some artistic control over the *
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* development of that Package while still keeping the Package available as *
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* open source and free software. *
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* *
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* You are always permitted to make arrangements wholly outside of this license *
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* directly with the Copyright Holder of a given Package. If the terms of this *
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* license do not permit the full use that you propose to make of the Package, *
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* you should contact the Copyright Holder and seek a different licensing *
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* arrangement. *
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* Definitions *
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* *
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* "Copyright Holder" means the individual(s) or organization(s) named in the *
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* copyright notice for the entire Package. *
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* *
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* "Contributor" means any party that has contributed code or other material to *
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* the Package, in accordance with the Copyright Holder's procedures. *
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* *
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* "You" and "your" means any person who would like to copy, distribute, or *
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* modify the Package. *
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* *
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* "Package" means the collection of files distributed by the Copyright Holder, *
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* to anyone else, or in the case of a company or organization, to others *
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* *
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* "Distributor Fee" means any fee that you charge for Distributing this *
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* Package or providing support for this Package to another party. It does not *
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* mean licensing fees. *
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* *
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* "Standard Version" refers to the Package if it has not been modified, or has *
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* been modified only in ways explicitly requested by the Copyright Holder. *
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* *
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* "Modified Version" means the Package, if it has been changed, and such *
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* changes were not explicitly requested by the Copyright Holder. *
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* *
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* "Original License" means this Artistic License as Distributed with the *
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* Standard Version of the Package, in its current version or as it may be *
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* modified by The Perl Foundation in the future. *
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* *
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* "Source" form means the source code, documentation source, and configuration *
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* files for the Package. *
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* *
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* "Compiled" form means the compiled bytecode, object code, binary, or any *
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* other form resulting from mechanical transformation or translation of the *
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* Source form. *
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* Permission for Use and Modification Without Distribution *
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* *
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* (1) You are permitted to use the Standard Version and create and use *
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* Modified Versions for any purpose without restriction, provided that you do *
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* not Distribute the Modified Version. *
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* Permissions for Redistribution of the Standard Version *
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* *
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* (2) You may Distribute verbatim copies of the Source form of the Standard *
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* Version of this Package in any medium without restriction, either gratis or *
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* for a Distributor Fee, provided that you duplicate all of the original *
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* copyright notices and associated disclaimers. At your discretion, such *
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* verbatim copies may or may not include a Compiled form of the Package. *
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* *
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* (3) You may apply any bug fixes, portability changes, and other *
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* modifications made available from the Copyright Holder. The resulting *
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* Package will still be considered the Standard Version, and as such will be *
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* subject to the Original License. *
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* Distribution of Modified Versions of the Package as Source *
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* *
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* (4) You may Distribute your Modified Version as Source (either gratis or for *
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* a Distributor Fee, and with or without a Compiled form of the Modified *
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* Version) provided that you clearly document how it differs from the Standard *
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* Version, including, but not limited to, documenting any non-standard *
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* features, executables, or modules, and provided that you do at least ONE of *
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* the following: *
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* *
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* (a) make the Modified Version available to the Copyright Holder of the *
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* Standard Version, under the Original License, so that the Copyright Holder *
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* may include your modifications in the Standard Version. *
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* (b) ensure that installation of your Modified Version does not prevent the *
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* user installing or running the Standard Version. In addition, the Modified *
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* Version must bear a name that is different from the name of the Standard *
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* Version. *
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* (c) allow anyone who receives a copy of the Modified Version to make the *
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* Source form of the Modified Version available to others under *
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* (i) the Original License or *
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* (ii) a license that permits the licensee to freely copy, modify and *
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* redistribute the Modified Version using the same licensing terms that apply *
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* to the copy that the licensee received, and requires that the Source form of *
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* the Modified Version, and of any works derived from it, be made freely *
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* available in that license fees are prohibited but Distributor Fees are *
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* allowed. *
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* Distribution of Compiled Forms of the Standard Version or Modified Versions *
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* without the Source *
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* *
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* (5) You may Distribute Compiled forms of the Standard Version without the *
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* Source, provided that you include complete instructions on how to get the *
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* Source of the Standard Version. Such instructions must be valid at the time *
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* of your distribution. If these instructions, at any time while you are *
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* carrying out such distribution, become invalid, you must provide new *
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* instructions on demand or cease further distribution. If you provide valid *
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* that the instructions are invalid, then you do not forfeit any of your *
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* rights under this license. *
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* *
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* (6) You may Distribute a Modified Version in Compiled form without the *
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* Source, provided that you comply with Section 4 with respect to the Source *
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* of the Modified Version. *
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* Aggregating or Linking the Package *
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* *
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* (7) You may aggregate the Package (either the Standard Version or Modified *
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* Version) with other packages and Distribute the resulting aggregation *
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* provided that you do not charge a licensing fee for the Package. Distributor *
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* Fees are permitted, and licensing fees for other components in the *
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* aggregation are permitted. The terms of this license apply to the use and *
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* aggregation. *
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* *
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* *
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* (10) Any use, modification, and distribution of the Standard or Modified *
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* Versions is governed by this Artistic License. By using, modifying or *
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* distributing the Package, you accept this license. Do not use, modify, or *
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* distribute the Package, if you do not accept this license. *
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* *
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* (11) If your Modified Version has been derived from a Modified Version made *
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* by someone other than you, you are nevertheless required to ensure that your *
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* Modified Version complies with the requirements of this license. *
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* *
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* (12) This license does not grant you the right to use any trademark, service *
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* mark, tradename, or logo of the Copyright Holder. *
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* (13) This license includes the non-exclusive, worldwide, free-of-charge *
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* contributory patent infringement, then this Artistic License to you shall *
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* terminate on the date that such litigation is filed. *
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* *
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* (14) Disclaimer of Warranty: THE PACKAGE IS PROVIDED BY THE COPYRIGHT HOLDER *
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* AND CONTRIBUTORS "AS IS' AND WITHOUT ANY EXPRESS OR IMPLIED WARRANTIES. THE *
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* IMPLIED WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, OR *
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* NON-INFRINGEMENT ARE DISCLAIMED TO THE EXTENT PERMITTED BY YOUR LOCAL LAW. *
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* UNLESS REQUIRED BY LAW, NO COPYRIGHT HOLDER OR CONTRIBUTOR WILL BE LIABLE *
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* ANY WAY OUT OF THE USE OF THE PACKAGE, EVEN IF ADVISED OF THE POSSIBILITY OF *
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* SUCH DAMAGE. *
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2009-03-09 00:42:12 +00:00
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* *
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* The End *
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* *
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\******************************************************************************/
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2010-08-26 13:44:10 +01:00
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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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2009-03-09 00:42:12 +00:00
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2010-08-26 13:44:10 +01:00
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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 log_sigma;
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} density_integral;
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2009-03-09 00:42:12 +00:00
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2010-08-26 13:44:10 +01:00
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double sigmoid(double x, double slope);
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double Phi(double x);
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2009-03-09 00:42:12 +00:00
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2010-08-26 13:44:10 +01:00
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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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2009-03-09 00:42:12 +00:00
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2010-08-26 13:44:10 +01:00
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double cumulative_normal_upper(double high, double mu, double sigma);
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double cumulative_normal_upper_dsigma(double high,double mu,double sigma);
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double cumulative_normal_upper_dmu(double high,double mu,double sigma);
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2009-03-09 00:42:12 +00:00
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2010-08-26 13:44:10 +01:00
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density_integral parse_density_integral_string(char *input, char *variablename);
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