/******************************************************************************\ * * * SimpleCUDD library (www.cs.kuleuven.be/~theo/tools/simplecudd.html) * * SimpleCUDD was developed at Katholieke Universiteit Leuven(www.kuleuven.be) * * * * Copyright Katholieke Universiteit Leuven 2008, 2009, 2010 * * * * Author: Bernd Gutmann * * File: problogmath.h * * $Date:: 2010-08-25 15:23:30 +0200 (Wed, 25 Aug 2010) $ * * $Revision:: 4683 $ * * * * * ******************************************************************************** * * * Artistic License 2.0 * * * * Copyright (c) 2000-2006, The Perl Foundation. * * * * Everyone is permitted to copy and distribute verbatim copies of this license * * document, but changing it is not allowed. * * * * Preamble * * * * This license establishes the terms under which a given free software Package * * may be copied, modified, distributed, and/or redistributed. 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If * * you institute patent litigation (including a cross-claim or counterclaim) * * against any party alleging that the Package constitutes direct or * * contributory patent infringement, then this Artistic License to you shall * * terminate on the date that such litigation is filed. * * * * (14) Disclaimer of Warranty: THE PACKAGE IS PROVIDED BY THE COPYRIGHT HOLDER * * AND CONTRIBUTORS "AS IS' AND WITHOUT ANY EXPRESS OR IMPLIED WARRANTIES. THE * * IMPLIED WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, OR * * NON-INFRINGEMENT ARE DISCLAIMED TO THE EXTENT PERMITTED BY YOUR LOCAL LAW. * * UNLESS REQUIRED BY LAW, NO COPYRIGHT HOLDER OR CONTRIBUTOR WILL BE LIABLE * * FOR ANY DIRECT, INDIRECT, INCIDENTAL, OR CONSEQUENTIAL DAMAGES ARISING IN * * ANY WAY OUT OF THE USE OF THE PACKAGE, EVEN IF ADVISED OF THE POSSIBILITY OF * * SUCH DAMAGE. * * * * The End * * * \******************************************************************************/ #include #include #include #include #include typedef struct _density_integral { double low; double high; double mu; double log_sigma; } density_integral; double sigmoid(double x, double slope); double Phi(double x); double cumulative_normal(double low, double high, double sigma, double mu); double cumulative_normal_dmu(double low, double high,double mu,double sigma); double cumulative_normal_dsigma(double low, double high,double mu,double sigma); double cumulative_normal_upper(double high, double mu, double sigma); double cumulative_normal_upper_dsigma(double high,double mu,double sigma); double cumulative_normal_upper_dmu(double high,double mu,double sigma); density_integral parse_density_integral_string(char *input, char *variablename);