/******************************************************************************\ * * * 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.c * * $Date:: 2010-12-17 12:21:58 +0100 (Fri, 17 Dec 2010) $ * * $Revision:: 5159 $ * * * ******************************************************************************** * * * 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 "problogmath.h" #include "general.h" double sigmoid(double x, double slope) { return 1.0 / (1.0 + exp(-x * slope)); } // This function calculates the accumulated density of the normal distribution // For details see G. Marsaglia, Evaluating the Normal Distribution, Journal of Statistical Software, 2004:11(4). double Phi(double x) { double s=x; double t=0.0; double b=x; double q=x*x; double i=1; // if the value is too small or too big, return // 0/1 to avoid long computations if (x < -10.0) { return 0.0; } if (x > 10.0) { return 1.0; } // t is the value from last iteration // s is the value from the current iteration // iterate until they are equal while(fabs(s-t) >= DBL_MIN) { t=s; i+=2; b*=q/i; s+=b; } return 0.5+s*exp(-0.5*q-0.91893853320467274178); } // integrates the normal distribution over [low,high] double cumulative_normal(double low, double high, double mu, double sigma) { return Phi((high-mu)/sigma) - Phi((low-mu)/sigma); } // integrates the normal distribution over [-oo,high] double cumulative_normal_upper(double high, double mu, double sigma) { return Phi((high-mu)/sigma); } // evaluates the density of the normal distribution double normal(double x, double mu,double sigma) { double inner=(x-mu)/sigma; double denom=sigma*sqrt(2*3.14159265358979323846); return exp(-inner*inner/2)/denom; } double cumulative_normal_dmu(double low, double high,double mu,double sigma) { return normal(low,mu,sigma) - normal(high,mu,sigma); } double cumulative_normal_upper_dmu(double high,double mu,double sigma) { return - normal(high,mu,sigma); } double cumulative_normal_dsigma(double low, double high,double mu,double sigma) { return (((mu-high)*normal(high,mu,sigma) - (mu-low)*normal(low,mu,sigma))/sigma); } double cumulative_normal_upper_dsigma(double high,double mu,double sigma) { return (mu-high)*normal(high,mu,sigma); } // this function parses two strings "$a;$b" and "???_???l$ch$d" where $a-$d are (real) numbers // it is used to parse in the parameters of continues variables from the input file density_integral parse_density_integral_string(char *input, char *variablename) { density_integral result; double sigma; int i; char garbage[64], s1[64],s2[64],s3[64],s4[64]; if(sscanf(input, "%64[^;];%64[^;]", s1,s2) != 2) { fprintf(stderr, "Error at parsing the string %s in the function parse_density_integral_string\n",input); fprintf(stderr, "The string should contain 2 fields seperated by ; characters.\n"); exit(EXIT_FAILURE); } if (!getRealNumber(s1, &result.mu)) { fprintf(stderr, "Error at parsing the string %s in the function parse_density_integral_string\n",input); fprintf(stderr, "%s is not a number\n",s1); exit(EXIT_FAILURE); } if (!getRealNumber(s2, &sigma) || sigma<=0.0) { fprintf(stderr, "Error at parsing the string %s in the function parse_density_integral_string\n",input); fprintf(stderr, "%s is not a number\n",s2); exit(EXIT_FAILURE); } result.log_sigma=log(sigma); /* if (result.sigma<=0) { */ /* fprintf(stderr, "Error at parsing the string %s in the function parse_density_integral_string",input); */ /* fprintf(stderr, "The value for sigma has to be larger than 0.\n"); */ /* exit(EXIT_FAILURE); */ /* } */ if (sscanf(variablename,"%64[^lh]l%64[^lh]h%64[^lh]",garbage,s3,s4) != 3) { fprintf(stderr, "Error at parsing the string %s in the function parse_density_integral_string\n",variablename); fprintf(stderr, "The string should contain 2 fields seperated by ; characters.\n"); exit(EXIT_FAILURE); } // replace the d by . in s1 and s2 for(i=0; s3[i]!='\0' ; i++) { if (s3[i]=='d') { s3[i]='.'; } if (s3[i]=='m') { s3[i]='-'; } } for(i=0; s4[i]!='\0' ; i++) { if (s4[i]=='d') { s4[i]='.'; } if (s4[i]=='m') { s4[i]='-'; } } if (!getRealNumber(s3, &result.low)) { fprintf(stderr, "Error at parsing the string %s in the function parse_density_integral_string\n",input); fprintf(stderr, "%s is not a number\n",s1); exit(EXIT_FAILURE); } if (!getRealNumber(s4, &result.high)) { fprintf(stderr, "Error ar parsing the string %s in the function parse_density_integral_string\n",input); fprintf(stderr, "%s is not a number\n",s1); exit(EXIT_FAILURE); } if (result.low>result.high) { fprintf(stderr, "Error ar parsing the string %s in the function parse_density_integral_string\n",input); fprintf(stderr, "The value for low has to be larger than then value for high.\n"); fprintf(stderr, " was [%f, %f]\n",result.low, result.high); fprintf(stderr, " input %s \n",input); fprintf(stderr, " variablename %s \n",variablename); exit(EXIT_FAILURE); } return result; }