/******************************************************************************\ * * * SimpleCUDD library (www.cs.kuleuven.be/~theo/tools/simplecudd.html) * * SimpleCUDD was developed at Katholieke Universiteit Leuven(www.kuleuven.be) * * * * Copyright T. Mantadelis, A. Kimmig, B. Gutmann * * and Katholieke Universiteit Leuven 2008 * * * * Author: Bernd Gutmann * * File: problogmath.h * * $Date:: 2009-08-17 17:45:21 +0200 (Mon, 17 Aug 2009) $ * * $Revision:: 1900 $ * * * * * ******************************************************************************** * * * The "Artistic License" * * * * Preamble * * * * The intent of this document is to state the conditions under which a * * Package may be copied, such that the Copyright Holder maintains some * * semblance of artistic control over the development of the package, * * while giving the users of the package the right to use and distribute * * the Package in a more-or-less customary fashion, plus the right to make * * reasonable modifications. * * * * Definitions: * * * * "Package" refers to the collection of files distributed by the * * Copyright Holder, and derivatives of that collection of files * * created through textual modification. * * * * "Standard Version" refers to such a Package if it has not been * * modified, or has been modified in accordance with the wishes * * of the Copyright Holder as specified below. * * * * "Copyright Holder" is whoever is named in the copyright or * * copyrights for the package. * * * * "You" is you, if you're thinking about copying or distributing * * this Package. * * * * "Reasonable copying fee" is whatever you can justify on the * * basis of media cost, duplication charges, time of people involved, * * and so on. 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You may distribute the programs of this Package in object code or * * executable form, provided that you do at least ONE of the following: * * * * a) distribute a Standard Version of the executables and library files, * * together with instructions (in the manual page or equivalent) on where * * to get the Standard Version. * * * * b) accompany the distribution with the machine-readable source of * * the Package with your modifications. * * * * c) give non-standard executables non-standard names, and clearly * * document the differences in manual pages (or equivalent), together * * with instructions on where to get the Standard Version. * * * * d) make other distribution arrangements with the Copyright Holder. * * * * 5. You may charge a reasonable copying fee for any distribution of this * * Package. You may charge any fee you choose for support of this * * Package. You may not charge a fee for this Package itself. However, * * you may distribute this Package in aggregate with other (possibly * * commercial) programs as part of a larger (possibly commercial) software * * distribution provided that you do not advertise this Package as a * * product of your own. You may embed this Package's interpreter within * * an executable of yours (by linking); this shall be construed as a mere * * form of aggregation, provided that the complete Standard Version of the * * interpreter is so embedded. * * * * 6. The scripts and library files supplied as input to or produced as * * output from the programs of this Package do not automatically fall * * under the copyright of this Package, but belong to whoever generated * * them, and may be sold commercially, and may be aggregated with this * * Package. If such scripts or library files are aggregated with this * * Package via the so-called "undump" or "unexec" methods of producing a * * binary executable image, then distribution of such an image shall * * neither be construed as a distribution of this Package nor shall it * * fall under the restrictions of Paragraphs 3 and 4, provided that you do * * not represent such an executable image as a Standard Version of this * * Package. * * * * 7. C subroutines (or comparably compiled subroutines in other * * languages) supplied by you and linked into this Package in order to * * emulate subroutines and variables of the language defined by this * * Package shall not be considered part of this Package, but are the * * equivalent of input as in Paragraph 6, provided these subroutines do * * not change the language in any way that would cause it to fail the * * regression tests for the language. * * * * 8. Aggregation of this Package with a commercial distribution is always * * permitted provided that the use of this Package is embedded; that is, * * when no overt attempt is made to make this Package's interfaces visible * * to the end user of the commercial distribution. Such use shall not be * * construed as a distribution of this Package. * * * * 9. The name of the Copyright Holder may not be used to endorse or promote * * products derived from this software without specific prior written * * permission. * * * * 10. THIS PACKAGE IS PROVIDED "AS IS" AND WITHOUT ANY EXPRESS OR * * IMPLIED WARRANTIES, INCLUDING, WITHOUT LIMITATION, THE IMPLIED * * WARRANTIES OF MERCHANTIBILITY AND FITNESS FOR A PARTICULAR PURPOSE. * * * * The End * * * \******************************************************************************/ #include #include #include #include #include typedef struct _density_integral { double low; double high; double mu; double 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); density_integral parse_density_integral_string(char *input, char *variablename);