216 lines
16 KiB
C
216 lines
16 KiB
C
/******************************************************************************\
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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 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:: 2010-10-06 13:20:59 +0200 (Wed, 06 Oct 2010) $ *
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* $Revision:: 4880 $ *
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* *
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********************************************************************************
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* *
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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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* rights under this license. *
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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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* to be a Modified Version. In addition, such works are not considered parts *
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* of the Package itself, and are not subject to the terms of this license. *
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* General Provisions *
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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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* you institute patent litigation (including a cross-claim or counterclaim) *
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* against any party alleging that the Package constitutes direct or *
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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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* 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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* *
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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 log_sigma;
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} density_integral;
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double sigmoid(double x, double slope);
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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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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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density_integral parse_density_integral_string(char *input, char *variablename);
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