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yap-6.3/packages/ProbLog/simplecudd_lfi/problogmath.c
2011-06-26 23:13:43 +01:00

294 lines
16 KiB
C

/******************************************************************************\
* *
* 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.c *
* $Date:: 2009-12-06 00:55:33 +0100 (Sun, 06 Dec 2009) $ *
* $Revision:: 2919 $ *
* *
* *
********************************************************************************
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\******************************************************************************/
#include "problogmath.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);
}
// 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_dsigma(double low, double high,double mu,double sigma) {
return ((mu-high)*normal(high,mu,sigma) - (mu-low)*normal(low,mu,sigma))/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;
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 (IsRealNumber(s1)) {
result.mu=atof(s1);
} else {
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 (IsRealNumber(s2)) {
result.sigma=atof(s2);
} else {
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);
}
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 (IsRealNumber(s3)) {
result.low=atof(s3);
} else {
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 (IsRealNumber(s4)) {
result.high=atof(s4);
} else {
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");
exit(EXIT_FAILURE);
}
return result;
}