169 lines
12 KiB
C
169 lines
12 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.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. (You will not be required to justify it to the *
|
|
* Copyright Holder, but only to the computing community at large *
|
|
* as a market that must bear the fee.) *
|
|
* *
|
|
* "Freely Available" means that no fee is charged for the item *
|
|
* itself, though there may be fees involved in handling the item. *
|
|
* It also means that recipients of the item may redistribute it *
|
|
* under the same conditions they received it. *
|
|
* *
|
|
* 1. You may make and give away verbatim copies of the source form of the *
|
|
* Standard Version of this Package without restriction, provided that you *
|
|
* duplicate all of the original copyright notices and associated disclaimers. *
|
|
* *
|
|
* 2. You may apply bug fixes, portability fixes and other modifications *
|
|
* derived from the Public Domain or from the Copyright Holder. A Package *
|
|
* modified in such a way shall still be considered the Standard Version. *
|
|
* *
|
|
* 3. You may otherwise modify your copy of this Package in any way, provided *
|
|
* that you insert a prominent notice in each changed file stating how and *
|
|
* when you changed that file, and provided that you do at least ONE of the *
|
|
* following: *
|
|
* *
|
|
* a) place your modifications in the Public Domain or otherwise make them *
|
|
* Freely Available, such as by posting said modifications to Usenet or *
|
|
* an equivalent medium, or placing the modifications on a major archive *
|
|
* site such as uunet.uu.net, or by allowing the Copyright Holder to include *
|
|
* your modifications in the Standard Version of the Package. *
|
|
* *
|
|
* b) use the modified Package only within your corporation or organization. *
|
|
* *
|
|
* c) rename any non-standard executables so the names do not conflict *
|
|
* with standard executables, which must also be provided, and provide *
|
|
* a separate manual page for each non-standard executable that clearly *
|
|
* documents how it differs from the Standard Version. *
|
|
* *
|
|
* d) make other distribution arrangements with the Copyright Holder. *
|
|
* *
|
|
* 4. 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 <math.h>
|
|
#include <float.h>
|
|
#include <stdio.h>
|
|
#include <stdlib.h>
|
|
#include <string.h>
|
|
|
|
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);
|