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|
/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
* This file is part of the LibreOffice project.
*
* This Source Code Form is subject to the terms of the Mozilla Public
* License, v. 2.0. If a copy of the MPL was not distributed with this
* file, You can obtain one at http://mozilla.org/MPL/2.0/.
*/
#ifndef SC_OPENCL_OPINLINFUN_statistical
#define SC_OPENCL_OPINLINFUN_statistical
std::string MinDecl = "#define Min 2.22507e-308\n";
std::string F_PIDecl="#define F_PI 3.1415926\n";
std::string fBigInvDecl ="#define fBigInv 2.22045e-016\n";
std::string fMachEpsDecl ="#define fMachEps 2.22045e-016\n";
std::string fLogDblMaxDecl ="#define fLogDblMax log(1.79769e+308)\n";
std::string fHalfMachEpsDecl ="#define fHalfMachEps 0.5*2.22045e-016\n";
std::string fMaxGammaArgumentDecl=
"#define fMaxGammaArgument 171.624376956302\n";
std::string GetValueDecl=
"double GetValue( double x,double fp,double fDF );";
std::string GetValue=
"double GetValue( double x,double fp,double fDF )\n"
"{\n"
" return fp - 2 * GetTDist(x, fDF);\n"
"}\n";
std::string GetGammaSeriesDecl=
"double GetGammaSeries( double fA, double fX );\n";
std::string GetGammaSeries =
"double GetGammaSeries( double fA, double fX )\n"
"{\n"
" double fDenomfactor = fA;\n"
" double fSummand = 1.0/fA;\n"
" double fSum = fSummand;\n"
" int nCount=1;\n"
" do\n"
" {\n"
" fDenomfactor = fDenomfactor + 1.0;\n"
" fSummand = fSummand * fX/fDenomfactor;\n"
" fSum = fSum + fSummand;\n"
" nCount = nCount+1;\n"
" } while ( fSummand/fSum > fHalfMachEps && nCount<=10000);\n"
" if (nCount>10000)\n"
" {\n"
" }\n"
" return fSum;\n"
"}\n";
std::string GetGammaContFractionDecl = "double GetGammaContFraction( double "
"fA, double fX );\n";
std::string GetGammaContFraction =
"double GetGammaContFraction( double fA, double fX )\n"
"{\n"
" double fBig = 1.0/fBigInv;\n"
" double fCount = 0.0;\n"
" double fNum = 0.0;\n"
" double fY = 1.0 - fA;\n"
" double fDenom = fX + 2.0-fA;\n"
" double fPk = 0.0;\n"
" double fPkm1 = fX + 1.0;\n"
" double fPkm2 = 1.0;\n"
" double fQk = 1.0;\n"
" double fQkm1 = fDenom * fX;\n"
" double fQkm2 = fX;\n"
" double fApprox = fPkm1/fQkm1;\n"
" bool bFinished = false;\n"
" double fR = 0.0;\n"
" do\n"
" {\n"
" fCount = fCount +1.0;\n"
" fY = fY+ 1.0;\n"
" fNum = fY * fCount;\n"
" fDenom = fDenom +2.0;\n"
" fPk = fPkm1 * fDenom - fPkm2 * fNum;\n"
" fQk = fQkm1 * fDenom - fQkm2 * fNum;\n"
" if (fQk != 0.0)\n"
" {\n"
" fR = fPk/fQk;\n"
" bFinished = (fabs( (fApprox - fR)/fR ) <= fHalfMachEps);\n"
" fApprox = fR;\n"
" }\n"
" fPkm2 = fPkm1;\n"
" fPkm1 = fPk;\n"
" fQkm2 = fQkm1;\n"
" fQkm1 = fQk;\n"
" if (fabs(fPk) > fBig)\n"
" {\n"
" fPkm2 = fPkm2 * fBigInv;\n"
" fPkm1 = fPkm1 * fBigInv;\n"
" fQkm2 = fQkm2 * fBigInv;\n"
" fQkm1 = fQkm1 * fBigInv;\n"
" }\n"
" } while (!bFinished && fCount<10000);\n"
" if (!bFinished)\n"
" {\n"
" }\n"
" return fApprox;\n"
"}\n";
std::string GetLowRegIGammaDecl = "double GetLowRegIGamma( double "
"fA, double fX );\n";
std::string GetLowRegIGamma =
"double GetLowRegIGamma( double fA, double fX )\n"
"{\n"
" double fLnFactor = fA * log(fX) - fX - lgamma(fA);\n"
" double fFactor = exp(fLnFactor);\n"
" if (fX>fA+1.0) \n"
" return 1.0 - fFactor * GetGammaContFraction(fA,fX);\n"
" else\n"
" return fFactor * GetGammaSeries(fA,fX);\n"
"}\n";
std::string GetGammaDistDecl = "double GetGammaDist( double fX, double "
"fAlpha, double fLambda );\n";
std::string GetGammaDist =
"double GetGammaDist( double fX, double fAlpha, double fLambda )\n"
"{\n"
" if (fX <= 0.0)\n"
" return 0.0;\n"
" else\n"
" return GetLowRegIGamma( fAlpha, fX / fLambda);\n"
"}\n";
std::string GetGammaDistPDFDecl = "double GetGammaDistPDF( double fX"
", double fAlpha, double fLambda );\n";
std::string GetGammaDistPDF =
"double GetGammaDistPDF( double fX, double fAlpha, double fLambda )\n"
"{\n"
" if (fX < 0.0)\n"
" return 0.0;\n"
" else if (fX == 0)\n"
" {\n"
" if (fAlpha < 1.0)\n"
" {\n"
" return HUGE_VAL;\n"
" }\n"
" else if (fAlpha == 1)\n"
" {\n"
" return (1.0 / fLambda);\n"
" }\n"
" else\n"
" {\n"
" return 0.0;\n"
" }\n"
" }\n"
" else\n"
" {\n"
" double fXr = fX / fLambda;\n"
" if (fXr > 1.0)\n"
" {\n"
" if (log(fXr) * (fAlpha-1.0) < fLogDblMax &&"
"fAlpha < fMaxGammaArgument)\n"
" {\n"
" return pow( fXr, fAlpha-1.0) * exp(-fXr) / "
"fLambda / tgamma(fAlpha);\n"
" }\n"
" else\n"
" {\n"
" return exp( (fAlpha-1.0) * log(fXr) - fXr - "
"log(fLambda) - lgamma(fAlpha));\n"
" }\n"
" }\n"
" else\n"
" {\n"
" if (fAlpha<fMaxGammaArgument)\n"
" {\n"
" return pow( fXr, fAlpha-1.0) * exp(-fXr) / "
"fLambda / tgamma(fAlpha);\n"
" }\n"
" else\n"
" {\n"
" return pow( fXr, fAlpha-1.0) * exp(-fXr) / "
"fLambda / exp( lgamma(fAlpha));\n"
" }\n"
" }\n"
" }\n"
"}\n";
std::string GetBetaDistDecl =
"double GetBetaDist(double fXin, double fAlpha, double fBeta);\n";
std::string GetBetaDist =
"double GetBetaDist(double fXin, double fAlpha, double fBeta)\n"
"{\n"
" if (fXin <= 0.0)\n"
" return 0.0;\n"
" if (fXin >= 1.0)\n"
" return 1.0;\n"
" if (fBeta == 1.0)\n"
" return pow(fXin, fAlpha);\n"
" if (fAlpha == 1.0)\n"
" return -expm1(fBeta * log1p(-fXin));\n"
" double fResult;\n"
" double fY = (0.5-fXin)+0.5;\n"
" double flnY = log1p(-fXin);\n"
" double fX = fXin;\n"
" double flnX = log(fXin);\n"
" double fA = fAlpha;\n"
" double fB = fBeta;\n"
" bool bReflect = fXin > fAlpha/(fAlpha+fBeta);\n"
" if (bReflect)\n"
" {\n"
" fA = fBeta;\n"
" fB = fAlpha;\n"
" fX = fY;\n"
" fY = fXin;\n"
" flnX = flnY;\n"
" flnY = log(fXin);\n"
" }\n"
" fResult = lcl_GetBetaHelperContFrac(fX,fA,fB);\n"
" fResult = fResult/fA;\n"
" double fP = fA/(fA+fB);\n"
" double fQ = fB/(fA+fB);\n"
" double fTemp;\n"
" if (fA > 1.0 && fB > 1.0 && fP < 0.97 && fQ < 0.97)\n"
" fTemp = GetBetaDistPDF(fX,fA,fB)*fX*fY;\n"
" else\n"
" fTemp = exp(fA*flnX + fB*flnY - GetLogBeta(fA,fB));\n"
" fResult *= fTemp;\n"
" if (bReflect)\n"
" fResult = 0.5 - fResult + 0.5;\n"
" if (fResult > 1.0)\n"
" fResult = 1.0;\n"
" if (fResult < 0.0)\n"
" fResult = 0.0;\n"
" return fResult;\n"
"}\n";
std::string GetFDistDecl =
"double GetFDist(double x, double fF1, double fF2);\n";
std::string GetFDist =
"double GetFDist(double x, double fF1, double fF2)\n"
"{\n"
" double arg = fF2/(fF2+fF1*x);\n"
" double alpha = fF2/2.0;\n"
" double beta = fF1/2.0;\n"
" return (GetBetaDist(arg, alpha, beta));\n"
"}\n";
std::string GetGammaInvValueDecl = "double"
" GetGammaInvValue(double fAlpha,double fBeta,double fX1 );\n";
std::string GetGammaInvValue =
"double GetGammaInvValue(double fAlpha,double fBeta,double fX1 )\n"
"{\n"
" if (fX1 <= 0.0)\n"
" return 0.0;\n"
" else\n"
" {\n"
" double fX=fX1/fBeta;\n"
" double fLnFactor = fAlpha * log(fX) - fX - lgamma(fAlpha);\n"
" double fFactor = exp(fLnFactor);\n"
" if (fX>fAlpha+1.0)\n"
" return 1.0 - fFactor * GetGammaContFraction(fAlpha,fX);\n"
" else\n"
" return fFactor * GetGammaSeries(fAlpha,fX);\n"
" }\n"
"}\n";
std::string GetFInvValueDecl = "double GetFInvValue(double fF1,double fF2"
",double fX1 );";
std::string GetFInvValue =
"double GetFInvValue(double fF1,double fF2,double fX1 )\n"
"{\n"
" double arg = fF2/(fF2+fF1*fX1);\n"
" double alpha = fF2/2.0;\n"
" double beta = fF1/2.0;\n"
" double fXin,fAlpha,fBeta;\n"
" fXin=arg;fAlpha=alpha;fBeta=beta;\n"
" if (fXin <= 0.0)\n"
" return 0.0;\n"
" if (fXin >= 1.0)\n"
" return 1.0;\n"
" if (fBeta == 1.0)\n"
" return pow(fXin, fAlpha);\n"
" if (fAlpha == 1.0)\n"
" return -expm1(fBeta * log1p(-fXin));\n"
" double fResult;\n"
" double fY = (0.5-fXin)+0.5;\n"
" double flnY = log1p(-fXin);\n"
" double fX = fXin;\n"
" double flnX = log(fXin);\n"
" double fA = fAlpha;\n"
" double fB = fBeta;\n"
" bool bReflect = fXin > fAlpha/(fAlpha+fBeta);\n"
" if (bReflect)\n"
" {\n"
" fA = fBeta;\n"
" fB = fAlpha;\n"
" fX = fY;\n"
" fY = fXin;\n"
" flnX = flnY;\n"
" flnY = log(fXin);\n"
" }\n"
" fResult = lcl_GetBetaHelperContFrac(fX,fA,fB);\n"
" fResult = fResult/fA;\n"
" double fP = fA/(fA+fB);\n"
" double fQ = fB/(fA+fB);\n"
" double fTemp;\n"
" if (fA > 1.0 && fB > 1.0 && fP < 0.97 && fQ < 0.97)\n"
" fTemp = GetBetaDistPDF(fX,fA,fB)*fX*fY;\n"
" else\n"
" fTemp = exp(fA*flnX + fB*flnY - GetLogBeta(fA,fB));\n"
" fResult *= fTemp;\n"
" if (bReflect)\n"
" fResult = 0.5 - fResult + 0.5;\n"
" if (fResult > 1.0)\n"
" fResult = 1.0;\n"
" if (fResult < 0.0)\n"
" fResult = 0.0;\n"
" return fResult;\n"
"}\n";
std::string GetBinomDistPMFDecl =
"double GetBinomDistPMF(double x, double n, double p);";
std::string GetBinomDistPMF =
"double GetBinomDistPMF(double x, double n, double p)\n"
"{\n"
" double q = (0.5 - p) + 0.5;\n"
" double fFactor = pow(q, n);\n"
" if (fFactor <= Min)\n"
" {\n"
" fFactor = pow(p, n);\n"
" if (fFactor <= Min)\n"
" return GetBetaDistPDF(p, x + 1.0, n - x + 1.0)/(n + 1.0);\n"
" else\n"
" {\n"
" uint max = (uint)(n - x);\n"
" for (uint i = 0; i < max && fFactor > 0.0; ++i)\n"
" fFactor *= (n - i)/(i + 1)*q/p;\n"
" return fFactor;\n"
" }\n"
" }\n"
" else\n"
" {\n"
" uint max = (uint)x;\n"
" for (uint i = 0; i < max && fFactor > 0.0; ++i)\n"
" fFactor *= (n - i)/(i + 1)*p/q;\n"
" return fFactor;\n"
" }\n"
"}\n";
std::string lcl_GetBinomDistRangeDecl =
"double lcl_GetBinomDistRange(double n, \n"
"double xs, double xe, double fFactor, double p, double q);";
std::string lcl_GetBinomDistRange=
"double lcl_GetBinomDistRange(double n, double xs, double xe,\n"
" double fFactor, double p, double q)\n"
"{\n"
" uint i;\n"
" double fSum;\n"
" uint nXs = (uint)xs;\n"
" for (i = 1; i <= nXs && fFactor > 0.0; ++i)\n"
" fFactor *= (n - i + 1)/i*p/q;\n"
" fSum = fFactor;\n"
" uint nXe =(uint)xe;\n"
" for (i = nXs + 1; i <= nXe && fFactor > 0.0; ++i)\n"
" {\n"
" fFactor *= (n - i + 1)/i*p/q;\n"
" fSum += fFactor;\n"
" }\n"
" return (fSum > 1.0) ? 1.0 : fSum;\n"
"}\n";
std::string GetLogGammaDecl = "double GetLogGamma(double fZ);\n";
std::string GetLogGamma =
"double GetLogGamma(double fZ)\n"
"{\n"
" if (fZ >= fMaxGammaArgument)\n"
" return lcl_GetLogGammaHelper(fZ);\n"
" if (fZ >= 1.0)\n"
" return log(lcl_GetGammaHelper(fZ));\n"
" if (fZ >= 0.5)\n"
" return log( lcl_GetGammaHelper(fZ+1) / fZ);\n"
" return lcl_GetLogGammaHelper(fZ+2) - log(fZ+1) - log(fZ);\n"
"}\n";
std::string GetChiDistDecl = "double GetChiDist(double fX, double fDF);\n";
std::string GetChiDist =
"double GetChiDist(double fX, double fDF)\n"
"{\n"
" if (fX <= 0.0)\n"
" return 1.0;\n"
" else\n"
" return GetUpRegIGamma( fDF /2.0, fX/2.0);\n"
"}\n";
std::string GetChiSqDistCDFDecl =
"double GetChiSqDistCDF(double fX, double fDF);\n";
std::string GetChiSqDistCDF =
"double GetChiSqDistCDF(double fX, double fDF)\n"
"{\n"
" if (fX <= 0.0)\n"
" return 0.0;"
" else\n"
" return GetLowRegIGamma( fDF/2.0, fX/2.0);\n"
"}\n";
std::string GetChiSqDistPDFDecl=
"double GetChiSqDistPDF(double fX, double fDF);\n";
std::string GetChiSqDistPDF =
"double GetChiSqDistPDF(double fX, double fDF)\n"
"{\n"
" double fValue;\n"
" if (fX <= 0.0)\n"
" return 0.0;\n"
" if (fDF*fX > 1391000.0)\n"
" {\n"
" fValue = exp((0.5*fDF - 1) * log(fX*0.5) - 0.5 * fX - log(2.0)"
" - lgamma(0.5*fDF));\n"
" }\n"
" else\n"
" {\n"
" double fCount;\n"
" if (fmod(fDF,2.0)<0.5)\n"
" {\n"
" fValue = 0.5;\n"
" fCount = 2.0;\n"
" }\n"
" else\n"
" {\n"
" fValue = 1/sqrt(fX*2*F_PI);\n"
" fCount = 1.0;\n"
" }\n"
" while ( fCount < fDF)\n"
" {\n"
" fValue *= (fX / fCount);\n"
" fCount += 2.0;\n"
" }\n"
" if (fX>=1425.0)\n"
" fValue = exp(log(fValue)-fX/2);\n"
" else\n"
" fValue *= exp(-fX/2);\n"
" }\n"
" return fValue;\n"
"}\n";
std::string lcl_IterateInverseBetaInvDecl =
"static double lcl_IterateInverseBetaInv(double fp, double fAlpha, \n"
" double fBeta, double fAx, double fBx, bool *rConvError );\n";
std::string lcl_IterateInverseBetaInv =
"static double lcl_IterateInverseBetaInv(double fp, double fAlpha, \n"
" double fBeta, double fAx, double fBx, bool *rConvError )\n"
"{\n"
" *rConvError = false;\n"
" double fYEps = 1.0E-307;\n"
" double fXEps = fMachEps;\n"
" if(!(fAx < fBx))\n"
" {\n"
" //print error\n"
" }\n"
" double fAy = fp - GetBetaDist(fAx, fAlpha, fBeta);\n"
" double fBy = fp - GetBetaDist(fBx, fAlpha, fBeta);\n"
" double fTemp;\n"
" unsigned short nCount;\n"
" for (nCount = 0; nCount < 1000 && !lcl_HasChangeOfSign(fAy,fBy);"
" nCount++)\n"
" {\n"
" if (fabs(fAy) <= fabs(fBy))\n"
" {\n"
" fTemp = fAx;\n"
" fAx += 2.0 * (fAx - fBx);\n"
" if (fAx < 0.0)\n"
" fAx = 0.0;\n"
" fBx = fTemp;\n"
" fBy = fAy;\n"
" fAy = fp - GetBetaDist(fAx, fAlpha, fBeta);\n"
" }\n"
" else\n"
" {\n"
" fTemp = fBx;\n"
" fBx += 2.0 * (fBx - fAx);\n"
" fAx = fTemp;\n"
" fAy = fBy;\n"
" fBy = fp - GetBetaDist(fBx, fAlpha, fBeta);\n"
" }\n"
" }\n"
" if (fAy == 0.0)\n"
" return fAx;\n"
" if (fBy == 0.0)\n"
" return fBx;\n"
" if (!lcl_HasChangeOfSign( fAy, fBy))\n"
" {\n"
" *rConvError = true;\n"
" return 0.0;\n"
" }\n"
" double fPx = fAx;\n"
" double fPy = fAy;\n"
" double fQx = fBx;\n"
" double fQy = fBy;\n"
" double fRx = fAx;\n"
" double fRy = fAy;\n"
" double fSx = 0.5 * (fAx + fBx);\n"
" bool bHasToInterpolate = true;\n"
" nCount = 0;\n"
" while ( nCount < 500 && fabs(fRy) > fYEps &&\n"
" (fBx-fAx) > fmax( fabs(fAx), fabs(fBx)) * fXEps )\n"
" {\n"
" if (bHasToInterpolate)\n"
" {\n"
" if (fPy!=fQy && fQy!=fRy && fRy!=fPy)\n"
" {\n"
" fSx = fPx * fRy * fQy / (fRy-fPy) / (fQy-fPy)\n"
" + fRx * fQy * fPy / (fQy-fRy) / (fPy-fRy)\n"
" + fQx * fPy * fRy / (fPy-fQy) / (fRy-fQy);\n"
" bHasToInterpolate = (fAx < fSx) && (fSx < fBx);\n"
" }\n"
" else\n"
" bHasToInterpolate = false;\n"
" }\n"
" if(!bHasToInterpolate)\n"
" {\n"
" fSx = 0.5 * (fAx + fBx);\n"
" fPx = fAx; fPy = fAy;\n"
" fQx = fBx; fQy = fBy;\n"
" bHasToInterpolate = true;\n"
" }\n"
" fPx = fQx; fQx = fRx; fRx = fSx;\n"
" fPy = fQy; fQy = fRy; fRy = fp - GetBetaDist(fSx, fAlpha, fBeta);\n"
" if (lcl_HasChangeOfSign( fAy, fRy))\n"
" {\n"
" fBx = fRx; fBy = fRy;\n"
" }\n"
" else\n"
" {\n"
" fAx = fRx; fAy = fRy;\n"
" }\n"
" bHasToInterpolate = bHasToInterpolate && (fabs(fRy) *"
" 2.0 <= fabs(fQy));\n"
" ++nCount;\n"
" }\n"
" return fRx;\n"
"}\n";
std::string lcl_IterateInverseChiInvDecl =
"static double lcl_IterateInverseChiInv"
"(double fp, double fdf, double fAx, double fBx, bool *rConvError);\n";
std::string lcl_IterateInverseChiInv =
"static double lcl_IterateInverseChiInv"
"(double fp, double fdf, double fAx, double fBx, bool *rConvError)\n"
"{\n"
" *rConvError = false;\n"
" double fYEps = 1.0E-307;\n"
" double fXEps = fMachEps;\n"
" if(!(fAx < fBx))\n"
" {\n"
" //print error\n"
" }"
" double fAy = fp - GetChiDist(fAx, fdf);\n"
" double fBy = fp - GetChiDist(fBx, fdf);\n"
" double fTemp;\n"
" unsigned short nCount;\n"
" for (nCount = 0; nCount < 1000 && "
"!lcl_HasChangeOfSign(fAy,fBy); nCount++)\n"
" {\n"
" if (fabs(fAy) <= fabs(fBy))\n"
" {\n"
" fTemp = fAx;\n"
" fAx += 2.0 * (fAx - fBx);\n"
" if (fAx < 0.0)\n"
" fAx = 0.0;\n"
" fBx = fTemp;\n"
" fBy = fAy;\n"
" fAy = fp - GetChiDist(fAx, fdf);\n"
" }\n"
" else\n"
" {\n"
" fTemp = fBx;\n"
" fBx += 2.0 * (fBx - fAx);\n"
" fAx = fTemp;\n"
" fAy = fBy;\n"
" fBy = fp - GetChiDist(fBx, fdf);\n"
" }\n"
" }\n"
" if (fAy == 0.0)\n"
" return fAx;\n"
" if (fBy == 0.0)\n"
" return fBx;\n"
" if (!lcl_HasChangeOfSign( fAy, fBy))\n"
" {\n"
" *rConvError = true;\n"
" return 0.0;\n"
" }\n"
" double fPx = fAx;\n"
" double fPy = fAy;\n"
" double fQx = fBx;\n"
" double fQy = fBy;\n"
" double fRx = fAx;\n"
" double fRy = fAy;\n"
" double fSx = 0.5 * (fAx + fBx);\n"
" bool bHasToInterpolate = true;\n"
" nCount = 0;\n"
" while ( nCount < 500 && fabs(fRy) > fYEps &&\n"
" (fBx-fAx) > fmax( fabs(fAx), fabs(fBx)) * fXEps )\n"
" {\n"
" if (bHasToInterpolate)\n"
" {\n"
" if (fPy!=fQy && fQy!=fRy && fRy!=fPy)\n"
" {\n"
" fSx = fPx * fRy * fQy / (fRy-fPy) / (fQy-fPy)\n"
" + fRx * fQy * fPy / (fQy-fRy) / (fPy-fRy)\n"
" + fQx * fPy * fRy / (fPy-fQy) / (fRy-fQy);\n"
" bHasToInterpolate = (fAx < fSx) && (fSx < fBx);\n"
" }\n"
" else\n"
" bHasToInterpolate = false;\n"
" }\n"
" if(!bHasToInterpolate)\n"
" {\n"
" fSx = 0.5 * (fAx + fBx);\n"
" fPx = fAx; fPy = fAy;\n"
" fQx = fBx; fQy = fBy;\n"
" bHasToInterpolate = true;\n"
" }\n"
" fPx = fQx; fQx = fRx; fRx = fSx;\n"
" fPy = fQy; fQy = fRy; fRy = fp - GetChiDist(fSx, fdf);\n"
" if (lcl_HasChangeOfSign( fAy, fRy))\n"
" {\n"
" fBx = fRx; fBy = fRy;\n"
" }\n"
" else\n"
" {\n"
" fAx = fRx; fAy = fRy;\n"
" }\n"
" bHasToInterpolate = bHasToInterpolate && (fabs(fRy)"
" * 2.0 <= fabs(fQy));\n"
" ++nCount;\n"
" }\n"
" return fRx;\n"
"}\n";
std::string lcl_IterateInverseChiSQInvDecl =
"static double lcl_IterateInverseChiSQInv( double fp, double fdf, \n"
" double fAx, double fBx, bool *rConvError );\n";
std::string lcl_IterateInverseChiSQInv =
"static double lcl_IterateInverseChiSQInv( double fp, double fdf, \n"
" double fAx, double fBx, bool *rConvError )\n"
"{\n"
" *rConvError = false;\n"
" double fYEps = 1.0E-307;\n"
" double fXEps = fMachEps;\n"
" if(!(fAx < fBx))\n"
" {\n"
" //print error\n"
" }\n"
" double fAy = fp - GetChiSqDistCDF(fAx, fdf);\n"
" double fBy = fp - GetChiSqDistCDF(fBx, fdf);\n"
" double fTemp;\n"
" unsigned short nCount;\n"
" for (nCount = 0; nCount < 1000 && !lcl_HasChangeOfSign(fAy,fBy);"
" nCount++)\n"
" {\n"
" if (fabs(fAy) <= fabs(fBy))\n"
" {\n"
" fTemp = fAx;\n"
" fAx += 2.0 * (fAx - fBx);\n"
" if (fAx < 0.0)\n"
" fAx = 0.0;\n"
" fBx = fTemp;\n"
" fBy = fAy;\n"
" fAy = fp - GetChiSqDistCDF(fAx, fdf);\n"
" }\n"
" else\n"
" {\n"
" fTemp = fBx;\n"
" fBx += 2.0 * (fBx - fAx);\n"
" fAx = fTemp;\n"
" fAy = fBy;\n"
" fBy = fp - GetChiSqDistCDF(fBx, fdf);\n"
" }\n"
" }\n"
" if (fAy == 0.0)\n"
" return fAx;\n"
" if (fBy == 0.0)\n"
" return fBx;\n"
" if (!lcl_HasChangeOfSign( fAy, fBy))\n"
" {\n"
" *rConvError = true;\n"
" return 0.0;\n"
" }\n"
" double fPx = fAx;\n"
" double fPy = fAy;\n"
" double fQx = fBx;\n"
" double fQy = fBy;\n"
" double fRx = fAx;\n"
" double fRy = fAy;\n"
" double fSx = 0.5 * (fAx + fBx);\n"
" bool bHasToInterpolate = true;\n"
" nCount = 0;\n"
" while ( nCount < 500 && fabs(fRy) > fYEps &&\n"
" (fBx-fAx) > fmax( fabs(fAx), fabs(fBx)) * fXEps )\n"
" {\n"
" if (bHasToInterpolate)\n"
" {\n"
" if (fPy!=fQy && fQy!=fRy && fRy!=fPy)\n"
" {\n"
" fSx = fPx * fRy * fQy / (fRy-fPy) / (fQy-fPy)\n"
" + fRx * fQy * fPy / (fQy-fRy) / (fPy-fRy)\n"
" + fQx * fPy * fRy / (fPy-fQy) / (fRy-fQy);\n"
" bHasToInterpolate = (fAx < fSx) && (fSx < fBx);\n"
" }\n"
" else\n"
" bHasToInterpolate = false;\n"
" }\n"
" if(!bHasToInterpolate)\n"
" {\n"
" fSx = 0.5 * (fAx + fBx);\n"
" fPx = fAx; fPy = fAy;\n"
" fQx = fBx; fQy = fBy;\n"
" bHasToInterpolate = true;\n"
" }\n"
" fPx = fQx; fQx = fRx; fRx = fSx;\n"
" fPy = fQy; fQy = fRy; fRy = fp - GetChiSqDistCDF(fSx, fdf);\n"
" if (lcl_HasChangeOfSign( fAy, fRy))\n"
" {\n"
" fBx = fRx; fBy = fRy;\n"
" }\n"
" else\n"
" {\n"
" fAx = fRx; fAy = fRy;\n"
" }\n"
" bHasToInterpolate = bHasToInterpolate && (fabs(fRy) * 2.0"
" <= fabs(fQy));\n"
" ++nCount;\n"
" }\n"
" return fRx;\n"
"}\n";
std::string gaussinvDecl = "double gaussinv(double x);\n";
std::string gaussinv =
"double gaussinv(double x)\n"
"{\n"
" double q,t,z;\n"
" q=x-0.5;\n"
" if(fabs(q)<=.425)\n"
" {\n"
" t=0.180625-q*q;\n"
" z=\n"
" q*\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" t*2509.0809287301226727+33430.575583588128105\n"
" )\n"
" *t+67265.770927008700853\n"
" )\n"
" *t+45921.953931549871457\n"
" )\n"
" *t+13731.693765509461125\n"
" )\n"
" *t+1971.5909503065514427\n"
" )\n"
" *t+133.14166789178437745\n"
" )\n"
" *t+3.387132872796366608\n"
" )\n"
" /\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" t*5226.495278852854561+28729.085735721942674\n"
" )\n"
" *t+39307.89580009271061\n"
" )\n"
" *t+21213.794301586595867\n"
" )\n"
" *t+5394.1960214247511077\n"
" )\n"
" *t+687.1870074920579083\n"
" )\n"
" *t+42.313330701600911252\n"
" )\n"
" *t+1.0\n"
" );\n"
" }\n"
" else\n"
" {\n"
" if(q>0) t=1-x;\n"
" else t=x;\n"
" t=sqrt(-log(t));\n"
" if(t<=5.0)\n"
" {\n"
" t+=-1.6;\n"
" z=\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" t*7.7454501427834140764e-4+0.0227238449892691845833\n"
" )\n"
" *t+0.24178072517745061177\n"
" )\n"
" *t+1.27045825245236838258\n"
" )\n"
" *t+3.64784832476320460504\n"
" )\n"
" *t+5.7694972214606914055\n"
" )\n"
" *t+4.6303378461565452959\n"
" )\n"
" *t+1.42343711074968357734\n"
" )\n"
" /\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" t*1.05075007164441684324e-9+5.475938084995344946e-4\n"
" )\n"
" *t+0.0151986665636164571966\n"
" )\n"
" *t+0.14810397642748007459\n"
" )\n"
" *t+0.68976733498510000455\n"
" )\n"
" *t+1.6763848301838038494\n"
" )\n"
" *t+2.05319162663775882187\n"
" )\n"
" *t+1.0\n"
" );\n"
" }\n"
" else\n"
" {\n"
" t+=-5.0;\n"
" z=\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" t*2.01033439929228813265e-7+2.71155556874348757815e-5\n"
" )\n"
" *t+0.0012426609473880784386\n"
" )\n"
" *t+0.026532189526576123093\n"
" )\n"
" *t+0.29656057182850489123\n"
" )\n"
" *t+1.7848265399172913358\n"
" )\n"
" *t+5.4637849111641143699\n"
" )\n"
" *t+6.6579046435011037772\n"
" )\n"
" /\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" (\n"
" t*2.04426310338993978564e-15+1.4215117583164458887e-7\n"
" )\n"
" *t+1.8463183175100546818e-5\n"
" )\n"
" *t+7.868691311456132591e-4\n"
" )\n"
" *t+0.0148753612908506148525\n"
" )\n"
" *t+0.13692988092273580531\n"
" )\n"
" *t+0.59983220655588793769\n"
" )\n"
" *t+1.0\n"
" );\n"
" }\n"
" if(q<0.0) z=-z;\n"
" }\n"
" return z;\n"
"}\n";
std::string lcl_GetLogGammaHelperDecl=
"static double lcl_GetLogGammaHelper(double fZ);\n";
std::string lcl_GetLogGammaHelper =
"static double lcl_GetLogGammaHelper(double fZ)\n"
"{\n"
" double fg = 6.024680040776729583740234375;\n"
" double fZgHelp = fZ + fg - 0.5;\n"
" return log( lcl_getLanczosSum(fZ)) + (fZ-0.5) * log(fZgHelp) - fZgHelp;\n"
"}\n";
std::string lcl_GetGammaHelperDecl=
"static double lcl_GetGammaHelper(double fZ);\n";
std::string lcl_GetGammaHelper =
"static double lcl_GetGammaHelper(double fZ)\n"
"{\n"
" double fGamma = lcl_getLanczosSum(fZ);\n"
" double fg = 6.024680040776729583740234375;\n"
" double fZgHelp = fZ + fg - 0.5;\n"
" double fHalfpower = pow( fZgHelp, fZ / 2 - 0.25);\n"
" fGamma *= fHalfpower;\n"
" fGamma /= exp(fZgHelp);\n"
" fGamma *= fHalfpower;\n"
" fGamma = 120.4;\n"
" if (fZ <= 20.0 && fZ == (int)fZ)\n"
" {\n"
" fGamma = (int)(fGamma+0.5);\n"
" }\n"
" return fGamma;\n"
"}\n";
std::string lcl_getLanczosSumDecl=
"static double lcl_getLanczosSum(double fZ);\n";
std::string lcl_getLanczosSum =
"static double lcl_getLanczosSum(double fZ) \n"
"{ \n"
" double fNum[13] ={ \n"
" 23531376880.41075968857200767445163675473, \n"
" 42919803642.64909876895789904700198885093, \n"
" 35711959237.35566804944018545154716670596, \n"
" 17921034426.03720969991975575445893111267, \n"
" 6039542586.35202800506429164430729792107, \n"
" 1439720407.311721673663223072794912393972, \n"
" 248874557.8620541565114603864132294232163, \n"
" 31426415.58540019438061423162831820536287, \n"
" 2876370.628935372441225409051620849613599, \n"
" 186056.2653952234950402949897160456992822, \n"
" 8071.672002365816210638002902272250613822, \n"
" 210.8242777515793458725097339207133627117, \n"
" 2.506628274631000270164908177133837338626 \n"
" }; \n"
" double fDenom[13] = { \n"
" 0,\n"
" 39916800,\n"
" 120543840,\n"
" 150917976,\n"
" 105258076,\n"
" 45995730,\n"
" 13339535,\n"
" 2637558,\n"
" 357423,\n"
" 32670,\n"
" 1925,\n"
" 66,\n"
" 1\n"
" };\n"
" double fSumNum;\n"
" double fSumDenom;\n"
" int nI;\n"
" if (fZ<=1.0)\n"
" {\n"
" fSumNum = fNum[12];\n"
" fSumDenom = fDenom[12];\n"
" for (nI = 11; nI >= 0; --nI)\n"
" {\n"
" fSumNum *= fZ;\n"
" fSumNum += fNum[nI];\n"
" fSumDenom *= fZ;\n"
" fSumDenom += fDenom[nI];\n"
" }\n"
" }\n"
" else\n"
" {\n"
" double fZInv = 1/fZ;\n"
" fSumNum = fNum[0];\n"
" fSumDenom = fDenom[0];\n"
" for (nI = 1; nI <=12; ++nI)\n"
" {\n"
" fSumNum *= fZInv;\n"
" fSumNum += fNum[nI];\n"
" fSumDenom *= fZInv;\n"
" fSumDenom += fDenom[nI];\n"
" }\n"
" }\n"
" return fSumNum/fSumDenom;\n"
"}\n";
std::string GetUpRegIGammaDecl=
" double GetUpRegIGamma( double fA, double fX ) ;\n";
std::string GetUpRegIGamma =
"double GetUpRegIGamma( double fA, double fX )\n"
"{\n"
" double fLnFactor= fA*log(fX)-fX-lgamma(fA);\n"
" double fFactor = exp(fLnFactor); \n"
" if (fX>fA+1.0) \n"
" return fFactor * GetGammaContFraction(fA,fX);\n"
" else \n"
" return 1.0 -fFactor * GetGammaSeries(fA,fX);\n"
"}\n";
std::string lcl_HasChangeOfSignDecl=
"static inline bool lcl_HasChangeOfSign( double u, double w );\n";
std::string lcl_HasChangeOfSign =
"static inline bool lcl_HasChangeOfSign( double u, double w )\n"
"{\n"
" return (u < 0.0 && w > 0.0) || (u > 0.0 && w < 0.0);\n"
"}\n";
std::string GetTDistDecl=" double GetTDist(double T, double fDF);\n";
std::string GetTDist =
"double GetTDist(double T, double fDF)\n"
"{\n"
" return 0.5 * GetBetaDist(fDF/(fDF+T*T), fDF/2.0, 0.5);\n"
"}\n";
std::string GetBetaDecl=" double GetBeta(double fAlpha, double fBeta);\n";
std::string GetBeta =
"double GetBeta(double fAlpha, double fBeta)\n"
"{\n"
" double fA;\n"
" double fB;\n"
" if (fAlpha > fBeta)\n"
" {\n"
" fA = fAlpha; fB = fBeta;\n"
" }\n"
" else\n"
" {\n"
" fA = fBeta; fB = fAlpha;\n"
" }\n"
" if (fA+fB < fMaxGammaArgument)\n"
" return tgamma(fA)/tgamma(fA + fB)*tgamma(fB);\n"
" double fg = 6.024680040776729583740234375;\n"
" double fgm = fg - 0.5;\n"
" double fLanczos = lcl_getLanczosSum(fA);\n"
" fLanczos /= lcl_getLanczosSum(fA + fB);\n"
" fLanczos *= lcl_getLanczosSum(fB);\n"
" double fABgm = fA + fB + fgm;\n"
" fLanczos *= sqrt((fABgm/(fA + fgm))/(fB + fgm));\n"
" double fTempA = fB/(fA + fgm);\n"
" double fTempB = fA/(fB + fgm);\n"
" double fResult = exp(-fA*log1p(fTempA) - fB*log1p(fTempB) - fgm);\n"
" fResult *= fLanczos;\n"
" return fResult;\n"
"}\n";
std::string GetLogBetaDecl=
" double GetLogBeta(double fAlpha, double fBeta);\n";
std::string GetLogBeta =
"double GetLogBeta(double fAlpha, double fBeta)\n"
"{\n"
" double fA;\n"
" double fB;\n"
" if (fAlpha > fBeta)\n"
" {\n"
" fA = fAlpha; fB = fBeta;\n"
" }\n"
" else\n"
" {\n"
" fA = fBeta; fB = fAlpha;\n"
" }\n"
" double fg = 6.024680040776729583740234375;\n"
" double fgm = fg - 0.5;\n"
" double fLanczos = lcl_getLanczosSum(fA);\n"
" fLanczos /= lcl_getLanczosSum(fA + fB);\n"
" fLanczos *= lcl_getLanczosSum(fB);\n"
" double fLogLanczos = log(fLanczos);\n"
" double fABgm = fA + fB + fgm;\n"
" fLogLanczos += 0.5*(log(fABgm) - log(fA + fgm) - log(fB + fgm));\n"
" double fTempA = fB/(fA + fgm);\n"
" double fTempB = fA/(fB + fgm);\n"
" double fResult = -fA * log1p(fTempA)\n"
" -fB * log1p(fTempB)-fgm;\n"
" fResult += fLogLanczos;\n"
" return fResult;\n"
"}\n";
std::string GetBetaDistPDFDecl=
"double GetBetaDistPDF(double fX, double fA, double fB);\n";
std::string GetBetaDistPDF =
"double GetBetaDistPDF(double fX, double fA, double fB)\n"
"{\n"
" if (fA == 1.0) \n"
" {\n"
" if (fB == 1.0)\n"
" return 1.0;\n"
" if (fB == 2.0)\n"
" return -2.0*fX + 2.0;\n"
" if (fX == 1.0 && fB < 1.0)\n"
" {\n"
" return HUGE_VAL;\n"
" }\n"
" if (fX <= 0.01)\n"
" return fB + fB * expm1((fB-1.0) * log1p(-fX));\n"
" else \n"
" return fB * pow(0.5-fX+0.5,fB-1.0);\n"
" }\n"
" if (fB == 1.0) \n"
" {\n"
" if (fA == 2.0)\n"
" return fA * fX;\n"
" if (fX == 0.0 && fA < 1.0)\n"
" {\n"
" return HUGE_VAL;\n"
" }\n"
" return fA * pow(fX,fA-1);\n"
" }\n"
" if (fX <= 0.0)\n"
" {\n"
" if (fA < 1.0 && fX == 0.0)\n"
" {\n"
" return HUGE_VAL;\n"
" }\n"
" else\n"
" return 0.0;\n"
" }\n"
" if (fX >= 1.0)\n"
" {\n"
" if (fB < 1.0 && fX == 1.0)\n"
" {\n"
" return HUGE_VAL;\n"
" }\n"
" else \n"
" return 0.0;\n"
" }\n"
" double fLogDblMax = log( 1.79769e+308 );\n"
" double fLogDblMin = log( 2.22507e-308 );\n"
" double fLogY = (fX < 0.1) ? log1p(-fX) : log(0.5-fX+0.5);\n"
" double fLogX = log(fX);\n"
" double fAm1LogX = (fA-1.0) * fLogX;\n"
" double fBm1LogY = (fB-1.0) * fLogY;\n"
" double fLogBeta = GetLogBeta(fA,fB);\n"
" if ( fAm1LogX < fLogDblMax && fAm1LogX > fLogDblMin\n"
" && fBm1LogY < fLogDblMax && fBm1LogY > fLogDblMin\n"
" && fLogBeta < fLogDblMax && fLogBeta > fLogDblMin\n"
" && fAm1LogX + fBm1LogY < fLogDblMax && fAm1LogX + fBm1LogY > \n"
" fLogDblMin)\n"
" return pow(fX,fA-1.0) * pow(0.5-fX+0.5,fB-1.0) / GetBeta(fA,fB);\n"
" else \n"
" return exp( fAm1LogX + fBm1LogY - fLogBeta);\n"
"}\n";
std::string lcl_GetBetaHelperContFracDecl=
"double lcl_GetBetaHelperContFrac(double fX, double fA, double fB);\n";
std::string lcl_GetBetaHelperContFrac =
"double lcl_GetBetaHelperContFrac(double fX, double fA, double fB)\n"
"{ \n"
" double a1, b1, a2, b2, fnorm, apl2m, d2m, d2m1, cfnew, cf;\n"
" a1 = 1.0; b1 = 1.0;\n"
" b2 = 1.0 - (fA+fB)/(fA+1.0)*fX;\n"
" if (b2 == 0.0)\n"
" {\n"
" a2 = 0.0;\n"
" fnorm = 1.0;\n"
" cf = 1.0;\n"
" }\n"
" else\n"
" {\n"
" a2 = 1.0;\n"
" fnorm = 1.0/b2;\n"
" cf = a2*fnorm;\n"
" }\n"
" cfnew = 1.0;\n"
" double rm = 1.0;\n"
" double fMaxIter = 50000.0;\n"
" bool bfinished = false;\n"
" do\n"
" {\n"
" apl2m = fA + 2.0*rm;\n"
" d2m = rm*(fB-rm)*fX/((apl2m-1.0)*apl2m);\n"
" d2m1 = -(fA+rm)*(fA+fB+rm)*fX/(apl2m*(apl2m+1.0));\n"
" a1 = (a2+d2m*a1)*fnorm;\n"
" b1 = (b2+d2m*b1)*fnorm;\n"
" a2 = a1 + d2m1*a2*fnorm;\n"
" b2 = b1 + d2m1*b2*fnorm;\n"
" if (b2 != 0.0) \n"
" {\n"
" fnorm = 1.0/b2;\n"
" cfnew = a2*fnorm;\n"
" bfinished = (fabs(cf-cfnew) < fabs(cf)*fMachEps);\n"
" }\n"
" cf = cfnew;\n"
" rm += 1.0;\n"
" }\n"
" while (rm < fMaxIter && !bfinished);\n"
" return cf;\n"
"}\n";
std::string lcl_IterateInverseDecl=
"double lcl_IterateInverse("
"double fAx, double fBx, bool* rConvError,double fp,double fDF );\n";
std::string lcl_IterateInverse =
"double lcl_IterateInverse( "
"double fAx, double fBx, bool* rConvError,double fp,double fDF )\n"
"{\n"
" *rConvError = false;\n"
" double fYEps = 1.0E-307;\n"
" double fXEps =DBL_EPSILON;\n"
" if(fAx>fBx)\n"
" return 0.0;//means wrong condition.\n"
" double fAy = GetValue(fAx,fp,fDF);\n"
" double fBy = GetValue(fBx,fp,fDF);\n"
" double fTemp;\n"
" unsigned short nCount;\n"
" for (nCount =0;nCount<1000&&!lcl_HasChangeOfSign(fAy,fBy);nCount++)\n"
" {\n"
" if (fabs(fAy) <= fabs(fBy)) \n"
" {\n"
" fTemp = fAx;\n"
" fAx += 2.0 * (fAx - fBx);\n"
" if (fAx < 0.0)\n"
" fAx = 0.0;\n"
" fBx = fTemp;\n"
" fBy = fAy;\n"
" fAy = GetValue(fAx,fp,fDF);\n"
" }\n"
" else\n"
" {\n"
" fTemp = fBx;\n"
" fBx += 2.0 * (fBx - fAx);\n"
" fAx = fTemp;\n"
" fAy = fBy;\n"
" fBy = GetValue(fBx,fp,fDF); \n"
" }\n"
" }\n"
" if (fAy == 0.0)\n"
" return fAx;\n"
" if (fBy == 0.0)\n"
" return fBx;\n"
" if (!lcl_HasChangeOfSign( fAy, fBy))\n"
" {\n"
" *rConvError = true;\n"
" return 0.0;\n"
" }\n"
" double fPx = fAx;\n"
" double fPy = fAy;\n"
" double fQx = fBx;\n"
" double fQy = fBy;\n"
" double fRx = fAx;\n"
" double fRy = fAy;\n"
" double fSx = 0.5 * (fAx + fBx); \n"
" bool bHasToInterpolate = true;\n"
" nCount = 0;\n"
" while ( nCount < 500 && fabs(fRy) > fYEps &&\n"
" (fBx-fAx) > max( fabs(fAx), fabs(fBx)) * fXEps )\n"
" {\n"
" if (bHasToInterpolate)\n"
" {\n"
" if (fPy!=fQy && fQy!=fRy && fRy!=fPy)\n"
" {\n"
" fSx = fPx * fRy * fQy / (fRy-fPy) / (fQy-fPy)\n"
" + fRx * fQy * fPy / (fQy-fRy) / (fPy-fRy)\n"
" + fQx * fPy * fRy / (fPy-fQy) / (fRy-fQy);\n"
" bHasToInterpolate = (fAx < fSx) && (fSx < fBx);\n"
" }\n"
" else\n"
" bHasToInterpolate = false;\n"
" }\n"
" if(!bHasToInterpolate)\n"
" {\n"
" fSx = 0.5 * (fAx + fBx);\n"
" \n"
" fPx = fAx; fPy = fAy;\n"
" fQx = fBx; fQy = fBy;\n"
" bHasToInterpolate = true;\n"
" }\n"
" fPx = fQx; fQx = fRx; fRx = fSx;\n"
" fPy = fQy; fQy = fRy; fRy = GetValue(fSx,fp,fDF);\n"
" if (lcl_HasChangeOfSign( fAy, fRy))\n"
" {\n"
" fBx = fRx; fBy = fRy;\n"
" }\n"
" else\n"
" {\n"
" fAx = fRx; fAy = fRy;\n"
" }\n"
" bHasToInterpolate ="
" bHasToInterpolate && (fabs(fRy) * 2.0 <= fabs(fQy));\n"
" ++nCount;\n"
" }\n"
" return fRx;\n"
"}\n";
#endif
/* vim:set shiftwidth=4 softtabstop=4 expandtab: */
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