PLearn 0.1
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pl_erf.cc File Reference
#include <plearn/base/general.h>
#include <plearn/math/pl_erf.h>
#include <cmath>
Include dependency graph for pl_erf.cc:

Go to the source code of this file.

Namespaces

namespace  PLearn
 

< for swap


Defines

#define ITMAX   150
#define EPS   3.0e-7
#define FPMIN   1.0e-30
#define Pi   3.141592653589793
#define Log2Pi   1.837877066409
#define Sqrt2Pi   2.506628274631

Functions

real PLearn::pl_gammln (real z)
 function gamma returns log(Gamma(z)), where $ Gamma(z) = \int_0^infty t^{z-1}*e^{-t} dt $
real PLearn::pl_dgammlndz (real z)
 d(pl_gammln(z))/dz derivate of pl_gammln(z) = digamma function = d(log(gamma(z))/dz
real PLearn::pl_gser (real a, real x)
 returns the series value of the incomplete gamma function
real PLearn::pl_gcf (real a, real x)
 returns the continued fraction representation of the incomplete gamma function
real PLearn::pl_gammq (real a, real x)
 returns the incomplete gamma function Q(a,x) = 1 - P(a,x) it either uses the series or the continued fraction formula
real PLearn::pl_erf (real x)
 The error function.
real PLearn::gauss_01_cum (real x)
 For X ~ Normal(0,1), cumulative probability function P(X<x)
real PLearn::gauss_01_quantile (real q)
real PLearn::gauss_01_density (real x)
 for X ~ Normal(0,1), return density of X at x
real PLearn::gauss_01_log_density (real x)
real PLearn::gauss_log_density_var (real x, real mu, real var)
real PLearn::gauss_density_var (real x, real mu, real var)
real PLearn::gauss_log_density_stddev (real x, real mu, real sigma)
real PLearn::p_value (real mu, real vn)
real PLearn::fast_gauss_01_quantile (real x)
 Use precomputed value in a table of size GAUSSQUANTILETABLESIZE.

Variables

static double PLearn::pl_gammln_cof [7]
float PLearn::gaussQuantiletable [GAUSSQUANTILETABLESIZE]
PLGaussQuantileInitializer PLearn::pl_gauss_quantile_initializer

Define Documentation

#define EPS   3.0e-7

Definition at line 45 of file pl_erf.cc.

Referenced by PLearn::pl_gcf().

#define FPMIN   1.0e-30

Definition at line 46 of file pl_erf.cc.

Referenced by PLearn::pl_gcf().

#define ITMAX   150

Definition at line 44 of file pl_erf.cc.

Referenced by PLearn::pl_gcf(), and PLearn::pl_gser().

#define Log2Pi   1.837877066409
#define Pi   3.141592653589793
#define Sqrt2Pi   2.506628274631

Definition at line 49 of file pl_erf.cc.

Referenced by PLearn::gauss_01_density(), and PLearn::gauss_density_var().

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