PLearn 0.1
pl_erf.h
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00001 // -*- C++ -*-
00002 
00003 // PLearn (A C++ Machine Learning Library)
00004 // Copyright (C) 1998 Pascal Vincent
00005 // Copyright (C) 1999-2002 Pascal Vincent, Yoshua Bengio and University of Montreal
00006 //
00007 
00008 // Redistribution and use in source and binary forms, with or without
00009 // modification, are permitted provided that the following conditions are met:
00010 // 
00011 //  1. Redistributions of source code must retain the above copyright
00012 //     notice, this list of conditions and the following disclaimer.
00013 // 
00014 //  2. Redistributions in binary form must reproduce the above copyright
00015 //     notice, this list of conditions and the following disclaimer in the
00016 //     documentation and/or other materials provided with the distribution.
00017 // 
00018 //  3. The name of the authors may not be used to endorse or promote
00019 //     products derived from this software without specific prior written
00020 //     permission.
00021 // 
00022 // THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR
00023 // IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
00024 // OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
00025 // NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
00026 // SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
00027 // TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
00028 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
00029 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
00030 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
00031 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
00032 // 
00033 // This file is part of the PLearn library. For more information on the PLearn
00034 // library, go to the PLearn Web site at www.plearn.org
00035 
00038 #ifndef PL_ERF_H
00039 #define PL_ERF_H
00040 
00041 #include <plearn/base/general.h>
00042 
00043 namespace PLearn {
00044 using namespace std;
00045 
00048 real pl_gammln(real z);
00049 
00052 real pl_dgammlndz(real z);
00053 
00056 real pl_gser(real a, real x);
00057 
00060 real pl_gcf(real a, real x);
00061 
00064 real pl_gammq(real a, real x);
00065 
00067 real pl_erf(real x);
00068 
00070 real gauss_01_cum(real x);
00071 
00072 inline real normal_cdf(real x) { return gauss_01_cum(x); }
00073 
00074 inline real gauss_cum(real x, real mu, real sigma)
00075 { return gauss_01_cum((x-mu)/sigma); }
00076 
00081 real gauss_01_quantile(real q);
00082 
00084 real gauss_01_density(real x);
00085 real gauss_01_log_density(real x);
00086 real gauss_log_density_var(real x, real mu, real var);
00087 real gauss_log_density_stddev(real x, real mu, real sigma);
00088 
00089 real gauss_density_var(real x, real mu, real var);
00090 
00091 inline real gauss_density_stddev(real x, real mu, real sigma)
00092 { return gauss_01_density((x-mu)/sigma); }
00093 
00094 // returns p-value for mu under a normal distribution given the squared
00095 // standard error v/n, where v is the variance of the observations and n is
00096 // the number of observations.
00097 real p_value(real mu, real vn);
00098 
00099 #define GAUSSQUANTILETABLESIZE 10000
00100 
00101 class PLGaussQuantileInitializer
00102 {
00103 public:
00104     PLGaussQuantileInitializer();
00105     ~PLGaussQuantileInitializer();
00106 };
00107 
00108 extern float gaussQuantiletable[GAUSSQUANTILETABLESIZE];
00109 extern PLGaussQuantileInitializer pl_gauss_quantile_initializer;
00110 
00114 real fast_gauss_01_quantile(real x);
00115 
00116 
00117 } // end of namespace PLearn
00118 
00119 #endif
00120 
00121 
00122 /*
00123   Local Variables:
00124   mode:c++
00125   c-basic-offset:4
00126   c-file-style:"stroustrup"
00127   c-file-offsets:((innamespace . 0)(inline-open . 0))
00128   indent-tabs-mode:nil
00129   fill-column:79
00130   End:
00131 */
00132 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :
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