pl_erf.h

Go to the documentation of this file.

// -*- C++ -*-

// PLearn (A C++ Machine Learning Library)
// Copyright (C) 1998 Pascal Vincent
// Copyright (C) 1999-2002 Pascal Vincent, Yoshua Bengio and University of Montreal
//

// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
// 
//  1. Redistributions of source code must retain the above copyright
//     notice, this list of conditions and the following disclaimer.
// 
//  2. Redistributions in binary form must reproduce the above copyright
//     notice, this list of conditions and the following disclaimer in the
//     documentation and/or other materials provided with the distribution.
// 
//  3. The name of the authors may not be used to endorse or promote
//     products derived from this software without specific prior written
//     permission.
// 
// THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR
// IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
// OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
// NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
// SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
// TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
// 
// This file is part of the PLearn library. For more information on the PLearn
// library, go to the PLearn Web site at www.plearn.org

#ifndef PL_ERF_H
#define PL_ERF_H

#include <plearn/base/general.h>

namespace PLearn {
using namespace std;

real pl_gammln(real z);

real pl_dgammlndz(real z);

real pl_gser(real a, real x);

real pl_gcf(real a, real x);

real pl_gammq(real a, real x);

real pl_erf(real x);

real gauss_01_cum(real x);

inline real normal_cdf(real x) { return gauss_01_cum(x); }

inline real gauss_cum(real x, real mu, real sigma)
{ return gauss_01_cum((x-mu)/sigma); }

real gauss_01_quantile(real q);

real gauss_01_density(real x);
real gauss_01_log_density(real x);
real gauss_log_density_var(real x, real mu, real var);
real gauss_log_density_stddev(real x, real mu, real sigma);

real gauss_density_var(real x, real mu, real var);

inline real gauss_density_stddev(real x, real mu, real sigma)
{ return gauss_01_density((x-mu)/sigma); }

// returns p-value for mu, v/n
real p_value(real mu, real vn);


} // end of namespace PLearn

#endif

---