pdf.c File Reference
Definitions for univariate probability density functions. More...
#include <jwsc/config.h>#include <stdlib.h>#include <stdio.h>#include <math.h>#include <assert.h>#include "jwsc/base/limits.h"#include "jwsc/math/constants.h"#include "jwsc/math/slatec.h"#include "jwsc/prob/pdf.h"
Include dependency graph for pdf.c:
Go to the source code of this file.
Defines | |
| #define | SQRT_2_PI_SINGLE 2.5066282746310004f |
| Single precision sqrt of two pi. | |
| #define | SQRT_2_PI_DOUBLE 2.50662827463100050241576528481103 |
| Double precision sqrt of two pi. | |
| #define | INV_SQRT_2_PI_SINGLE 0.3989422804014326f |
| Single precision inverse sqrt of two pi. | |
| #define | INV_SQRT_2_PI_DOUBLE 0.39894228040143267793994605993438 |
| Double precision inverse sqrt of two pi. | |
| #define | LOG_SQRT_2_PI_SINGLE 0.9189385332046727 |
| Single precision log sqrt of two pi. | |
| #define | LOG_SQRT_2_PI_DOUBLE .91893853320467274178032973640561 |
| Double precision log sqrt of two pi. | |
Functions | |
standard_gaussian_pdf | |
Computes the univariate standard Gaussian pdf at a point. | |
| float | standard_gaussian_pdf_f (float x) |
| Computes the single precision univariate standard Gaussian pdf at a point. | |
| double | standard_gaussian_pdf_d (double x) |
| Computes the double precision univariate standard Gaussian pdf at a point. | |
gaussian_pdf | |
Computes the univariate Gaussian pdf at a point. | |
| float | gaussian_pdf_f (float mu, float sigma, float x) |
| Computes the single precision univariate Gaussian pdf at a point. | |
| double | gaussian_pdf_d (double mu, double sigma, double x) |
| Computes the double precision univariate Gaussian pdf at a point. | |
log_standard_gaussian_pdf | |
Computes the log of the univariate standard Gaussian pdf at a point. | |
| float | log_standard_gaussian_pdf_f (float x) |
| Computes the single precision log of the univariate standard Gaussian pdf at a point. | |
| double | log_standard_gaussian_pdf_d (double x) |
| Computes the double precision log of the univariate standard Gaussian pdf at a point. | |
log_gaussian_pdf | |
Computes the log of the univariate Gaussian pdf at a point. | |
| float | log_gaussian_pdf_f (float mu, float sigma, float x) |
| Computes the single precision log of the univariate Gaussian pdf at a point. | |
| double | log_gaussian_pdf_d (double mu, double sigma, double x) |
| Computes the double precision log of the univariate Gaussian pdf at a point. | |
sample_standard_gaussian_pdf | |
Draws a random sample from the standard Gaussian pdf. | |
| float | sample_standard_gaussian_pdf_f (float a, float b) |
| Draws a single precision random sample from the standard Gaussian pdf. | |
| double | sample_standard_gaussian_pdf_d (double a, double b) |
| Draws a double precision random sample from the standard Gaussian pdf. | |
sample_gaussian_pdf | |
Draws a random sample from the Gaussian pdf. | |
| float | sample_gaussian_pdf_f (float mu, float sigma, float a, float b) |
| Draws a single precision random sample from the Gaussian pdf. | |
| double | sample_gaussian_pdf_d (double mu, double sigma, double a, double b) |
| Draws a double precision random sample from the Gaussian pdf. | |
sample_uniform_pdf | |
Draws a random sample from the Uniform pdf. | |
| float | sample_uniform_pdf_f (float a, float b) |
| Draws a single precision random sample from the Uniform pdf. | |
| double | sample_uniform_pdf_d (double a, double b) |
| Draws a double precision random sample from the Uniform pdf. | |
sample_sine_pdf | |
Draws a random sample from the Sine pdf over the interval [0,PI/2]. | |
| float | sample_sine_pdf_f () |
| Draws a single precision random sample from the Sine pdf over the interval [0,PI/2]. | |
| double | sample_sine_pdf_d () |
| Draws a double precision random sample from the Sine pdf over the interval [0.PI/2]. | |
Detailed Description
Definitions for univariate probability density functions.
- License:
- Creative Commons BY-NC-SA 3.0
Definition in file pdf.c.
Define Documentation
| #define SQRT_2_PI_SINGLE 2.5066282746310004f |
| #define SQRT_2_PI_DOUBLE 2.50662827463100050241576528481103 |
| #define INV_SQRT_2_PI_SINGLE 0.3989422804014326f |
| #define INV_SQRT_2_PI_DOUBLE 0.39894228040143267793994605993438 |
| #define LOG_SQRT_2_PI_SINGLE 0.9189385332046727 |
| #define LOG_SQRT_2_PI_DOUBLE .91893853320467274178032973640561 |
Function Documentation
| float standard_gaussian_pdf_f | ( | float | x | ) |
| double standard_gaussian_pdf_d | ( | double | x | ) |
| float gaussian_pdf_f | ( | float | mu, |
| float | sigma, | ||
| float | x | ||
| ) |
| double gaussian_pdf_d | ( | double | mu, |
| double | sigma, | ||
| double | x | ||
| ) |
| float log_standard_gaussian_pdf_f | ( | float | x | ) |
| double log_standard_gaussian_pdf_d | ( | double | x | ) |
| float log_gaussian_pdf_f | ( | float | mu, |
| float | sigma, | ||
| float | x | ||
| ) |
| double log_gaussian_pdf_d | ( | double | mu, |
| double | sigma, | ||
| double | x | ||
| ) |
| float sample_standard_gaussian_pdf_f | ( | float | a, |
| float | b | ||
| ) |
Draws a single precision random sample from the standard Gaussian pdf.
- Parameters:
-
a Lower bound of the sampling interval. b Upper bound of the sampling interval.
- Returns:
- A random sample from the standard Gaussian density over the interval [a,b].
- Note:
- Does not seed the rand() function. If this is desired, srand() must be called prior to calling this function.
| double sample_standard_gaussian_pdf_d | ( | double | a, |
| double | b | ||
| ) |
Draws a double precision random sample from the standard Gaussian pdf.
- Parameters:
-
a Lower bound of the sampling interval. b Upper bound of the sampling interval.
- Returns:
- A random sample from the standard Gaussian density over the interval [a,b].
- Note:
- Does not seed the rand() function. If this is desired, srand() must be called prior to calling this function.
| float sample_gaussian_pdf_f | ( | float | mu, |
| float | sigma, | ||
| float | a, | ||
| float | b | ||
| ) |
Draws a single precision random sample from the Gaussian pdf.
- Parameters:
-
mu Mean of the Gaussian. sigma Standard deviation of the Gaussian a Lower bound of the sampling interval. b Upper bound of the sampling interval.
- Returns:
- A random sample from the Gaussian density with mean mu and standard deviation sigma over the interval [a,b].
- Note:
- Does not seed the rand() function. If this is desired, srand() must be called prior to calling this function.
| double sample_gaussian_pdf_d | ( | double | mu, |
| double | sigma, | ||
| double | a, | ||
| double | b | ||
| ) |
Draws a double precision random sample from the Gaussian pdf.
- Parameters:
-
mu Mean of the Gaussian. sigma Standard deviation of the Gaussian a Lower bound of the sampling interval. b Upper bound of the sampling interval.
- Returns:
- A random sample from the Gaussian density with mean mu and standard deviation sigma over the interval [a,b].
- Note:
- Does not seed the rand() function. If this is desired, srand() must be called prior to calling this function.
| float sample_uniform_pdf_f | ( | float | a, |
| float | b | ||
| ) |
Draws a single precision random sample from the Uniform pdf.
- Parameters:
-
a Lower bound of the sampling interval. b Upper bound of the sampling interval.
- Returns:
- A random sample from the specified uniform density over the interval [a,b].
- Note:
- Does not seed the rand() function. If this is desired, srand() must be called prior to calling this function.
| double sample_uniform_pdf_d | ( | double | a, |
| double | b | ||
| ) |
Draws a double precision random sample from the Uniform pdf.
- Parameters:
-
a Lower bound of the sampling interval. b Upper bound of the sampling interval.
- Returns:
- A random sample from the specified uniform density over the interval [a,b].
- Note:
- Does not seed the rand() function. If this is desired, srand() must be called prior to calling this function.
| float sample_sine_pdf_f | ( | ) |
Draws a single precision random sample from the Sine pdf over the interval [0,PI/2].
- Returns:
- A random sample from the sine density function over the interval [0, PI/2].
- Note:
- Does not seed the rand() function. If this is desired, srand() must be called prior to calling this function.
| double sample_sine_pdf_d | ( | ) |
Draws a double precision random sample from the Sine pdf over the interval [0.PI/2].
- Returns:
- A random sample from the sine density function over the interval [0, PI/2].
- Note:
- Does not seed the rand() function. If this is desired, srand() must be called prior to calling this function.
