SpecialFunctions.hh
No OneTemporary
Actions

Size

1 KB

Referenced Files

None

Subscribers

None

SpecialFunctions.hh
View Options

	#ifndef NPSTAT_SPECIALFUNCTIONS_HH_
	#define NPSTAT_SPECIALFUNCTIONS_HH_

	/*!
	// \file SpecialFunctions.hh
	//
	// \brief Mathematical special functions
	//
	// A number of mathematical special functions needed by this package.
	// The implementations are not optimized in any systematic way, and
	// may be slow.
	//
	// Author: I. Volobouev
	//
	// November 2009
	*/

	namespace npstat {
	/** Inverse cumulative distribition function for 1-d Gaussian */
	double inverseGaussCdf(double cdf);

	/** Regularized incomplete beta function */
	double incompleteBeta(double a, double b, double x);

	/** Inverse regularized incomplete beta function */
	double inverseIncompleteBeta(double a, double b, double x);

	/** The gamma function for positive real arguments */
	double Gamma(double x);

	/** Incomplete gamma ratio */
	double incompleteGamma(double a, double x);

	/** Incomplete gamma ratio complement */
	double incompleteGammaC(double a, double x);

	/** Inverse incomplete gamma ratio */
	double inverseIncompleteGamma(double a, double x);

	/** Inverse incomplete gamma ratio complement */
	double inverseIncompleteGammaC(double a, double x);

	/** Dawson's integral exp(-x^2) Int_0^x exp(t^2) dt */
	long double dawsonIntegral(long double x);

	/** Inverse of the integral Int_0^x exp(t^2) dt */
	long double inverseExpsqIntegral(long double x);

	/** Order n derivative of Gaussian density with mean 0 and sigma 1 */
	long double normalDensityDerivative(unsigned n, long double x);
	}

	#endif // NPSTAT_SPECIALFUNCTIONS_HH_