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121 lines
3.5 KiB
C++
121 lines
3.5 KiB
C++
/*
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* Math.cpp, part of LatAnalyze 3
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*
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* Copyright (C) 2013 - 2016 Antonin Portelli
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*
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* LatAnalyze 3 is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* LatAnalyze 3 is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
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*/
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#include <LatAnalyze/Core/Math.hpp>
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#include <LatAnalyze/includes.hpp>
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#include <gsl/gsl_cdf.h>
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using namespace std;
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using namespace Latan;
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/******************************************************************************
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* Custom math functions *
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******************************************************************************/
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DMat MATH_NAMESPACE::varToCorr(const DMat &var)
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{
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DMat res = var, invDiag = res.diagonal();
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invDiag = invDiag.cwiseInverse().cwiseSqrt();
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res = (invDiag*invDiag.transpose()).cwiseProduct(res);
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return res;
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}
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/******************************************************************************
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* Standard C functions *
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******************************************************************************/
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#define DEF_STD_FUNC_1ARG(name) \
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auto name##VecFunc = [](const double arg[1]){return (name)(arg[0]);};\
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DoubleFunction STDMATH_NAMESPACE::name(name##VecFunc, 1);
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#define DEF_STD_FUNC_2ARG(name) \
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auto name##VecFunc = [](const double arg[2]){return (name)(arg[0], arg[1]);};\
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DoubleFunction STDMATH_NAMESPACE::name(name##VecFunc, 2);
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// Trigonometric functions
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DEF_STD_FUNC_1ARG(cos)
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DEF_STD_FUNC_1ARG(sin)
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DEF_STD_FUNC_1ARG(tan)
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DEF_STD_FUNC_1ARG(acos)
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DEF_STD_FUNC_1ARG(asin)
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DEF_STD_FUNC_1ARG(atan)
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DEF_STD_FUNC_2ARG(atan2)
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// Hyperbolic functions
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DEF_STD_FUNC_1ARG(cosh)
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DEF_STD_FUNC_1ARG(sinh)
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DEF_STD_FUNC_1ARG(tanh)
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DEF_STD_FUNC_1ARG(acosh)
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DEF_STD_FUNC_1ARG(asinh)
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DEF_STD_FUNC_1ARG(atanh)
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// Exponential and logarithmic functions
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DEF_STD_FUNC_1ARG(exp)
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DEF_STD_FUNC_1ARG(log)
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DEF_STD_FUNC_1ARG(log10)
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DEF_STD_FUNC_1ARG(exp2)
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DEF_STD_FUNC_1ARG(expm1)
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DEF_STD_FUNC_1ARG(log1p)
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DEF_STD_FUNC_1ARG(log2)
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// Power functions
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DEF_STD_FUNC_2ARG(pow)
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DEF_STD_FUNC_1ARG(sqrt)
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DEF_STD_FUNC_1ARG(cbrt)
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DEF_STD_FUNC_2ARG(hypot)
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// Error and gamma functions
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DEF_STD_FUNC_1ARG(erf)
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DEF_STD_FUNC_1ARG(erfc)
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DEF_STD_FUNC_1ARG(tgamma)
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DEF_STD_FUNC_1ARG(lgamma)
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// Rounding and remainder functions
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DEF_STD_FUNC_1ARG(ceil)
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DEF_STD_FUNC_1ARG(floor)
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DEF_STD_FUNC_2ARG(fmod)
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DEF_STD_FUNC_1ARG(trunc)
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DEF_STD_FUNC_1ARG(round)
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DEF_STD_FUNC_1ARG(rint)
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DEF_STD_FUNC_1ARG(nearbyint)
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DEF_STD_FUNC_2ARG(remainder)
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// Minimum, maximum, difference functions
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DEF_STD_FUNC_2ARG(fdim)
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DEF_STD_FUNC_2ARG(fmax)
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DEF_STD_FUNC_2ARG(fmin)
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// Absolute value
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DEF_STD_FUNC_1ARG(fabs)
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// p-value
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auto chi2PValueVecFunc = [](const double arg[2])
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{
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return 2.*min(gsl_cdf_chisq_P(arg[0], arg[1]), gsl_cdf_chisq_Q(arg[0], arg[1]));
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};
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auto chi2CcdfVecFunc = [](const double arg[2])
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{
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return gsl_cdf_chisq_Q(arg[0], arg[1]);
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};
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DoubleFunction MATH_NAMESPACE::chi2PValue(chi2PValueVecFunc, 2);
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DoubleFunction MATH_NAMESPACE::chi2Ccdf(chi2CcdfVecFunc, 2);
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