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#![allow(non_upper_case_globals)] #![allow(non_camel_case_types)] #![allow(non_snake_case)] //! Things I've done to make R's nmath library work //! 1. Copied the nmath source //! 2. Set `MATHLIB_STANDALONE`: telling nmath to build for use outside R //! 3. Copied R's includes since they are still needed even with `MATHLIB_STANDALONE`. //! 4. Copy `Rconfig.h` and `config.h` from the mingw dir (normally these files would be //! generated, but I think the math libs use very little of them). //! 5. Copy `Rmath.h` from `Rmath.h0.in` and replace the build system placeholders (there are //! only 2). //! 6. Manually whitelist the functions to include, otherwise we pull in a lot of stuff, //! including stuff outside the source tree (and also it doesn't compile for some reason). //! 7. `Rmath.h` wierdly sets the normal functions as aliases - we have to use the raw function //! name here e.g. `dnorm4`. //! //! I've done some work on rust versions of these functions in the `riir` branch. This branch //! should be used for testing those functions in future. //! //! R is released as GPLv2 which I interpret as meaning this library must also be released as //! GPLv2. If all the functions were replaced with native rust ones, then the license could be //! changed to something more permissive. /// This module provides the output of bindgen, in case the raw functions are useful. pub mod ffi { include!(concat!(env!("OUT_DIR"), "/bindings.rs")); } // Normal distribution /// Evaluate the probability density function of the normal distribution with mean `mu` and /// variance `sigma`<sup>2</sup> at `x`. /// /// The formula for this function is /// <math> /// <mfrac> /// <mrow> /// <mn>1</mn> /// </mrow> /// <mrow> /// <mi>σ</mi> /// <msqrt> /// <mn>2π</mn> /// </msqrt> /// </mrow> /// </mfrac> /// <msup> /// <mn>e</mn> /// <mrow> /// <mo>-</mo> /// <mfrac> /// <mn>1</mn> /// <mn>2</mn> /// </mfrac> /// <mrow> /// <mo>(</mo> /// <mfrac> /// <mrow> /// <mi>x</mi> /// <mo>-</mo> /// <mn>μ</mn> /// </mrow> /// <mn>σ</mn> /// </mfrac> /// <mo>)</mo> /// </row> /// </mrow> /// </msup> /// </math> /// where μ is the mean, and σ<sup>2</sup> is the variance. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn normal_pdf(x: f64, mu: f64, sigma: f64, give_log: bool) -> f64 { unsafe { ffi::dnorm4(x, mu, sigma, c_bool(give_log)) } } /// Evaluate the culmulative density function of the normal distribution with mean `mu` and /// variance `sigma` squared at `x`. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn normal_cdf(x: f64, mu: f64, sigma: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::pnorm5(x, mu, sigma, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the normal distribution with mean `mu` and /// variance `sigma` squared at probability `p`. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn normal_quantile(p: f64, mu: f64, sigma: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qnorm5(p, mu, sigma, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the culmulative density function of the normal distribution with mean `mu` and /// variance `sigma` at `x`. Both integrals (`(-∞, x)` and `(x, ∞)`) are returned in that order. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn normal_cdf_both(x: f64, mu: f64, sigma: f64, log_p: bool) -> (f64, f64) { // Since we are using `mu` and `sigma` rather than 0 and 1, we have to check those values for // edge cases. if x.is_nan() || mu.is_nan() || sigma.is_nan() { let nan = x + mu + sigma; (nan, nan) } else if !x.is_finite() && mu == x { (f64::NAN, f64::NAN) } else if sigma <= 0.0 { if sigma < 0.0 { (f64::NAN, f64::NAN) } else { (zero(log_p), one(log_p)) } } else { let x_canon = (x - mu) / sigma; if !x_canon.is_finite() { return if x < mu { (zero(log_p), one(log_p)) } else { (one(log_p), zero(log_p)) }; } let x = x_canon; let mut lower: f64 = 0.0; let mut upper: f64 = 0.0; unsafe { ffi::pnorm_both(x, &mut lower, &mut upper, 2, c_bool(log_p)) } (lower, upper) } } // todo uniform distribution (it kinda feels too trivial to include). // Gamma distribution /// Evaluate the probability density function of the gamma distribution with given `shape` and /// `scale` at `x`. /// /// The shape is sometimes labelled `alpha`, and the scale is sometimes parameterised as /// (`1 / lambda`). /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn gamma_pdf(x: f64, shape: f64, scale: f64, give_log: bool) -> f64 { unsafe { ffi::dgamma(x, shape, scale, c_bool(give_log)) } } /// Evaluate the culmulative density function of the gamma distribution with `shape` and `scale` at /// `x`. /// /// The shape is sometimes labelled `alpha`, and the scale is sometimes parameterised as /// (`1 / lambda`). /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn gamma_cdf(x: f64, shape: f64, scale: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::pgamma(x, shape, scale, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the gamma distribution with `shape` and `scale` at /// probability `p`. /// /// The shape is sometimes labelled `alpha`, and the scale is sometimes parameterised as /// (`1 / lambda`). /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn gamma_quantile(p: f64, shape: f64, scale: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qgamma(p, shape, scale, c_bool(lower_tail), c_bool(log_p)) } } // Beta distribution /// Evaluate the probability density function of the beta distribution with parameters `a` and `b` /// at `x`. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn beta_pdf(x: f64, a: f64, b: f64, give_log: bool) -> f64 { unsafe { ffi::dbeta(x, a, b, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the beta distribution with parameters `a` and /// `b` at `x`. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn beta_cdf(x: f64, a: f64, b: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::pbeta(x, a, b, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the beta distribution with parameters `a` and `b` at /// probability `p`. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn beta_quantile(p: f64, a: f64, b: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qbeta(p, a, b, c_bool(lower_tail), c_bool(log_p)) } } // Log-normal distribution /// Evaluate the probability density function of the log-normal distribution with parameters /// `mean_log` and `sd_log` at `x`. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn lognormal_pdf(x: f64, mean_log: f64, sd_log: f64, give_log: bool) -> f64 { unsafe { ffi::dlnorm(x, mean_log, sd_log, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the log-normal distribution with parameters /// `mean_log` and `sd_log` at `x`. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn lognormal_cdf(x: f64, mean_log: f64, sd_log: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::plnorm(x, mean_log, sd_log, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the log-normal distribution with parameters `mean_log` and /// `sd_log` at probability `p`. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn lognormal_quantile( p: f64, mean_log: f64, sd_log: f64, lower_tail: bool, log_p: bool, ) -> f64 { unsafe { ffi::qlnorm(p, mean_log, sd_log, c_bool(lower_tail), c_bool(log_p)) } } // Chi-squared distribution /// Evaluate the probability density function of the chi-squared distribution with `df` degrees of /// freedom at `x`. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn chi_squared_pdf(x: f64, df: f64, give_log: bool) -> f64 { unsafe { ffi::dchisq(x, df, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the chi-squared distribution with `df` /// degrees of freedom at `x`. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn chi_squared_cdf(x: f64, df: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::pchisq(x, df, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the chi-squared distribution with `df` degrees of freedom at /// probability `p`. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn chi_squared_quantile(p: f64, df: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qchisq(p, df, c_bool(lower_tail), c_bool(log_p)) } } // Non-central chi-squared distribution /// Evaluate the probability density function of the non-central chi-squared distribution with `df` /// degrees of freedom and non-centrality parameter `ncp` at `x`. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn noncentral_chi_squared_pdf(x: f64, df: f64, ncp: f64, give_log: bool) -> f64 { unsafe { ffi::dnchisq(x, df, ncp, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the non-central chi-squared distribution with /// `df` degrees of freedom and non-centrality parameter `ncp` at `x`. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn noncentral_chi_squared_cdf(x: f64, df: f64, ncp: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::pnchisq(x, df, ncp, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the non-central chi-squared distribution with `df` degrees of /// freedom and non-centrality parameter `ncp` at probability `p`. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn noncentral_chi_squared_quantile( p: f64, df: f64, ncp: f64, lower_tail: bool, log_p: bool, ) -> f64 { unsafe { ffi::qnchisq(p, df, ncp, c_bool(lower_tail), c_bool(log_p)) } } // F distribution /// Evaluate the probability density function of the f distribution with parameters `df1` and `df2` /// at `x`. TODO I think df1 is the numerator degrees of freedom (when viewed as the ratio of two /// chi-squared dists. Check and doc this. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn f_pdf(x: f64, df1: f64, df2: f64, give_log: bool) -> f64 { unsafe { ffi::df(x, df1, df2, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the f distribution with parameters `df1` and /// `df2` at `x`. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn f_cdf(x: f64, df1: f64, df2: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::pf(x, df1, df2, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the f distribution with parameters `df1` and `df2` at /// probability `p`. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn f_quantile(p: f64, df1: f64, df2: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qf(p, df1, df2, c_bool(lower_tail), c_bool(log_p)) } } // Student's t distribution /// Evaluate the probability density function of the student's t distribution with degrees of /// freedom `df` at `x`. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn students_t_pdf(x: f64, df: f64, give_log: bool) -> f64 { unsafe { ffi::dt(x, df, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the student's t distribution with degrees of /// freedom `df` at `x`. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn students_t_cdf(x: f64, df: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::pt(x, df, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the student's t distribution with degrees of /// freedom `df` at probability `p`. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn students_t_quantile(p: f64, df: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qt(p, df, c_bool(lower_tail), c_bool(log_p)) } } // Binomial distribution /// Evaluate the probability density function of the binomial distribution with `n` trials and /// probability of success `p` at `x`. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn binomial_pdf(x: f64, n: f64, p: f64, give_log: bool) -> f64 { unsafe { ffi::dbinom(x, n, p, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the binomial distribution with `n` trials and /// probability of success `p` at `x`. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn binomial_cdf(x: f64, n: f64, p: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::pbinom(x, n, p, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the binomial distribution with `n` trials and /// probability of success `pr` at probability `p`. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn binomial_quantile(p: f64, n: f64, pr: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qbinom(p, n, pr, c_bool(lower_tail), c_bool(log_p)) } } // Ignoring multnomial because it only has random generation (and is spelt wrong - I bet it isn't // used much). // Cauchy distribution /// Evaluate the probability density function of the Cauchy distribution with parameters `location` /// and `scale` at `x`. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn cauchy_pdf(x: f64, location: f64, scale: f64, give_log: bool) -> f64 { unsafe { ffi::dcauchy(x, location, scale, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the Cauchy distribution with parameters /// `location` and `scale` at `x`. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn cauchy_cdf(x: f64, location: f64, scale: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::pcauchy(x, location, scale, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the Cauchy distribution with parameters /// `location` and `scale` at probability `p`. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn cauchy_quantile(p: f64, location: f64, scale: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qcauchy(p, location, scale, c_bool(lower_tail), c_bool(log_p)) } } // Exponential distribution /// Evaluate the probability density function of the exponential distribution with given `scale` at /// `x`. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn exponential_pdf(x: f64, scale: f64, give_log: bool) -> f64 { unsafe { ffi::dexp(x, scale, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the exponential distribution with given /// `scale` at `x`. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn exponential_cdf(x: f64, scale: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::pexp(x, scale, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the exponential distribution with given `scale` at /// probability `p`. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn exponential_quantile(p: f64, scale: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qexp(p, scale, c_bool(lower_tail), c_bool(log_p)) } } // Geometric distribution /// Evaluate the probability density function of the geometric distribution with trial probability /// `p` at `x`. `P(X=x) = p(1-p)^x`. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn geometric_pdf(x: f64, p: f64, give_log: bool) -> f64 { unsafe { ffi::dgeom(x, p, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the geometric distribution with trial /// probability `p` at `x`. `P(X=x) = p(1-p)^x`. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn geometric_cdf(x: f64, p: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::pgeom(x, p, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the geometric distribution with trial probability `prob` at /// probability `p`. `P(X=x) = p(1-p)^x`. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn geometric_quantile(p: f64, prob: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qgeom(p, prob, c_bool(lower_tail), c_bool(log_p)) } } // Hypergeometric distribution /// Evaluate the probability density function of the hypergeometric distribution. If `samples` /// samples were taken at random from a collection of `succ` successes and `fail` failures, then /// this function evaluates the chance of `x` successes being in the sample. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn hypergeometric_pdf(x: f64, succ: f64, fail: f64, samples: f64, give_log: bool) -> f64 { unsafe { ffi::dhyper(x, succ, fail, samples, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the hypergeometric distribution. If `samples` /// samples were taken at random from a collection of `succ` successes and `fail` failures, then /// this function evaluates the chance of `≤x` successes being in the sample. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn hypergeometric_cdf( x: f64, succ: f64, fail: f64, samples: f64, lower_tail: bool, log_p: bool, ) -> f64 { unsafe { ffi::phyper(x, succ, fail, samples, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the hypergeometric distribution. If `samples` /// samples were taken at random from a collection of `succ` successes and `fail` failures, then /// this function evaluates the number of samples where there is `p` probability there are <= that /// many successes. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn hypergeometric_quantile( p: f64, succ: f64, fail: f64, samples: f64, lower_tail: bool, log_p: bool, ) -> f64 { unsafe { ffi::qhyper(p, succ, fail, samples, c_bool(lower_tail), c_bool(log_p)) } } // Negative binomial distribution /// Evaluate the probability density function of the negative binomial distribution. If there is /// `prob` probability of successin a Bernoulli trial, and we perform trials until we see `size` /// successes, then this function returns the probability of seeing `x` failures in those trials. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn neg_binomial_pdf(x: f64, size: f64, prob: f64, give_log: bool) -> f64 { unsafe { ffi::dnbinom(x, size, prob, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the negative binomial distribution. If there /// is `prob` probability of successin a Bernoulli trial, and we perform trials until we see `size` /// successes, then this function returns the probability of seeing `≤x` failures in those trials. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn neg_binomial_cdf(x: f64, size: f64, prob: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::pnbinom(x, size, prob, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the negative binomial distribution. If there /// is `prob` probability of successin a Bernoulli trial, and we perform trials until we see `size` /// successes, then this function returns the number of failures we would expect to see with /// probability `p`. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn neg_binomial_quantile(p: f64, size: f64, prob: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qnbinom(p, size, prob, c_bool(lower_tail), c_bool(log_p)) } } // TODO negative binomial `_mu` - I don't know what it means or what it evaluates. // Poisson distribution /// Evaluate the probability density function of the poisson distribution. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn poisson_pdf(x: f64, lambda: f64, give_log: bool) -> f64 { unsafe { ffi::dpois(x, lambda, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the poisson distribution. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn poisson_cdf(x: f64, lambda: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::ppois(x, lambda, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the poisson distribution. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn poisson_quantile(p: f64, lambda: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qpois(p, lambda, c_bool(lower_tail), c_bool(log_p)) } } // Weibull distribution /// Evaluate the probability density function of the Weibull distribution. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn weibull_pdf(x: f64, shape: f64, scale: f64, give_log: bool) -> f64 { unsafe { ffi::dweibull(x, shape, scale, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the Weibull distribution. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn weibull_cdf(x: f64, shape: f64, scale: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::pweibull(x, shape, scale, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the Weibull distribution. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn weibull_quantile(p: f64, shape: f64, scale: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qweibull(p, shape, scale, c_bool(lower_tail), c_bool(log_p)) } } // Logistic distribution /// Evaluate the probability density function of the logistic distribution. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn logistic_pdf(x: f64, location: f64, scale: f64, give_log: bool) -> f64 { unsafe { ffi::dlogis(x, location, scale, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the logistic distribution. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn logistic_cdf(x: f64, location: f64, scale: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::plogis(x, location, scale, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the logistic distribution. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn logistic_quantile(p: f64, location: f64, scale: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qlogis(p, location, scale, c_bool(lower_tail), c_bool(log_p)) } } // Non-central beta distribution /// Evaluate the probability density function of the non-central beta distribution. /// /// These functions use different algorithms to the beta distribution, so setting `ncp = 0` might /// not give the same result. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn non_central_beta_pdf(x: f64, a: f64, b: f64, ncp: f64, give_log: bool) -> f64 { unsafe { ffi::dnbeta(x, a, b, ncp, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the non-central beta distribution. /// /// These functions use different algorithms to the beta distribution, so setting `ncp = 0` might /// not give the same result. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn non_central_beta_cdf( x: f64, a: f64, b: f64, ncp: f64, lower_tail: bool, log_p: bool, ) -> f64 { unsafe { ffi::pnbeta(x, a, b, ncp, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the non-central beta distribution. /// /// These functions use different algorithms to the beta distribution, so setting `ncp = 0` might /// not give the same result. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn non_central_beta_quantile( p: f64, a: f64, b: f64, ncp: f64, lower_tail: bool, log_p: bool, ) -> f64 { unsafe { ffi::qnbeta(p, a, b, ncp, c_bool(lower_tail), c_bool(log_p)) } } // Non-central f distribution /// Evaluate the probability density function of the non-central f distribution. /// /// These functions use different algorithms to the f distribution, so setting `ncp = 0` might /// not give the same result. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn non_central_f_pdf(x: f64, df1: f64, df2: f64, ncp: f64, give_log: bool) -> f64 { unsafe { ffi::dnf(x, df1, df2, ncp, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the non-central f distribution. /// /// These functions use different algorithms to the f distribution, so setting `ncp = 0` might /// not give the same result. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn non_central_f_cdf( x: f64, df1: f64, df2: f64, ncp: f64, lower_tail: bool, log_p: bool, ) -> f64 { unsafe { ffi::pnf(x, df1, df2, ncp, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the non-central f distribution. /// /// These functions use different algorithms to the f distribution, so setting `ncp = 0` might /// not give the same result. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn non_central_f_quantile( p: f64, df1: f64, df2: f64, ncp: f64, lower_tail: bool, log_p: bool, ) -> f64 { unsafe { ffi::qnf(p, df1, df2, ncp, c_bool(lower_tail), c_bool(log_p)) } } // Non-central student's t distribution /// Evaluate the probability density function of the non-central student's t distribution. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn non_central_t_pdf(x: f64, df: f64, ncp: f64, give_log: bool) -> f64 { unsafe { ffi::dnt(x, df, ncp, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the non-central student's t distribution. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn non_central_t_cdf(x: f64, df: f64, ncp: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::pnt(x, df, ncp, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the non-central student's t distribution. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn non_central_t_quantile(p: f64, df: f64, ncp: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qnt(p, df, ncp, c_bool(lower_tail), c_bool(log_p)) } } // Studentized range distribution /// Evaluate the culmulative distribution function of the studentized range distribution. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn tukey_pdf(q: f64, rr: f64, cc: f64, df: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::ptukey(q, rr, cc, df, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the studentized range distribution. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn tukey_quantile(p: f64, rr: f64, cc: f64, df: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qtukey(p, rr, cc, df, c_bool(lower_tail), c_bool(log_p)) } } // Wilcoxon rank-sum distribution /// Evaluate the probability density function of the Wilcoxon rank-sum distribution. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn wilcox_pdf(x: f64, m: f64, n: f64, give_log: bool) -> f64 { unsafe { ffi::dwilcox(x, m, n, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the Wilcoxon rank-sum distribution. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn wilcox_cdf(x: f64, m: f64, n: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::pwilcox(x, m, n, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the Wilcoxon rank-sum distribution. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn wilcox_quantile(p: f64, m: f64, n: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qwilcox(p, m, n, c_bool(lower_tail), c_bool(log_p)) } } // Wilcoxon signed rank distribution /// Evaluate the probability density function of the Wilcoxon signed rank distribution. /// /// If `give_log` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn signrank_pdf(x: f64, n: f64, give_log: bool) -> f64 { unsafe { ffi::dsignrank(x, n, c_bool(give_log)) } } /// Evaluate the culmulative distribution function of the signrankon signed rank distribution. /// /// If `lower_tail` is true, the integral from `-∞` to `x` is evaluated, else the /// integral from `x` to `∞` is evaluated instead. "Usual" behaviour corresponds to /// `true`. Using `lower_tail = false` gives higher numerical accuracy than performing the /// calculation `1 - result` on `lower_tail = true` (when the result is close to 1). /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()` on the result. pub fn signrank_cdf(x: f64, n: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::psignrank(x, n, c_bool(lower_tail), c_bool(log_p)) } } /// Evaluate the quantile function of the signrankon signed rank distribution. /// /// If `lower_tail` is true, then `p` is the integral from `-∞` to `x`, else it is the integral /// from `x` to `∞`. "Usual" behaviour corresponds to `true`. /// /// If `log_p` is true, the natural logarithm of the value will be returned, with potentially /// higher numerical accuracy than calling `.ln()`. pub fn signrank_quantile(p: f64, n: f64, lower_tail: bool, log_p: bool) -> f64 { unsafe { ffi::qsignrank(p, n, c_bool(lower_tail), c_bool(log_p)) } } // TODO maybe r* functions (you can get their behaviour from the `rand` family // of crates though). Also some general math functions like the beta/gamma functions, and others. // I'm not sure if they should be included in this crate or not. /// Helper to convert rust bools to c bools. Should be compiled away during optimization. #[inline(always)] fn c_bool(v: bool) -> i32 { if v { 1 } else { 0 } } /// Helper to return zero, taking logs if necessary #[inline(always)] fn zero(log: bool) -> f64 { if log { f64::NEG_INFINITY } else { 0.0 } } /// Helper to return 1, taking logs if necessary #[inline(always)] fn one(log: bool) -> f64 { if log { 0.0 } else { 1.0 } } #[cfg(test)] mod tests { use super::ffi; #[test] fn qf() { unsafe { // A not-very-accurate test, but it is from the R docs. assert!((ffi::qf(0.95, 5., 2., 1, 0) - 19.296).abs() < 1e-2); } } // TODO more tests }