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vbivnorm.cpp File Reference

(* $Id: vbivnorm.cpp 1722 2014-03-04 00:05:08Z johnoel $)

Description not yet available. More...

#include <fvar.hpp>

Go to the source code of this file.

Classes

struct  alist
struct  cilist
struct  cllist
struct  complex
struct  doublecomplex
struct  icilist
struct  inlist
struct  Namelist
struct  olist
struct  Vardesc

Defines

#define abs(x)   ((x) >= 0 ? (x) : -(x))
#define bit_clear(a, b)   ((a) & ~((uinteger)1 << (b)))
#define bit_set(a, b)   ((a) | ((uinteger)1 << (b)))
#define bit_test(a, b)   ((a) >> (b) & 1)
#define dabs(x)   (doublereal)abs(x)
#define dmax(a, b)   (doublereal)max(a,b)
#define dmin(a, b)   (doublereal)min(a,b)
#define Extern   extern
#define F2C_INCLUDE
 barf [ba:rf] 2.
#define F2C_proc_par_types   1
#define FALSE_   (0)
#define max(a, b)   ((a) >= (b) ? (a) : (b))
#define min(a, b)   ((a) <= (b) ? (a) : (b))
#define TRUE_   (1)
#define VOID   void
#define w   ((doublereal *)&equiv_21)
#define x   ((doublereal *)&equiv_22)

Typedefs

typedef VOID C_f
typedef VOID(* C_fp )()
typedef doublereal(* D_fp )()
typedef double doublereal
typedef doublereal E_f
typedef doublereal(*)(* E_fp )()
typedef long int flag
typedef long int ftnint
typedef long int ftnlen
typedef VOID H_f
typedef VOID(* H_fp )()
typedef integer(* I_fp )()
typedef long int integer
typedef char integer1
typedef shortint(* J_fp )()
typedef shortlogical(* K_fp )()
typedef logical(* L_fp )()
typedef long int logical
typedef char logical1
typedef struct Namelist Namelist
typedef real(* R_fp )()
typedef double real
typedef int(* S_fp )()
typedef short int shortint
typedef short int shortlogical
typedef int(* U_fp )()
typedef unsigned long int uinteger
typedef struct Vardesc Vardesc
typedef VOID Z_f
typedef VOID(* Z_fp )()

Functions

dvariable cumbvn (const dvariable &x, const dvariable &y, const dvariable &rho)
 Cumulative bivariate normal distribution.
dvariable cumbvn (const dvariable &xl, const dvariable &yl, const dvariable &xu, const dvariable &yu, const dvariable &rho)
 Cumulative bivariate normal distribution.
dvariable mvbvu_ (const dvariable *sh, const dvariable *sk, const dvariable *r__)
dvariable mvphi_ (dvariable *)

Variables

int debug_switch = 0

Detailed Description

Description not yet available.

Definition in file vbivnorm.cpp.


Define Documentation

#define abs (   x)    ((x) >= 0 ? (x) : -(x))

Definition at line 180 of file vbivnorm.cpp.

Referenced by mvbvu_().

#define bit_clear (   a,
 
)    ((a) & ~((uinteger)1 << (b)))

Definition at line 187 of file vbivnorm.cpp.

#define bit_set (   a,
 
)    ((a) | ((uinteger)1 << (b)))

Definition at line 188 of file vbivnorm.cpp.

#define bit_test (   a,
 
)    ((a) >> (b) & 1)

Definition at line 186 of file vbivnorm.cpp.

#define dabs (   x)    (doublereal)abs(x)

Definition at line 181 of file vbivnorm.cpp.

#define dmax (   a,
 
)    (doublereal)max(a,b)

Definition at line 185 of file vbivnorm.cpp.

#define dmin (   a,
 
)    (doublereal)min(a,b)

Definition at line 184 of file vbivnorm.cpp.

#define Extern   extern

Definition at line 57 of file vbivnorm.cpp.

#define F2C_INCLUDE

barf [ba:rf] 2.

"He suggested using FORTRAN, and everybody barfed."

  • From The Shogakukan DICTIONARY OF NEW ENGLISH (Second edition)

Definition at line 31 of file vbivnorm.cpp.

#define F2C_proc_par_types   1

Definition at line 192 of file vbivnorm.cpp.

#define FALSE_   (0)

Definition at line 53 of file vbivnorm.cpp.

#define max (   a,
 
)    ((a) >= (b) ? (a) : (b))

Definition at line 183 of file vbivnorm.cpp.

#define min (   a,
 
)    ((a) <= (b) ? (a) : (b))

Definition at line 182 of file vbivnorm.cpp.

#define TRUE_   (1)

Definition at line 52 of file vbivnorm.cpp.

#define VOID   void

Definition at line 148 of file vbivnorm.cpp.

#define w   ((doublereal *)&equiv_21)
#define x   ((doublereal *)&equiv_22)

Typedef Documentation

typedef VOID C_f

Definition at line 219 of file vbivnorm.cpp.

typedef VOID(* C_fp)()

Definition at line 211 of file vbivnorm.cpp.

typedef doublereal(* D_fp)()

Definition at line 210 of file vbivnorm.cpp.

typedef double doublereal

Definition at line 38 of file vbivnorm.cpp.

typedef doublereal E_f

Definition at line 222 of file vbivnorm.cpp.

typedef doublereal(*)(* E_fp)()

Definition at line 210 of file vbivnorm.cpp.

typedef long int flag

Definition at line 68 of file vbivnorm.cpp.

typedef long int ftnint

Definition at line 70 of file vbivnorm.cpp.

typedef long int ftnlen

Definition at line 69 of file vbivnorm.cpp.

typedef VOID H_f

Definition at line 220 of file vbivnorm.cpp.

typedef VOID(* H_fp)()

Definition at line 215 of file vbivnorm.cpp.

typedef integer(* I_fp)()

Definition at line 208 of file vbivnorm.cpp.

typedef long int integer

Definition at line 33 of file vbivnorm.cpp.

typedef char integer1

Definition at line 44 of file vbivnorm.cpp.

typedef shortint(* J_fp)()

Definition at line 207 of file vbivnorm.cpp.

typedef shortlogical(* K_fp)()

Definition at line 214 of file vbivnorm.cpp.

typedef logical(* L_fp)()

Definition at line 213 of file vbivnorm.cpp.

typedef long int logical

Definition at line 41 of file vbivnorm.cpp.

typedef char logical1

Definition at line 43 of file vbivnorm.cpp.

typedef struct Namelist Namelist

Definition at line 178 of file vbivnorm.cpp.

typedef real(* R_fp)()

Definition at line 209 of file vbivnorm.cpp.

typedef double real

Definition at line 37 of file vbivnorm.cpp.

typedef int(* S_fp)()

Definition at line 216 of file vbivnorm.cpp.

typedef short int shortint

Definition at line 36 of file vbivnorm.cpp.

typedef short int shortlogical

Definition at line 42 of file vbivnorm.cpp.

typedef int(* U_fp)()

Definition at line 206 of file vbivnorm.cpp.

typedef unsigned long int uinteger

Definition at line 34 of file vbivnorm.cpp.

typedef struct Vardesc Vardesc

Definition at line 171 of file vbivnorm.cpp.

typedef VOID Z_f

Definition at line 221 of file vbivnorm.cpp.

typedef VOID(* Z_fp)()

Definition at line 212 of file vbivnorm.cpp.


Function Documentation

dvariable cumbvn ( const dvariable x,
const dvariable y,
const dvariable rho 
)

Cumulative bivariate normal distribution.

Assumes two distributions X and Y both N(0,1).

Parameters:
xUpper limit of inetegration on X.
yUpper limit of inetegration on Y
rhocorrelation coefficient.
Returns:
Probability that X is larger than x; and Y is larger than y

Definition at line 262 of file vbivnorm.cpp.

dvariable cumbvn ( const dvariable xl,
const dvariable yl,
const dvariable xu,
const dvariable yu,
const dvariable rho 
)

Cumulative bivariate normal distribution.

Assumes two distributions X and Y both N(0,1).

Parameters:
xlLower limit of inetegration on X.
ylLower limit of inetegration on Y.
xuUpper limit of inetegration on X.
yuUpper limit of inetegration on Y.
rhocorrelation coefficient.
Returns:
Probability that X is between xl and xu and Y is between yl and yu

Definition at line 282 of file vbivnorm.cpp.

dvariable mvbvu_ ( const dvariable sh,
const dvariable sk,
const dvariable r__ 
)

Definition at line 296 of file vbivnorm.cpp.

Referenced by cumbvn().

Definition at line 500 of file vbivnorm.cpp.

Referenced by mvbvu_().


Variable Documentation

int debug_switch = 0

Definition at line 498 of file vbivnorm.cpp.

Referenced by mvphi_().