vbivnorm.cpp File Reference

(Last Changed on August 06, 2022 for git-revision 808780089317c67198079de06b64df009a4a6543.)

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

Macros
#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. More...
#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. More...
dvariable	cumbvn (const dvariable &xl, const dvariable &yl, const dvariable &xu, const dvariable &yu, const dvariable &rho)
	Cumulative bivariate normal distribution. More...
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.

Macro Definition Documentation

#define abs

(

x

)

((x) >= 0 ? (x) : -(x))

Definition at line 180 of file vbivnorm.cpp.

Referenced by mvbvu_().

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

Definition at line 187 of file vbivnorm.cpp.

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

Definition at line 188 of file vbivnorm.cpp.

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

Definition at line 185 of file vbivnorm.cpp.

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

Definition at line 183 of file vbivnorm.cpp.

#define min	(		a,
			b
	)		((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)

Referenced by mvbvu_().

#define x   ((doublereal *)&equiv_22)

Referenced by cumbvn(), and mvbvu_().

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

x	Upper limit of inetegration on X.
y	Upper limit of inetegration on Y
rho	correlation 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

xl	Lower limit of inetegration on X.
yl	Lower limit of inetegration on Y.
xu	Upper limit of inetegration on X.
yu	Upper limit of inetegration on Y.
rho	correlation coefficient.

Returns

Probability that X is between xl and xu and Y is between yl and yu

Definition at line 283 of file vbivnorm.cpp.

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

Definition at line 298 of file vbivnorm.cpp.

Referenced by cumbvn().

dvariable mvphi_

(

dvariable *

z__

)

Definition at line 503 of file vbivnorm.cpp.

Referenced by mvbvu_().

Variable Documentation

int debug_switch =0

Definition at line 501 of file vbivnorm.cpp.

Referenced by mvphi_().