cbivnorm.cpp File Reference

(* $Id$)

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#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 float	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
double	cmvbvu_ (const double *sh, const double *sk, const double *r__)
double	cmvphi_ (double *z__)
double	cumbvn (const double &x, const double &y, const double &rho)
	Cumulative bivariate normal distribution.
double	cumbvn (const double &xl, const double &yl, const double &xu, const double &yu, const double &rho)
	Cumulative bivariate normal distribution.

---

Detailed Description

Description not yet available.

Definition in file cbivnorm.cpp.

---

Define Documentation

#define abs

(

x

)

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

Definition at line 190 of file cbivnorm.cpp.

Referenced by cmvbvu_(), cmvphi_(), gauss_legendre(), and function_minimizer::likeprof_routine().

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

Definition at line 197 of file cbivnorm.cpp.

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

Definition at line 198 of file cbivnorm.cpp.

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

Definition at line 196 of file cbivnorm.cpp.

#define dabs

(

x

)

(doublereal)abs(x)

Definition at line 191 of file cbivnorm.cpp.

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

Definition at line 195 of file cbivnorm.cpp.

Referenced by boundpin().

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

Definition at line 194 of file cbivnorm.cpp.

Referenced by boundpin(), calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), dftinv(), and read_hessian_matrix_and_scale().

#define Extern   extern

Definition at line 59 of file cbivnorm.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 30 of file cbivnorm.cpp.

#define F2C_proc_par_types   1

Definition at line 202 of file cbivnorm.cpp.

#define FALSE_   (0)

Definition at line 55 of file cbivnorm.cpp.

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

Definition at line 193 of file cbivnorm.cpp.

Referenced by df3_one_vector::allocate(), df1_one_vector::allocate(), df1_two_vector::allocate(), df1_three_vector::allocate(), df3_three_vector::allocate(), df3_two_vector::allocate(), adstring_array::allocate(), init_df1b2vector::allocate(), laplace_approximation_calculator::banded_calculations_lme(), check_choleski_decomp(), choleski_decomp(), choleski_decomp_positive(), cmvbvu_(), column_vector(), cubic_spline(), dbinom(), laplace_approximation_calculator::default_calculations(), laplace_approximation_calculator::default_calculations_check_derivatives(), dfcholeski_decomp_banded(), dfcholeski_decomp_banded_positive(), dmatrix_position::dmatrix_position(), laplace_approximation_calculator::do_separable_stuff_newton_raphson_block_diagonal(), dvar_matrix_position::dvar_matrix_position(), evaluate_function(), evaluate_function_quiet(), expm(), gauss_hermite_stuff::gauss_hermite_stuff(), laplace_approximation_calculator::get_complete_hessian(), shareinfo::get_inv_matrix_shared(), shareinfo::get_inv_vector_shared(), get_newton_raphson_info(), laplace_approximation_calculator::get_newton_raphson_info(), get_second_ders(), laplace_approximation_calculator::get_uhat_quasi_newton_block_diagonal(), identity_matrix(), imatrix_position::imatrix_position(), lbfgs_(), function_minimizer::limited_memory_quasi_newton(), lower_triangular_dmatrix::lower_triangular_dmatrix(), Max(), max(), mcsrch_(), mcstep_(), min(), mvbvu_(), nograd_assign(), nograd_assign_column(), nograd_assign_row(), function_minimizer::normalize_posterior_distribution(), operator&(), operator*(), operator<<(), adstring_array::operator=(), named_i4_array::operator=(), operator>>(), pearson_residuals(), function_minimizer::random_effects_maximization(), ivector::reallocate(), restore_banded_lower_triangular_dvar_matrix_value(), restore_banded_symmetric_dvar_matrix_value(), restore_d3_array_value(), restore_dmatrix_position(), restore_dmatrix_value(), restore_dvar_matrix_derivative_column(), restore_dvar_matrix_position(), restore_dvar_matrix_value(), restore_imatrix_position(), restore_imatrix_value(), restore_lower_triangular_dvar_matrix_value(), row_vector(), dmatrix::save_dmatrix_derivatives(), banded_symmetric_dmatrix::save_dmatrix_derivatives(), banded_lower_triangular_dmatrix::save_dmatrix_derivatives(), dmatrix::save_dmatrix_derivatives_na(), dmatrix::save_dmatrix_position(), banded_symmetric_dmatrix::save_dmatrix_value(), dvar_matrix::save_dvar_matrix_position(), banded_symmetric_dvar_matrix::save_dvar_matrix_position(), banded_lower_triangular_dvar_matrix::save_dvar_matrix_position(), dvar_matrix::save_dvar_matrix_value(), banded_symmetric_dvar_matrix::save_dvar_matrix_value(), banded_lower_triangular_dvar_matrix::save_dvar_matrix_value(), dvar_vector::save_dvar_vector_value(), imatrix::save_imatrix_position(), ivector::save_ivector_value(), set_value(), set_value_inv(), set_value_inv_mc(), set_value_inv_partial(), set_value_mc(), set_value_partial(), size_count(), size_count_partial(), symmetrize(), value(), and adstring_array::~adstring_array().

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

Definition at line 192 of file cbivnorm.cpp.

Referenced by df3_one_vector::allocate(), df1_one_vector::allocate(), df1_two_vector::allocate(), df1_three_vector::allocate(), df3_three_vector::allocate(), df3_two_vector::allocate(), bounder(), calculate_importance_sample(), calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_funnel(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), calculate_importance_sample_funnel(), calculate_importance_sample_shess(), mat_shape::colshift(), column_vector(), cubic_spline(), dbinom(), laplace_approximation_calculator::default_calculations(), laplace_approximation_calculator::default_calculations_check_derivatives(), df_xdet(), df_xldet(), dfinvpret(), dlnorm(), dmatrix_position::dmatrix_position(), dmdv_solve(), dnorm(), dvar_matrix_position::dvar_matrix_position(), eigenvalues(), eigenvectors(), elem_div(), elem_prod(), funnel_gradcalc(), laplace_approximation_calculator::get_complete_hessian(), shareinfo::get_inv_matrix_shared(), shareinfo::get_inv_vector_shared(), get_newton_raphson_info(), laplace_approximation_calculator::get_newton_raphson_info(), multi_index::get_offset(), get_second_ders(), imatrix_position::imatrix_position(), function_minimizer::limited_memory_quasi_newton(), function_minimizer::limited_memory_quasi_newton_block(), mcsrch_(), mcstep_(), min(), function_minimizer::minimize(), multi_index::multi_index(), new_value_mc(), nograd_assign(), nograd_assign_column(), nograd_assign_row(), function_minimizer::normalize_posterior_distribution(), operator&(), operator*(), operator+(), operator<<(), adstring_array::operator=(), named_i4_array::operator=(), dvar_vector::operator=(), operator>>(), function_minimizer::prof_minimize(), function_minimizer::prof_minimize_re(), function_minimizer::projected_hess_determinant(), function_minimizer::quasi_newton_block(), function_minimizer::random_effects_maximization(), read_hessian_matrix_and_scale(), gradient_structure::restore_arrays(), restore_banded_lower_triangular_dvar_matrix_value(), restore_banded_symmetric_dvar_matrix_value(), restore_d3_array_value(), restore_dmatrix_position(), restore_dmatrix_value(), restore_dvar_matrix_derivative_column(), restore_dvar_matrix_position(), restore_dvar_matrix_value(), restore_dvar_vector_der_nozero(), restore_dvar_vector_derivatives(), restore_imatrix_position(), restore_imatrix_value(), restore_lower_triangular_dvar_matrix_value(), row_vector(), imatrix::rowshift(), mat_shape::rowshift(), dvar_matrix::rowshift(), dmatrix::rowshift(), gradient_structure::save_arrays(), dmatrix::save_dmatrix_derivatives(), banded_symmetric_dmatrix::save_dmatrix_derivatives(), banded_lower_triangular_dmatrix::save_dmatrix_derivatives(), dmatrix::save_dmatrix_derivatives_na(), dmatrix::save_dmatrix_position(), banded_symmetric_dmatrix::save_dmatrix_value(), dvar_matrix::save_dvar_matrix_position(), banded_symmetric_dvar_matrix::save_dvar_matrix_position(), banded_lower_triangular_dvar_matrix::save_dvar_matrix_position(), dvar_matrix::save_dvar_matrix_value(), banded_symmetric_dvar_matrix::save_dvar_matrix_value(), banded_lower_triangular_dvar_matrix::save_dvar_matrix_value(), dvar_vector::save_dvar_vector_value(), imatrix::save_imatrix_position(), ivector::save_ivector_value(), set_value(), set_value_inv(), set_value_inv_mc(), set_value_inv_partial(), set_value_mc(), set_value_partial(), vector_shapex::shift(), ivector::shift(), vector_shape::shift(), lvector::shift(), df1b2vector::shift(), dvar_vector::shift(), size_count(), size_count_partial(), svd_mln(), symmetrize(), value(), and adstring_array::~adstring_array().

#define TRUE_   (1)

Definition at line 54 of file cbivnorm.cpp.

#define VOID   void

Definition at line 156 of file cbivnorm.cpp.

#define w   ((doublereal *)&equiv_21)

Referenced by bounded_cumd_norm(), bounded_multivariate_cauchy(), bounded_multivariate_mixture(), bounded_multivariate_normal(), bounded_multivariate_uniform(), bounded_robust_multivariate_normal(), cmvbvu_(), cs_add(), cs_amd(), cs_etree(), cs_multiply(), cs_transpose(), cumd_mixture(), cumd_mixture_02(), cumd_norm(), dmultinom(), function_minimizer::do_gauss_hermite_integration(), function_minimizer::do_gauss_hermite_integration_multi(), laplace_approximation_calculator::do_separable_stuff_hessian_type_information(), elem_div(), elem_prod(), fmm::fmm(), fmmt1::fmmt1(), gauss_hermite_stuff::gauss_hermite_stuff(), generate_actual_multivariate(), generate_actual_multivariate_cauchy(), generate_actual_multivariate_mixture(), get_bounded_cauchy(), get_bounded_mixture(), get_bounded_normal(), get_bounded_normal_virtual(), laplace_approximation_calculator::get_gradient_for_hessian_calcs(), get_initial_u(), function_minimizer::hess_routine_noparallel_random_effects(), hs_symperm(), inv_cumd_t(), function_minimizer::limited_memory_quasi_newton(), laplace_approximation_calculator::lincg(), log_likelihood_mixture(), log_likelihood_mixture_02(), mvbvu_(), new_probing_bounded_multivariate_normal(), new_probing_bounded_multivariate_normal_mcmc(), normalized_gauss_hermite(), old_cumd_norm(), operator<<(), polint(), probing_bounded_multivariate_normal(), function_minimizer::random_effects_maximization(), sgamma(), sing_val_decomp::sing_val_decomp(), singval_decomp(), solve(), safe_choleski_solver::solve(), str(), tan(), and value().

#define x   ((doublereal *)&equiv_22)

Referenced by add_hist_values(), allocated(), asin(), atan2(), laplace_approximation_calculator::banded_calculations(), laplace_approximation_calculator::banded_calculations_lme(), beta_deviate(), betacf(), laplace_approximation_calculator::block_diagonal_calculations(), bounded_cumd_norm(), boundp(), boundpin(), check_shape(), chol(), cholnew(), cmdv_prod(), cmvbvu_(), df1b2vector::copy(), cos(), cs_add(), cs_ipvec(), cs_lsolve(), cs_ltsolve(), cs_multiply(), cs_pvec(), cube(), cubic_spline_function::cubic_spline_function(), cumd_norm(), cumd_normal_logistic_mixture_initx(), cumd_normal_mixture_initx(), d1F(), d2F(), d3_np_fs(), d3F(), laplace_approximation_calculator::default_calculations(), laplace_approximation_calculator::default_calculations_check_derivatives(), function_minimizer::dep_hess_routine(), function_minimizer::depvars_routine(), derch(), DF_cdble_dv_div(), DF_cdble_dv_diveq(), DF_dble_dv_div(), DF_dv_cdble_div(), DF_dv_dble_div(), DF_dv_dble_prod(), DF_dv_double_prod(), DF_dvcube(), DF_dvfourth(), DF_dvsquare(), DF_vdble_dv_diveq(), dfbltsolve(), dfcholeski_sparse(), dfinvpret(), dmcv_prod(), dmdv_prod(), dmdv_solve(), dvdm_prod(), elem_div(), dvar_vector::elem_value(), exp(), fabs(), first_difference(), fmm::fmin(), fmmt1::fmin(), fmmt1::fmin2(), fourth(), DF_FILE::fread(), funnel_init_df1b2matrix::funnel_init_df1b2matrix(), funnel_init_df1b2variable::funnel_init_df1b2variable(), gamma_density(), gamma_deviate(), gammln(), gammlnguts(), laplace_approximation_calculator::generate_antithetical_rvs(), get_hessian(), laplace_approximation_calculator::get_hessian_components_banded_lme(), get_inverse_sparse_hessian(), function_minimizer::get_particular_grad(), gradient_structure::gradient_structure(), function_minimizer::hess_inv(), function_minimizer::hess_routine_and_constraint(), function_minimizer::hess_routine_noparallel(), function_minimizer::hess_routine_noparallel_random_effects(), function_minimizer::hess_routine_slave_random_effects(), function_minimizer::hybrid_mcmc_routine(), inv(), inv_cumd_beta_stable(), inv_cumd_gamma(), inv_cumd_mixture(), inv_cumd_mixture_02(), inv_cumd_normal_logistic_mixture(), inv_cumd_normal_mixture(), function_minimizer::limited_memory_quasi_newton(), log(), log_gamma_density(), lower_triangular_solve(), lower_triangular_solve_trans(), make_preliminary_hist(), function_minimizer::mcmc_routine(), mean(), mfexp(), function_minimizer::minimize(), function_minimizer::monte_carlo_routine(), mvbvu_(), function_minimizer::neldmead(), norm(), norm2(), normalized_gauss_hermite(), nr_generic(), df1b2function1::operator()(), df1b2function2::operator()(), operator*(), df1_one_variable::operator*=(), df1_two_variable::operator*=(), df3_three_variable::operator*=(), df3_two_variable::operator*=(), df1b2vector::operator*=(), df1b2matrix::operator*=(), prevariable::operator*=(), operator+(), df1b2variable::operator+=(), df1b2vector::operator+=(), prevariable::operator+=(), operator-(), df1b2variable::operator-=(), df1b2vector::operator-=(), prevariable::operator-=(), operator/(), df3_three_variable::operator/=(), df3_two_variable::operator/=(), df1b2vector::operator/=(), df1b2matrix::operator/=(), operator<<(), df1b2variable::operator=(), df1b2vector::operator=(), dll_param_init_vector::operator=(), prevariable::operator=(), dvariable::operator=(), dvar_vector::operator=(), cifstream::operator>>(), pow(), funnel_init_df1b2variable::preallocate(), function_minimizer::prof_minimize(), function_minimizer::prof_minimize_re(), randn(), function_minimizer::random_effects_maximization(), dvar_vector::read_from(), initial_params::reset1(), restore_value_from_vector(), return_choleski_decomp_solve(), return_choleski_factor_solve(), rmvlogistic(), banded_symmetric_dmatrix::save_dmatrix_derivatives(), banded_lower_triangular_dmatrix::save_dmatrix_derivatives(), prevariable::save_prevariable_value(), function_minimizer::sd_routine(), set_dependent_variable(), funnel_init_df1b2matrix::set_value(), df1b2_init_vector::set_value(), df1b2_init_matrix::set_value(), df1b2_init_number::set_value(), df1b2_init_bounded_number::set_value(), df1b2_init_bounded_vector::set_value(), random_effects_bounded_vector_info::set_value(), re_df1b2_init_bounded_vector::set_value(), df1b2_init_bounded_matrix::set_value(), set_value(), set_value_inv(), set_value_mc(), sgamma(), param_init_vector::shared_set_value(), param_init_matrix::shared_set_value(), param_init_bounded_matrix::shared_set_value(), param_init_d3array::shared_set_value(), param_init_vector::shared_set_value_inv(), param_init_matrix::shared_set_value_inv(), param_init_bounded_matrix::shared_set_value_inv(), param_init_d3array::shared_set_value_inv(), sin(), size_count(), solve(), solve_trans(), spline(), sqrt(), square(), sum(), svd_mln(), svd_nlm(), t_deviate(), tan(), laplace_approximation_calculator::test_trust_region_method(), tmpxchol1(), value(), varchol(), vcubic_spline_function::vcubic_spline_function(), dvar_vector::write_on(), initial_params::xinit1(), and initial_params::xinit_all().

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Typedef Documentation

typedef VOID C_f

Definition at line 229 of file cbivnorm.cpp.

typedef VOID(* C_fp)()

Definition at line 221 of file cbivnorm.cpp.

typedef doublereal(* D_fp)()

Definition at line 220 of file cbivnorm.cpp.

typedef double doublereal

Definition at line 40 of file cbivnorm.cpp.

typedef doublereal E_f

Definition at line 232 of file cbivnorm.cpp.

typedef doublereal(*)(* E_fp)()

Definition at line 220 of file cbivnorm.cpp.

typedef long int flag

Definition at line 70 of file cbivnorm.cpp.

typedef long int ftnint

Definition at line 72 of file cbivnorm.cpp.

typedef long int ftnlen

Definition at line 71 of file cbivnorm.cpp.

typedef VOID H_f

Definition at line 230 of file cbivnorm.cpp.

typedef VOID(* H_fp)()

Definition at line 225 of file cbivnorm.cpp.

typedef integer(* I_fp)()

Definition at line 218 of file cbivnorm.cpp.

typedef long int integer

Definition at line 35 of file cbivnorm.cpp.

typedef char integer1

Definition at line 46 of file cbivnorm.cpp.

typedef shortint(* J_fp)()

Definition at line 217 of file cbivnorm.cpp.

typedef shortlogical(* K_fp)()

Definition at line 224 of file cbivnorm.cpp.

typedef logical(* L_fp)()

Definition at line 223 of file cbivnorm.cpp.

typedef long int logical

Definition at line 43 of file cbivnorm.cpp.

typedef char logical1

Definition at line 45 of file cbivnorm.cpp.

typedef struct Namelist Namelist

Definition at line 188 of file cbivnorm.cpp.

typedef real(* R_fp)()

Definition at line 219 of file cbivnorm.cpp.

typedef float real

Definition at line 39 of file cbivnorm.cpp.

typedef int(* S_fp)()

Definition at line 226 of file cbivnorm.cpp.

typedef short int shortint

Definition at line 38 of file cbivnorm.cpp.

typedef short int shortlogical

Definition at line 44 of file cbivnorm.cpp.

typedef int(* U_fp)()

Definition at line 216 of file cbivnorm.cpp.

typedef unsigned long int uinteger

Definition at line 36 of file cbivnorm.cpp.

typedef struct Vardesc Vardesc

Definition at line 181 of file cbivnorm.cpp.

typedef VOID Z_f

Definition at line 231 of file cbivnorm.cpp.

typedef VOID(* Z_fp)()

Definition at line 222 of file cbivnorm.cpp.

---

Function Documentation

double cmvbvu_	(	const double *	sh,
		const double *	sk,
		const double *	r__
	)

Definition at line 308 of file cbivnorm.cpp.

Referenced by cumbvn().

double cmvphi_

(

double *

z__

)

Definition at line 483 of file cbivnorm.cpp.

Referenced by cmvbvu_().

double cumbvn	(	const double &	x,
		const double &	y,
		const double &	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 271 of file cbivnorm.cpp.

Referenced by cumbvn().

double cumbvn	(	const double &	xl,
		const double &	yl,
		const double &	xu,
		const double &	yu,
		const double &	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 291 of file cbivnorm.cpp.