00001
00034 #ifndef _QFCLIB_H_
00035 #define _QFCLIB_H_
00036
00037 #include <math.h>
00038 #include <admodel.h>
00039 #include <df1b2fun.h>
00040 #include <adrndeff.h>
00041
00042 const double EPS = 1.e-20;
00043 const double QFC_M_E= 1.e-20;
00044
00045
00046 int numRows4VarFromFile (adstring filename, adstring varName);
00047 dmatrix findValFromFile (adstring filename, adstring varName, int numVals);
00048 dvector unique (const dvector &in);
00049 ivector sample (const dvector &source, int nSample, int withReplace, const random_number_generator &rng);
00050 dvector matrix2vector (const dmatrix &input, int byrow);
00051 dvar_vector matrix2vector (const dvar_matrix &input, int byrow);
00052 df1b2vector matrix2vector (const df1b2matrix &input, int byrow);
00053 dmatrix vector2matrix (dvector &input, int nrow, int ncol, int byrow);
00054 df1b2matrix vector2matrix (df1b2vector &input, int nrow, int ncol, int byrow);
00055 dvar_matrix vector2matrix (const dvar_vector &input, int nrow, int ncol, int byrow);
00056 bool doubleEqual (double nVal1, double nVal2, int nPrecision);
00057 double runif (double low, double upper, random_number_generator &rng);
00058 double rnorm (double mu, double sigma, random_number_generator &rng);
00059 double rlnorm(double mu, double sigma, random_number_generator & rng);
00060 double rgamma (double alpha, random_number_generator &rng);
00061 double rgamma (double alpha, double beta, random_number_generator &rng);
00062 double rbeta(double alpha, double beta, random_number_generator& rng);
00063 dvector rdirichlet (const dvector &shape, random_number_generator &rng);
00064
00065
00066 dvar_vector logitProp (const dvar_vector &a);
00067 df1b2vector logitProp (const df1b2vector &a);
00068 dvar_vector invLogitProp (const dvar_vector &p);
00069 df1b2vector invLogitProp (const df1b2vector &p);
00070 dvar_vector normalize_p (dvar_vector &p, dvariable fpen);
00071 df1b2vector normalize_p (df1b2vector &p, df1b2variable fpen);
00072 dvar_vector posfun (dvar_vector &x, const dvector &eps, dvariable &pen);
00073 df1b2vector posfun (df1b2vector &x, const dvector &eps, df1b2variable &pen);
00074 dvar_matrix posfun (dvar_matrix &x, const dmatrix &eps, dvariable &pen);
00075 df1b2matrix posfun (df1b2matrix &x, const dmatrix &eps, df1b2variable &pen);
00076 dvariable mf_upper_bound2 (const dvariable &x, const double fmax, dvariable &fpen);
00077 df1b2variable mf_upper_bound2 (const df1b2variable &x, const double fmax, df1b2variable &fpen);
00078 dvar_vector boundp (const dvar_vector &x, const double fmin, const double fmax, const dvariable &fpen);
00079 df1b2vector boundp (const df1b2vector &x, const double fmin, const double fmax, const df1b2variable &fpen);
00080 df1b2vector log_comb (const df1b2vector &n, const df1b2vector &x);
00081 df1b2vector log_comb (const df1b2vector &n, const dvector &x);
00082 df1b2vector log_comb (const dvector &n, const df1b2vector &x);
00083 double nllNegativeBinomial (const double obs, const double m, const double s);
00084 dvariable nllNegativeBinomial (const dvariable &obs, const double m, const double s);
00085 dvariable nllNegativeBinomial (const double obs, const dvariable &m, const dvariable &s);
00086 dvariable nllNegativeBinomial (const dvariable &obs, const dvariable &m, const double s);
00087 dvariable nllNegativeBinomial (const dvariable &obs, const double m, const dvariable &s);
00088 dvariable nllNegativeBinomial (const dvariable &obs, const dvariable &m, const dvariable &s);
00089 df1b2variable nllNegativeBinomial (const df1b2variable &obs, const double m, const double s);
00090 df1b2variable nllNegativeBinomial (const double obs, const df1b2variable &m, const df1b2variable &s);
00091 df1b2variable nllNegativeBinomial (const df1b2variable &obs, const df1b2variable &m, const double s);
00092 df1b2variable nllNegativeBinomial (const df1b2variable &obs, const double m, const df1b2variable &s);
00093 df1b2variable nllNegativeBinomial (const df1b2variable &obs, const df1b2variable &m, const df1b2variable &s);
00094 dvariable nllNegativeBinomial (const dvector &obs, const dvariable &m, const dvariable &s);
00095 dvariable nllNegativeBinomial (const dvar_vector &obs, const double m, const double s);
00096 dvariable nllNegativeBinomial (const dvar_vector &obs, const dvariable &m, const dvariable &s);
00097 df1b2variable nllNegativeBinomial (const df1b2vector &obs, const double m, const double s);
00098 df1b2variable nllNegativeBinomial (const dvector &obs, const df1b2variable &m, const df1b2variable &s);
00099 df1b2variable nllNegativeBinomial (const df1b2vector &obs, const df1b2variable &m, const df1b2variable &s);
00100 double nllNegativeBinomial2 (const double obs, const double m, const double tau);
00101 dvariable nllNegativeBinomial2 (const double obs, const dvariable &m, const dvariable &tau);
00102 dvariable nllNegativeBinomial2 (const dvariable &obs, const double m, const double tau);
00103 dvariable nllNegativeBinomial2 (const dvariable &obs, const dvariable &m, const double tau);
00104 dvariable nllNegativeBinomial2 (const dvariable &obs, const double m, const dvariable &tau);
00105 dvariable nllNegativeBinomial2 (const dvariable &obs, const dvariable &m, const dvariable &tau);
00106 df1b2variable nllNegativeBinomial2 (const df1b2variable &obs, const double m, const double tau);
00107 df1b2variable nllNegativeBinomial2 (const double obs, const df1b2variable &m, const df1b2variable &tau);
00108 df1b2variable nllNegativeBinomial2 (const df1b2variable &obs, const df1b2variable &m, const df1b2variable &tau);
00109 double nllMultiNomial (const dvector &obsN, const dvector &p);
00110 dvariable nllMultiNomial (const dvector &obsN, const dvar_vector &p);
00111 dvariable nllMultiNomial (const dvar_vector &obsN, const dvector &p);
00112 dvariable nllMultiNomial (const dvar_vector &obsN, const dvar_vector &p);
00113 df1b2variable nllMultiNomial (const df1b2vector &obsN, const dvector &p);
00114 df1b2variable nllMultiNomial (const dvector &obsN, const df1b2vector &p);
00115 df1b2variable nllMultiNomial (const df1b2vector &obsN, const df1b2vector &p);
00116 double nllDirichlet (const dvector &p, const dvector &shape);
00117 dvariable nllDirichlet (const dvar_vector &p, const dvector &shape);
00118 dvariable nllDirichlet (const dvector &p, const dvar_vector &shape);
00119 dvariable nllDirichlet (const dvar_vector &p, const dvar_vector &shape);
00120 df1b2variable nllDirichlet (const df1b2vector &p, const dvector &shape);
00121 df1b2variable nllDirichlet (const dvector &p, const df1b2vector &shape);
00122 df1b2variable nllDirichlet (const df1b2vector &p, const df1b2vector &shape);
00123 double nllGamma (const double &x, const double a, const double b);
00124 dvariable nllGamma (const dvariable &x, const double a, const double b);
00125 dvariable nllGamma (const double x, const dvariable &a, const dvariable &b);
00126 dvariable nllGamma (const dvariable &x, const dvariable &a, const double b);
00127 dvariable nllGamma (const dvariable &x, const double a, const dvariable &b);
00128 dvariable nllGamma (const dvariable &x, const dvariable &a, const dvariable &b);
00129 df1b2variable nllGamma (const df1b2variable &x, const double a, const double b);
00130 df1b2variable nllGamma (const double x, const df1b2variable &a, const df1b2variable &b);
00131 df1b2variable nllGamma (const df1b2variable &x, const df1b2variable &a, const double b);
00132 df1b2variable nllGamma (const df1b2variable &x, const double a, const df1b2variable &b);
00133 df1b2variable nllGamma (const df1b2variable &x, const df1b2variable &a, const df1b2variable &b);
00134 double nllGamma (const dvector &x, const double a, const double b);
00135 dvariable nllGamma (const dvar_vector &x, const double a, const double b);
00136 dvariable nllGamma (const dvector &x, const dvariable &a, const dvariable &b);
00137 dvariable nllGamma (const dvar_vector &x, const dvariable &a, const dvariable &b);
00138 df1b2variable nllGamma (const df1b2vector &x, const double a, const double b);
00139 df1b2variable nllGamma (const dvector &x, const df1b2variable &a, const df1b2variable &b);
00140 df1b2variable nllGamma (const df1b2vector &x, const df1b2variable &a, const df1b2variable &b);
00141 double nllBeta (const double x, const double a, const double b);
00142 dvariable nllBeta (const dvariable &x, const double a, const double b);
00143 dvariable nllBeta (const double x, const dvariable &a, const dvariable &b);
00144 dvariable nllBeta (const dvariable &x, const dvariable &a, const double b);
00145 dvariable nllBeta (const dvariable &x, const double a, const dvariable &b);
00146 dvariable nllBeta (const dvariable &x, const dvariable &a, const dvariable &b);
00147 df1b2variable nllBeta (const df1b2variable &x, const double a, const double b);
00148 df1b2variable nllBeta (const df1b2variable &x, const df1b2variable &a, const double b);
00149 df1b2variable nllBeta (const df1b2variable &x, const double a, const df1b2variable &b);
00150 df1b2variable nllBeta (const double x, const df1b2variable &a, const df1b2variable &b);
00151 df1b2variable nllBeta (const df1b2variable &x, const df1b2variable &a, const df1b2variable &b);
00152 dvariable nllBeta (const dvar_vector &x, const double a, const double b);
00153 dvariable nllBeta (const dvector &x, const dvariable &a, const dvariable &b);
00154 dvariable nllBeta (const dvar_vector &x, const dvariable &a, const dvariable &b);
00155 df1b2variable nllBeta (const df1b2vector &x, const double a, const double b);
00156 df1b2variable nllBeta (const dvector &x, const df1b2variable &a, const df1b2variable &b);
00157 df1b2variable nllBeta (const df1b2vector &x, const df1b2variable &a, const df1b2variable &b);
00158 double nllNormal (const double x, const double mu, const double sigma);
00159 dvariable nllNormal (const dvariable &x, const double mu, const double sigma);
00160 dvariable nllNormal (const double x, const dvariable &mu, const dvariable &sigma);
00161 dvariable nllNormal (const dvariable &x, const dvariable &mu, const double sigma);
00162 dvariable nllNormal (const dvariable &x, const double mu, const dvariable &sigma);
00163 dvariable nllNormal (const dvariable &x, const dvariable &mu, const dvariable &sigma);
00164 df1b2variable nllNormal (const df1b2variable &x, const double mu, const double sigma);
00165 df1b2variable nllNormal (const df1b2variable &x, const df1b2variable &mu, const double sigma);
00166 df1b2variable nllNormal (const df1b2variable &x, const double mu, const df1b2variable &sigma);
00167 df1b2variable nllNormal (const double x, const df1b2variable &mu, const df1b2variable &sigma);
00168 df1b2variable nllNormal (const df1b2variable &x, const df1b2variable &mu, const df1b2variable &sigma);
00169 double nllNormal (const dvector &x, const double mu, const double sigma);
00170 dvariable nllNormal (const dvar_vector &x, const double mu, const double sigma);
00171 dvariable nllNormal (const dvector &x, const dvariable &mu, const dvariable &sigma);
00172 dvariable nllNormal (const dvar_vector &x, const dvariable &mu, const dvariable &sigma);
00173 df1b2variable nllNormal (const df1b2vector &x, const double mu, const double sigma);
00174 df1b2variable nllNormal (const dvector &x, const df1b2variable &mu, const df1b2variable &sigma);
00175 df1b2variable nllNormal (const df1b2vector &x, const df1b2variable &mu, const df1b2variable &sigma);
00176 dvariable nllNormal (const dvar_vector &x, const dvector &mu, const double sigma);
00177 dvariable nllNormal (const dvector &x, const dvar_vector &mu, const dvariable &sigma);
00178 dvariable nllNormal (const dvar_vector &x, const dvar_vector &mu, const dvariable &sigma);
00179 df1b2variable nllNormal (const df1b2vector &x, const dvector &mu, const double sigma);
00180 df1b2variable nllNormal (const dvector &x, const df1b2vector &mu, const df1b2variable &sigma);
00181 df1b2variable nllNormal (const df1b2vector &x, const df1b2vector &mu, const df1b2variable &sigma);
00182 dvariable nllNormal2 (const dvariable &x, const double mu, const double tau);
00183 dvariable nllNormal2 (const double x, const dvariable &mu, const dvariable &tau);
00184 dvariable nllNormal2 (const dvariable &x, const dvariable &mu, const dvariable &tau);
00185 df1b2variable nllNormal2 (const df1b2variable &x, const double mu, const double tau);
00186 df1b2variable nllNormal2 (const double x, const df1b2variable &mu, const df1b2variable &tau);
00187 df1b2variable nllNormal2 (const df1b2variable &x, const df1b2variable &mu, const df1b2variable &tau);
00188 dvariable nllNormal2 (const dvar_vector &x, const double mu, const double tau);
00189 dvariable nllNormal2 (const dvector &x, const dvariable &mu, const dvariable &tau);
00190 dvariable nllNormal2 (const dvar_vector &x, const dvariable &mu, const dvariable &tau);
00191 df1b2variable nllNormal2 (const df1b2vector &x, const double mu, const double tau);
00192 df1b2variable nllNormal2 (const dvector &x, const df1b2variable &mu, const df1b2variable &tau);
00193 df1b2variable nllNormal2 (const df1b2vector &x, const df1b2variable &mu, const df1b2variable &tau);
00194 dvariable nllNormal2 (const dvar_vector &x, const dvector &mu, const double tau);
00195 dvariable nllNormal2 (const dvector &x, const dvar_vector &mu, const dvariable &tau);
00196 dvariable nllNormal2 (const dvar_vector &x, const dvar_vector &mu, const dvariable &tau);
00197 df1b2variable nllNormal2 (const df1b2vector &x, const dvector &mu, const double tau);
00198 df1b2variable nllNormal2 (const dvector &x, const df1b2vector &mu, const df1b2variable &tau);
00199 df1b2variable nllNormal2 (const df1b2vector &x, const df1b2vector &mu, const df1b2variable &tau);
00200 double nllBinomial (const double x, const double n, const double p);
00201 dvariable nllBinomial (const dvariable &x, const double n, const double p);
00202 dvariable nllBinomial (const double x, const dvariable &n, const dvariable &p);
00203 dvariable nllBinomial (const dvariable &x, const dvariable &n, const dvariable &p);
00204 df1b2variable nllBinomial (const df1b2variable &x, const double n, const double p);
00205 df1b2variable nllBinomial (const double x, const df1b2variable &n, const df1b2variable &p);
00206 df1b2variable nllBinomial (const df1b2variable &x, const df1b2variable &n, const df1b2variable &p);
00207 dvariable nllBinomial (const dvar_vector &x, const dvector &n, const double p);
00208 dvariable nllBinomial (const dvector &x, const dvar_vector &n, const dvariable &p);
00209 dvariable nllBinomial (const dvar_vector &x, const dvar_vector &n, const dvariable &p);
00210 df1b2variable nllBinomial (const dvector &x, const df1b2vector &n, const df1b2variable &p);
00211 df1b2variable nllBinomial (const df1b2vector &x, const dvector &n, const double p);
00212 df1b2variable nllBinomial (const df1b2vector &x, const df1b2vector &n, const df1b2variable &p);
00213 double nllLognormal (const double x, const double mu, const double sigma);
00214 dvariable nllLognormal (const dvariable &x, const double mu, const double sigma);
00215 dvariable nllLognormal (const double x, const dvariable &mu, const dvariable &sigma);
00216 dvariable nllLognormal (const dvariable &x, const dvariable &mu, const double sigma);
00217 dvariable nllLognormal (const dvariable &x, const double mu, const dvariable &sigma);
00218 dvariable nllLognormal (const dvariable &x, const dvariable &mu, const dvariable &sigma);
00219 df1b2variable nllLognormal (const df1b2variable &x, const double mu, const double sigma);
00220 df1b2variable nllLognormal (const double x, const df1b2variable &mu, const df1b2variable &sigma);
00221 df1b2variable nllLognormal (const df1b2variable &x, const df1b2variable &mu, const double sigma);
00222 df1b2variable nllLognormal (const df1b2variable &x, const double mu, const df1b2variable &sigma);
00223 df1b2variable nllLognormal (const df1b2variable &x, const df1b2variable &mu, const df1b2variable &sigma);
00224 dvariable nllLognormal (const dvar_vector &x, const double mu, const double sigma);
00225 dvariable nllLognormal (const dvector &x, const dvariable &mu, const dvariable &sigma);
00226 dvariable nllLognormal (const dvar_vector &x, const dvariable &mu, const dvariable &sigma);
00227 df1b2variable nllLognormal (const df1b2vector &x, const double mu, const double sigma);
00228 df1b2variable nllLognormal (const dvector &x, const df1b2variable &mu, const df1b2variable &sigma);
00229 df1b2variable nllLognormal (const df1b2vector &x, const df1b2variable &mu, const df1b2variable &sigma);
00230 dvariable nllLognormal (const dvar_vector &x, const dvector &mu, const double sigma);
00231 dvariable nllLognormal (const dvector &x, const dvar_vector &mu, const dvariable &sigma);
00232 dvariable nllLognormal (const dvar_vector &x, const dvar_vector &mu, const dvariable &sigma);
00233 df1b2variable nllLognormal (const df1b2vector &x, const dvector &mu, const double sigma);
00234 df1b2variable nllLognormal (const dvector &x, const df1b2vector &mu, const df1b2variable &sigma);
00235 df1b2variable nllLognormal (const df1b2vector &x, const df1b2vector &mu, const df1b2variable &sigma);
00236 dvariable nllLognormal2 (const double x, const dvariable &mu, const dvariable &tau);
00237 dvariable nllLognormal2 (const dvariable &x, const double mu, const double tau);
00238 dvariable nllLognormal2 (const dvariable &x, const dvariable &mu, const dvariable &tau);
00239 df1b2variable nllLognormal2 (const df1b2variable x, const double mu, const double tau);
00240 df1b2variable nllLognormal2 (const double x, const df1b2variable &mu, const df1b2variable &tau);
00241 df1b2variable nllLognormal2 (const df1b2variable x, const df1b2variable &mu, const double tau);
00242 df1b2variable nllLognormal2 (const df1b2variable x, const double mu, const df1b2variable &tau);
00243 df1b2variable nllLognormal2 (const df1b2variable x, const df1b2variable &mu, const df1b2variable &tau);
00244 dvariable nllLognormal2 (const dvar_vector &x, const double mu, const double tau);
00245 dvariable nllLognormal2 (const dvector &x, const dvariable &mu, const dvariable &tau);
00246 dvariable nllLognormal2 (const dvar_vector &x, const dvariable &mu, const dvariable &tau);
00247 df1b2variable nllLognormal2 (const dvector &x, const df1b2variable &mu, const df1b2variable &tau);
00248 df1b2variable nllLognormal2 (const df1b2vector &x, const double mu, const double tau);
00249 df1b2variable nllLognormal2 (const df1b2vector &x, const df1b2variable &mu, const double tau);
00250 df1b2variable nllLognormal2 (const df1b2vector &x, const double mu, const df1b2variable &tau);
00251 df1b2variable nllLognormal2 (const df1b2vector &x, const df1b2variable &mu, const df1b2variable &tau);
00252 dvariable nllLognormal2 (const dvar_vector &x, const dvector &mu, const double tau);
00253 dvariable nllLognormal2 (const dvector &x, const dvar_vector &mu, const dvariable &tau);
00254 dvariable nllLognormal2 (const dvar_vector &x, const dvar_vector &mu, const dvariable &tau);
00255 df1b2variable nllLognormal2 (const df1b2vector &x, const dvector &mu, const double tau);
00256 df1b2variable nllLognormal2 (const dvector &x, const df1b2vector &mu, const df1b2variable &tau);
00257 df1b2variable nllLognormal2 (const df1b2vector &x, const df1b2vector &mu, const df1b2variable &tau);
00258 double nllPoisson (const double x, const double lambda);
00259 dvariable nllPoisson (const dvariable &x, const double lambda);
00260 dvariable nllPoisson (const double x, const dvariable &lambda);
00261 dvariable nllPoisson (const dvariable &x, const dvariable &lambda);
00262 df1b2variable nllPoisson (const df1b2variable &x, const double lambda);
00263 df1b2variable nllPoisson (const double x, const df1b2variable &lambda);
00264 df1b2variable nllPoisson (const df1b2variable &x, const df1b2variable &lambda);
00265 dvariable nllPoisson (const dvar_vector &x, const double lambda);
00266 dvariable nllPoisson (const dvector &x, const dvariable &lambda);
00267 dvariable nllPoisson (const dvar_vector &x, const dvariable &lambda);
00268 df1b2variable nllPoisson (const dvector &x, const df1b2variable &lambda);
00269 df1b2variable nllPoisson (const df1b2vector &x, const double lambda);
00270 df1b2variable nllPoisson (const df1b2vector &x, const df1b2variable &lambda);
00271 double nllInverseGamma (const double x, const double a, const double b);
00272 dvariable nllInverseGamma (const dvariable &x, const double a, const double b);
00273 dvariable nllInverseGamma (const double x, const dvariable &a, const dvariable &b);
00274 dvariable nllInverseGamma (const dvariable &x, const dvariable &a, const dvariable &b);
00275 df1b2variable nllInverseGamma (const df1b2variable &x, const double a, const double b);
00276 df1b2variable nllInverseGamma (const double x, const df1b2variable &a, const df1b2variable &b);
00277 df1b2variable nllInverseGamma (const df1b2variable &x, const df1b2variable &a, const double b);
00278 df1b2variable nllInverseGamma (const df1b2variable &x, const double a, const df1b2variable &b);
00279 df1b2variable nllInverseGamma (const df1b2variable &x, const df1b2variable &a, const df1b2variable &b);
00280 dvariable nllInverseGamma (const dvar_vector &x, const double a, const double b);
00281 dvariable nllInverseGamma (const dvector &x, const dvariable &a, const dvariable &b);
00282 dvariable nllInverseGamma (const dvar_vector &x, const dvariable &a, const dvariable &b);
00283 df1b2variable nllInverseGamma (const dvector &x, const df1b2variable &a, const df1b2variable &b);
00284 df1b2variable nllInverseGamma (const df1b2vector &x, const double a, const double b);
00285 df1b2variable nllInverseGamma (const df1b2vector &x, const df1b2variable &a, const df1b2variable &b);
00286 #endif
1.8.0
