/* * Mathlib : A C Library of Special Functions * Copyright (C) 1998 Ross Ihaka * Copyright (C) 2000 The R Development Core Team * Copyright (C) 2003 The R Foundation * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 2 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, a copy is available at * http://www.r-project.org/Licenses/ * * SYNOPSIS * * double dnorm4(double x, double mu, double sigma, int give_log) * {dnorm (..) is synonymous and preferred inside R} * * DESCRIPTION * * Compute the density of the normal distribution. */ #include "nmath.h" #include "dpq.h" double dnorm4(double x, double mu, double sigma, int give_log) { #ifdef IEEE_754 if (ISNAN(x) || ISNAN(mu) || ISNAN(sigma)) return x + mu + sigma; #endif if(!R_FINITE(sigma)) return R_D__0; if(!R_FINITE(x) && mu == x) return ML_NAN;/* x-mu is NaN */ if (sigma <= 0) { if (sigma < 0) ML_ERR_return_NAN; /* sigma == 0 */ return (x == mu) ? ML_POSINF : R_D__0; } x = (x - mu) / sigma; if(!R_FINITE(x)) return R_D__0; return (give_log ? -(M_LN_SQRT_2PI + 0.5 * x * x + log(sigma)) : M_1_SQRT_2PI * exp(-0.5 * x * x) / sigma); /* M_1_SQRT_2PI = 1 / sqrt(2 * pi) */ }