LRcauchy.c

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/*
 * Copyright    2019    R.K. Owen, Ph.D.
 * License      see lgpl.md (Gnu Lesser General Public License)
 */
#ifdef __cplusplus
extern "C" {
#endif

#include <math.h>
#include "libran.h"

/* double */
double LRd_cauchy_RAN(LR_obj *o) {
        return o->m.d + o->s.d*tan(M_PI * o->ud(o));
}

double LRd_cauchymar_RAN(LR_obj *o) {
        double zero = 0.0, one = 1.0, two = 2.0;
        double s, z1, z2;
        do {
                z1 = two*o->ud(o) - one;
                z2 = two*o->ud(o) - one;
                s = z1*z1 + z2*z2;
        } while (s > one || z2 == zero);

        return o->m.d + o->s.d*z1/z2;
}

double LRd_cauchy_PDF(LR_obj *o, double x) {

        x -= o->m.d;

        return o->s.d * M_1_PI / (x*x + o->s.d * o->s.d);
}

double LRd_cauchy_CDF(LR_obj *o, double x) {
        double  half = 0.5;

        x -= o->m.d;

        return half + M_1_PI * atan(x/o->s.d);
}

/* float */
float LRf_cauchy_RAN(LR_obj *o) {
        return o->m.f + o->s.f*tanf(M_PI * o->uf(o));
}

float LRf_cauchymar_RAN(LR_obj *o) {
        float zero = 0.0, one = 1.0, two = 2.0;
        float s, z1, z2;
        do {
                z1 = two*o->uf(o) - one;
                z2 = two*o->uf(o) - one;
                s = z1*z1 + z2*z2;
        } while (s > one || z2 == zero);

        return o->m.f + o->s.f*z1/z2;
}

float LRf_cauchy_PDF(LR_obj *o, float x) {

        x -= o->m.f;

        return o->s.f * M_1_PI / (x*x + o->s.f * o->s.f);
}

float LRf_cauchy_CDF(LR_obj *o, float x) {
        float   half = 0.5;

        x -= o->m.f;

        return half + M_1_PI * atanf(x/o->s.f);
}

#ifdef __cplusplus
}
#endif