LRerlang.c

Go to the documentation of this file.

/*
 * 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_erlang_RAN(LR_obj *o) {
        double zero = 0.0, one = 1.0, u, p = one;
        int kk = o->k;

        while (kk--) {
                do {
                        u = o->ud(o);
                } while (u == zero);
                p *= u;
        }
        return - o->m.d*log(p);
}

double LRd_erlang_PDF(LR_obj *o, double x) {
        double zero = 0.0, one = 1.0, p = one, xx = x;
        if (isnan(o->s.d))
                o->s.d = one/o->m.d;

        if (x < zero)   return zero;

        if (x == zero) {
                if (o->k == 1) {
                        return o->s.d;
                } else {
                        return zero;
                }
        } else {
                p *= o->s.d;
                xx *= p;
                for (int nn = 1; nn < o->k; nn++) {
                        p *= (xx/nn);
                }
                return p * exp(- o->s.d * x);
        }
}

double LRd_erlang_CDF(LR_obj *o, double x) {
        double zero = 0.0, one = 1.0, xx = x, p = one, s = one;
        if (isnan(o->s.d))
                o->s.d = one/o->m.d;

        if (x < zero)   return zero;

        xx *= o->s.d;
        for (int nn = 1; nn < o->k; nn++) {
                p *= (xx / nn);
                s += p;
        }
        return one - s * exp(- o->s.d * x);
}

/* float */
float LRf_erlang_RAN(LR_obj *o) {
        float zero = 0.0, one = 1.0, u, p = one;
        int kk = o->k;

        while (kk--) {
                do {
                        u = o->uf(o);
                } while (u == zero);
                p *= u;
        }
        return - o->m.f*logf(p);
}

float LRf_erlang_PDF(LR_obj *o, float x) {
        float zero = 0.0, one = 1.0, p = one, xx = x;
        if (isnan(o->s.f))
                o->s.f = one/o->m.f;

        if (x < zero)   return zero;

        if (x == zero) {
                if (o->k == 1) {
                        return o->s.f;
                } else {
                        return zero;
                }
        } else {
                p *= o->s.f;
                xx *= p;
                for (int nn = 1; nn < o->k; nn++) {
                        p *= (xx/nn);
                }
                return p * expf(- o->s.f * x);
        }
}

float LRf_erlang_CDF(LR_obj *o, float x) {
        float zero = 0.0, one = 1.0, xx = x, p = one, s = one;
        if (isnan(o->s.f))
                o->s.f = one/o->m.f;

        if (x < zero)   return zero;

        xx *= o->s.f;
        for (int nn = 1; nn < o->k; nn++) {
                p *= (xx / nn);
                s += p;
        }
        return one - s * expf(- o->s.f * x);
}


#ifdef __cplusplus
}
#endif