Revision a7a30ac2a6f34e1d7710938b4547e6b5b702d881 authored by Wayne Zhang on 16 August 2012, 00:00:00 UTC, committed by Gabor Csardi on 16 August 2012, 00:00:00 UTC
1 parent 0aa535d
utilities.h
``````/**
* @file utilities.h
* @brief header files for utility functions
* @author Wayne Zhang
*/

#ifndef CPLM_UTILS_H
#define CPLM_UTILS_H

/* inline functions */

/**
* cumulative sum of a vector of double
*
* @param x double vector to be summed
* @param n number of elements
*
* @return cumulative sum
*/
static R_INLINE double dcumsum(double *x, int n){
double sm = 0.0 ;
for (int i = 0; i < n; i++)  sm += x[i] ;
return sm ;
}

/**
* get the maximum value of a double vector
*
* @param x a double vector
* @param n length of the vector
*
* @return the maximum value
*/
static R_INLINE double dmax (double *x, int n){
double s = x[0] ;
for (int i = 1; i < n; i++)
if (x[i] > s) s = x[i] ;
return s ;
}

/**
* get the minmimum value of a double vector
*
* @param x a double vector
* @param n length of the vector
*
* @return the minimum value
*/
static R_INLINE double dmin(double *x, int n){
double s = x[0];
for (int i = 1; i < n; i++){
if (x[i] < s) s = x[i];
}
return s;
}

/**
* get the maximum value of an int vector
*
* @param x an int vector
* @param n length of the vector
*
* @return the maximum value
*/
static R_INLINE int imax (int *x, int n){
int s = x[0] ;
for (int i = 1; i < n; i++)
if (x[i] > s) s = x[i] ;
return s ;
}

/**
* Compute sample mean
*
* @param n number of samples
* @param x samples in long vector
*
* @return mean
*/
static R_INLINE double mean(double *x, int n){
return dcumsum(x, n) / n ;
}

/**
*
* @param eta linear predictors
*
* @return mean
*/
static R_INLINE double link_inv(double eta, double lp){
return (lp == 0) ? exp(eta) : pow(eta, 1.0 / lp);
}

/**
* derivative d(mu) / d(eta)
*
* @param eta linear predictors
*
* @return d(mu)/d(eta)
*/
static R_INLINE double mu_eta(double eta, double lp){
return (lp == 0) ? exp(eta) : pow(eta, 1.0 / lp - 1.0) / lp ;
}

/**
* Return the sum of squares of the first n elements of x
*
* @param n
* @param x
*
* @return sum of squares
*/
static R_INLINE double sqr_length(double *x, int n)
{
double ans = 0;
for (int i = 0; i < n; i++) ans += x[i] * x[i];
return ans;
}

/**
* Return the index of the term associated with parameter index ind
*
* @param ind an index in [0, Gp[nt] - 1]
* @param nt total number of terms
* @param Gp group pointers, a vector of length nt+1 with Gp[0] = 0
*
* @return sum of squares
*/
static R_INLINE int Gp_grp(int ind, int nt, const int *Gp)
{
for (int i = 0; i < nt; i++) if (ind < Gp[i + 1]) return i;
error(("invalid row index %d (max is %d)"), ind, Gp[nt]);
return -1;                  /* -Wall */
}

/* prototypes defined in utilities.c */

double var(double *x, int n) ;
void cov(int n, int p, double *x, double *ans);

// matrix computation
void solve_po(int d, double *v, double *iv) ;
void mult_xtx(int m, int n, double *x, double *out) ;
void mult_mv(char *trans, int m, int n, double *A,
double *x, double *out) ;
void chol(int d, double *v, double *iv);
void solve_po(int d, double *v, double *iv);

// numerical derivatives
double (*myfunc)(double *x, void *data),
void *data, double *ans) ;
void hess(int n, double *x,
double (*myfunc)(double *x, void *data),
void *data, double *ans) ;

// wishart simulation
void rwishart(int d, double nu, double *scal, double *out);

#endif
``````

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