Example #1
0
void rtnorm(double *x, double *left, double* right, double *mu, double *sig, int *num)
{
  // TODO: NEED TO DEAL WITH Inf/NA/NaN

  RNG r;
  
  #ifdef USE_R
  GetRNGstate();
  #endif
  
  for(int i=0; i < *num; ++i){
    #ifdef USE_R
    if (i%SAMPCHECK==0) R_CheckUserInterrupt(); 

    if (ISNAN(left[i]) || ISNAN(right[i]) || ISNAN(mu[i]) || ISNAN(sig[i]))
      x[i] = R_NaN;

    if (ISNA(left[i]) || ISNA(right[i]) || ISNA(mu[i]) || ISNA(sig[i]))
      x[i] = NA_REAL;
    
    #endif
    
    #ifdef USE_R

    if (left[i] != R_NegInf && right[i] != R_PosInf) {
      x[i] = r.tnorm(left[i], right[i], mu[i], sig[i]);
    } else if (left[i] != R_NegInf && right[i] == R_PosInf) {
      x[i] = r.tnorm(left[i], mu[i], sig[i]);
    } else if (left[i] == R_NegInf && right[i] != R_PosInf) {
      x[i] = -1.0 * r.tnorm(-1.0 * right[i], -1.0 * mu[i], sig[i]);
    } else if (left[i] == R_NegInf && right[i] == R_PosInf) {
      x[i] = r.norm(mu[i], sig[i]);
    } else {
      x[i] = R_NaN;
    }

    #else

    // TODO: Need to adjust so that we deal with +/- inf.

    if (MYFINITE(left[i]) && MYFINITE(right[i]))
      x[i] = r.tnorm(left[i], right[i], mu[i], sig[i]);
    else if (MYFINITE(left[i]))
      x[i] = r.tnorm(left[i], mu[i], sig[i]);
    else if (MYFINITE(right[i]))
      x[i] = -1.0 * r.tnorm(-1.0 * right[i], -1.0 * mu[i], sig[i]);
    else 
      x[i] = r.norm(mu[i], sig[i]);

    #endif
	
  }
  
  #ifdef USE_R
  PutRNGstate();
  #endif
}
Example #2
0
void rtnorm_both(double *x, double *left, double* right, double *mu, double *sig, int *num)
{
  RNG r;

  #ifdef USE_R
  GetRNGstate();
  #endif

  for(int i=0; i < *num; ++i){
    #ifdef USE_R
    if (i%SAMPCHECK==0) R_CheckUserInterrupt();
    #endif

    x[i] = r.tnorm(left[i], right[i], mu[i], sig[i]);
  }

  #ifdef USE_R
  PutRNGstate();
  #endif
}