cdfwchisq.h

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/*
*  Copyright (C) 2010, 2011 Evan Goetz
*
*  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 with program; see the file COPYING. If not, write to the
*  Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston,
*  MA  02110-1301  USA
*/
 
#ifndef __CDFWCHISQ_H__
#define __CDFWCHISQ_H__
 
#include <lal/LALStdlib.h>
#include <lal/AVFactories.h>
 
typedef struct {
  REAL8 sigsq;      //The value in front of the additional normally distributed random variable Q = Sum(w_i X_i) + sigma X_0
  REAL8 wnmax;      //Maximum value of weights*noise
  REAL8 wnmin;      //Minimum values of weights*noise
  REAL8 wnmean;     //The 'mean' value (not really the true mean)
  REAL8 c;          //The threshold value for Prob(Q < c)
  REAL8 integrationValue;       //Integration value
  REAL8 integrationError;       //Error of integration
  INT4 count;       //Count for number of times entering specific functions
  INT4 lim;         //Limit to number of integration terms
  INT4 arrayNotSorted;      //Array has not been sorted
  INT4 fail;        //Fail flag if integration failes
  INT4 vectorMath;  //Vector math flag
  INT4Vector *dofs;     //Array to hold values of the d.o.f. for each chi-squared variable
  INT4Vector *sorting;      //Array to hold the sorted element values for weights*noise
  alignedREAL8Vector *weights;         //Array of weights in front of each chi-squared variable to sum (in my case, weight*noise/2.0)
  REAL8Vector *noncentrality;   //Array of non-centrality parameters for each chi-squared variable in sum
} qfvars;
 
REAL8 cdfwchisq( qfvars *vars, REAL8 sigma, REAL8 acc, INT4 *ifault );
REAL8 cdfwchisq_twospect( qfvars *vars, REAL8 sigma, REAL8 acc, INT4 *ifault );
 
void order( qfvars *vars );
void findu( qfvars *vars, REAL8 *utx, REAL8 accx );
void findu_twospect( qfvars *vars, REAL8 *utx, REAL8 accx );
void integrate( qfvars *vars, INT4 nterm, REAL8 interv, REAL8 tausq, INT4 mainx );
void integrate_eg( qfvars *vars, INT4 nterm, REAL8 interv, REAL8 tausq, INT4 mainx );
void integrate_twospect( qfvars *vars, INT4 nterm, REAL8 interv, REAL8 tausq, INT4 mainx );
void integrate_twospect2( qfvars *vars, INT4 nterm, REAL8 interv, REAL8 tausq, INT4 mainx );
INT4 fast_integrate_twospect2( qfvars *vars, INT4 nterm, REAL8 interv, REAL8 tausq, INT4 mainx );
 
REAL8 exp1( REAL8 x );
REAL8 twospect_log_1plusx( REAL8 x );
REAL8 twospect_log_1plusx_mx( REAL8 x );
REAL8 errbound( qfvars *vars, REAL8 u, REAL8 *cx );
REAL8 errbound_twospect( qfvars *vars, REAL8 u, REAL8 *cx );
REAL8 cutoff( qfvars *vars, REAL8 accx, REAL8 *upn );
REAL8 cutoff_twospect( qfvars *vars, REAL8 accx, REAL8 *upn );
REAL8 truncation( qfvars *vars, REAL8 u, REAL8 tausq );
REAL8 truncation_twospect( qfvars *vars, REAL8 u, REAL8 tausq );
REAL8 coeff( qfvars *vars, REAL8 x );
REAL8 coeff_twospect( qfvars *vars, REAL8 x );
 
int compar( void *p, const void *a, const void *b );
 
int compar( void *p, const void *a, const void *b );
 
#endif