special_functions.hpp File Reference

Special mathematical functions implementation. More...

#include <cmath>
#include <limits>
#include <stdexcept>

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Namespaces
namespace	statcpp

Functions
double	statcpp::lgamma_impl (double x)
	Internal log-gamma function implementation.
double	statcpp::lgamma (double x)
	Log-gamma function.
double	statcpp::tgamma (double x)
	Gamma function.
double	statcpp::beta (double a, double b)
	Beta function.
double	statcpp::lbeta (double a, double b)
	Log-beta function.
double	statcpp::betainc_impl (double a, double b, double x, int recursion_depth)
	Internal regularized incomplete beta function.
double	statcpp::betainc (double a, double b, double x)
	Regularized incomplete beta function.
double	statcpp::betaincinv (double a, double b, double p)
	Inverse regularized incomplete beta function.
double	statcpp::erf (double x)
	Error function.
double	statcpp::erfc (double x)
	Complementary error function.
double	statcpp::norm_cdf (double x)
	Standard normal CDF.
double	statcpp::norm_quantile (double p)
	Standard normal quantile function.
double	statcpp::gammainc_lower (double a, double x)
	Lower regularized incomplete gamma function.
double	statcpp::gammainc_upper (double a, double x)
	Upper regularized incomplete gamma function.
double	statcpp::gammainc_lower_inv (double a, double p)
	Inverse lower regularized incomplete gamma function.

Variables
constexpr double	statcpp::pi = 3.14159265358979323846
	Pi constant.
constexpr double	statcpp::sqrt_2 = 1.41421356237309504880
	Square root of 2.
constexpr double	statcpp::sqrt_2_pi = 2.50662827463100050242
	Square root of 2*pi.
constexpr double	statcpp::log_sqrt_2_pi = 0.91893853320467274178
	Natural logarithm of sqrt(2*pi)

Detailed Description

Special mathematical functions implementation.

Provides special mathematical functions required for statistical calculations including gamma, beta, and error functions.

Definition in file special_functions.hpp.