public static double QExp(double p, double scale = 1.0, bool lowerTail = true, bool logP = false)
{
if (double.IsNaN(p) || double.IsNaN(scale))
{
return(p + scale);
}
if (scale < 0)
{
return(double.NaN); //ML_ERR_return_NAN;
}
if ((logP && p > 0) || (!logP && (p < 0 || p > 1)))
//ML_ERR_return_NAN
{
return(RVaria.R_NaN);
}
if (p == (lowerTail ? (logP ? double.NegativeInfinity : 0.0) : (logP ? 0.0 : 1.0)))
{
return(0);
}
return(-scale * (lowerTail ? (logP ? ((p) > -RVaria.M_LN2 ? Math.Log(-RVaria.expm1(p)) : RVaria.log1p(-Math.Exp(p))) : RVaria.log1p(-p)) : (logP ? (p) : Math.Log(p))));
}
public static double[] PExp(double[] xA, double scale = 1.0, bool lowerTail = true, bool logP = false)
{
double[] rep = new double[xA.Length];
for (int i = 0; i < xA.Length; i++)
{
double x = xA[i];
if (double.IsNaN(x) || double.IsNaN(scale))
{
rep[i] = x + scale;
}
if (scale < 0)
{
rep[i] = double.NaN;
}
if (x <= 0.0)
{
rep[i] = (lowerTail ? (logP ? double.NegativeInfinity : 0.0) : (logP ? 0.0 : 1.0));
}
/* same as weibull( shape = 1): */
x = -(x / scale);
if (lowerTail)
{
rep[i] = (logP
? (x > -RVaria.M_LN2 ? Math.Log(-RVaria.expm1(x)) : RVaria.log1p(-Math.Exp(x)))
: -RVaria.expm1(x));
}
/* else: !lower_tail */
else
{
rep[i] = (logP ? (x) : Math.Exp(x));
}
}
return(rep);
}
