ytStat.h

/*
  math/ytStat.{h,c} : Statistical routines
  Copyright (C) 2018, Yoshinori Tamada <tamada A T ytlab.jp>
  All rights reserved.
 
  See LICENSE.txt for details of the licensing agreement.
*/
#ifndef __YTLIB_STAT_H
#define __YTLIB_STAT_H
 
#define ytStat_PI 3.14159265358979323846264
 
double ytStat_dnorm(double x, double m, double sd);
void ytStat_mvmean(const double * X, int n, int p, int N, double * mean);
void ytStat_mvcov(const double * X, int n, int p, int N, const double * m,
                  double * S);
double ytStat_mvdnorm(const double * x, int p, int N,
                      const double * u, const double * Sinv,
                      double detS);
double ytStat_logmvdnorm(const double * x, int p, int N,
                         const double * u, const double * Sinv,
                         double detS);
#endif /* __YTLIB_STAT_H */