1 files changed, 201 insertions, 0 deletions
diff --git a/src/armadillo/include/armadillo_bits/fn_normcdf.hpp b/src/armadillo/include/armadillo_bits/fn_normcdf.hpp
new file mode 100644
index 0000000..06ed5cb
--- /dev/null
+++ b/src/armadillo/include/armadillo_bits/fn_normcdf.hpp
@@ -0,0 +1,201 @@
+// SPDX-License-Identifier: Apache-2.0
+// 
+// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
+// Copyright 2008-2016 National ICT Australia (NICTA)
+// 
+// Licensed under the Apache License, Version 2.0 (the "License");
+// you may not use this file except in compliance with the License.
+// You may obtain a copy of the License at
+// http://www.apache.org/licenses/LICENSE-2.0
+// 
+// Unless required by applicable law or agreed to in writing, software
+// distributed under the License is distributed on an "AS IS" BASIS,
+// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+// See the License for the specific language governing permissions and
+// limitations under the License.
+// ------------------------------------------------------------------------
+
+
+//! \addtogroup fn_normcdf
+//! @{
+
+
+
+template<typename T1, typename T2, typename T3>
+inline
+typename enable_if2< (is_real<typename T1::elem_type>::value), void >::result
+normcdf_helper(Mat<typename T1::elem_type>& out, const Base<typename T1::elem_type, T1>& X_expr, const Base<typename T1::elem_type, T2>& M_expr, const Base<typename T1::elem_type, T3>& S_expr)
+  {
+  arma_extra_debug_sigprint();
+  
+  typedef typename T1::elem_type eT;
+  
+  if(Proxy<T1>::use_at || Proxy<T2>::use_at || Proxy<T3>::use_at)
+    {
+    const quasi_unwrap<T1> UX(X_expr.get_ref());
+    const quasi_unwrap<T2> UM(M_expr.get_ref());
+    const quasi_unwrap<T3> US(S_expr.get_ref());
+    
+    normcdf_helper(out, UX.M, UM.M, US.M);
+    
+    return;
+    }
+  
+  const Proxy<T1> PX(X_expr.get_ref());
+  const Proxy<T2> PM(M_expr.get_ref());
+  const Proxy<T3> PS(S_expr.get_ref());
+  
+  arma_debug_check( ( (PX.get_n_rows() != PM.get_n_rows()) || (PX.get_n_cols() != PM.get_n_cols()) || (PM.get_n_rows() != PS.get_n_rows()) || (PM.get_n_cols() != PS.get_n_cols()) ), "normcdf(): size mismatch" );
+  
+  out.set_size(PX.get_n_rows(), PX.get_n_cols());
+  
+  eT* out_mem = out.memptr();
+  
+  const uword N = PX.get_n_elem();
+  
+  typename Proxy<T1>::ea_type X_ea = PX.get_ea();
+  typename Proxy<T2>::ea_type M_ea = PM.get_ea();
+  typename Proxy<T3>::ea_type S_ea = PS.get_ea();
+  
+  const bool use_mp = arma_config::openmp && mp_gate<eT,true>::eval(N);
+  
+  if(use_mp)
+    {
+    #if defined(ARMA_USE_OPENMP)
+      {
+      const int n_threads = mp_thread_limit::get();
+      #pragma omp parallel for schedule(static) num_threads(n_threads)
+      for(uword i=0; i<N; ++i)
+        {
+        const eT tmp = (X_ea[i] - M_ea[i]) / (S_ea[i] * (-Datum<eT>::sqrt2));
+        
+        out_mem[i] = eT(0.5) * std::erfc(tmp);
+        }
+      }
+    #endif
+    }
+  else
+    {
+    for(uword i=0; i<N; ++i)
+      {
+      const eT tmp = (X_ea[i] - M_ea[i]) / (S_ea[i] * (-Datum<eT>::sqrt2));
+      
+      out_mem[i] = eT(0.5) * std::erfc(tmp);
+      }
+    }
+  }
+
+
+
+template<typename eT>
+arma_warn_unused
+inline
+typename enable_if2< (is_real<eT>::value), eT >::result
+normcdf(const eT x)
+  {
+  const eT out = eT(0.5) * std::erfc( x / (-Datum<eT>::sqrt2) );
+  
+  return out;
+  }
+
+
+
+template<typename eT>
+arma_warn_unused
+inline
+typename enable_if2< (is_real<eT>::value), eT >::result
+normcdf(const eT x, const eT mu, const eT sigma)
+  {
+  const eT tmp = (x - mu) / (sigma * (-Datum<eT>::sqrt2));
+  
+  const eT out = eT(0.5) * std::erfc(tmp);
+  
+  return out;
+  }
+
+
+
+template<typename eT, typename T2, typename T3>
+arma_warn_unused
+inline
+typename enable_if2< (is_real<eT>::value), Mat<eT> >::result
+normcdf(const eT x, const Base<eT, T2>& M_expr, const Base<eT, T3>& S_expr)
+  {
+  arma_extra_debug_sigprint();
+  
+  const quasi_unwrap<T2> UM(M_expr.get_ref());
+  const Mat<eT>&     M = UM.M;
+  
+  Mat<eT> out;
+  
+  normcdf_helper(out, x*ones< Mat<eT> >(arma::size(M)), M, S_expr.get_ref());
+  
+  return out;
+  }
+
+
+
+template<typename T1>
+arma_warn_unused
+inline
+typename enable_if2< (is_real<typename T1::elem_type>::value), Mat<typename T1::elem_type> >::result
+normcdf(const Base<typename T1::elem_type, T1>& X_expr)
+  {
+  arma_extra_debug_sigprint();
+  
+  typedef typename T1::elem_type eT;
+  
+  const quasi_unwrap<T1> UX(X_expr.get_ref());
+  const Mat<eT>&     X = UX.M;
+  
+  Mat<eT> out;
+  
+  normcdf_helper(out, X, zeros< Mat<eT> >(arma::size(X)), ones< Mat<eT> >(arma::size(X)));
+  
+  return out;
+  }
+
+
+
+template<typename T1>
+arma_warn_unused
+inline
+typename enable_if2< (is_real<typename T1::elem_type>::value), Mat<typename T1::elem_type> >::result
+normcdf(const Base<typename T1::elem_type, T1>& X_expr, const typename T1::elem_type mu, const typename T1::elem_type sigma)
+  {
+  arma_extra_debug_sigprint();
+  
+  typedef typename T1::elem_type eT;
+  
+  const quasi_unwrap<T1> UX(X_expr.get_ref());
+  const Mat<eT>&     X = UX.M;
+  
+  Mat<eT> out;
+  
+  normcdf_helper(out, X, mu*ones< Mat<eT> >(arma::size(X)), sigma*ones< Mat<eT> >(arma::size(X)));
+  
+  return out;
+  }
+
+
+
+template<typename T1, typename T2, typename T3>
+arma_warn_unused
+inline
+typename enable_if2< (is_real<typename T1::elem_type>::value), Mat<typename T1::elem_type> >::result
+normcdf(const Base<typename T1::elem_type, T1>& X_expr, const Base<typename T1::elem_type, T2>& M_expr, const Base<typename T1::elem_type, T3>& S_expr)
+  {
+  arma_extra_debug_sigprint();
+  
+  typedef typename T1::elem_type eT;
+  
+  Mat<eT> out;
+  
+  normcdf_helper(out, X_expr.get_ref(), M_expr.get_ref(), S_expr.get_ref());
+  
+  return out;
+  }
+
+
+
+//! @}