lib/student_t_pdf.c


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// Student T Pdf
//
// student_t_pdf
//
// Student's t probability density
//
// 
//
// Inputs:    1
// Outputs:   1
// Constants: 1


#include <math.h>
#include "ts.h"

typedef struct {
    fp_t nu;
} ts_student_t_pdf_params_t;

ts_parameter_t const ts_student_t_pdf_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_student_t_pdf_params_t) };

uint_t ts_student_t_pdf_offset( ts_constant_t const *c )
{
	( void )c;
	return ( 0 );
}

int ts_student_t_pdf(
	fp_t * const *y, uint_t y_n,
	fp_t const * const *x, uint_t x_n,
	uint_t n, ts_constant_t const *c
)
{
	TS_PROLOGUE( ts_student_t_pdf_p );
	if ( !c ) return -1;
	fp_t nu = ((ts_student_t_pdf_params_t const *)c)->nu;
	if ( nu <= 0 )
	{
		for( uint_t i = 0; i < n; ++i ) y[0][i] = 0;
	return -1;
	}
	fp_t coeff = tgamma( ( nu + 1.0 ) / 2.0 ) / ( sqrt( nu * PI ) * tgamma( nu / 2.0 ) );
	for( uint_t i = 0; i < n; ++i )
	{
		fp_t xi = x[0][i];
		y[0][i] = coeff * pow( 1.0 + xi * xi / nu, -( nu + 1.0 ) / 2.0 );
	}
	return 0;
}