// Student T Pdf // // student_t_pdf // // Student's t probability density // // // // Inputs: 1 // Outputs: 1 // Constants: 1 #include #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 *)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; }