Chapter 31 R Math Library

R Math Library is a library that provides functions such as math and statistics defined by R. These functions become available when you include Rmath.h. Since Rmath itself is an independent library, it can be used from other programs. You can also call the function defined in Rmath.h from Rcpp. They are defined in the R:: namespace.

The function of Rmath.h is written in C language and it is not vectorized.

double R::norm_rand(void)   
double R::unif_rand(void)
double R::exp_rand(void)

void R::pnorm_both(double x, double *cum, double *ccum, int lt, int lg)
void R::rmultinom(int n, double* prob, int k, int* rn)

double R::dsignrank(double x, double n, int lg)         
double R::psignrank(double x, double n, int lt, int lg)     
double R::qsignrank(double x, double n, int lt, int lg)     
double R::rsignrank(double n)

double R::dwilcox(double x, double m, double n, int lg)     
double R::pwilcox(double q, double m, double n, int lt, int lg)
double R::qwilcox(double x, double m, double n, int lt, int lg)
double R::rwilcox(double m, double n)

double R::ptukey(double q, double rr, double cc, double df, int lt, int lg)
double R::qtukey(double p, double rr, double cc, double df, int lt, int lg)


double R::log1pmx(double x)                  
double R::log1pexp(double x)                 
double R::lgamma1p(double a)                 

double R::logspace_add(double lx, double ly)
double R::logspace_sub(double lx, double ly)


double R::gammafn(double x)         
double R::lgammafn(double x)            
double R::lgammafn_sign(double x, int *sgn)

void   R::dpsifn(double x, int n, int kode, int m, double *ans, int *nz, int *ierr)
double R::psigamma(double x, double deriv)
double R::digamma(double x)
double R::trigamma(double x)
double R::tetragamma(double x)
double R::pentagamma(double x)

double R::beta(double a, double b)
double R::lbeta(double a, double b)

double R::choose(double n, double k)
double R::lchoose(double n, double k)

double R::bessel_i(double x, double al, double ex)
double R::bessel_j(double x, double al)         
double R::bessel_k(double x, double al, double ex)
double R::bessel_y(double x, double al)         
double R::bessel_i_ex(double x, double al, double ex, double *bi)
double R::bessel_j_ex(double x, double al, double *bj)          
double R::bessel_k_ex(double x, double al, double ex, double *bk)
double R::bessel_y_ex(double x, double al, double *by)

double R::hypot(double a, double b)
double R::pythag(double a, double b)

double R::expm1(double x); /* = exp(x)-1 {care for small x} */
double R::log1p(double x); /* = log(1+x) {care for small x} */

int R::imax2(int x, int y)      
int R::imin2(int x, int y)

double R::fmax2(double x, double y)
double R::fmin2(double x, double y)

double R::sign(double x)        

double R::fprec(double x, double dg)
double R::fround(double x, double dg)
double R::fsign(double x, double y)
double R::ftrunc(double x)      

The probability distribution function is also described on the page Probability distributions.

double R::dnorm(double x, double mu, double sigma, int lg)              
double R::pnorm(double x, double mu, double sigma, int lt, int lg)      
double R::qnorm(double p, double mu, double sigma, int lt, int lg)      
double R::rnorm(double mu, double sigma)

double R::dunif(double x, double a, double b, int lg)       
double R::punif(double x, double a, double b, int lt, int lg)   
double R::qunif(double p, double a, double b, int lt, int lg)   
double R::runif(double a, double b)                             

double R::dgamma(double x, double shp, double scl, int lg)     
double R::pgamma(double x, double alp, double scl, int lt, int lg)
double R::qgamma(double p, double alp, double scl, int lt, int lg)
double R::rgamma(double a, double scl)

double R::dbeta(double x, double a, double b, int lg)         
double R::pbeta(double x, double p, double q, int lt, int lg)
double R::qbeta(double a, double p, double q, int lt, int lg)
double R::rbeta(double a, double b)                           

double R::dlnorm(double x, double ml, double sl, int lg)     
double R::plnorm(double x, double ml, double sl, int lt, int lg)
double R::qlnorm(double p, double ml, double sl, int lt, int lg)
double R::rlnorm(double ml, double sl)

double R::dchisq(double x, double df, int lg)          
double R::pchisq(double x, double df, int lt, int lg)  
double R::qchisq(double p, double df, int lt, int lg)  
double R::rchisq(double df)                            

double R::dnchisq(double x, double df, double ncp, int lg)          
double R::pnchisq(double x, double df, double ncp, int lt, int lg)  
double R::qnchisq(double p, double df, double ncp, int lt, int lg)  
double R::rnchisq(double df, double lb)                             

double R::df(double x, double df1, double df2, int lg)      
double R::pf(double x, double df1, double df2, int lt, int lg)
double R::qf(double p, double df1, double df2, int lt, int lg)
double R::rf(double df1, double df2)                

double R::dt(double x, double n, int lg)            
double R::pt(double x, double n, int lt, int lg)        
double R::qt(double p, double n, int lt, int lg)        
double R::rt(double n)                      

double R::dbinom(double x, double n, double p, int lg)      
double R::pbinom(double x, double n, double p, int lt, int lg)  
double R::qbinom(double p, double n, double m, int lt, int lg)  
double R::rbinom(double n, double p)

double R::dcauchy(double x, double lc, double sl, int lg)       
double R::pcauchy(double x, double lc, double sl, int lt, int lg)
double R::qcauchy(double p, double lc, double sl, int lt, int lg)
double R::rcauchy(double lc, double sl)                 

double R::dexp(double x, double sl, int lg)     
double R::pexp(double x, double sl, int lt, int lg)
double R::qexp(double p, double sl, int lt, int lg)
double R::rexp(double sl)               

double R::dgeom(double x, double p, int lg)     
double R::pgeom(double x, double p, int lt, int lg)
double R::qgeom(double p, double pb, int lt, int lg)
double R::rgeom(double p)               

double R::dhyper(double x, double r, double b, double n, int lg)        
double R::phyper(double x, double r, double b, double n, int lt, int lg)
double R::qhyper(double p, double r, double b, double n, int lt, int lg)
double R::rhyper(double r, double b, double n)                  

double R::dnbinom(double x, double sz, double pb, int lg)       
double R::pnbinom(double x, double sz, double pb, int lt, int lg)
double R::qnbinom(double p, double sz, double pb, int lt, int lg)
double R::rnbinom(double sz, double pb)                 

double R::dnbinom_mu(double x, double sz, double mu, int lg)        
double R::pnbinom_mu(double x, double sz, double mu, int lt, int lg)
double R::qnbinom_mu(double x, double sz, double mu, int lt, int lg)
double R::rnbinom_mu(double sz, double mu)              

double R::dpois(double x, double lb, int lg)        
double R::ppois(double x, double lb, int lt, int lg)
double R::qpois(double p, double lb, int lt, int lg)
double R::rpois(double mu)              

double R::dlogis(double x, double lc, double sl, int lg)        
double R::plogis(double x, double lc, double sl, int lt, int lg)
double R::qlogis(double p, double lc, double sl, int lt, int lg)
double R::rlogis(double lc, double sl)                  

double R::dnbeta(double x, double a, double b, double ncp, int lg)      
double R::pnbeta(double x, double a, double b, double ncp, int lt, int lg)
double R::qnbeta(double p, double a, double b, double ncp, int lt, int lg)
double R::rnbeta(double a, double b, double np)                 

double R::dnf(double x, double df1, double df2, double ncp, int lg)     
double R::pnf(double x, double df1, double df2, double ncp, int lt, int lg)
double R::qnf(double p, double df1, double df2, double ncp, int lt, int lg)

double R::dnt(double x, double df, double ncp, int lg)      
double R::pnt(double x, double df, double ncp, int lt, int lg)
double R::qnt(double p, double df, double ncp, int lt, int lg)

double R::dweibull(double x, double sh, double sl, int lg)      
double R::pweibull(double x, double sh, double sl, int lt, int lg)
double R::qweibull(double p, double sh, double sl, int lt, int lg)
double R::rweibull(double sh, double sl)