version 3.4.0

- add Rademacher distribution
- minor fix to rlogis header

README.md

@@ -44,6 +44,7 @@ Functions to compute the cdf, pdf, quantile, as well as random sampling methods,
 * Log-Normal
 * Normal (Gaussian)
 * Poisson
+* Rademacher
 * Student's t
 * Uniform
 * Weibull

docs/Doxyfile

@@ -17,6 +17,7 @@ INPUT             = ../include/stats_incl/dens/dbern.hpp \
                     ../include/stats_incl/dens/dmvnorm.hpp \
                     ../include/stats_incl/dens/dnorm.hpp \
                     ../include/stats_incl/dens/dpois.hpp \
+					../include/stats_incl/dens/dradem.hpp \
                     ../include/stats_incl/dens/dt.hpp \
                     ../include/stats_incl/dens/dunif.hpp \
                     ../include/stats_incl/dens/dweibull.hpp \
@@ -36,6 +37,7 @@ INPUT             = ../include/stats_incl/dens/dbern.hpp \
                     ../include/stats_incl/prob/plogis.hpp \
                     ../include/stats_incl/prob/pnorm.hpp \
                     ../include/stats_incl/prob/ppois.hpp \
+					../include/stats_incl/prob/pradem.hpp \
                     ../include/stats_incl/prob/pt.hpp \
                     ../include/stats_incl/prob/punif.hpp \
                     ../include/stats_incl/prob/pweibull.hpp \
@@ -54,6 +56,7 @@ INPUT             = ../include/stats_incl/dens/dbern.hpp \
                     ../include/stats_incl/quant/qlogis.hpp \
                     ../include/stats_incl/quant/qnorm.hpp \
                     ../include/stats_incl/quant/qpois.hpp \
+					../include/stats_incl/quant/qradem.hpp \
                     ../include/stats_incl/quant/qt.hpp \
                     ../include/stats_incl/quant/qunif.hpp \
                     ../include/stats_incl/quant/qweibull.hpp \
@@ -74,6 +77,7 @@ INPUT             = ../include/stats_incl/dens/dbern.hpp \
                     ../include/stats_incl/rand/rmvnorm.hpp \
                     ../include/stats_incl/rand/rnorm.hpp \
                     ../include/stats_incl/rand/rpois.hpp \
+					../include/stats_incl/rand/rradem.hpp \
                     ../include/stats_incl/rand/rt.hpp \
                     ../include/stats_incl/rand/runif.hpp \
                     ../include/stats_incl/rand/rweibull.hpp \

docs/source/api/dist_index.rst

@@ -276,6 +276,21 @@ Distributions
 | :ref:`rpois <rpois-func-ref1>`         | random sampling function of the Poisson distribution         |
 +----------------------------------------+--------------------------------------------------------------+
 
+.. toctree::
+   :maxdepth: 2
+
+   rademacher
+
++----------------------------------------+--------------------------------------------------------------+
+| :ref:`dradem <dradem-func-ref1>`       | density function of the Rademacher distribution              |
++----------------------------------------+--------------------------------------------------------------+
+| :ref:`pradem <pradem-func-ref1>`       | distribution function of the Rademacher distribution         |
++----------------------------------------+--------------------------------------------------------------+
+| :ref:`qradem <qradem-func-ref1>`       | quantile function of the Rademacher distribution             |
++----------------------------------------+--------------------------------------------------------------+
+| :ref:`rradem <rradem-func-ref1>`       | random sampling function of the Rademacher distribution      |
++----------------------------------------+--------------------------------------------------------------+
+
 .. toctree::
    :maxdepth: 2
 

docs/source/api/rademacher.rst

@@ -0,0 +1,205 @@
+.. Copyright (c) 2011-2023 Keith O'Hara
+
+   Distributed under the terms of the Apache License, Version 2.0.
+
+   The full license is in the file LICENSE, distributed with this software.
+
+Rademacher Distribution
+=======================
+
+**Table of contents**
+
+.. contents:: :local:
+
+----
+
+Density Function
+----------------
+
+The density function of the Rademacher distribution:
+
+.. math::
+
+   f(x; p) = p \times \mathbf{1}[x = 1] + (1-p) \times \mathbf{1}[x = -1]
+
+Note that this is a somewhat more general definition of the Rademacher distribution than is standard in the statistics literature,
+which assumes :math:`p = 0.5`.
+
+Methods for scalar input, as well as for vector/matrix input, are listed below.
+
+Scalar Input
+~~~~~~~~~~~~
+
+.. _dradem-func-ref1:
+.. doxygenfunction:: dradem(const llint_t x, const T prob_par, const bool log_form)
+   :project: statslib
+
+Vector/Matrix Input
+~~~~~~~~~~~~~~~~~~~
+
+STL Containers
+______________
+
+.. _dradem-func-ref2:
+.. doxygenfunction:: dradem(const std::vector<eT>& x, const T1 prob_par, const bool log_form)
+   :project: statslib
+
+Armadillo
+_________
+
+.. _dradem-func-ref3:
+.. doxygenfunction:: dradem(const ArmaGen<mT,tT>& X, const T1 prob_par, const bool log_form)
+   :project: statslib
+
+Blaze
+_____
+
+.. _dradem-func-ref4:
+.. doxygenfunction:: dradem(const BlazeMat<eT,To>& X, const T1 prob_par, const bool log_form)
+   :project: statslib
+
+Eigen
+_____
+
+.. _dradem-func-ref5:
+.. doxygenfunction:: dradem(const EigenMat<eT,iTr,iTc>& X, const T1 prob_par, const bool log_form)
+   :project: statslib
+
+----
+
+Cumulative Distribution Function
+--------------------------------
+
+The cumulative distribution function of the Rademacher distribution:
+
+.. math::
+
+   F(x; p) = \sum_{z \leq x} f(z; p) = \begin{cases} 0 & \text{ if } x < -1 \\ 1-p & \text{ if } x < 1 \\ 1 & \text{ if } x \geq 1 \end{cases}
+
+Methods for scalar input, as well as for vector/matrix input, are listed below.
+
+Scalar Input
+~~~~~~~~~~~~
+
+.. _pradem-func-ref1:
+.. doxygenfunction:: pradem(const llint_t, const T, const bool)
+   :project: statslib
+
+Vector/Matrix Input
+~~~~~~~~~~~~~~~~~~~
+
+STL Containers
+______________
+
+.. _pradem-func-ref2:
+.. doxygenfunction:: pradem(const std::vector<eT>&, const T1, const bool)
+   :project: statslib
+
+Armadillo
+_________
+
+.. _pradem-func-ref3:
+.. doxygenfunction:: pradem(const ArmaMat<eT>&, const T1, const bool)
+   :project: statslib
+
+Blaze
+_____
+
+.. _pradem-func-ref4:
+.. doxygenfunction:: pradem(const BlazeMat<eT, To>&, const T1, const bool)
+   :project: statslib
+
+Eigen
+_____
+
+.. _pradem-func-ref5:
+.. doxygenfunction:: pradem(const EigenMat<eT, iTr, iTc>&, const T1, const bool)
+   :project: statslib
+
+----
+
+Quantile Function
+-----------------
+
+The quantile function of the Rademacher distribution:
+
+.. math::
+
+   q(r; p) = \begin{cases} -1 & \text{ if } r \leq 1 - p \\ 1 & \text{ else } \end{cases}
+
+Methods for scalar input, as well as for vector/matrix input, are listed below.
+
+Scalar Input
+~~~~~~~~~~~~
+
+.. _qradem-func-ref1:
+.. doxygenfunction:: qradem(const T1, const T2)
+   :project: statslib
+
+Vector/Matrix Input
+~~~~~~~~~~~~~~~~~~~
+
+STL Containers
+______________
+
+.. _qradem-func-ref2:
+.. doxygenfunction:: qradem(const std::vector<eT>&, const T1)
+   :project: statslib
+
+Armadillo
+_________
+
+.. _qradem-func-ref3:
+.. doxygenfunction:: qradem(const ArmaMat<eT>&, const T1)
+   :project: statslib
+
+Blaze
+_____
+
+.. _qradem-func-ref4:
+.. doxygenfunction:: qradem(const BlazeMat<eT, To>&, const T1)
+   :project: statslib
+
+Eigen
+_____
+
+.. _qradem-func-ref5:
+.. doxygenfunction:: qradem(const EigenMat<eT, iTr, iTc>&, const T1)
+   :project: statslib
+
+----
+
+Random Sampling
+---------------
+
+Random sampling for the Rademacher distribution is achieved via the inverse probability integral transform.
+
+Scalar Output
+~~~~~~~~~~~~~
+
+1. Random number engines
+
+.. _rradem-func-ref1:
+.. doxygenfunction:: rradem(const T, rand_engine_t&)
+   :project: statslib
+
+2. Seed values
+
+.. _rradem-func-ref2:
+.. doxygenfunction:: rradem(const T, const ullint_t)
+   :project: statslib
+
+Vector/Matrix Output
+~~~~~~~~~~~~~~~~~~~~
+
+1. Random number engines
+
+.. _rradem-func-ref3:
+.. doxygenfunction:: rradem(const ullint_t, const ullint_t, const T1, rand_engine_t&)
+   :project: statslib
+
+2. Seed values
+
+.. _rradem-func-ref4:
+.. doxygenfunction:: rradem(const ullint_t, const ullint_t, const T1, const ullint_t)
+   :project: statslib

include/stats_incl/dens/dens.hpp

@@ -35,6 +35,7 @@
 #include "dmvnorm.hpp"
 #include "dnorm.hpp"
 #include "dpois.hpp"
+#include "dradem.hpp"
 #include "dt.hpp"
 #include "dunif.hpp"
 #include "dweibull.hpp"