alglib4 0.0.0

data/ext/alglib/specialfunctions.h

@@ -0,0 +1,2305 @@
+/*************************************************************************
+ALGLIB 4.04.0 (source code generated 2024-12-21)
+Copyright (c) Sergey Bochkanov (ALGLIB project).
+
+>>> SOURCE LICENSE >>>
+This program is free software; you can redistribute it and/or modify
+it under the terms of the GNU General Public License as published by
+the Free Software Foundation (www.fsf.org); either version 2 of the 
+License, or (at your option) any later version.
+
+This program is distributed in the hope that it will be useful,
+but WITHOUT ANY WARRANTY; without even the implied warranty of
+MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+GNU General Public License for more details.
+
+A copy of the GNU General Public License is available at
+http://www.fsf.org/licensing/licenses
+>>> END OF LICENSE >>>
+*************************************************************************/
+#ifndef _specialfunctions_pkg_h
+#define _specialfunctions_pkg_h
+#include "ap.h"
+#include "alglibinternal.h"
+#include "alglibmisc.h"
+
+/////////////////////////////////////////////////////////////////////////
+//
+// THIS SECTION CONTAINS COMPUTATIONAL CORE DECLARATIONS (DATATYPES)
+//
+/////////////////////////////////////////////////////////////////////////
+namespace alglib_impl
+{
+#if defined(AE_COMPILE_GAMMAFUNC) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_NORMALDISTR) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_IBETAF) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_STUDENTTDISTR) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_FDISTR) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_IGAMMAF) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_CHISQUAREDISTR) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_BINOMIALDISTR) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_EXPINTEGRALS) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_JACOBIANELLIPTIC) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_TRIGINTEGRALS) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_CHEBYSHEV) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_POISSONDISTR) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_BETAF) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_FRESNEL) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_PSIF) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_AIRYF) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_DAWSON) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_HERMITE) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_LEGENDRE) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_BESSEL) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_LAGUERRE) || !defined(AE_PARTIAL_BUILD)
+#endif
+#if defined(AE_COMPILE_ELLIPTIC) || !defined(AE_PARTIAL_BUILD)
+#endif
+
+}
+
+/////////////////////////////////////////////////////////////////////////
+//
+// THIS SECTION CONTAINS C++ INTERFACE
+//
+/////////////////////////////////////////////////////////////////////////
+namespace alglib
+{
+
+#if defined(AE_COMPILE_GAMMAFUNC) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_NORMALDISTR) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_IBETAF) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_STUDENTTDISTR) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_FDISTR) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_IGAMMAF) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_CHISQUAREDISTR) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_BINOMIALDISTR) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_EXPINTEGRALS) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_JACOBIANELLIPTIC) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_TRIGINTEGRALS) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_CHEBYSHEV) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_POISSONDISTR) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_BETAF) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_FRESNEL) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_PSIF) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_AIRYF) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_DAWSON) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_HERMITE) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_LEGENDRE) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_BESSEL) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_LAGUERRE) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_ELLIPTIC) || !defined(AE_PARTIAL_BUILD)
+
+#endif
+
+#if defined(AE_COMPILE_GAMMAFUNC) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Gamma function
+
+Input parameters:
+    X   -   argument
+
+Domain:
+    0 < X < 171.6
+    -170 < X < 0, X is not an integer.
+
+Relative error:
+ arithmetic   domain     # trials      peak         rms
+    IEEE    -170,-33      20000       2.3e-15     3.3e-16
+    IEEE     -33,  33     20000       9.4e-16     2.2e-16
+    IEEE      33, 171.6   20000       2.3e-15     3.2e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Original copyright 1984, 1987, 1989, 1992, 2000 by Stephen L. Moshier
+Translated to AlgoPascal by Bochkanov Sergey (2005, 2006, 2007).
+*************************************************************************/
+double gammafunction(const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Natural logarithm of gamma function
+
+Input parameters:
+    X       -   argument
+
+Result:
+    logarithm of the absolute value of the Gamma(X).
+
+Output parameters:
+    SgnGam  -   sign(Gamma(X))
+
+Domain:
+    0 < X < 2.55e305
+    -2.55e305 < X < 0, X is not an integer.
+
+ACCURACY:
+arithmetic      domain        # trials     peak         rms
+   IEEE    0, 3                 28000     5.4e-16     1.1e-16
+   IEEE    2.718, 2.556e305     40000     3.5e-16     8.3e-17
+The error criterion was relative when the function magnitude
+was greater than one but absolute when it was less than one.
+
+The following test used the relative error criterion, though
+at certain points the relative error could be much higher than
+indicated.
+   IEEE    -200, -4             10000     4.8e-16     1.3e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1989, 1992, 2000 by Stephen L. Moshier
+Translated to AlgoPascal by Bochkanov Sergey (2005, 2006, 2007).
+*************************************************************************/
+double lngamma(const double x, double &sgngam, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_NORMALDISTR) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Error function
+
+The integral is
+
+                          x
+                           -
+                2         | |          2
+  erf(x)  =  --------     |    exp( - t  ) dt.
+             sqrt(pi)   | |
+                         -
+                          0
+
+For 0 <= |x| < 1, erf(x) = x * P4(x**2)/Q5(x**2); otherwise
+erf(x) = 1 - erfc(x).
+
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0,1         30000       3.7e-16     1.0e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1988, 1992, 2000 by Stephen L. Moshier
+*************************************************************************/
+double errorfunction(const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Complementary error function
+
+ 1 - erf(x) =
+
+                          inf.
+                            -
+                 2         | |          2
+  erfc(x)  =  --------     |    exp( - t  ) dt
+              sqrt(pi)   | |
+                          -
+                           x
+
+
+For small x, erfc(x) = 1 - erf(x); otherwise rational
+approximations are computed.
+
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0,26.6417   30000       5.7e-14     1.5e-14
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1988, 1992, 2000 by Stephen L. Moshier
+*************************************************************************/
+double errorfunctionc(const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Same as normalcdf(), obsolete name.
+*************************************************************************/
+double normaldistribution(const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Normal distribution PDF
+
+Returns Gaussian probability density function:
+
+               1
+   f(x)  = --------- * exp(-x^2/2)
+           sqrt(2pi)
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1988, 1992, 2000 by Stephen L. Moshier
+*************************************************************************/
+double normalpdf(const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Normal distribution CDF
+
+Returns the area under the Gaussian probability density
+function, integrated from minus infinity to x:
+
+                           x
+                            -
+                  1        | |          2
+   ndtr(x)  = ---------    |    exp( - t /2 ) dt
+              sqrt(2pi)  | |
+                          -
+                         -inf.
+
+            =  ( 1 + erf(z) ) / 2
+            =  erfc(z) / 2
+
+where z = x/sqrt(2). Computation is via the functions
+erf and erfc.
+
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE     -13,0        30000       3.4e-14     6.7e-15
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1988, 1992, 2000 by Stephen L. Moshier
+*************************************************************************/
+double normalcdf(const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Inverse of the error function
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1988, 1992, 2000 by Stephen L. Moshier
+*************************************************************************/
+double inverf(const double e, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Same as invnormalcdf(), deprecated name
+*************************************************************************/
+double invnormaldistribution(const double y0, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Inverse of Normal CDF
+
+Returns the argument, x, for which the area under the
+Gaussian probability density function (integrated from
+minus infinity to x) is equal to y.
+
+
+For small arguments 0 < y < exp(-2), the program computes
+z = sqrt( -2.0 * log(y) );  then the approximation is
+x = z - log(z)/z  - (1/z) P(1/z) / Q(1/z).
+There are two rational functions P/Q, one for 0 < y < exp(-32)
+and the other for y up to exp(-2).  For larger arguments,
+w = y - 0.5, and  x/sqrt(2pi) = w + w**3 R(w**2)/S(w**2)).
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain        # trials      peak         rms
+   IEEE     0.125, 1        20000       7.2e-16     1.3e-16
+   IEEE     3e-308, 0.135   50000       4.6e-16     9.8e-17
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1988, 1992, 2000 by Stephen L. Moshier
+*************************************************************************/
+double invnormalcdf(const double y0, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Bivariate normal PDF
+
+Returns probability density function of the bivariate  Gaussian  with
+correlation parameter equal to Rho:
+
+                         1              (    x^2 - 2*rho*x*y + y^2  )
+    f(x,y,rho) = ----------------- * exp( - ----------------------- )
+                 2pi*sqrt(1-rho^2)      (        2*(1-rho^2)        )
+
+
+with -1<rho<+1 and arbitrary x, y.
+
+This function won't fail as long as Rho is in (-1,+1) range.
+
+  -- ALGLIB --
+     Copyright 15.11.2019 by Bochkanov Sergey
+*************************************************************************/
+double bivariatenormalpdf(const double x, const double y, const double rho, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Bivariate normal CDF
+
+Returns the area under the bivariate Gaussian  PDF  with  correlation
+parameter equal to Rho, integrated from minus infinity to (x,y):
+
+
+                                          x      y
+                                          -      -
+                            1            | |    | |
+    bvn(x,y,rho) = -------------------   |      |   f(u,v,rho)*du*dv
+                    2pi*sqrt(1-rho^2)  | |    | |
+                                        -      -
+                                       -INF   -INF
+
+
+where
+
+                      (    u^2 - 2*rho*u*v + v^2  )
+    f(u,v,rho)   = exp( - ----------------------- )
+                      (        2*(1-rho^2)        )
+
+
+with -1<rho<+1 and arbitrary x, y.
+
+This subroutine uses high-precision approximation scheme proposed  by
+Alan Genz in "Numerical  Computation  of  Rectangular  Bivariate  and
+Trivariate Normal and  t  probabilities",  which  computes  CDF  with
+absolute error roughly equal to 1e-14.
+
+This function won't fail as long as Rho is in (-1,+1) range.
+
+  -- ALGLIB --
+     Copyright 15.11.2019 by Bochkanov Sergey
+*************************************************************************/
+double bivariatenormalcdf(const double x, const double y, const double rho, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_IBETAF) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Incomplete beta integral
+
+Returns incomplete beta integral of the arguments, evaluated
+from zero to x.  The function is defined as
+
+                 x
+    -            -
+   | (a+b)      | |  a-1     b-1
+ -----------    |   t   (1-t)   dt.
+  -     -     | |
+ | (a) | (b)   -
+                0
+
+The domain of definition is 0 <= x <= 1.  In this
+implementation a and b are restricted to positive values.
+The integral from x to 1 may be obtained by the symmetry
+relation
+
+   1 - incbet( a, b, x )  =  incbet( b, a, 1-x ).
+
+The integral is evaluated by a continued fraction expansion
+or, when b*x is small, by a power series.
+
+ACCURACY:
+
+Tested at uniformly distributed random points (a,b,x) with a and b
+in "domain" and x between 0 and 1.
+                                       Relative error
+arithmetic   domain     # trials      peak         rms
+   IEEE      0,5         10000       6.9e-15     4.5e-16
+   IEEE      0,85       250000       2.2e-13     1.7e-14
+   IEEE      0,1000      30000       5.3e-12     6.3e-13
+   IEEE      0,10000    250000       9.3e-11     7.1e-12
+   IEEE      0,100000    10000       8.7e-10     4.8e-11
+Outputs smaller than the IEEE gradual underflow threshold
+were excluded from these statistics.
+
+Cephes Math Library, Release 2.8:  June, 2000
+Copyright 1984, 1995, 2000 by Stephen L. Moshier
+*************************************************************************/
+double incompletebeta(const double a, const double b, const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Inverse of imcomplete beta integral
+
+Given y, the function finds x such that
+
+ incbet( a, b, x ) = y .
+
+The routine performs interval halving or Newton iterations to find the
+root of incbet(a,b,x) - y = 0.
+
+
+ACCURACY:
+
+                     Relative error:
+               x     a,b
+arithmetic   domain  domain  # trials    peak       rms
+   IEEE      0,1    .5,10000   50000    5.8e-12   1.3e-13
+   IEEE      0,1   .25,100    100000    1.8e-13   3.9e-15
+   IEEE      0,1     0,5       50000    1.1e-12   5.5e-15
+With a and b constrained to half-integer or integer values:
+   IEEE      0,1    .5,10000   50000    5.8e-12   1.1e-13
+   IEEE      0,1    .5,100    100000    1.7e-14   7.9e-16
+With a = .5, b constrained to half-integer or integer values:
+   IEEE      0,1    .5,10000   10000    8.3e-11   1.0e-11
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1996, 2000 by Stephen L. Moshier
+*************************************************************************/
+double invincompletebeta(const double a, const double b, const double y, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_STUDENTTDISTR) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Student's t distribution
+
+Computes the integral from minus infinity to t of the Student
+t distribution with integer k > 0 degrees of freedom:
+
+                                     t
+                                     -
+                                    | |
+             -                      |         2   -(k+1)/2
+            | ( (k+1)/2 )           |  (     x   )
+      ----------------------        |  ( 1 + --- )        dx
+                    -               |  (      k  )
+      sqrt( k pi ) | ( k/2 )        |
+                                  | |
+                                   -
+                                  -inf.
+
+Relation to incomplete beta integral:
+
+       1 - stdtr(k,t) = 0.5 * incbet( k/2, 1/2, z )
+where
+       z = k/(k + t**2).
+
+For t < -2, this is the method of computation.  For higher t,
+a direct method is derived from integration by parts.
+Since the function is symmetric about t=0, the area under the
+right tail of the density is found by calling the function
+with -t instead of t.
+
+ACCURACY:
+
+Tested at random 1 <= k <= 25.  The "domain" refers to t.
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE     -100,-2      50000       5.9e-15     1.4e-15
+   IEEE     -2,100      500000       2.7e-15     4.9e-17
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier
+*************************************************************************/
+double studenttdistribution(const ae_int_t k, const double t, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Functional inverse of Student's t distribution
+
+Given probability p, finds the argument t such that stdtr(k,t)
+is equal to p.
+
+ACCURACY:
+
+Tested at random 1 <= k <= 100.  The "domain" refers to p:
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE    .001,.999     25000       5.7e-15     8.0e-16
+   IEEE    10^-6,.001    25000       2.0e-12     2.9e-14
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier
+*************************************************************************/
+double invstudenttdistribution(const ae_int_t k, const double p, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_FDISTR) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+F distribution
+
+Returns the area from zero to x under the F density
+function (also known as Snedcor's density or the
+variance ratio density).  This is the density
+of x = (u1/df1)/(u2/df2), where u1 and u2 are random
+variables having Chi square distributions with df1
+and df2 degrees of freedom, respectively.
+The incomplete beta integral is used, according to the
+formula
+
+P(x) = incbet( df1/2, df2/2, (df1*x/(df2 + df1*x) ).
+
+
+The arguments a and b are greater than zero, and x is
+nonnegative.
+
+ACCURACY:
+
+Tested at random points (a,b,x).
+
+               x     a,b                     Relative error:
+arithmetic  domain  domain     # trials      peak         rms
+   IEEE      0,1    0,100       100000      9.8e-15     1.7e-15
+   IEEE      1,5    0,100       100000      6.5e-15     3.5e-16
+   IEEE      0,1    1,10000     100000      2.2e-11     3.3e-12
+   IEEE      1,5    1,10000     100000      1.1e-11     1.7e-13
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier
+*************************************************************************/
+double fdistribution(const ae_int_t a, const ae_int_t b, const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Complemented F distribution
+
+Returns the area from x to infinity under the F density
+function (also known as Snedcor's density or the
+variance ratio density).
+
+
+                     inf.
+                      -
+             1       | |  a-1      b-1
+1-P(x)  =  ------    |   t    (1-t)    dt
+           B(a,b)  | |
+                    -
+                     x
+
+
+The incomplete beta integral is used, according to the
+formula
+
+P(x) = incbet( df2/2, df1/2, (df2/(df2 + df1*x) ).
+
+
+ACCURACY:
+
+Tested at random points (a,b,x) in the indicated intervals.
+               x     a,b                     Relative error:
+arithmetic  domain  domain     # trials      peak         rms
+   IEEE      0,1    1,100       100000      3.7e-14     5.9e-16
+   IEEE      1,5    1,100       100000      8.0e-15     1.6e-15
+   IEEE      0,1    1,10000     100000      1.8e-11     3.5e-13
+   IEEE      1,5    1,10000     100000      2.0e-11     3.0e-12
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier
+*************************************************************************/
+double fcdistribution(const ae_int_t a, const ae_int_t b, const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Inverse of complemented F distribution
+
+Finds the F density argument x such that the integral
+from x to infinity of the F density is equal to the
+given probability p.
+
+This is accomplished using the inverse beta integral
+function and the relations
+
+     z = incbi( df2/2, df1/2, p )
+     x = df2 (1-z) / (df1 z).
+
+Note: the following relations hold for the inverse of
+the uncomplemented F distribution:
+
+     z = incbi( df1/2, df2/2, p )
+     x = df2 z / (df1 (1-z)).
+
+ACCURACY:
+
+Tested at random points (a,b,p).
+
+             a,b                     Relative error:
+arithmetic  domain     # trials      peak         rms
+ For p between .001 and 1:
+   IEEE     1,100       100000      8.3e-15     4.7e-16
+   IEEE     1,10000     100000      2.1e-11     1.4e-13
+ For p between 10^-6 and 10^-3:
+   IEEE     1,100        50000      1.3e-12     8.4e-15
+   IEEE     1,10000      50000      3.0e-12     4.8e-14
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier
+*************************************************************************/
+double invfdistribution(const ae_int_t a, const ae_int_t b, const double y, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_IGAMMAF) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Incomplete gamma integral
+
+The function is defined by
+
+                          x
+                           -
+                  1       | |  -t  a-1
+ igam(a,x)  =   -----     |   e   t   dt.
+                 -      | |
+                | (a)    -
+                          0
+
+
+In this implementation both arguments must be positive.
+The integral is evaluated by either a power series or
+continued fraction expansion, depending on the relative
+values of a and x.
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0,30       200000       3.6e-14     2.9e-15
+   IEEE      0,100      300000       9.9e-14     1.5e-14
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1985, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double incompletegamma(const double a, const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Complemented incomplete gamma integral
+
+The function is defined by
+
+
+ igamc(a,x)   =   1 - igam(a,x)
+
+                           inf.
+                             -
+                    1       | |  -t  a-1
+              =   -----     |   e   t   dt.
+                   -      | |
+                  | (a)    -
+                            x
+
+
+In this implementation both arguments must be positive.
+The integral is evaluated by either a power series or
+continued fraction expansion, depending on the relative
+values of a and x.
+
+ACCURACY:
+
+Tested at random a, x.
+               a         x                      Relative error:
+arithmetic   domain   domain     # trials      peak         rms
+   IEEE     0.5,100   0,100      200000       1.9e-14     1.7e-15
+   IEEE     0.01,0.5  0,100      200000       1.4e-13     1.6e-15
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1985, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double incompletegammac(const double a, const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Inverse of complemented imcomplete gamma integral
+
+Given p, the function finds x such that
+
+ igamc( a, x ) = p.
+
+Starting with the approximate value
+
+        3
+ x = a t
+
+ where
+
+ t = 1 - d - ndtri(p) sqrt(d)
+
+and
+
+ d = 1/9a,
+
+the routine performs up to 10 Newton iterations to find the
+root of igamc(a,x) - p = 0.
+
+ACCURACY:
+
+Tested at random a, p in the intervals indicated.
+
+               a        p                      Relative error:
+arithmetic   domain   domain     # trials      peak         rms
+   IEEE     0.5,100   0,0.5       100000       1.0e-14     1.7e-15
+   IEEE     0.01,0.5  0,0.5       100000       9.0e-14     3.4e-15
+   IEEE    0.5,10000  0,0.5        20000       2.3e-13     3.8e-14
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier
+*************************************************************************/
+double invincompletegammac(const double a, const double y0, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_CHISQUAREDISTR) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Chi-square distribution
+
+Returns the area under the left hand tail (from 0 to x)
+of the Chi square probability density function with
+v degrees of freedom.
+
+
+                                  x
+                                   -
+                       1          | |  v/2-1  -t/2
+ P( x | v )   =   -----------     |   t      e     dt
+                   v/2  -       | |
+                  2    | (v/2)   -
+                                  0
+
+where x is the Chi-square variable.
+
+The incomplete gamma integral is used, according to the
+formula
+
+y = chdtr( v, x ) = igam( v/2.0, x/2.0 ).
+
+The arguments must both be positive.
+
+ACCURACY:
+
+See incomplete gamma function
+
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double chisquaredistribution(const double v, const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Complemented Chi-square distribution
+
+Returns the area under the right hand tail (from x to
+infinity) of the Chi square probability density function
+with v degrees of freedom:
+
+                                 inf.
+                                   -
+                       1          | |  v/2-1  -t/2
+ P( x | v )   =   -----------     |   t      e     dt
+                   v/2  -       | |
+                  2    | (v/2)   -
+                                  x
+
+where x is the Chi-square variable.
+
+The incomplete gamma integral is used, according to the
+formula
+
+y = chdtr( v, x ) = igamc( v/2.0, x/2.0 ).
+
+The arguments must both be positive.
+
+ACCURACY:
+
+See incomplete gamma function
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double chisquarecdistribution(const double v, const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Inverse of complemented Chi-square distribution
+
+Finds the Chi-square argument x such that the integral
+from x to infinity of the Chi-square density is equal
+to the given cumulative probability y.
+
+This is accomplished using the inverse gamma integral
+function and the relation
+
+   x/2 = igami( df/2, y );
+
+ACCURACY:
+
+See inverse incomplete gamma function
+
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double invchisquaredistribution(const double v, const double y, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_BINOMIALDISTR) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Binomial distribution
+
+Returns the sum of the terms 0 through k of the Binomial
+probability density:
+
+  k
+  --  ( n )   j      n-j
+  >   (   )  p  (1-p)
+  --  ( j )
+ j=0
+
+The terms are not summed directly; instead the incomplete
+beta integral is employed, according to the formula
+
+y = bdtr( k, n, p ) = incbet( n-k, k+1, 1-p ).
+
+The arguments must be positive, with p ranging from 0 to 1.
+
+ACCURACY:
+
+Tested at random points (a,b,p), with p between 0 and 1.
+
+              a,b                     Relative error:
+arithmetic  domain     # trials      peak         rms
+ For p between 0.001 and 1:
+   IEEE     0,100       100000      4.3e-15     2.6e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier
+*************************************************************************/
+double binomialdistribution(const ae_int_t k, const ae_int_t n, const double p, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Complemented binomial distribution
+
+Returns the sum of the terms k+1 through n of the Binomial
+probability density:
+
+  n
+  --  ( n )   j      n-j
+  >   (   )  p  (1-p)
+  --  ( j )
+ j=k+1
+
+The terms are not summed directly; instead the incomplete
+beta integral is employed, according to the formula
+
+y = bdtrc( k, n, p ) = incbet( k+1, n-k, p ).
+
+The arguments must be positive, with p ranging from 0 to 1.
+
+ACCURACY:
+
+Tested at random points (a,b,p).
+
+              a,b                     Relative error:
+arithmetic  domain     # trials      peak         rms
+ For p between 0.001 and 1:
+   IEEE     0,100       100000      6.7e-15     8.2e-16
+ For p between 0 and .001:
+   IEEE     0,100       100000      1.5e-13     2.7e-15
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier
+*************************************************************************/
+double binomialcdistribution(const ae_int_t k, const ae_int_t n, const double p, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Inverse binomial distribution
+
+Finds the event probability p such that the sum of the
+terms 0 through k of the Binomial probability density
+is equal to the given cumulative probability y.
+
+This is accomplished using the inverse beta integral
+function and the relation
+
+1 - p = incbi( n-k, k+1, y ).
+
+ACCURACY:
+
+Tested at random points (a,b,p).
+
+              a,b                     Relative error:
+arithmetic  domain     # trials      peak         rms
+ For p between 0.001 and 1:
+   IEEE     0,100       100000      2.3e-14     6.4e-16
+   IEEE     0,10000     100000      6.6e-12     1.2e-13
+ For p between 10^-6 and 0.001:
+   IEEE     0,100       100000      2.0e-12     1.3e-14
+   IEEE     0,10000     100000      1.5e-12     3.2e-14
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier
+*************************************************************************/
+double invbinomialdistribution(const ae_int_t k, const ae_int_t n, const double y, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_EXPINTEGRALS) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Exponential integral Ei(x)
+
+              x
+               -     t
+              | |   e
+   Ei(x) =   -|-   ---  dt .
+            | |     t
+             -
+            -inf
+
+Not defined for x <= 0.
+See also expn.c.
+
+
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE       0,100       50000      8.6e-16     1.3e-16
+
+Cephes Math Library Release 2.8:  May, 1999
+Copyright 1999 by Stephen L. Moshier
+*************************************************************************/
+double exponentialintegralei(const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Exponential integral En(x)
+
+Evaluates the exponential integral
+
+                inf.
+                  -
+                 | |   -xt
+                 |    e
+     E (x)  =    |    ----  dt.
+      n          |      n
+               | |     t
+                -
+                 1
+
+
+Both n and x must be nonnegative.
+
+The routine employs either a power series, a continued
+fraction, or an asymptotic formula depending on the
+relative values of n and x.
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0, 30       10000       1.7e-15     3.6e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1985, 2000 by Stephen L. Moshier
+*************************************************************************/
+double exponentialintegralen(const double x, const ae_int_t n, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_JACOBIANELLIPTIC) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Jacobian Elliptic Functions
+
+Evaluates the Jacobian elliptic functions sn(u|m), cn(u|m),
+and dn(u|m) of parameter m between 0 and 1, and real
+argument u.
+
+These functions are periodic, with quarter-period on the
+real axis equal to the complete elliptic integral
+ellpk(1.0-m).
+
+Relation to incomplete elliptic integral:
+If u = ellik(phi,m), then sn(u|m) = sin(phi),
+and cn(u|m) = cos(phi).  Phi is called the amplitude of u.
+
+Computation is by means of the arithmetic-geometric mean
+algorithm, except when m is within 1e-9 of 0 or 1.  In the
+latter case with m close to 1, the approximation applies
+only for phi < pi/2.
+
+ACCURACY:
+
+Tested at random points with u between 0 and 10, m between
+0 and 1.
+
+           Absolute error (* = relative error):
+arithmetic   function   # trials      peak         rms
+   IEEE      phi         10000       9.2e-16*    1.4e-16*
+   IEEE      sn          50000       4.1e-15     4.6e-16
+   IEEE      cn          40000       3.6e-15     4.4e-16
+   IEEE      dn          10000       1.3e-12     1.8e-14
+
+ Peak error observed in consistency check using addition
+theorem for sn(u+v) was 4e-16 (absolute).  Also tested by
+the above relation to the incomplete elliptic integral.
+Accuracy deteriorates when u is large.
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+void jacobianellipticfunctions(const double u, const double m, double &sn, double &cn, double &dn, double &ph, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_TRIGINTEGRALS) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Sine and cosine integrals
+
+Evaluates the integrals
+
+                         x
+                         -
+                        |  cos t - 1
+  Ci(x) = eul + ln x +  |  --------- dt,
+                        |      t
+                       -
+                        0
+            x
+            -
+           |  sin t
+  Si(x) =  |  ----- dt
+           |    t
+          -
+           0
+
+where eul = 0.57721566490153286061 is Euler's constant.
+The integrals are approximated by rational functions.
+For x > 8 auxiliary functions f(x) and g(x) are employed
+such that
+
+Ci(x) = f(x) sin(x) - g(x) cos(x)
+Si(x) = pi/2 - f(x) cos(x) - g(x) sin(x)
+
+
+ACCURACY:
+   Test interval = [0,50].
+Absolute error, except relative when > 1:
+arithmetic   function   # trials      peak         rms
+   IEEE        Si        30000       4.4e-16     7.3e-17
+   IEEE        Ci        30000       6.9e-16     5.1e-17
+
+Cephes Math Library Release 2.1:  January, 1989
+Copyright 1984, 1987, 1989 by Stephen L. Moshier
+*************************************************************************/
+void sinecosineintegrals(const double x, double &si, double &ci, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Hyperbolic sine and cosine integrals
+
+Approximates the integrals
+
+                           x
+                           -
+                          | |   cosh t - 1
+  Chi(x) = eul + ln x +   |    -----------  dt,
+                        | |          t
+                         -
+                         0
+
+              x
+              -
+             | |  sinh t
+  Shi(x) =   |    ------  dt
+           | |       t
+            -
+            0
+
+where eul = 0.57721566490153286061 is Euler's constant.
+The integrals are evaluated by power series for x < 8
+and by Chebyshev expansions for x between 8 and 88.
+For large x, both functions approach exp(x)/2x.
+Arguments greater than 88 in magnitude return MAXNUM.
+
+
+ACCURACY:
+
+Test interval 0 to 88.
+                     Relative error:
+arithmetic   function  # trials      peak         rms
+   IEEE         Shi      30000       6.9e-16     1.6e-16
+       Absolute error, except relative when |Chi| > 1:
+   IEEE         Chi      30000       8.4e-16     1.4e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+void hyperbolicsinecosineintegrals(const double x, double &shi, double &chi, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_CHEBYSHEV) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Calculation of the value of the Chebyshev polynomials of the
+first and second kinds.
+
+Parameters:
+    r   -   polynomial kind, either 1 or 2.
+    n   -   degree, n>=0
+    x   -   argument, -1 <= x <= 1
+
+Result:
+    the value of the Chebyshev polynomial at x
+*************************************************************************/
+double chebyshevcalculate(const ae_int_t r, const ae_int_t n, const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Summation of Chebyshev polynomials using Clenshaw's recurrence formula.
+
+This routine calculates
+    c[0]*T0(x) + c[1]*T1(x) + ... + c[N]*TN(x)
+or
+    c[0]*U0(x) + c[1]*U1(x) + ... + c[N]*UN(x)
+depending on the R.
+
+Parameters:
+    r   -   polynomial kind, either 1 or 2.
+    n   -   degree, n>=0
+    x   -   argument
+
+Result:
+    the value of the Chebyshev polynomial at x
+*************************************************************************/
+double chebyshevsum(const real_1d_array &c, const ae_int_t r, const ae_int_t n, const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Representation of Tn as C[0] + C[1]*X + ... + C[N]*X^N
+
+Input parameters:
+    N   -   polynomial degree, n>=0
+
+Output parameters:
+    C   -   coefficients
+*************************************************************************/
+void chebyshevcoefficients(const ae_int_t n, real_1d_array &c, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Conversion of a series of Chebyshev polynomials to a power series.
+
+Represents A[0]*T0(x) + A[1]*T1(x) + ... + A[N]*Tn(x) as
+B[0] + B[1]*X + ... + B[N]*X^N.
+
+Input parameters:
+    A   -   Chebyshev series coefficients
+    N   -   degree, N>=0
+
+Output parameters
+    B   -   power series coefficients
+*************************************************************************/
+void fromchebyshev(const real_1d_array &a, const ae_int_t n, real_1d_array &b, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_POISSONDISTR) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Poisson distribution
+
+Returns the sum of the first k+1 terms of the Poisson
+distribution:
+
+  k         j
+  --   -m  m
+  >   e    --
+  --       j!
+ j=0
+
+The terms are not summed directly; instead the incomplete
+gamma integral is employed, according to the relation
+
+y = pdtr( k, m ) = igamc( k+1, m ).
+
+The arguments must both be positive.
+ACCURACY:
+
+See incomplete gamma function
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier
+*************************************************************************/
+double poissondistribution(const ae_int_t k, const double m, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Complemented Poisson distribution
+
+Returns the sum of the terms k+1 to infinity of the Poisson
+distribution:
+
+ inf.       j
+  --   -m  m
+  >   e    --
+  --       j!
+ j=k+1
+
+The terms are not summed directly; instead the incomplete
+gamma integral is employed, according to the formula
+
+y = pdtrc( k, m ) = igam( k+1, m ).
+
+The arguments must both be positive.
+
+ACCURACY:
+
+See incomplete gamma function
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier
+*************************************************************************/
+double poissoncdistribution(const ae_int_t k, const double m, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Inverse Poisson distribution
+
+Finds the Poisson variable x such that the integral
+from 0 to x of the Poisson density is equal to the
+given probability y.
+
+This is accomplished using the inverse gamma integral
+function and the relation
+
+   m = igami( k+1, y ).
+
+ACCURACY:
+
+See inverse incomplete gamma function
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier
+*************************************************************************/
+double invpoissondistribution(const ae_int_t k, const double y, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_BETAF) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Beta function
+
+
+                  -     -
+                 | (a) | (b)
+beta( a, b )  =  -----------.
+                    -
+                   | (a+b)
+
+For large arguments the logarithm of the function is
+evaluated using lgam(), then exponentiated.
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE       0,30       30000       8.1e-14     1.1e-14
+
+Cephes Math Library Release 2.0:  April, 1987
+Copyright 1984, 1987 by Stephen L. Moshier
+*************************************************************************/
+double beta(const double a, const double b, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_FRESNEL) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Fresnel integral
+
+Evaluates the Fresnel integrals
+
+          x
+          -
+         | |
+C(x) =   |   cos(pi/2 t**2) dt,
+       | |
+        -
+         0
+
+          x
+          -
+         | |
+S(x) =   |   sin(pi/2 t**2) dt.
+       | |
+        -
+         0
+
+
+The integrals are evaluated by a power series for x < 1.
+For x >= 1 auxiliary functions f(x) and g(x) are employed
+such that
+
+C(x) = 0.5 + f(x) sin( pi/2 x**2 ) - g(x) cos( pi/2 x**2 )
+S(x) = 0.5 - f(x) cos( pi/2 x**2 ) - g(x) sin( pi/2 x**2 )
+
+
+
+ACCURACY:
+
+ Relative error.
+
+Arithmetic  function   domain     # trials      peak         rms
+  IEEE       S(x)      0, 10       10000       2.0e-15     3.2e-16
+  IEEE       C(x)      0, 10       10000       1.8e-15     3.3e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1989, 2000 by Stephen L. Moshier
+*************************************************************************/
+void fresnelintegral(const double x, double &c, double &s, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_PSIF) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Psi (digamma) function
+
+             d      -
+  psi(x)  =  -- ln | (x)
+             dx
+
+is the logarithmic derivative of the gamma function.
+For integer x,
+                  n-1
+                   -
+psi(n) = -EUL  +   >  1/k.
+                   -
+                  k=1
+
+This formula is used for 0 < n <= 10.  If x is negative, it
+is transformed to a positive argument by the reflection
+formula  psi(1-x) = psi(x) + pi cot(pi x).
+For general positive x, the argument is made greater than 10
+using the recurrence  psi(x+1) = psi(x) + 1/x.
+Then the following asymptotic expansion is applied:
+
+                          inf.   B
+                           -      2k
+psi(x) = log(x) - 1/2x -   >   -------
+                           -        2k
+                          k=1   2k x
+
+where the B2k are Bernoulli numbers.
+
+ACCURACY:
+   Relative error (except absolute when |psi| < 1):
+arithmetic   domain     # trials      peak         rms
+   IEEE      0,30        30000       1.3e-15     1.4e-16
+   IEEE      -30,0       40000       1.5e-15     2.2e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1992, 2000 by Stephen L. Moshier
+*************************************************************************/
+double psi(const double x, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_AIRYF) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Airy function
+
+Solution of the differential equation
+
+y"(x) = xy.
+
+The function returns the two independent solutions Ai, Bi
+and their first derivatives Ai'(x), Bi'(x).
+
+Evaluation is by power series summation for small x,
+by rational minimax approximations for large x.
+
+
+
+ACCURACY:
+Error criterion is absolute when function <= 1, relative
+when function > 1, except * denotes relative error criterion.
+For large negative x, the absolute error increases as x^1.5.
+For large positive x, the relative error increases as x^1.5.
+
+Arithmetic  domain   function  # trials      peak         rms
+IEEE        -10, 0     Ai        10000       1.6e-15     2.7e-16
+IEEE          0, 10    Ai        10000       2.3e-14*    1.8e-15*
+IEEE        -10, 0     Ai'       10000       4.6e-15     7.6e-16
+IEEE          0, 10    Ai'       10000       1.8e-14*    1.5e-15*
+IEEE        -10, 10    Bi        30000       4.2e-15     5.3e-16
+IEEE        -10, 10    Bi'       30000       4.9e-15     7.3e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1989, 2000 by Stephen L. Moshier
+*************************************************************************/
+void airy(const double x, double &ai, double &aip, double &bi, double &bip, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_DAWSON) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Dawson's Integral
+
+Approximates the integral
+
+                            x
+                            -
+                     2     | |        2
+ dawsn(x)  =  exp( -x  )   |    exp( t  ) dt
+                         | |
+                          -
+                          0
+
+Three different rational approximations are employed, for
+the intervals 0 to 3.25; 3.25 to 6.25; and 6.25 up.
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0,10        10000       6.9e-16     1.0e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1989, 2000 by Stephen L. Moshier
+*************************************************************************/
+double dawsonintegral(const double x, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_HERMITE) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Calculation of the value of the Hermite polynomial.
+
+Parameters:
+    n   -   degree, n>=0
+    x   -   argument
+
+Result:
+    the value of the Hermite polynomial Hn at x
+*************************************************************************/
+double hermitecalculate(const ae_int_t n, const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Summation of Hermite polynomials using Clenshaw's recurrence formula.
+
+This routine calculates
+    c[0]*H0(x) + c[1]*H1(x) + ... + c[N]*HN(x)
+
+Parameters:
+    n   -   degree, n>=0
+    x   -   argument
+
+Result:
+    the value of the Hermite polynomial at x
+*************************************************************************/
+double hermitesum(const real_1d_array &c, const ae_int_t n, const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Representation of Hn as C[0] + C[1]*X + ... + C[N]*X^N
+
+Input parameters:
+    N   -   polynomial degree, n>=0
+
+Output parameters:
+    C   -   coefficients
+*************************************************************************/
+void hermitecoefficients(const ae_int_t n, real_1d_array &c, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_LEGENDRE) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Calculation of the value of the Legendre polynomial Pn.
+
+Parameters:
+    n   -   degree, n>=0
+    x   -   argument
+
+Result:
+    the value of the Legendre polynomial Pn at x
+*************************************************************************/
+double legendrecalculate(const ae_int_t n, const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Summation of Legendre polynomials using Clenshaw's recurrence formula.
+
+This routine calculates
+    c[0]*P0(x) + c[1]*P1(x) + ... + c[N]*PN(x)
+
+Parameters:
+    n   -   degree, n>=0
+    x   -   argument
+
+Result:
+    the value of the Legendre polynomial at x
+*************************************************************************/
+double legendresum(const real_1d_array &c, const ae_int_t n, const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Representation of Pn as C[0] + C[1]*X + ... + C[N]*X^N
+
+Input parameters:
+    N   -   polynomial degree, n>=0
+
+Output parameters:
+    C   -   coefficients
+*************************************************************************/
+void legendrecoefficients(const ae_int_t n, real_1d_array &c, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_BESSEL) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Bessel function of order zero
+
+Returns Bessel function of order zero of the argument.
+
+The domain is divided into the intervals [0, 5] and
+(5, infinity). In the first interval the following rational
+approximation is used:
+
+
+       2         2
+(w - r  ) (w - r  ) P (w) / Q (w)
+      1         2    3       8
+
+           2
+where w = x  and the two r's are zeros of the function.
+
+In the second interval, the Hankel asymptotic expansion
+is employed with two rational functions of degree 6/6
+and 7/7.
+
+ACCURACY:
+
+                     Absolute error:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0, 30       60000       4.2e-16     1.1e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1989, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besselj0(const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Bessel function of order one
+
+Returns Bessel function of order one of the argument.
+
+The domain is divided into the intervals [0, 8] and
+(8, infinity). In the first interval a 24 term Chebyshev
+expansion is used. In the second, the asymptotic
+trigonometric representation is employed using two
+rational functions of degree 5/5.
+
+ACCURACY:
+
+                     Absolute error:
+arithmetic   domain      # trials      peak         rms
+   IEEE      0, 30       30000       2.6e-16     1.1e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1989, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besselj1(const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Bessel function of integer order
+
+Returns Bessel function of order n, where n is a
+(possibly negative) integer.
+
+The ratio of jn(x) to j0(x) is computed by backward
+recurrence.  First the ratio jn/jn-1 is found by a
+continued fraction expansion.  Then the recurrence
+relating successive orders is applied until j0 or j1 is
+reached.
+
+If n = 0 or 1 the routine for j0 or j1 is called
+directly.
+
+ACCURACY:
+
+                     Absolute error:
+arithmetic   range      # trials      peak         rms
+   IEEE      0, 30        5000       4.4e-16     7.9e-17
+
+
+Not suitable for large n or x. Use jv() (fractional order) instead.
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besseljn(const ae_int_t n, const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Bessel function of the second kind, order zero
+
+Returns Bessel function of the second kind, of order
+zero, of the argument.
+
+The domain is divided into the intervals [0, 5] and
+(5, infinity). In the first interval a rational approximation
+R(x) is employed to compute
+  y0(x)  = R(x)  +   2 * log(x) * j0(x) / PI.
+Thus a call to j0() is required.
+
+In the second interval, the Hankel asymptotic expansion
+is employed with two rational functions of degree 6/6
+and 7/7.
+
+
+
+ACCURACY:
+
+ Absolute error, when y0(x) < 1; else relative error:
+
+arithmetic   domain     # trials      peak         rms
+   IEEE      0, 30       30000       1.3e-15     1.6e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1989, 2000 by Stephen L. Moshier
+*************************************************************************/
+double bessely0(const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Bessel function of second kind of order one
+
+Returns Bessel function of the second kind of order one
+of the argument.
+
+The domain is divided into the intervals [0, 8] and
+(8, infinity). In the first interval a 25 term Chebyshev
+expansion is used, and a call to j1() is required.
+In the second, the asymptotic trigonometric representation
+is employed using two rational functions of degree 5/5.
+
+ACCURACY:
+
+                     Absolute error:
+arithmetic   domain      # trials      peak         rms
+   IEEE      0, 30       30000       1.0e-15     1.3e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1989, 2000 by Stephen L. Moshier
+*************************************************************************/
+double bessely1(const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Bessel function of second kind of integer order
+
+Returns Bessel function of order n, where n is a
+(possibly negative) integer.
+
+The function is evaluated by forward recurrence on
+n, starting with values computed by the routines
+y0() and y1().
+
+If n = 0 or 1 the routine for y0 or y1 is called
+directly.
+
+ACCURACY:
+                     Absolute error, except relative
+                     when y > 1:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0, 30       30000       3.4e-15     4.3e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besselyn(const ae_int_t n, const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Modified Bessel function of order zero
+
+Returns modified Bessel function of order zero of the
+argument.
+
+The function is defined as i0(x) = j0( ix ).
+
+The range is partitioned into the two intervals [0,8] and
+(8, infinity).  Chebyshev polynomial expansions are employed
+in each interval.
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0,30        30000       5.8e-16     1.4e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besseli0(const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Modified Bessel function of order one
+
+Returns modified Bessel function of order one of the
+argument.
+
+The function is defined as i1(x) = -i j1( ix ).
+
+The range is partitioned into the two intervals [0,8] and
+(8, infinity).  Chebyshev polynomial expansions are employed
+in each interval.
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0, 30       30000       1.9e-15     2.1e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1985, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besseli1(const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Modified Bessel function, second kind, order zero
+
+Returns modified Bessel function of the second kind
+of order zero of the argument.
+
+The range is partitioned into the two intervals [0,8] and
+(8, infinity).  Chebyshev polynomial expansions are employed
+in each interval.
+
+ACCURACY:
+
+Tested at 2000 random points between 0 and 8.  Peak absolute
+error (relative when K0 > 1) was 1.46e-14; rms, 4.26e-15.
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0, 30       30000       1.2e-15     1.6e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besselk0(const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Modified Bessel function, second kind, order one
+
+Computes the modified Bessel function of the second kind
+of order one of the argument.
+
+The range is partitioned into the two intervals [0,2] and
+(2, infinity).  Chebyshev polynomial expansions are employed
+in each interval.
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0, 30       30000       1.2e-15     1.6e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besselk1(const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Modified Bessel function, second kind, integer order
+
+Returns modified Bessel function of the second kind
+of order n of the argument.
+
+The range is partitioned into the two intervals [0,9.55] and
+(9.55, infinity).  An ascending power series is used in the
+low range, and an asymptotic expansion in the high range.
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE      0,30        90000       1.8e-8      3.0e-10
+
+Error is high only near the crossover point x = 9.55
+between the two expansions used.
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1988, 2000 by Stephen L. Moshier
+*************************************************************************/
+double besselkn(const ae_int_t nn, const double x, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_LAGUERRE) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Calculation of the value of the Laguerre polynomial.
+
+Parameters:
+    n   -   degree, n>=0
+    x   -   argument
+
+Result:
+    the value of the Laguerre polynomial Ln at x
+*************************************************************************/
+double laguerrecalculate(const ae_int_t n, const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Summation of Laguerre polynomials using Clenshaw's recurrence formula.
+
+This routine calculates c[0]*L0(x) + c[1]*L1(x) + ... + c[N]*LN(x)
+
+Parameters:
+    n   -   degree, n>=0
+    x   -   argument
+
+Result:
+    the value of the Laguerre polynomial at x
+*************************************************************************/
+double laguerresum(const real_1d_array &c, const ae_int_t n, const double x, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Representation of Ln as C[0] + C[1]*X + ... + C[N]*X^N
+
+Input parameters:
+    N   -   polynomial degree, n>=0
+
+Output parameters:
+    C   -   coefficients
+*************************************************************************/
+void laguerrecoefficients(const ae_int_t n, real_1d_array &c, const xparams _xparams = alglib::xdefault);
+#endif
+
+#if defined(AE_COMPILE_ELLIPTIC) || !defined(AE_PARTIAL_BUILD)
+/*************************************************************************
+Complete elliptic integral of the first kind
+
+Approximates the integral
+
+
+
+           pi/2
+            -
+           | |
+           |           dt
+K(m)  =    |    ------------------
+           |                   2
+         | |    sqrt( 1 - m sin t )
+          -
+           0
+
+using the approximation
+
+    P(x)  -  log x Q(x).
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE       0,1        30000       2.5e-16     6.8e-17
+
+Cephes Math Library, Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double ellipticintegralk(const double m, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Complete elliptic integral of the first kind
+
+Approximates the integral
+
+
+
+           pi/2
+            -
+           | |
+           |           dt
+K(m)  =    |    ------------------
+           |                   2
+         | |    sqrt( 1 - m sin t )
+          -
+           0
+
+where m = 1 - m1, using the approximation
+
+    P(x)  -  log x Q(x).
+
+The argument m1 is used rather than m so that the logarithmic
+singularity at m = 1 will be shifted to the origin; this
+preserves maximum accuracy.
+
+K(0) = pi/2.
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE       0,1        30000       2.5e-16     6.8e-17
+
+Cephes Math Library, Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double ellipticintegralkhighprecision(const double m1, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Incomplete elliptic integral of the first kind F(phi|m)
+
+Approximates the integral
+
+
+
+               phi
+                -
+               | |
+               |           dt
+F(phi_\m)  =    |    ------------------
+               |                   2
+             | |    sqrt( 1 - m sin t )
+              -
+               0
+
+of amplitude phi and modulus m, using the arithmetic -
+geometric mean algorithm.
+
+
+
+
+ACCURACY:
+
+Tested at random points with m in [0, 1] and phi as indicated.
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE     -10,10       200000      7.4e-16     1.0e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 2000 by Stephen L. Moshier
+*************************************************************************/
+double incompleteellipticintegralk(const double phi, const double m, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Complete elliptic integral of the second kind
+
+Approximates the integral
+
+
+           pi/2
+            -
+           | |                 2
+E(m)  =    |    sqrt( 1 - m sin t ) dt
+         | |
+          -
+           0
+
+using the approximation
+
+     P(x)  -  x log x Q(x).
+
+ACCURACY:
+
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE       0, 1       10000       2.1e-16     7.3e-17
+
+Cephes Math Library, Release 2.8: June, 2000
+Copyright 1984, 1987, 1989, 2000 by Stephen L. Moshier
+*************************************************************************/
+double ellipticintegrale(const double m, const xparams _xparams = alglib::xdefault);
+
+
+/*************************************************************************
+Incomplete elliptic integral of the second kind
+
+Approximates the integral
+
+
+               phi
+                -
+               | |
+               |                   2
+E(phi_\m)  =    |    sqrt( 1 - m sin t ) dt
+               |
+             | |
+              -
+               0
+
+of amplitude phi and modulus m, using the arithmetic -
+geometric mean algorithm.
+
+ACCURACY:
+
+Tested at random arguments with phi in [-10, 10] and m in
+[0, 1].
+                     Relative error:
+arithmetic   domain     # trials      peak         rms
+   IEEE     -10,10      150000       3.3e-15     1.4e-16
+
+Cephes Math Library Release 2.8:  June, 2000
+Copyright 1984, 1987, 1993, 2000 by Stephen L. Moshier
+*************************************************************************/
+double incompleteellipticintegrale(const double phi, const double m, const xparams _xparams = alglib::xdefault);
+#endif
+}
+
+/////////////////////////////////////////////////////////////////////////
+//
+// THIS SECTION CONTAINS COMPUTATIONAL CORE DECLARATIONS (FUNCTIONS)
+//
+/////////////////////////////////////////////////////////////////////////
+namespace alglib_impl
+{
+#if defined(AE_COMPILE_GAMMAFUNC) || !defined(AE_PARTIAL_BUILD)
+double gammafunction(double x, ae_state *_state);
+double lngamma(double x, double* sgngam, ae_state *_state);
+#endif
+#if defined(AE_COMPILE_NORMALDISTR) || !defined(AE_PARTIAL_BUILD)
+double errorfunction(double x, ae_state *_state);
+double errorfunctionc(double x, ae_state *_state);
+double normaldistribution(double x, ae_state *_state);
+double normalpdf(double x, ae_state *_state);
+double normalcdf(double x, ae_state *_state);
+double inverf(double e, ae_state *_state);
+double invnormaldistribution(double y0, ae_state *_state);
+double invnormalcdf(double y0, ae_state *_state);
+double bivariatenormalpdf(double x,
+     double y,
+     double rho,
+     ae_state *_state);
+double bivariatenormalcdf(double x,
+     double y,
+     double rho,
+     ae_state *_state);
+#endif
+#if defined(AE_COMPILE_IBETAF) || !defined(AE_PARTIAL_BUILD)
+double incompletebeta(double a, double b, double x, ae_state *_state);
+double invincompletebeta(double a, double b, double y, ae_state *_state);
+#endif
+#if defined(AE_COMPILE_STUDENTTDISTR) || !defined(AE_PARTIAL_BUILD)
+double studenttdistribution(ae_int_t k, double t, ae_state *_state);
+double invstudenttdistribution(ae_int_t k, double p, ae_state *_state);
+#endif
+#if defined(AE_COMPILE_FDISTR) || !defined(AE_PARTIAL_BUILD)
+double fdistribution(ae_int_t a, ae_int_t b, double x, ae_state *_state);
+double fcdistribution(ae_int_t a, ae_int_t b, double x, ae_state *_state);
+double invfdistribution(ae_int_t a,
+     ae_int_t b,
+     double y,
+     ae_state *_state);
+#endif
+#if defined(AE_COMPILE_IGAMMAF) || !defined(AE_PARTIAL_BUILD)
+double incompletegamma(double a, double x, ae_state *_state);
+double incompletegammac(double a, double x, ae_state *_state);
+double invincompletegammac(double a, double y0, ae_state *_state);
+#endif
+#if defined(AE_COMPILE_CHISQUAREDISTR) || !defined(AE_PARTIAL_BUILD)
+double chisquaredistribution(double v, double x, ae_state *_state);
+double chisquarecdistribution(double v, double x, ae_state *_state);
+double invchisquaredistribution(double v, double y, ae_state *_state);
+#endif
+#if defined(AE_COMPILE_BINOMIALDISTR) || !defined(AE_PARTIAL_BUILD)
+double binomialdistribution(ae_int_t k,
+     ae_int_t n,
+     double p,
+     ae_state *_state);
+double binomialcdistribution(ae_int_t k,
+     ae_int_t n,
+     double p,
+     ae_state *_state);
+double invbinomialdistribution(ae_int_t k,
+     ae_int_t n,
+     double y,
+     ae_state *_state);
+#endif
+#if defined(AE_COMPILE_EXPINTEGRALS) || !defined(AE_PARTIAL_BUILD)
+double exponentialintegralei(double x, ae_state *_state);
+double exponentialintegralen(double x, ae_int_t n, ae_state *_state);
+#endif
+#if defined(AE_COMPILE_JACOBIANELLIPTIC) || !defined(AE_PARTIAL_BUILD)
+void jacobianellipticfunctions(double u,
+     double m,
+     double* sn,
+     double* cn,
+     double* dn,
+     double* ph,
+     ae_state *_state);
+#endif
+#if defined(AE_COMPILE_TRIGINTEGRALS) || !defined(AE_PARTIAL_BUILD)
+void sinecosineintegrals(double x,
+     double* si,
+     double* ci,
+     ae_state *_state);
+void hyperbolicsinecosineintegrals(double x,
+     double* shi,
+     double* chi,
+     ae_state *_state);
+#endif
+#if defined(AE_COMPILE_CHEBYSHEV) || !defined(AE_PARTIAL_BUILD)
+double chebyshevcalculate(ae_int_t r,
+     ae_int_t n,
+     double x,
+     ae_state *_state);
+double chebyshevsum(/* Real    */ const ae_vector* c,
+     ae_int_t r,
+     ae_int_t n,
+     double x,
+     ae_state *_state);
+void chebyshevcoefficients(ae_int_t n,
+     /* Real    */ ae_vector* c,
+     ae_state *_state);
+void fromchebyshev(/* Real    */ const ae_vector* a,
+     ae_int_t n,
+     /* Real    */ ae_vector* b,
+     ae_state *_state);
+#endif
+#if defined(AE_COMPILE_POISSONDISTR) || !defined(AE_PARTIAL_BUILD)
+double poissondistribution(ae_int_t k, double m, ae_state *_state);
+double poissoncdistribution(ae_int_t k, double m, ae_state *_state);
+double invpoissondistribution(ae_int_t k, double y, ae_state *_state);
+#endif
+#if defined(AE_COMPILE_BETAF) || !defined(AE_PARTIAL_BUILD)
+double beta(double a, double b, ae_state *_state);
+#endif
+#if defined(AE_COMPILE_FRESNEL) || !defined(AE_PARTIAL_BUILD)
+void fresnelintegral(double x, double* c, double* s, ae_state *_state);
+#endif
+#if defined(AE_COMPILE_PSIF) || !defined(AE_PARTIAL_BUILD)
+double psi(double x, ae_state *_state);
+#endif
+#if defined(AE_COMPILE_AIRYF) || !defined(AE_PARTIAL_BUILD)
+void airy(double x,
+     double* ai,
+     double* aip,
+     double* bi,
+     double* bip,
+     ae_state *_state);
+#endif
+#if defined(AE_COMPILE_DAWSON) || !defined(AE_PARTIAL_BUILD)
+double dawsonintegral(double x, ae_state *_state);
+#endif
+#if defined(AE_COMPILE_HERMITE) || !defined(AE_PARTIAL_BUILD)
+double hermitecalculate(ae_int_t n, double x, ae_state *_state);
+double hermitesum(/* Real    */ const ae_vector* c,
+     ae_int_t n,
+     double x,
+     ae_state *_state);
+void hermitecoefficients(ae_int_t n,
+     /* Real    */ ae_vector* c,
+     ae_state *_state);
+#endif
+#if defined(AE_COMPILE_LEGENDRE) || !defined(AE_PARTIAL_BUILD)
+double legendrecalculate(ae_int_t n, double x, ae_state *_state);
+double legendresum(/* Real    */ const ae_vector* c,
+     ae_int_t n,
+     double x,
+     ae_state *_state);
+void legendrecoefficients(ae_int_t n,
+     /* Real    */ ae_vector* c,
+     ae_state *_state);
+#endif
+#if defined(AE_COMPILE_BESSEL) || !defined(AE_PARTIAL_BUILD)
+double besselj0(double x, ae_state *_state);
+double besselj1(double x, ae_state *_state);
+double besseljn(ae_int_t n, double x, ae_state *_state);
+double bessely0(double x, ae_state *_state);
+double bessely1(double x, ae_state *_state);
+double besselyn(ae_int_t n, double x, ae_state *_state);
+double besseli0(double x, ae_state *_state);
+double besseli1(double x, ae_state *_state);
+double besselk0(double x, ae_state *_state);
+double besselk1(double x, ae_state *_state);
+double besselkn(ae_int_t nn, double x, ae_state *_state);
+#endif
+#if defined(AE_COMPILE_LAGUERRE) || !defined(AE_PARTIAL_BUILD)
+double laguerrecalculate(ae_int_t n, double x, ae_state *_state);
+double laguerresum(/* Real    */ const ae_vector* c,
+     ae_int_t n,
+     double x,
+     ae_state *_state);
+void laguerrecoefficients(ae_int_t n,
+     /* Real    */ ae_vector* c,
+     ae_state *_state);
+#endif
+#if defined(AE_COMPILE_ELLIPTIC) || !defined(AE_PARTIAL_BUILD)
+double ellipticintegralk(double m, ae_state *_state);
+double ellipticintegralkhighprecision(double m1, ae_state *_state);
+double incompleteellipticintegralk(double phi, double m, ae_state *_state);
+double ellipticintegrale(double m, ae_state *_state);
+double incompleteellipticintegrale(double phi, double m, ae_state *_state);
+#endif
+
+}
+#endif
+