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faosorios · Jan 22, 2024 · bee39e4 · bee39e4
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Showing 2 changed files with 24 additions and 2 deletions.
diff --git a/pkg/inst/include/fastmatrix.h b/pkg/inst/include/fastmatrix.h
@@ -1,4 +1,4 @@
-/* ID: fastmatrix.h, last updated 2022-08-01, F.Osorio */
+/* ID: fastmatrix.h, last updated 2024-01-03, F.Osorio */
 
 #ifndef FASTMATRIX_H
 #define FASTMATRIX_H
@@ -103,8 +103,12 @@ void FM_gls_GQR(double *x, int ldx, int nrow, int ncol, double *y, double *cov,
 double FM_pythag(double a, double b);
 double FM_mahalanobis(double *x, int p, double *center, double *Root);
 void FM_mahal_distances(double *x, int n, int p, double *center, double *cov, int inverted, double *distances);
+
+/* Wilson-Hilferty transformation */
 void FM_WH_chisq(double *distances, int n, int p, double *z);
+void FM_WH_gamma(double *y, int n, double shape, double scale, double *z);
 void FM_WH_F(double *distances, int n, int p, double eta, double *z);
+void FM_WH_Laplace(double *distances, int n, int p, double *z);
 
 /* products */
 void FM_two_product_FMA(double a, double b, double *x, double *y);

diff --git a/pkg/inst/include/fastmatrix_API.h b/pkg/inst/include/fastmatrix_API.h
@@ -1,4 +1,4 @@
-/* $ID: fastmatrix_API.h, last updated 2023-02-24, F.Osorio */
+/* $ID: fastmatrix_API.h, last updated 2024-01-03, F.Osorio */
 
 #ifndef FASTMATRIX_API_H
 #define FASTMATRIX_API_H
@@ -636,6 +636,17 @@ void FM_mahal_distances(double *x, int n, int p, double *center, double *cov, in
   fun(x, n, p, center, cov, inverted, distances);
 }
 
+/* ========================================================================== *
+ * Wilson-Hilferty transformation: external API
+ * ========================================================================== */
+
+void FM_WH_gamma(double *y, int n, double shape, double scale, double *z) {
+  static void(*fun)(double *, int, double, double, double *) = NULL;
+  if (fun == NULL)
+    fun = (void(*)(double *, int, double, double, double *)) R_GetCCallable("fastmatrix", "FM_WH_gamma");
+  fun(y, n, shape, scale, z);
+}
+
 void FM_WH_chisq(double *distances, int n, int p, double *z) {
   static void(*fun)(double *, int, int, double *) = NULL;
   if (fun == NULL)
@@ -650,6 +661,13 @@ void FM_WH_F(double *distances, int n, int p, double eta, double *z) {
   fun(distances, n, p, eta, z);
 }
 
+void FM_WH_Laplace(double *distances, int n, int p, double *z) {
+  static void(*fun)(double *, int, int, double *) = NULL;
+  if (fun == NULL)
+    fun = (void(*)(double *, int, int, double *)) R_GetCCallable("fastmatrix", "FM_WH_Laplace");
+  fun(distances, n, p, z);
+}
+
 /* ========================================================================== *
  * Products: external API
  * ========================================================================== */