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/**
* @file twtable.h
* @brief Tracy-Widom distribution
*/
#ifndef INCLUDE_TWTABLE_H_
#define INCLUDE_TWTABLE_H_
const double TWXVAL[] =
{
-8.0, -7.9, -7.8, -7.7, -7.6, -7.5, -7.4, -7.3, -7.2, -7.1,
-7.0, -6.9,
-6.8, -6.7, -6.6, -6.5, -6.4, -6.3, -6.2, -6.1,
-6.0, -5.9, -5.8, -5.7, -5.6, -5.5, -5.4, -5.3,
-5.2, -5.1,
-5.0, -4.9, -4.8, -4.7, -4.6, -4.5, -4.4, -4.3, -4.2, -4.1,
-4.0, -3.9, -3.8, -3.7,
-3.6, -3.5, -3.4, -3.3, -3.2, -3.1,
-3.0, -2.9, -2.8, -2.7, -2.6, -2.5, -2.4, -2.3, -2.2, -2.1,
-2.0, -1.9, -1.8, -1.7, -1.6, -1.5, -1.4, -1.3, -1.2, -1.1,
-1.0, -0.9, -0.8, -0.7, -0.6, -0.5,
-0.4, -0.3, -0.2, -0.1,
0.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9,
1.0, 1.1, 1.2, 1.3,
1.4, 1.5, 1.6, 1.7, 1.8, 1.9,
2.0, 2.1, 2.2, 2.3, 2.4, 2.5, 2.6, 2.7, 2.8, 2.9,
3.0, 3.1, 3.2,
3.3, 3.4, 3.5, 3.6, 3.7, 3.8, 3.9,
4.0, 4.1, 4.2, 4.3, 4.4, 4.5, 4.6, 4.7, 4.8, 4.9,
5.0, 5.1,
5.2, 5.3, 5.4, 5.5, 5.6, 5.7, 5.8, 5.9,
6.0, 6.1, 6.2, 6.3, 6.4, 6.5, 6.6, 6.7, 6.8, 6.9,
7.0,
7.1, 7.2, 7.3, 7.4, 7.5, 7.6, 7.7, 7.8, 7.9,
8.0
};
const double TWXTAIL[] =
{
1.000000000, 1.000000000, 1.000000000, 1.000000000, 1.000000000,
1.000000000, 1.000000000, 0.999999999, 0.999999999, 0.999999997,
0.999999995, 0.999999989,
0.999999978, 0.999999958, 0.999999920,
0.999999849, 0.999999723, 0.999999498, 0.999999105,
0.999998431,
0.999997293, 0.999995401, 0.999992309, 0.999987331, 0.999979441,
0.999967125,
0.999948187, 0.999919496, 0.999876655, 0.999813597,
0.999722082, 0.999591101, 0.999406175,
0.999148569, 0.998794427,
0.998313849, 0.997669962, 0.996818016, 0.995704571, 0.994266851,
0.992432322, 0.990118582, 0.987233631, 0.983676579, 0.979338843,
0.974105853, 0.967859270,
0.960479677, 0.951849687, 0.941857369,
0.930399881, 0.917387157, 0.902745495, 0.886420892,
0.868381957,
0.848622271, 0.827162053, 0.804049066, 0.779358684, 0.753193114,
0.725679802,
0.696969061, 0.667231036, 0.636652122, 0.605430961,
0.573774198, 0.541892124, 0.509994383,
0.478285870, 0.446962951,
0.416210105, 0.386197065, 0.357076521, 0.328982392, 0.302028689,
0.276308949, 0.251896179, 0.228843301, 0.207183986, 0.186933854,
0.168091934, 0.150642330,
0.134556018, 0.119792709, 0.106302721,
0.094028817, 0.082907953, 0.072872924, 0.063853860,
0.055779577,
0.048578763, 0.042180992, 0.036517582, 0.031522284, 0.027131832,
0.023286351,
0.019929640, 0.017009350, 0.014477062, 0.012288293,
0.010402429, 0.008782605, 0.007395547,
0.006211384, 0.005203434,
0.004347977, 0.003624031, 0.003013114, 0.002499018, 0.002067590,
0.001706520, 0.001405143, 0.001154255, 0.000945945, 0.000773431,
0.000630927, 0.000513508,
0.000416999, 0.000337871, 0.000273152,
0.000220344, 0.000177359, 0.000142452, 0.000114170,
0.000091308,
0.000072871, 0.000058035, 0.000046124, 0.000036582, 0.000028955,
0.000022872,
0.000018030, 0.000014185, 0.000011138, 0.000008728,
0.000006826, 0.000005328, 0.000004151,
0.000003228, 0.000002505,
0.000001941, 0.000001501, 0.000001158, 0.000000892, 0.000000686,
0.000000527, 0.000000403, 0.000000308, 0.000000235, 0.000000179,
0.000000136, 0.000000104,
0.000000079, 0.000000059, 0.000000045,
0.000000034, 0.000000025, 0.000000019, 0.000000014,
0.000000011,
0.000000008
};
const double TWXPDF[] =
{
0.000000000, 0.000000000, 0.000000000, 0.000000000, 0.000000000,
0.000000001, 0.000000002, 0.000000005, 0.000000010, 0.000000019,
0.000000039, 0.000000076,
0.000000146, 0.000000276, 0.000000511,
0.000000932, 0.000001670, 0.000002942, 0.000005097,
0.000008683,
0.000014554, 0.000024005, 0.000038969, 0.000062279, 0.000098012,
0.000151923,
0.000231995, 0.000349097, 0.000517756, 0.000757035,
0.001091485, 0.001552137, 0.002177466,
0.003014256, 0.004118267,
0.005554591, 0.007397591, 0.009730295, 0.012643159, 0.016232112,
0.020595851, 0.025832397, 0.032034971, 0.039287325, 0.047658716,
0.057198759, 0.067932445,
0.079855636, 0.092931337, 0.107087044,
0.122213418, 0.138164458, 0.154759279, 0.171785501,
0.189004169,
0.206156009, 0.222968755, 0.239165233, 0.254471803, 0.268626779,
0.281388431,
0.292542221, 0.301906945, 0.309339558, 0.314738516,
0.318045543, 0.319245849, 0.318366852,
0.315475570, 0.310674866,
0.304098784, 0.295907232, 0.286280263, 0.275412215, 0.263505933,
0.250767272, 0.237400053, 0.223601597, 0.209558915, 0.195445624,
0.181419571, 0.167621190,
0.154172511, 0.141176787, 0.128718659,
0.116864772, 0.105664756, 0.095152500, 0.085347620,
0.076257058,
0.067876743, 0.060193257, 0.053185457, 0.046826015, 0.041082856,
0.035920459,
0.031301023, 0.027185487, 0.023534398, 0.020308645,
0.017470054, 0.014981856, 0.012809046,
0.010918644, 0.009279861,
0.007864200, 0.006645482, 0.005599836, 0.004705636, 0.003943413,
0.003295741, 0.002747112, 0.002283795, 0.001893694, 0.001566204,
0.001292071, 0.001063253,
0.000872795, 0.000714702, 0.000583831,
0.000475784, 0.000386816, 0.000313749, 0.000253894,
0.000204987,
0.000165125, 0.000132716, 0.000106431, 0.000085163, 0.000067996,
0.000054172,
0.000043066, 0.000034164, 0.000027045, 0.000021365,
0.000016843, 0.000013250, 0.000010403,
0.000008151, 0.000006374,
0.000004974, 0.000003874, 0.000003011, 0.000002336, 0.000001809,
0.000001398, 0.000001078, 0.000000830, 0.000000638, 0.000000489,
0.000000375, 0.000000286,
0.000000218, 0.000000166, 0.000000126,
0.000000096, 0.000000073, 0.000000055, 0.000000041,
0.000000031,
0.000000023
};
const int TWTABSIZE = 161;
#endif /* INCLUDE_TWTABLE_H_ */
|
