pst-math (30sep10)

git-svn-id: svn://tug.org/texlive/trunk@19962 c570f23f-e606-0410-a88d-b1316a301751

5 files changed, 71 insertions, 4 deletions

diff --git a/Master/texmf-dist/doc/generic/pst-math/Changes b/Master/texmf-dist/doc/generic/pst-math/Changes
index 93d7aa9ccd8..7d5d5be346a 100644
--- a/Master/texmf-dist/doc/generic/pst-math/Changes
+++ b/Master/texmf-dist/doc/generic/pst-math/Changes
@@ -1,4 +1,6 @@
 ..... pst-math.pro
+0.6  2010-09-29  - added the inverse normal function
+                 - added the vasicek density function
 0.5  2009-08-27  modified SINC function (Patrice Megret)
 0.4  2009-05-11  added SystemEqnSolver
 0.3  2009-01-20  added SIMPSON for numeric integration (dr/hv)
diff --git a/Master/texmf-dist/doc/generic/pst-math/pst-math-doc.pdf b/Master/texmf-dist/doc/generic/pst-math/pst-math-doc.pdf
index ed0ec9d7c3a..130e4c40218 100644
--- a/Master/texmf-dist/doc/generic/pst-math/pst-math-doc.pdf
+++ b/Master/texmf-dist/doc/generic/pst-math/pst-math-doc.pdf
diff --git a/Master/texmf-dist/doc/generic/pst-math/pst-math-doc.tex b/Master/texmf-dist/doc/generic/pst-math/pst-math-doc.tex
index 0379372b272..0b84fbba47b 100644
--- a/Master/texmf-dist/doc/generic/pst-math/pst-math-doc.tex
+++ b/Master/texmf-dist/doc/generic/pst-math/pst-math-doc.tex
@@ -295,7 +295,8 @@ num & \Lps{GAMMALN} & real & Return \Index{logarithm} of $\Gamma$ function of \t
 \begin{center}
 \begin{tabular}{@{} >{\sffamily}l l >{\sffamily}l l @{} }
 \emph{Stack} & \emph{Operator} & \emph{Result} & \emph{Description} \\\hline
-num num /var $\lbrace$ function $\rbrace$ num & \Lps{SIMPSON} & real & Return $\displaystyle\int\limits_a^b f(t)\mathrm{d}t$
+num num /var $\lbrace$ function $\rbrace$ num & \Lps{SIMPSON} & real & Return $\displaystyle\int\limits_a^b f(t)\mathrm{d}t$\\
+num 
 \end{tabular}
 \end{center}
 
@@ -449,6 +450,28 @@ nested.
 \end{LTXexample}
 
 
+\section{Numerical functions}
+
+\begin{center}
+\begin{tabular}{@{} >{\sffamily}l l >{\sffamily}l l @{} }
+\emph{Stack} & \emph{Operator} & \emph{Result} & \emph{Description} \\\hline
+num  & \Lps{norminv} & real & Return $\mathop{norminv}(num)$\\
+num  & \Lps{vasicek} & real & Return $\mathop{vasicek}(num)$
+\end{tabular}
+\end{center}
+
+
+\begin{LTXexample}[width=5cm,wide=false]
+\psset{xunit=5}
+\begin{pspicture}(0,-3)(1,4)
+\psaxes{->}(0,0)(0,-3)(1,4)
+\psplot[plotpoints=200,algebraic,linecolor=red]{0}{0.9999}{norminv(x)}
+\psplot[plotpoints=200,algebraic,linecolor=blue]{0}{0.9999}{vasicek(x)}
+\end{pspicture}
+\end{LTXexample}
+
+
+These functions return the inverse normal and the vasicek density.
 
 \bgroup
 \raggedright
diff --git a/Master/texmf-dist/dvips/pst-math/pst-math.pro b/Master/texmf-dist/dvips/pst-math/pst-math.pro
index e2570773379..ae1b1db1436 100644
--- a/Master/texmf-dist/dvips/pst-math/pst-math.pro
+++ b/Master/texmf-dist/dvips/pst-math/pst-math.pro
@@ -4,8 +4,8 @@
 % Author          : Christophe JORSSEN 
 % Author          : Herbert Voß <hvoss@tug.org>
 % Created the     : Sat 20 March 2004
-% Last Mod        : $Date: 2009/08/27 $
-% Version         : 0.5 $
+% Last Mod        : $Date: 2010/09/29 $
+% Version         : 0.6 $
 %
 /PI 3.14159265359 def
 /ENeperian 2.71828182846 def
@@ -224,5 +224,47 @@ end
   end 
 } def
 %
+/c@_0 2.515517 def 
+/c@_1 0.802853 def 
+/c@_2 0.010328 def 
+/d@_1 1.432788 def 
+/d@_2 0.189269 def 
+/d@_3 0.001308 def 
+/norminv {
+  5 dict begin
+  neg 1 add 1 exch div ln 2 mul sqrt 
+  /t exch def 
+  /t2 t dup mul def 
+  /t3 t2 t mul def 
+  c@_0 c@_1 t mul add c@_2 t2 mul add 1 d@_1 t mul add 
+  d@_2 t2 mul add d@_3 t3 mul add div neg t add 
+  end
+} def 
+%end{norminv Michael Sharpe}
+%
+/vasicek{           %density=sqrt((1-R2)/R2)*exp(1/2*(norminv(x)2 - (1/sqrt(R2)*((sqrt(1-R2)*norminv(x)-norminv(pd)))2))
+  2 dict begin
+  /pd 0.22 def        % (0,1) probability of default of portfolio
+  /R2 0.11 def        % (0,1) R_Squared of portfolio
+  dup                 % x   x
+  norminv             % x   norminv(x)
+  dup mul             % x   norminv(x)^2
+  exch                % norminv(x)2   x
+  norminv             % norminv(x)2   norminv(x)
+  1 R2 sub sqrt mul   % norminv(x)2   sqrt(1-R2)*norminv(x)
+  pd norminv sub      % norminv(x)2   sqrt(1-R2)*norminv(x)-norminv(pd)
+  R2 sqrt div         % norminv(x)2   1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd))
+  dup mul             % norminv(x)2  (1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))2
+  sub                 % norminv(x)2 -(1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))2
+  2 div               % 1/2*(norminv(x)2 -(1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))2)
+  ENeperian exch exp  % exp(1/2*(norminv(x)2 -(1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))2)
+  1 R2 sub            % exp(1/2*(norminv(x)2 -(1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))2)   1-R2
+  R2 div              % exp(1/2*(norminv(x)2 -(1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))2)   (1-R2)/R2
+  sqrt                % exp(1/2*(norminv(x)2 -(1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))2)   sqrt((1-R2)/R2)
+  mul                 % sqrt((1-R2)/R2)*exp(1/2*(norminv(x)2 - (1/sqrt(R2)*((sqrt(1-R2)*norminv(x)-norminv(pd)))2))
+  end
+} def
+%end{vasicek density}
+%
 %
 % END pst-math.pro
diff --git a/Master/texmf-dist/tex/latex/pst-math/pst-math.sty b/Master/texmf-dist/tex/latex/pst-math/pst-math.sty
index 8da9f0018b8..9486fb72a3c 100644
--- a/Master/texmf-dist/tex/latex/pst-math/pst-math.sty
+++ b/Master/texmf-dist/tex/latex/pst-math/pst-math.sty
@@ -4,6 +4,6 @@
   [\filedate\space v\fileversion\space `PST-math' (hv)]
 \IfFileExists{pst-math.pro}{%
   \ProvidesFile{pst-math.pro}
-    [2009/08/27 v. 0.5,  PostScript prologue file (hv)]
+    [2010/09/29 v. 0.6,  PostScript prologue file (hv)]
 \@addtofilelist{pst-math.pro}}{}%
 \endinput