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The #include construct.

For the compiler to use a function, it must be defined before it is used. The solution in C/C++ is to use header files that defines functions and macros.

For example, in many of the formulas we use in the text, the cumulative normal distribution function (N(z)) enters. This function is declared in a file normdist.h that looks like the following.



// normdist.h 
// author: Bernt A Oedegaard

#ifndef _NORMAL_DIST_H_
#define _NORMAL_DIST_H_

double n(double z);                          // normal distribution function
double n(double r,double mu, double sigmasqr);  // normal distribution function    
double N(double z);                          // cumulative probability of normal
double N(double a, double b, double rho);    // cum prob of bivariate normal

#endif


This header file declares two versions of the normal distribution, the univariate and the bivariate.

When N() is called with one argument, it is the univariate distribution that is referenced.

N(0.0)
should return
0.5

When N() is called with three arguments, it is the bivariate distribution which is referenced.

N(0.0, 0.0, 0.0)
should return
0.25

To make these function available in a subroutine, use the include statement to define them. Assume the header file normdist.h holds the defintions. The following is a complete program.

#include "normdist.h"
int main(){
cout $<<$ " Bivariate cum. normal dist (0,0,0) = "
<< N(0,0,0) << endl;
}

When compiled, linked and run, the program should print

Bivariate cum. normal dist (0,0,0) = 0.25


next up previous contents index
Next: The class concept. Up: A note on C++ Previous: The form of the   Contents   Index
Bernt Arne Odegaard
1999-09-09