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Diffstat (limited to 'src/third_party/boost-1.56.0/boost/math/distributions/chi_squared.hpp')
-rw-r--r-- | src/third_party/boost-1.56.0/boost/math/distributions/chi_squared.hpp | 364 |
1 files changed, 0 insertions, 364 deletions
diff --git a/src/third_party/boost-1.56.0/boost/math/distributions/chi_squared.hpp b/src/third_party/boost-1.56.0/boost/math/distributions/chi_squared.hpp deleted file mode 100644 index 071c7756f49..00000000000 --- a/src/third_party/boost-1.56.0/boost/math/distributions/chi_squared.hpp +++ /dev/null @@ -1,364 +0,0 @@ -// Copyright John Maddock 2006, 2007. -// Copyright Paul A. Bristow 2008, 2010. - -// Use, modification and distribution are subject to the -// Boost Software License, Version 1.0. -// (See accompanying file LICENSE_1_0.txt -// or copy at http://www.boost.org/LICENSE_1_0.txt) - -#ifndef BOOST_MATH_DISTRIBUTIONS_CHI_SQUARED_HPP -#define BOOST_MATH_DISTRIBUTIONS_CHI_SQUARED_HPP - -#include <boost/math/distributions/fwd.hpp> -#include <boost/math/special_functions/gamma.hpp> // for incomplete beta. -#include <boost/math/distributions/complement.hpp> // complements -#include <boost/math/distributions/detail/common_error_handling.hpp> // error checks -#include <boost/math/special_functions/fpclassify.hpp> - -#include <utility> - -namespace boost{ namespace math{ - -template <class RealType = double, class Policy = policies::policy<> > -class chi_squared_distribution -{ -public: - typedef RealType value_type; - typedef Policy policy_type; - - chi_squared_distribution(RealType i) : m_df(i) - { - RealType result; - detail::check_df( - "boost::math::chi_squared_distribution<%1%>::chi_squared_distribution", m_df, &result, Policy()); - } // chi_squared_distribution - - RealType degrees_of_freedom()const - { - return m_df; - } - - // Parameter estimation: - static RealType find_degrees_of_freedom( - RealType difference_from_variance, - RealType alpha, - RealType beta, - RealType variance, - RealType hint = 100); - -private: - // - // Data member: - // - RealType m_df; // degrees of freedom is a positive real number. -}; // class chi_squared_distribution - -typedef chi_squared_distribution<double> chi_squared; - -#ifdef BOOST_MSVC -#pragma warning(push) -#pragma warning(disable:4127) -#endif - -template <class RealType, class Policy> -inline const std::pair<RealType, RealType> range(const chi_squared_distribution<RealType, Policy>& /*dist*/) -{ // Range of permissible values for random variable x. - if (std::numeric_limits<RealType>::has_infinity) - { - return std::pair<RealType, RealType>(static_cast<RealType>(0), std::numeric_limits<RealType>::infinity()); // 0 to + infinity. - } - else - { - using boost::math::tools::max_value; - return std::pair<RealType, RealType>(static_cast<RealType>(0), max_value<RealType>()); // 0 to + max. - } -} - -#ifdef BOOST_MSVC -#pragma warning(pop) -#endif - -template <class RealType, class Policy> -inline const std::pair<RealType, RealType> support(const chi_squared_distribution<RealType, Policy>& /*dist*/) -{ // Range of supported values for random variable x. - // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero. - return std::pair<RealType, RealType>(static_cast<RealType>(0), tools::max_value<RealType>()); // 0 to + infinity. -} - -template <class RealType, class Policy> -RealType pdf(const chi_squared_distribution<RealType, Policy>& dist, const RealType& chi_square) -{ - BOOST_MATH_STD_USING // for ADL of std functions - RealType degrees_of_freedom = dist.degrees_of_freedom(); - // Error check: - RealType error_result; - - static const char* function = "boost::math::pdf(const chi_squared_distribution<%1%>&, %1%)"; - - if(false == detail::check_df( - function, degrees_of_freedom, &error_result, Policy())) - return error_result; - - if((chi_square < 0) || !(boost::math::isfinite)(chi_square)) - { - return policies::raise_domain_error<RealType>( - function, "Chi Square parameter was %1%, but must be > 0 !", chi_square, Policy()); - } - - if(chi_square == 0) - { - // Handle special cases: - if(degrees_of_freedom < 2) - { - return policies::raise_overflow_error<RealType>( - function, 0, Policy()); - } - else if(degrees_of_freedom == 2) - { - return 0.5f; - } - else - { - return 0; - } - } - - return gamma_p_derivative(degrees_of_freedom / 2, chi_square / 2, Policy()) / 2; -} // pdf - -template <class RealType, class Policy> -inline RealType cdf(const chi_squared_distribution<RealType, Policy>& dist, const RealType& chi_square) -{ - RealType degrees_of_freedom = dist.degrees_of_freedom(); - // Error check: - RealType error_result; - static const char* function = "boost::math::cdf(const chi_squared_distribution<%1%>&, %1%)"; - - if(false == detail::check_df( - function, degrees_of_freedom, &error_result, Policy())) - return error_result; - - if((chi_square < 0) || !(boost::math::isfinite)(chi_square)) - { - return policies::raise_domain_error<RealType>( - function, "Chi Square parameter was %1%, but must be > 0 !", chi_square, Policy()); - } - - return boost::math::gamma_p(degrees_of_freedom / 2, chi_square / 2, Policy()); -} // cdf - -template <class RealType, class Policy> -inline RealType quantile(const chi_squared_distribution<RealType, Policy>& dist, const RealType& p) -{ - RealType degrees_of_freedom = dist.degrees_of_freedom(); - static const char* function = "boost::math::quantile(const chi_squared_distribution<%1%>&, %1%)"; - // Error check: - RealType error_result; - if(false == - ( - detail::check_df(function, degrees_of_freedom, &error_result, Policy()) - && detail::check_probability(function, p, &error_result, Policy())) - ) - return error_result; - - return 2 * boost::math::gamma_p_inv(degrees_of_freedom / 2, p, Policy()); -} // quantile - -template <class RealType, class Policy> -inline RealType cdf(const complemented2_type<chi_squared_distribution<RealType, Policy>, RealType>& c) -{ - RealType const& degrees_of_freedom = c.dist.degrees_of_freedom(); - RealType const& chi_square = c.param; - static const char* function = "boost::math::cdf(const chi_squared_distribution<%1%>&, %1%)"; - // Error check: - RealType error_result; - if(false == detail::check_df( - function, degrees_of_freedom, &error_result, Policy())) - return error_result; - - if((chi_square < 0) || !(boost::math::isfinite)(chi_square)) - { - return policies::raise_domain_error<RealType>( - function, "Chi Square parameter was %1%, but must be > 0 !", chi_square, Policy()); - } - - return boost::math::gamma_q(degrees_of_freedom / 2, chi_square / 2, Policy()); -} - -template <class RealType, class Policy> -inline RealType quantile(const complemented2_type<chi_squared_distribution<RealType, Policy>, RealType>& c) -{ - RealType const& degrees_of_freedom = c.dist.degrees_of_freedom(); - RealType const& q = c.param; - static const char* function = "boost::math::quantile(const chi_squared_distribution<%1%>&, %1%)"; - // Error check: - RealType error_result; - if(false == ( - detail::check_df(function, degrees_of_freedom, &error_result, Policy()) - && detail::check_probability(function, q, &error_result, Policy())) - ) - return error_result; - - return 2 * boost::math::gamma_q_inv(degrees_of_freedom / 2, q, Policy()); -} - -template <class RealType, class Policy> -inline RealType mean(const chi_squared_distribution<RealType, Policy>& dist) -{ // Mean of Chi-Squared distribution = v. - return dist.degrees_of_freedom(); -} // mean - -template <class RealType, class Policy> -inline RealType variance(const chi_squared_distribution<RealType, Policy>& dist) -{ // Variance of Chi-Squared distribution = 2v. - return 2 * dist.degrees_of_freedom(); -} // variance - -template <class RealType, class Policy> -inline RealType mode(const chi_squared_distribution<RealType, Policy>& dist) -{ - RealType df = dist.degrees_of_freedom(); - static const char* function = "boost::math::mode(const chi_squared_distribution<%1%>&)"; - // Most sources only define mode for df >= 2, - // but for 0 <= df <= 2, the pdf maximum actually occurs at random variate = 0; - // So one could extend the definition of mode thus: - //if(df < 0) - //{ - // return policies::raise_domain_error<RealType>( - // function, - // "Chi-Squared distribution only has a mode for degrees of freedom >= 0, but got degrees of freedom = %1%.", - // df, Policy()); - //} - //return (df <= 2) ? 0 : df - 2; - - if(df < 2) - return policies::raise_domain_error<RealType>( - function, - "Chi-Squared distribution only has a mode for degrees of freedom >= 2, but got degrees of freedom = %1%.", - df, Policy()); - return df - 2; -} - -//template <class RealType, class Policy> -//inline RealType median(const chi_squared_distribution<RealType, Policy>& dist) -//{ // Median is given by Quantile[dist, 1/2] -// RealType df = dist.degrees_of_freedom(); -// if(df <= 1) -// return tools::domain_error<RealType>( -// BOOST_CURRENT_FUNCTION, -// "The Chi-Squared distribution only has a mode for degrees of freedom >= 2, but got degrees of freedom = %1%.", -// df); -// return df - RealType(2)/3; -//} -// Now implemented via quantile(half) in derived accessors. - -template <class RealType, class Policy> -inline RealType skewness(const chi_squared_distribution<RealType, Policy>& dist) -{ - BOOST_MATH_STD_USING // For ADL - RealType df = dist.degrees_of_freedom(); - return sqrt (8 / df); // == 2 * sqrt(2 / df); -} - -template <class RealType, class Policy> -inline RealType kurtosis(const chi_squared_distribution<RealType, Policy>& dist) -{ - RealType df = dist.degrees_of_freedom(); - return 3 + 12 / df; -} - -template <class RealType, class Policy> -inline RealType kurtosis_excess(const chi_squared_distribution<RealType, Policy>& dist) -{ - RealType df = dist.degrees_of_freedom(); - return 12 / df; -} - -// -// Parameter estimation comes last: -// -namespace detail -{ - -template <class RealType, class Policy> -struct df_estimator -{ - df_estimator(RealType a, RealType b, RealType variance, RealType delta) - : alpha(a), beta(b), ratio(delta/variance) - { // Constructor - } - - RealType operator()(const RealType& df) - { - if(df <= tools::min_value<RealType>()) - return 1; - chi_squared_distribution<RealType, Policy> cs(df); - - RealType result; - if(ratio > 0) - { - RealType r = 1 + ratio; - result = cdf(cs, quantile(complement(cs, alpha)) / r) - beta; - } - else - { // ratio <= 0 - RealType r = 1 + ratio; - result = cdf(complement(cs, quantile(cs, alpha) / r)) - beta; - } - return result; - } -private: - RealType alpha; - RealType beta; - RealType ratio; // Difference from variance / variance, so fractional. -}; - -} // namespace detail - -template <class RealType, class Policy> -RealType chi_squared_distribution<RealType, Policy>::find_degrees_of_freedom( - RealType difference_from_variance, - RealType alpha, - RealType beta, - RealType variance, - RealType hint) -{ - static const char* function = "boost::math::chi_squared_distribution<%1%>::find_degrees_of_freedom(%1%,%1%,%1%,%1%,%1%)"; - // Check for domain errors: - RealType error_result; - if(false == - detail::check_probability(function, alpha, &error_result, Policy()) - && detail::check_probability(function, beta, &error_result, Policy())) - { // Either probability is outside 0 to 1. - return error_result; - } - - if(hint <= 0) - { // No hint given, so guess df = 1. - hint = 1; - } - - detail::df_estimator<RealType, Policy> f(alpha, beta, variance, difference_from_variance); - tools::eps_tolerance<RealType> tol(policies::digits<RealType, Policy>()); - boost::uintmax_t max_iter = policies::get_max_root_iterations<Policy>(); - std::pair<RealType, RealType> r = - tools::bracket_and_solve_root(f, hint, RealType(2), false, tol, max_iter, Policy()); - RealType result = r.first + (r.second - r.first) / 2; - if(max_iter >= policies::get_max_root_iterations<Policy>()) - { - policies::raise_evaluation_error<RealType>(function, "Unable to locate solution in a reasonable time:" - " either there is no answer to how many degrees of freedom are required" - " or the answer is infinite. Current best guess is %1%", result, Policy()); - } - return result; -} - -} // namespace math -} // namespace boost - -// This include must be at the end, *after* the accessors -// for this distribution have been defined, in order to -// keep compilers that support two-phase lookup happy. -#include <boost/math/distributions/detail/derived_accessors.hpp> - -#endif // BOOST_MATH_DISTRIBUTIONS_CHI_SQUARED_HPP |