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Diffstat (limited to 'src/third_party/boost-1.56.0/boost/math/distributions/detail/derived_accessors.hpp')
-rw-r--r-- | src/third_party/boost-1.56.0/boost/math/distributions/detail/derived_accessors.hpp | 163 |
1 files changed, 0 insertions, 163 deletions
diff --git a/src/third_party/boost-1.56.0/boost/math/distributions/detail/derived_accessors.hpp b/src/third_party/boost-1.56.0/boost/math/distributions/detail/derived_accessors.hpp deleted file mode 100644 index 00f5a93258c..00000000000 --- a/src/third_party/boost-1.56.0/boost/math/distributions/detail/derived_accessors.hpp +++ /dev/null @@ -1,163 +0,0 @@ -// Copyright John Maddock 2006. -// 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_STATS_DERIVED_HPP -#define BOOST_STATS_DERIVED_HPP - -// This file implements various common properties of distributions -// that can be implemented in terms of other properties: -// variance OR standard deviation (see note below), -// hazard, cumulative hazard (chf), coefficient_of_variation. -// -// Note that while both variance and standard_deviation are provided -// here, each distribution MUST SPECIALIZE AT LEAST ONE OF THESE -// otherwise these two versions will just call each other over and over -// until stack space runs out ... - -// Of course there may be more efficient means of implementing these -// that are specific to a particular distribution, but these generic -// versions give these properties "for free" with most distributions. -// -// In order to make use of this header, it must be included AT THE END -// of the distribution header, AFTER the distribution and its core -// property accessors have been defined: this is so that compilers -// that implement 2-phase lookup and early-type-checking of templates -// can find the definitions refered to herein. -// - -#include <boost/type_traits/is_same.hpp> -#include <boost/static_assert.hpp> - -#ifdef BOOST_MSVC -# pragma warning(push) -# pragma warning(disable: 4723) // potential divide by 0 -// Suppressing spurious warning in coefficient_of_variation -#endif - -namespace boost{ namespace math{ - -template <class Distribution> -typename Distribution::value_type variance(const Distribution& dist); - -template <class Distribution> -inline typename Distribution::value_type standard_deviation(const Distribution& dist) -{ - BOOST_MATH_STD_USING // ADL of sqrt. - return sqrt(variance(dist)); -} - -template <class Distribution> -inline typename Distribution::value_type variance(const Distribution& dist) -{ - typename Distribution::value_type result = standard_deviation(dist); - return result * result; -} - -template <class Distribution, class RealType> -inline typename Distribution::value_type hazard(const Distribution& dist, const RealType& x) -{ // hazard function - // http://www.itl.nist.gov/div898/handbook/eda/section3/eda362.htm#HAZ - typedef typename Distribution::value_type value_type; - typedef typename Distribution::policy_type policy_type; - value_type p = cdf(complement(dist, x)); - value_type d = pdf(dist, x); - if(d > p * tools::max_value<value_type>()) - return policies::raise_overflow_error<value_type>( - "boost::math::hazard(const Distribution&, %1%)", 0, policy_type()); - if(d == 0) - { - // This protects against 0/0, but is it the right thing to do? - return 0; - } - return d / p; -} - -template <class Distribution, class RealType> -inline typename Distribution::value_type chf(const Distribution& dist, const RealType& x) -{ // cumulative hazard function. - // http://www.itl.nist.gov/div898/handbook/eda/section3/eda362.htm#HAZ - BOOST_MATH_STD_USING - return -log(cdf(complement(dist, x))); -} - -template <class Distribution> -inline typename Distribution::value_type coefficient_of_variation(const Distribution& dist) -{ - typedef typename Distribution::value_type value_type; - typedef typename Distribution::policy_type policy_type; - - using std::abs; - - value_type m = mean(dist); - value_type d = standard_deviation(dist); - if((abs(m) < 1) && (d > abs(m) * tools::max_value<value_type>())) - { // Checks too that m is not zero, - return policies::raise_overflow_error<value_type>("boost::math::coefficient_of_variation(const Distribution&, %1%)", 0, policy_type()); - } - return d / m; // so MSVC warning on zerodivide is spurious, and suppressed. -} -// -// Next follow overloads of some of the standard accessors with mixed -// argument types. We just use a typecast to forward on to the "real" -// implementation with all arguments of the same type: -// -template <class Distribution, class RealType> -inline typename Distribution::value_type pdf(const Distribution& dist, const RealType& x) -{ - typedef typename Distribution::value_type value_type; - return pdf(dist, static_cast<value_type>(x)); -} -template <class Distribution, class RealType> -inline typename Distribution::value_type cdf(const Distribution& dist, const RealType& x) -{ - typedef typename Distribution::value_type value_type; - return cdf(dist, static_cast<value_type>(x)); -} -template <class Distribution, class RealType> -inline typename Distribution::value_type quantile(const Distribution& dist, const RealType& x) -{ - typedef typename Distribution::value_type value_type; - return quantile(dist, static_cast<value_type>(x)); -} -/* -template <class Distribution, class RealType> -inline typename Distribution::value_type chf(const Distribution& dist, const RealType& x) -{ - typedef typename Distribution::value_type value_type; - return chf(dist, static_cast<value_type>(x)); -} -*/ -template <class Distribution, class RealType> -inline typename Distribution::value_type cdf(const complemented2_type<Distribution, RealType>& c) -{ - typedef typename Distribution::value_type value_type; - return cdf(complement(c.dist, static_cast<value_type>(c.param))); -} - -template <class Distribution, class RealType> -inline typename Distribution::value_type quantile(const complemented2_type<Distribution, RealType>& c) -{ - typedef typename Distribution::value_type value_type; - return quantile(complement(c.dist, static_cast<value_type>(c.param))); -} - -template <class Dist> -inline typename Dist::value_type median(const Dist& d) -{ // median - default definition for those distributions for which a - // simple closed form is not known, - // and for which a domain_error and/or NaN generating function is NOT defined. - typedef typename Dist::value_type value_type; - return quantile(d, static_cast<value_type>(0.5f)); -} - -} // namespace math -} // namespace boost - - -#ifdef BOOST_MSVC -# pragma warning(pop) -#endif - -#endif // BOOST_STATS_DERIVED_HPP |