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Diffstat (limited to 'src/third_party/boost-1.56.0/boost/math/distributions/laplace.hpp')
| -rw-r--r-- | src/third_party/boost-1.56.0/boost/math/distributions/laplace.hpp | 350 |
1 files changed, 0 insertions, 350 deletions
diff --git a/src/third_party/boost-1.56.0/boost/math/distributions/laplace.hpp b/src/third_party/boost-1.56.0/boost/math/distributions/laplace.hpp deleted file mode 100644 index 09b24c868b5..00000000000 --- a/src/third_party/boost-1.56.0/boost/math/distributions/laplace.hpp +++ /dev/null @@ -1,350 +0,0 @@ -// Copyright Thijs van den Berg, 2008. -// Copyright John Maddock 2008. -// Copyright Paul A. Bristow 2008, 2014. - -// 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) - -// This module implements the Laplace distribution. -// Weisstein, Eric W. "Laplace Distribution." From MathWorld--A Wolfram Web Resource. -// http://mathworld.wolfram.com/LaplaceDistribution.html -// http://en.wikipedia.org/wiki/Laplace_distribution -// -// Abramowitz and Stegun 1972, p 930 -// http://www.math.sfu.ca/~cbm/aands/page_930.htm - -#ifndef BOOST_STATS_LAPLACE_HPP -#define BOOST_STATS_LAPLACE_HPP - -#include <boost/math/distributions/detail/common_error_handling.hpp> -#include <boost/math/distributions/complement.hpp> -#include <boost/math/constants/constants.hpp> -#include <limits> - -namespace boost{ namespace math{ - -#ifdef BOOST_MSVC -# pragma warning(push) -# pragma warning(disable:4127) // conditional expression is constant -#endif - -template <class RealType = double, class Policy = policies::policy<> > -class laplace_distribution -{ -public: - // ---------------------------------- - // public Types - // ---------------------------------- - typedef RealType value_type; - typedef Policy policy_type; - - // ---------------------------------- - // Constructor(s) - // ---------------------------------- - laplace_distribution(RealType l_location = 0, RealType l_scale = 1) - : m_location(l_location), m_scale(l_scale) - { - RealType result; - check_parameters("boost::math::laplace_distribution<%1%>::laplace_distribution()", &result); - } - - - // ---------------------------------- - // Public functions - // ---------------------------------- - - RealType location() const - { - return m_location; - } - - RealType scale() const - { - return m_scale; - } - - bool check_parameters(const char* function, RealType* result) const - { - if(false == detail::check_scale(function, m_scale, result, Policy())) return false; - if(false == detail::check_location(function, m_location, result, Policy())) return false; - return true; - } - -private: - RealType m_location; - RealType m_scale; -}; // class laplace_distribution - -// -// Convenient type synonym for double. -typedef laplace_distribution<double> laplace; - -// -// Non-member functions. -template <class RealType, class Policy> -inline const std::pair<RealType, RealType> range(const laplace_distribution<RealType, Policy>&) -{ - if (std::numeric_limits<RealType>::has_infinity) - { // Can use infinity. - return std::pair<RealType, RealType>(-std::numeric_limits<RealType>::infinity(), std::numeric_limits<RealType>::infinity()); // - to + infinity. - } - else - { // Can only use max_value. - using boost::math::tools::max_value; - return std::pair<RealType, RealType>(-max_value<RealType>(), max_value<RealType>()); // - to + max value. - } - -} - -template <class RealType, class Policy> -inline const std::pair<RealType, RealType> support(const laplace_distribution<RealType, Policy>&) -{ - if (std::numeric_limits<RealType>::has_infinity) - { // Can Use infinity. - return std::pair<RealType, RealType>(-std::numeric_limits<RealType>::infinity(), std::numeric_limits<RealType>::infinity()); // - to + infinity. - } - else - { // Can only use max_value. - using boost::math::tools::max_value; - return std::pair<RealType, RealType>(-max_value<RealType>(), max_value<RealType>()); // - to + max value. - } -} - -template <class RealType, class Policy> -inline RealType pdf(const laplace_distribution<RealType, Policy>& dist, const RealType& x) -{ - BOOST_MATH_STD_USING // for ADL of std functions - - // Checking function argument - RealType result = 0; - const char* function = "boost::math::pdf(const laplace_distribution<%1%>&, %1%))"; - - // Check scale and location. - if (false == dist.check_parameters(function, &result)) return result; - // Special pdf values. - if((boost::math::isinf)(x)) - { - return 0; // pdf + and - infinity is zero. - } - if (false == detail::check_x(function, x, &result, Policy())) return result; - - // General case - RealType scale( dist.scale() ); - RealType location( dist.location() ); - - RealType exponent = x - location; - if (exponent>0) exponent = -exponent; - exponent /= scale; - - result = exp(exponent); - result /= 2 * scale; - - return result; -} // pdf - -template <class RealType, class Policy> -inline RealType cdf(const laplace_distribution<RealType, Policy>& dist, const RealType& x) -{ - BOOST_MATH_STD_USING // For ADL of std functions. - - RealType result = 0; - // Checking function argument. - const char* function = "boost::math::cdf(const laplace_distribution<%1%>&, %1%)"; - // Check scale and location. - if (false == dist.check_parameters(function, &result)) return result; - - // Special cdf values: - if((boost::math::isinf)(x)) - { - if(x < 0) return 0; // -infinity. - return 1; // + infinity. - } - if (false == detail::check_x(function, x, &result, Policy())) return result; - - // General cdf values - RealType scale( dist.scale() ); - RealType location( dist.location() ); - - if (x < location) - { - result = exp( (x-location)/scale )/2; - } - else - { - result = 1 - exp( (location-x)/scale )/2; - } - return result; -} // cdf - - -template <class RealType, class Policy> -inline RealType quantile(const laplace_distribution<RealType, Policy>& dist, const RealType& p) -{ - BOOST_MATH_STD_USING // for ADL of std functions. - - // Checking function argument - RealType result = 0; - const char* function = "boost::math::quantile(const laplace_distribution<%1%>&, %1%)"; - if (false == dist.check_parameters(function, &result)) return result; - if(false == detail::check_probability(function, p, &result, Policy())) return result; - - // Extreme values of p: - if(p == 0) - { - result = policies::raise_overflow_error<RealType>(function, - "probability parameter is 0, but must be > 0!", Policy()); - return -result; // -std::numeric_limits<RealType>::infinity(); - } - - if(p == 1) - { - result = policies::raise_overflow_error<RealType>(function, - "probability parameter is 1, but must be < 1!", Policy()); - return result; // std::numeric_limits<RealType>::infinity(); - } - // Calculate Quantile - RealType scale( dist.scale() ); - RealType location( dist.location() ); - - if (p - 0.5 < 0.0) - result = location + scale*log( static_cast<RealType>(p*2) ); - else - result = location - scale*log( static_cast<RealType>(-p*2 + 2) ); - - return result; -} // quantile - - -template <class RealType, class Policy> -inline RealType cdf(const complemented2_type<laplace_distribution<RealType, Policy>, RealType>& c) -{ - // Calculate complement of cdf. - BOOST_MATH_STD_USING // for ADL of std functions - - RealType scale = c.dist.scale(); - RealType location = c.dist.location(); - RealType x = c.param; - RealType result = 0; - - // Checking function argument. - const char* function = "boost::math::cdf(const complemented2_type<laplace_distribution<%1%>, %1%>&)"; - - // Check scale and location. - //if(false == detail::check_scale(function, scale, result, Policy())) return false; - //if(false == detail::check_location(function, location, result, Policy())) return false; - if (false == c.dist.check_parameters(function, &result)) return result; - - // Special cdf values. - if((boost::math::isinf)(x)) - { - if(x < 0) return 1; // cdf complement -infinity is unity. - return 0; // cdf complement +infinity is zero. - } - if(false == detail::check_x(function, x, &result, Policy()))return result; - - // Cdf interval value. - if (-x < -location) - { - result = exp( (-x+location)/scale )/2; - } - else - { - result = 1 - exp( (-location+x)/scale )/2; - } - return result; -} // cdf complement - - -template <class RealType, class Policy> -inline RealType quantile(const complemented2_type<laplace_distribution<RealType, Policy>, RealType>& c) -{ - BOOST_MATH_STD_USING // for ADL of std functions. - - // Calculate quantile. - RealType scale = c.dist.scale(); - RealType location = c.dist.location(); - RealType q = c.param; - RealType result = 0; - - // Checking function argument. - const char* function = "quantile(const complemented2_type<laplace_distribution<%1%>, %1%>&)"; - if (false == c.dist.check_parameters(function, &result)) return result; - - // Extreme values. - if(q == 0) - { - return std::numeric_limits<RealType>::infinity(); - } - if(q == 1) - { - return -std::numeric_limits<RealType>::infinity(); - } - if(false == detail::check_probability(function, q, &result, Policy())) return result; - - if (0.5 - q < 0.0) - result = location + scale*log( static_cast<RealType>(-q*2 + 2) ); - else - result = location - scale*log( static_cast<RealType>(q*2) ); - - - return result; -} // quantile - -template <class RealType, class Policy> -inline RealType mean(const laplace_distribution<RealType, Policy>& dist) -{ - return dist.location(); -} - -template <class RealType, class Policy> -inline RealType standard_deviation(const laplace_distribution<RealType, Policy>& dist) -{ - return constants::root_two<RealType>() * dist.scale(); -} - -template <class RealType, class Policy> -inline RealType mode(const laplace_distribution<RealType, Policy>& dist) -{ - return dist.location(); -} - -template <class RealType, class Policy> -inline RealType median(const laplace_distribution<RealType, Policy>& dist) -{ - return dist.location(); -} - -template <class RealType, class Policy> -inline RealType skewness(const laplace_distribution<RealType, Policy>& /*dist*/) -{ - return 0; -} - -template <class RealType, class Policy> -inline RealType kurtosis(const laplace_distribution<RealType, Policy>& /*dist*/) -{ - return 6; -} - -template <class RealType, class Policy> -inline RealType kurtosis_excess(const laplace_distribution<RealType, Policy>& /*dist*/) -{ - return 3; -} - -#ifdef BOOST_MSVC -# pragma warning(pop) -#endif - -} // 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_STATS_LAPLACE_HPP - - |