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+// 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_EXPONENTIAL_HPP
+#define BOOST_STATS_EXPONENTIAL_HPP
+
+#include <boost/math/distributions/fwd.hpp>
+#include <boost/math/constants/constants.hpp>
+#include <boost/math/special_functions/log1p.hpp>
+#include <boost/math/special_functions/expm1.hpp>
+#include <boost/math/distributions/complement.hpp>
+#include <boost/math/distributions/detail/common_error_handling.hpp>
+#include <boost/config/no_tr1/cmath.hpp>
+
+#ifdef BOOST_MSVC
+# pragma warning(push)
+# pragma warning(disable: 4127) // conditional expression is constant
+# pragma warning(disable: 4702) // unreachable code (return after domain_error throw).
+#endif
+
+#include <utility>
+
+namespace boost{ namespace math{
+
+namespace detail{
+//
+// Error check:
+//
+template <class RealType, class Policy>
+inline bool verify_lambda(const char* function, RealType l, RealType* presult, const Policy& pol)
+{
+ if((l <= 0) || !(boost::math::isfinite)(l))
+ {
+ *presult = policies::raise_domain_error<RealType>(
+ function,
+ "The scale parameter \"lambda\" must be > 0, but was: %1%.", l, pol);
+ return false;
+ }
+ return true;
+}
+
+template <class RealType, class Policy>
+inline bool verify_exp_x(const char* function, RealType x, RealType* presult, const Policy& pol)
+{
+ if((x < 0) || (boost::math::isnan)(x))
+ {
+ *presult = policies::raise_domain_error<RealType>(
+ function,
+ "The random variable must be >= 0, but was: %1%.", x, pol);
+ return false;
+ }
+ return true;
+}
+
+} // namespace detail
+
+template <class RealType = double, class Policy = policies::policy<> >
+class exponential_distribution
+{
+public:
+ typedef RealType value_type;
+ typedef Policy policy_type;
+
+ exponential_distribution(RealType l_lambda = 1)
+ : m_lambda(l_lambda)
+ {
+ RealType err;
+ detail::verify_lambda("boost::math::exponential_distribution<%1%>::exponential_distribution", l_lambda, &err, Policy());
+ } // exponential_distribution
+
+ RealType lambda()const { return m_lambda; }
+
+private:
+ RealType m_lambda;
+};
+
+typedef exponential_distribution<double> exponential;
+
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> range(const exponential_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
+ }
+}
+
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> support(const exponential_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.
+ using boost::math::tools::max_value;
+ using boost::math::tools::min_value;
+ return std::pair<RealType, RealType>(min_value<RealType>(), max_value<RealType>());
+ // min_value<RealType>() to avoid a discontinuity at x = 0.
+}
+
+template <class RealType, class Policy>
+inline RealType pdf(const exponential_distribution<RealType, Policy>& dist, const RealType& x)
+{
+ BOOST_MATH_STD_USING // for ADL of std functions
+
+ static const char* function = "boost::math::pdf(const exponential_distribution<%1%>&, %1%)";
+
+ RealType lambda = dist.lambda();
+ RealType result = 0;
+ if(0 == detail::verify_lambda(function, lambda, &result, Policy()))
+ return result;
+ if(0 == detail::verify_exp_x(function, x, &result, Policy()))
+ return result;
+ // Workaround for VC11/12 bug:
+ if ((boost::math::isinf)(x))
+ return 0;
+ result = lambda * exp(-lambda * x);
+ return result;
+} // pdf
+
+template <class RealType, class Policy>
+inline RealType cdf(const exponential_distribution<RealType, Policy>& dist, const RealType& x)
+{
+ BOOST_MATH_STD_USING // for ADL of std functions
+
+ static const char* function = "boost::math::cdf(const exponential_distribution<%1%>&, %1%)";
+
+ RealType result = 0;
+ RealType lambda = dist.lambda();
+ if(0 == detail::verify_lambda(function, lambda, &result, Policy()))
+ return result;
+ if(0 == detail::verify_exp_x(function, x, &result, Policy()))
+ return result;
+ result = -boost::math::expm1(-x * lambda, Policy());
+
+ return result;
+} // cdf
+
+template <class RealType, class Policy>
+inline RealType quantile(const exponential_distribution<RealType, Policy>& dist, const RealType& p)
+{
+ BOOST_MATH_STD_USING // for ADL of std functions
+
+ static const char* function = "boost::math::quantile(const exponential_distribution<%1%>&, %1%)";
+
+ RealType result = 0;
+ RealType lambda = dist.lambda();
+ if(0 == detail::verify_lambda(function, lambda, &result, Policy()))
+ return result;
+ if(0 == detail::check_probability(function, p, &result, Policy()))
+ return result;
+
+ if(p == 0)
+ return 0;
+ if(p == 1)
+ return policies::raise_overflow_error<RealType>(function, 0, Policy());
+
+ result = -boost::math::log1p(-p, Policy()) / lambda;
+ return result;
+} // quantile
+
+template <class RealType, class Policy>
+inline RealType cdf(const complemented2_type<exponential_distribution<RealType, Policy>, RealType>& c)
+{
+ BOOST_MATH_STD_USING // for ADL of std functions
+
+ static const char* function = "boost::math::cdf(const exponential_distribution<%1%>&, %1%)";
+
+ RealType result = 0;
+ RealType lambda = c.dist.lambda();
+ if(0 == detail::verify_lambda(function, lambda, &result, Policy()))
+ return result;
+ if(0 == detail::verify_exp_x(function, c.param, &result, Policy()))
+ return result;
+ // Workaround for VC11/12 bug:
+ if (c.param >= tools::max_value<RealType>())
+ return 0;
+ result = exp(-c.param * lambda);
+
+ return result;
+}
+
+template <class RealType, class Policy>
+inline RealType quantile(const complemented2_type<exponential_distribution<RealType, Policy>, RealType>& c)
+{
+ BOOST_MATH_STD_USING // for ADL of std functions
+
+ static const char* function = "boost::math::quantile(const exponential_distribution<%1%>&, %1%)";
+
+ RealType result = 0;
+ RealType lambda = c.dist.lambda();
+ if(0 == detail::verify_lambda(function, lambda, &result, Policy()))
+ return result;
+
+ RealType q = c.param;
+ if(0 == detail::check_probability(function, q, &result, Policy()))
+ return result;
+
+ if(q == 1)
+ return 0;
+ if(q == 0)
+ return policies::raise_overflow_error<RealType>(function, 0, Policy());
+
+ result = -log(q) / lambda;
+ return result;
+}
+
+template <class RealType, class Policy>
+inline RealType mean(const exponential_distribution<RealType, Policy>& dist)
+{
+ RealType result = 0;
+ RealType lambda = dist.lambda();
+ if(0 == detail::verify_lambda("boost::math::mean(const exponential_distribution<%1%>&)", lambda, &result, Policy()))
+ return result;
+ return 1 / lambda;
+}
+
+template <class RealType, class Policy>
+inline RealType standard_deviation(const exponential_distribution<RealType, Policy>& dist)
+{
+ RealType result = 0;
+ RealType lambda = dist.lambda();
+ if(0 == detail::verify_lambda("boost::math::standard_deviation(const exponential_distribution<%1%>&)", lambda, &result, Policy()))
+ return result;
+ return 1 / lambda;
+}
+
+template <class RealType, class Policy>
+inline RealType mode(const exponential_distribution<RealType, Policy>& /*dist*/)
+{
+ return 0;
+}
+
+template <class RealType, class Policy>
+inline RealType median(const exponential_distribution<RealType, Policy>& dist)
+{
+ using boost::math::constants::ln_two;
+ return ln_two<RealType>() / dist.lambda(); // ln(2) / lambda
+}
+
+template <class RealType, class Policy>
+inline RealType skewness(const exponential_distribution<RealType, Policy>& /*dist*/)
+{
+ return 2;
+}
+
+template <class RealType, class Policy>
+inline RealType kurtosis(const exponential_distribution<RealType, Policy>& /*dist*/)
+{
+ return 9;
+}
+
+template <class RealType, class Policy>
+inline RealType kurtosis_excess(const exponential_distribution<RealType, Policy>& /*dist*/)
+{
+ return 6;
+}
+
+} // namespace math
+} // namespace boost
+
+#ifdef BOOST_MSVC
+# pragma warning(pop)
+#endif
+
+// 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_EXPONENTIAL_HPP