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Diffstat (limited to 'src/third_party/boost-1.60.0/boost/math/distributions/uniform.hpp')
-rw-r--r-- | src/third_party/boost-1.60.0/boost/math/distributions/uniform.hpp | 382 |
1 files changed, 382 insertions, 0 deletions
diff --git a/src/third_party/boost-1.60.0/boost/math/distributions/uniform.hpp b/src/third_party/boost-1.60.0/boost/math/distributions/uniform.hpp new file mode 100644 index 00000000000..856c144e369 --- /dev/null +++ b/src/third_party/boost-1.60.0/boost/math/distributions/uniform.hpp @@ -0,0 +1,382 @@ +// Copyright John Maddock 2006. +// Copyright Paul A. Bristow 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) + +// TODO deal with infinity as special better - or remove. +// + +#ifndef BOOST_STATS_UNIFORM_HPP +#define BOOST_STATS_UNIFORM_HPP + +// http://www.itl.nist.gov/div898/handbook/eda/section3/eda3668.htm +// http://mathworld.wolfram.com/UniformDistribution.html +// http://documents.wolfram.com/calculationcenter/v2/Functions/ListsMatrices/Statistics/UniformDistribution.html +// http://en.wikipedia.org/wiki/Uniform_distribution_%28continuous%29 + +#include <boost/math/distributions/fwd.hpp> +#include <boost/math/distributions/detail/common_error_handling.hpp> +#include <boost/math/distributions/complement.hpp> + +#include <utility> + +namespace boost{ namespace math +{ + namespace detail + { + template <class RealType, class Policy> + inline bool check_uniform_lower( + const char* function, + RealType lower, + RealType* result, const Policy& pol) + { + if((boost::math::isfinite)(lower)) + { // any finite value is OK. + return true; + } + else + { // Not finite. + *result = policies::raise_domain_error<RealType>( + function, + "Lower parameter is %1%, but must be finite!", lower, pol); + return false; + } + } // bool check_uniform_lower( + + template <class RealType, class Policy> + inline bool check_uniform_upper( + const char* function, + RealType upper, + RealType* result, const Policy& pol) + { + if((boost::math::isfinite)(upper)) + { // Any finite value is OK. + return true; + } + else + { // Not finite. + *result = policies::raise_domain_error<RealType>( + function, + "Upper parameter is %1%, but must be finite!", upper, pol); + return false; + } + } // bool check_uniform_upper( + + template <class RealType, class Policy> + inline bool check_uniform_x( + const char* function, + RealType const& x, + RealType* result, const Policy& pol) + { + if((boost::math::isfinite)(x)) + { // Any finite value is OK + return true; + } + else + { // Not finite.. + *result = policies::raise_domain_error<RealType>( + function, + "x parameter is %1%, but must be finite!", x, pol); + return false; + } + } // bool check_uniform_x + + template <class RealType, class Policy> + inline bool check_uniform( + const char* function, + RealType lower, + RealType upper, + RealType* result, const Policy& pol) + { + if((check_uniform_lower(function, lower, result, pol) == false) + || (check_uniform_upper(function, upper, result, pol) == false)) + { + return false; + } + else if (lower >= upper) // If lower == upper then 1 / (upper-lower) = 1/0 = +infinity! + { // upper and lower have been checked before, so must be lower >= upper. + *result = policies::raise_domain_error<RealType>( + function, + "lower parameter is %1%, but must be less than upper!", lower, pol); + return false; + } + else + { // All OK, + return true; + } + } // bool check_uniform( + + } // namespace detail + + template <class RealType = double, class Policy = policies::policy<> > + class uniform_distribution + { + public: + typedef RealType value_type; + typedef Policy policy_type; + + uniform_distribution(RealType l_lower = 0, RealType l_upper = 1) // Constructor. + : m_lower(l_lower), m_upper(l_upper) // Default is standard uniform distribution. + { + RealType result; + detail::check_uniform("boost::math::uniform_distribution<%1%>::uniform_distribution", l_lower, l_upper, &result, Policy()); + } + // Accessor functions. + RealType lower()const + { + return m_lower; + } + + RealType upper()const + { + return m_upper; + } + private: + // Data members: + RealType m_lower; // distribution lower aka a. + RealType m_upper; // distribution upper aka b. + }; // class uniform_distribution + + typedef uniform_distribution<double> uniform; + + template <class RealType, class Policy> + inline const std::pair<RealType, RealType> range(const uniform_distribution<RealType, Policy>& /* dist */) + { // Range of permissible values for random variable x. + using boost::math::tools::max_value; + return std::pair<RealType, RealType>(-max_value<RealType>(), max_value<RealType>()); // - to + 'infinity'. + // Note RealType infinity is NOT permitted, only max_value. + } + + template <class RealType, class Policy> + inline const std::pair<RealType, RealType> support(const uniform_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; + return std::pair<RealType, RealType>(dist.lower(), dist.upper()); + } + + template <class RealType, class Policy> + inline RealType pdf(const uniform_distribution<RealType, Policy>& dist, const RealType& x) + { + RealType lower = dist.lower(); + RealType upper = dist.upper(); + RealType result = 0; // of checks. + if(false == detail::check_uniform("boost::math::pdf(const uniform_distribution<%1%>&, %1%)", lower, upper, &result, Policy())) + { + return result; + } + if(false == detail::check_uniform_x("boost::math::pdf(const uniform_distribution<%1%>&, %1%)", x, &result, Policy())) + { + return result; + } + + if((x < lower) || (x > upper) ) + { + return 0; + } + else + { + return 1 / (upper - lower); + } + } // RealType pdf(const uniform_distribution<RealType, Policy>& dist, const RealType& x) + + template <class RealType, class Policy> + inline RealType cdf(const uniform_distribution<RealType, Policy>& dist, const RealType& x) + { + RealType lower = dist.lower(); + RealType upper = dist.upper(); + RealType result = 0; // of checks. + if(false == detail::check_uniform("boost::math::cdf(const uniform_distribution<%1%>&, %1%)",lower, upper, &result, Policy())) + { + return result; + } + if(false == detail::check_uniform_x("boost::math::cdf(const uniform_distribution<%1%>&, %1%)", x, &result, Policy())) + { + return result; + } + if (x < lower) + { + return 0; + } + if (x > upper) + { + return 1; + } + return (x - lower) / (upper - lower); // lower <= x <= upper + } // RealType cdf(const uniform_distribution<RealType, Policy>& dist, const RealType& x) + + template <class RealType, class Policy> + inline RealType quantile(const uniform_distribution<RealType, Policy>& dist, const RealType& p) + { + RealType lower = dist.lower(); + RealType upper = dist.upper(); + RealType result = 0; // of checks + if(false == detail::check_uniform("boost::math::quantile(const uniform_distribution<%1%>&, %1%)",lower, upper, &result, Policy())) + { + return result; + } + if(false == detail::check_probability("boost::math::quantile(const uniform_distribution<%1%>&, %1%)", p, &result, Policy())) + { + return result; + } + if(p == 0) + { + return lower; + } + if(p == 1) + { + return upper; + } + return p * (upper - lower) + lower; + } // RealType quantile(const uniform_distribution<RealType, Policy>& dist, const RealType& p) + + template <class RealType, class Policy> + inline RealType cdf(const complemented2_type<uniform_distribution<RealType, Policy>, RealType>& c) + { + RealType lower = c.dist.lower(); + RealType upper = c.dist.upper(); + RealType x = c.param; + RealType result = 0; // of checks. + if(false == detail::check_uniform("boost::math::cdf(const uniform_distribution<%1%>&, %1%)", lower, upper, &result, Policy())) + { + return result; + } + if(false == detail::check_uniform_x("boost::math::cdf(const uniform_distribution<%1%>&, %1%)", x, &result, Policy())) + { + return result; + } + if (x < lower) + { + return 1; + } + if (x > upper) + { + return 0; + } + return (upper - x) / (upper - lower); + } // RealType cdf(const complemented2_type<uniform_distribution<RealType, Policy>, RealType>& c) + + template <class RealType, class Policy> + inline RealType quantile(const complemented2_type<uniform_distribution<RealType, Policy>, RealType>& c) + { + RealType lower = c.dist.lower(); + RealType upper = c.dist.upper(); + RealType q = c.param; + RealType result = 0; // of checks. + if(false == detail::check_uniform("boost::math::quantile(const uniform_distribution<%1%>&, %1%)", lower, upper, &result, Policy())) + { + return result; + } + if(false == detail::check_probability("boost::math::quantile(const uniform_distribution<%1%>&, %1%)", q, &result, Policy())) + { + return result; + } + if(q == 0) + { + return upper; + } + if(q == 1) + { + return lower; + } + return -q * (upper - lower) + upper; + } // RealType quantile(const complemented2_type<uniform_distribution<RealType, Policy>, RealType>& c) + + template <class RealType, class Policy> + inline RealType mean(const uniform_distribution<RealType, Policy>& dist) + { + RealType lower = dist.lower(); + RealType upper = dist.upper(); + RealType result = 0; // of checks. + if(false == detail::check_uniform("boost::math::mean(const uniform_distribution<%1%>&)", lower, upper, &result, Policy())) + { + return result; + } + return (lower + upper ) / 2; + } // RealType mean(const uniform_distribution<RealType, Policy>& dist) + + template <class RealType, class Policy> + inline RealType variance(const uniform_distribution<RealType, Policy>& dist) + { + RealType lower = dist.lower(); + RealType upper = dist.upper(); + RealType result = 0; // of checks. + if(false == detail::check_uniform("boost::math::variance(const uniform_distribution<%1%>&)", lower, upper, &result, Policy())) + { + return result; + } + return (upper - lower) * ( upper - lower) / 12; + // for standard uniform = 0.833333333333333333333333333333333333333333; + } // RealType variance(const uniform_distribution<RealType, Policy>& dist) + + template <class RealType, class Policy> + inline RealType mode(const uniform_distribution<RealType, Policy>& dist) + { + RealType lower = dist.lower(); + RealType upper = dist.upper(); + RealType result = 0; // of checks. + if(false == detail::check_uniform("boost::math::mode(const uniform_distribution<%1%>&)", lower, upper, &result, Policy())) + { + return result; + } + result = lower; // Any value [lower, upper] but arbitrarily choose lower. + return result; + } + + template <class RealType, class Policy> + inline RealType median(const uniform_distribution<RealType, Policy>& dist) + { + RealType lower = dist.lower(); + RealType upper = dist.upper(); + RealType result = 0; // of checks. + if(false == detail::check_uniform("boost::math::median(const uniform_distribution<%1%>&)", lower, upper, &result, Policy())) + { + return result; + } + return (lower + upper) / 2; // + } + template <class RealType, class Policy> + inline RealType skewness(const uniform_distribution<RealType, Policy>& dist) + { + RealType lower = dist.lower(); + RealType upper = dist.upper(); + RealType result = 0; // of checks. + if(false == detail::check_uniform("boost::math::skewness(const uniform_distribution<%1%>&)",lower, upper, &result, Policy())) + { + return result; + } + return 0; + } // RealType skewness(const uniform_distribution<RealType, Policy>& dist) + + template <class RealType, class Policy> + inline RealType kurtosis_excess(const uniform_distribution<RealType, Policy>& dist) + { + RealType lower = dist.lower(); + RealType upper = dist.upper(); + RealType result = 0; // of checks. + if(false == detail::check_uniform("boost::math::kurtosis_execess(const uniform_distribution<%1%>&)", lower, upper, &result, Policy())) + { + return result; + } + return static_cast<RealType>(-6)/5; // -6/5 = -1.2; + } // RealType kurtosis_excess(const uniform_distribution<RealType, Policy>& dist) + + template <class RealType, class Policy> + inline RealType kurtosis(const uniform_distribution<RealType, Policy>& dist) + { + return kurtosis_excess(dist) + 3; + } + +} // 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_UNIFORM_HPP + + + |