[Boost-bugs] [Boost C++ Libraries] #9672: PDF and CDF of a laplace distribution throwing domain_error

Subject: [Boost-bugs] [Boost C++ Libraries] #9672: PDF and CDF of a laplace distribution throwing domain_error
From: Boost C++ Libraries (noreply_at_[hidden])
Date: 2014-02-17 06:36:01

#9672: PDF and CDF of a laplace distribution throwing domain_error
-------------------------------------+-------------------------
 Reporter:  HS <tan@…>               |      Owner:  johnmaddock
     Type:  Feature Requests         |     Status:  new
Milestone:  To Be Determined         |  Component:  math
  Version:  Boost Development Trunk  |   Severity:  Showstopper
 Keywords:                           |
-------------------------------------+-------------------------
 Hello,

 I would expect the following to behave just like a normal distribution (or
 a cauchy distribution) at x=+-infinity:

 {{{
 // #define BOOST_MATH_DOMAIN_ERROR_POLICY ignore_error

 #include <cstdlib>
 #include <cstdio>

 #include <limits>

 #include <boost/math/distributions/cauchy.hpp>
 #include <boost/math/distributions/laplace.hpp>
 #include <boost/math/distributions/normal.hpp>

 static const double INFTY = std::numeric_limits< double >::infinity();

 template< typename T >
 void TestBoundary( const char* distName, const T& t )
 {
    std::printf(
          "%15s ---------------------\n"
          "%15s %'*g %'*g\n",
          distName,
          "pdf",
          boost::math::pdf( t, -INFTY ), 10,
          boost::math::pdf( t, INFTY ), 10 );

    std::printf(
          "%15s %'*g %'*g\n",
          "cdf",
          boost::math::cdf( t, -INFTY ), 10,
          boost::math::cdf( t, INFTY ), 10 );

    std::printf(
          "%15s %'*g %'*g\n",
          "co-cdf",
          boost::math::cdf( boost::math::complement( t, -INFTY ) ), 10,
          boost::math::cdf( boost::math::complement( t, INFTY ) ), 10 );
 };

 int main()
 {
    std::printf(
          "%15s %10s %10s\n",
          "Distribution",
          "x=-infty",
          "x=+infty" );

    double _location = 3.2;
    double _scale = 0.7;

    /*
    TestBoundary(
       "Normal",
       boost::math::normal_distribution<>( _location, _scale ) );

    TestBoundary(
       "Cauchy",
       boost::math::cauchy_distribution<>( _location, _scale ) );
    */

    // To NOT throw domain_error exception at infinity?
    TestBoundary(
       "Laplace",
       boost::math::laplace_distribution<>( _location, _scale ) );

    return EXIT_SUCCESS;
 }
 }}}

 Simply compile with "g++ filename.cpp" and obtain the following when the
 resulting executable is ran:
 {{{
 terminate called after throwing an instance of
 'boost::exception_detail::clone_impl<boost::exception_detail::error_info_injector<std::domain_error>
 >'
 what():  Error in function boost::math::pdf(const
 laplace_distribution<d>&, d)): Random variate x is inf, but must be
 finite!
 Abort
 }}}

 If a random variable is documented to have a domain [-infty,
 +infty]---notice the closed interval, does it mean that the implementation
 will honor it (in that it would return the valid PDF or CDF at any value
 of the domain)---see the line above the graph of the PDF on
 http://www.boost.org/doc/libs/1_55_0/libs/math/doc/html/math_toolkit/dist_ref/dists/laplace_dist.html;

 I assumed it meant to say the "domain of the random variable" instead of
 "the range of the random variable" (the last expression under ''Non-member
 Accessors'' paragraph has it right).

 Thank you.[[br]]
 HS

 P.S.  The following is from "git log -2" inside libs/math:
 {{{
 commit ec438ff39d855f810e236dbaf14b8755f7157869
 Author: Beman <bdawes_at_[hidden]>
 Date:   Sun Dec 1 09:14:12 2013 -0500

     End-of-line normalization. Most normalization was taken care of by
 .gitattributes, but a few files originally committed to svn with incorrect
 eol tags need explicit normalization. See .gitattributes man page and
 extensive list discussion.

 commit fb52d2de42ff7e1cbc61103a25fbc82c5e034a90
 Author: John Maddock <john_at_[hidden]>
 Date:   Thu Oct 24 08:35:41 2013 +0000

     Fix initialization of power series so that we don't get a spurious
 overflow error from tgamma when the res
 ult is actually zero.

     [SVN r86415]
 }}}

-- 
Ticket URL: <https://svn.boost.org/trac/boost/ticket/9672>
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