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Boost-Commit : |
From: johnmaddock_at_[hidden]
Date: 2007-07-12 11:57:13
Author: johnmaddock
Date: 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
New Revision: 7417
URL: http://svn.boost.org/trac/boost/changeset/7417
Log:
Big Policy-enabling update: all the distributions along with the special functions that they rely on are now policy-enabled.
Added:
sandbox/math_toolkit/policy/boost/math/distributions/detail/inv_discrete_quantile.hpp
sandbox/math_toolkit/policy/libs/math/test/binomial_quantile.ipp
sandbox/math_toolkit/policy/libs/math/test/negative_binomial_quantile.ipp
sandbox/math_toolkit/policy/libs/math/test/poisson_quantile.ipp
Text files modified:
sandbox/math_toolkit/policy/boost/math/concepts/real_concept.hpp | 28 ++
sandbox/math_toolkit/policy/boost/math/concepts/std_real_concept.hpp | 16 +
sandbox/math_toolkit/policy/boost/math/distributions/bernoulli.hpp | 116 +++++-----
sandbox/math_toolkit/policy/boost/math/distributions/beta.hpp | 229 +++++++++++---------
sandbox/math_toolkit/policy/boost/math/distributions/binomial.hpp | 431 +++++++++++++++------------------------
sandbox/math_toolkit/policy/boost/math/distributions/cauchy.hpp | 139 +++++++-----
sandbox/math_toolkit/policy/boost/math/distributions/chi_squared.hpp | 139 ++++++-----
sandbox/math_toolkit/policy/boost/math/distributions/detail/common_error_handling.hpp | 26 +-
sandbox/math_toolkit/policy/boost/math/distributions/detail/derived_accessors.hpp | 14
sandbox/math_toolkit/policy/boost/math/distributions/exponential.hpp | 119 ++++++-----
sandbox/math_toolkit/policy/boost/math/distributions/extreme_value.hpp | 103 +++++----
sandbox/math_toolkit/policy/boost/math/distributions/fisher_f.hpp | 174 ++++++++-------
sandbox/math_toolkit/policy/boost/math/distributions/gamma.hpp | 153 ++++++++------
sandbox/math_toolkit/policy/boost/math/distributions/lognormal.hpp | 119 ++++++-----
sandbox/math_toolkit/policy/boost/math/distributions/negative_binomial.hpp | 329 +++++++++++++++++++-----------
sandbox/math_toolkit/policy/boost/math/distributions/normal.hpp | 71 +++---
sandbox/math_toolkit/policy/boost/math/distributions/pareto.hpp | 213 +++++++++++--------
sandbox/math_toolkit/policy/boost/math/distributions/poisson.hpp | 295 +++++++++++++++++++-------
sandbox/math_toolkit/policy/boost/math/distributions/rayleigh.hpp | 116 +++++-----
sandbox/math_toolkit/policy/boost/math/distributions/students_t.hpp | 140 ++++++------
sandbox/math_toolkit/policy/boost/math/distributions/triangular.hpp | 179 ++++++++-------
sandbox/math_toolkit/policy/boost/math/distributions/uniform.hpp | 149 ++++++------
sandbox/math_toolkit/policy/boost/math/distributions/weibull.hpp | 166 ++++++++------
sandbox/math_toolkit/policy/boost/math/policy/error_handling.hpp | 5
sandbox/math_toolkit/policy/boost/math/policy/policy.hpp | 31 ++
sandbox/math_toolkit/policy/boost/math/special_functions/bessel.hpp | 4
sandbox/math_toolkit/policy/boost/math/special_functions/beta.hpp | 401 +++++++++++++++++++++++--------------
sandbox/math_toolkit/policy/boost/math/special_functions/detail/erf_inv.hpp | 21 +
sandbox/math_toolkit/policy/boost/math/special_functions/detail/ibeta_inv_ab.hpp | 58 +++-
sandbox/math_toolkit/policy/boost/math/special_functions/detail/ibeta_inverse.hpp | 133 +++++++-----
sandbox/math_toolkit/policy/boost/math/special_functions/detail/igamma_inverse.hpp | 12
sandbox/math_toolkit/policy/boost/math/special_functions/detail/t_distribution_inv.hpp | 80 +++---
sandbox/math_toolkit/policy/boost/math/special_functions/erf.hpp | 20 +
sandbox/math_toolkit/policy/boost/math/special_functions/expm1.hpp | 10
sandbox/math_toolkit/policy/boost/math/special_functions/gamma.hpp | 108 ++++++++-
sandbox/math_toolkit/policy/boost/math/special_functions/lanczos.hpp | 4
sandbox/math_toolkit/policy/boost/math/special_functions/math_fwd.hpp | 10
sandbox/math_toolkit/policy/boost/math/tools/ntl.hpp | 17 +
sandbox/math_toolkit/policy/boost/math/tools/toms748_solve.hpp | 24 ++
sandbox/math_toolkit/policy/libs/math/test/Jamfile.v2 | 3
sandbox/math_toolkit/policy/libs/math/test/compile_test/distribution_concept_check.cpp | 18 +
sandbox/math_toolkit/policy/libs/math/test/compile_test/instantiate.hpp | 4
sandbox/math_toolkit/policy/libs/math/test/compile_test/std_real_concept_check.cpp | 2
sandbox/math_toolkit/policy/libs/math/test/test_beta.cpp | 8
sandbox/math_toolkit/policy/libs/math/test/test_binomial.cpp | 65 ++++++
sandbox/math_toolkit/policy/libs/math/test/test_cauchy.cpp | 1
sandbox/math_toolkit/policy/libs/math/test/test_chi_squared.cpp | 1
sandbox/math_toolkit/policy/libs/math/test/test_factorials.cpp | 4
sandbox/math_toolkit/policy/libs/math/test/test_gamma_dist.cpp | 2
sandbox/math_toolkit/policy/libs/math/test/test_ibeta.cpp | 8
sandbox/math_toolkit/policy/libs/math/test/test_ibeta_inv_ab.cpp | 2
sandbox/math_toolkit/policy/libs/math/test/test_negative_binomial.cpp | 75 ++++++
sandbox/math_toolkit/policy/libs/math/test/test_pareto.cpp | 4
sandbox/math_toolkit/policy/libs/math/test/test_poisson.cpp | 68 ++++++
sandbox/math_toolkit/policy/libs/math/test/test_roots.cpp | 35 +-
55 files changed, 2807 insertions(+), 1895 deletions(-)
Modified: sandbox/math_toolkit/policy/boost/math/concepts/real_concept.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/concepts/real_concept.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/concepts/real_concept.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -351,6 +351,34 @@
// and by Boost lexical cast and serialization causing loss of accuracy.
}
+template <>
+inline int digits<concepts::real_concept, policy<detail::forwarding_arg1, detail::forwarding_arg2 > >(BOOST_EXPLICIT_TEMPLATE_TYPE_SPEC(concepts::real_concept))
+{ return digits<concepts::real_concept, policy<> >(); }
+
+template <>
+inline int digits<concepts::real_concept, policy<discrete_quantile<real> > >(BOOST_EXPLICIT_TEMPLATE_TYPE_SPEC(concepts::real_concept))
+{ return digits<concepts::real_concept, policy<> >(); }
+
+template <>
+inline int digits<concepts::real_concept, policy<discrete_quantile<integer_below> > >(BOOST_EXPLICIT_TEMPLATE_TYPE_SPEC(concepts::real_concept))
+{ return digits<concepts::real_concept, policy<> >(); }
+
+template <>
+inline int digits<concepts::real_concept, policy<discrete_quantile<integer_above> > >(BOOST_EXPLICIT_TEMPLATE_TYPE_SPEC(concepts::real_concept))
+{ return digits<concepts::real_concept, policy<> >(); }
+
+template <>
+inline int digits<concepts::real_concept, policy<discrete_quantile<integer_outside> > >(BOOST_EXPLICIT_TEMPLATE_TYPE_SPEC(concepts::real_concept))
+{ return digits<concepts::real_concept, policy<> >(); }
+
+template <>
+inline int digits<concepts::real_concept, policy<discrete_quantile<integer_inside> > >(BOOST_EXPLICIT_TEMPLATE_TYPE_SPEC(concepts::real_concept))
+{ return digits<concepts::real_concept, policy<> >(); }
+
+template <>
+inline int digits<concepts::real_concept, policy<discrete_quantile<integer_nearest> > >(BOOST_EXPLICIT_TEMPLATE_TYPE_SPEC(concepts::real_concept))
+{ return digits<concepts::real_concept, policy<> >(); }
+
}
} // namespace math
Modified: sandbox/math_toolkit/policy/boost/math/concepts/std_real_concept.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/concepts/std_real_concept.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/concepts/std_real_concept.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -20,6 +20,7 @@
#include <boost/limits.hpp>
#include <boost/math/tools/real_cast.hpp>
#include <boost/math/tools/precision.hpp>
+#include <boost/math/policy/policy.hpp>
#include <ostream>
#include <istream>
@@ -337,6 +338,21 @@
} // namespace tools
+namespace policy{
+
+template <>
+inline int digits<concepts::std_real_concept, boost::math::policy::policy<> >(BOOST_EXPLICIT_TEMPLATE_TYPE_SPEC(concepts::std_real_concept))
+{ // Assume number of significand bits is same as long double,
+ // unless std::numeric_limits<T>::is_specialized to provide digits.
+ return tools::digits<long double>();
+}
+template <>
+inline int digits<concepts::std_real_concept, policy<detail::forwarding_arg1, detail::forwarding_arg2 > >(BOOST_EXPLICIT_TEMPLATE_TYPE_SPEC(concepts::std_real_concept))
+{ return digits<concepts::std_real_concept, policy<> >(); }
+
+
+}
+
} // namespace math
} // namespace boost
Modified: sandbox/math_toolkit/policy/boost/math/distributions/bernoulli.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/bernoulli.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/bernoulli.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -48,44 +48,43 @@
namespace bernoulli_detail
{
// Common error checking routines for bernoulli distribution functions:
- template <class RealType>
- inline bool check_success_fraction(const char* function, const RealType& p, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_success_fraction(const char* function, const RealType& p, RealType* result, const Policy& pol)
{
if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Success fraction argument is %1%, but must be >= 0 and <= 1 !", p);
+ "Success fraction argument is %1%, but must be >= 0 and <= 1 !", p, Policy());
return false;
}
return true;
}
- template <class RealType>
- inline bool check_dist(const char* function, const RealType& p, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_dist(const char* function, const RealType& p, RealType* result, const Policy& pol)
{
- return check_success_fraction(function, p, result);
-
+ return check_success_fraction(function, p, result, Policy());
}
- template <class RealType>
- inline bool check_dist_and_k(const char* function, const RealType& p, RealType k, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_dist_and_k(const char* function, const RealType& p, RealType k, RealType* result, const Policy& pol)
{
- if(check_dist(function, p, result) == false)
+ if(check_dist(function, p, result, Policy()) == false)
{
return false;
}
if(!(boost::math::isfinite)(k) || !((k == 0) || (k == 1)))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Number of successes argument is %1%, but must be 0 or 1 !", k);
+ "Number of successes argument is %1%, but must be 0 or 1 !", k, pol);
return false;
}
return true;
}
- template <class RealType>
- inline bool check_dist_and_prob(const char* function, RealType p, RealType prob, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_dist_and_prob(const char* function, RealType p, RealType prob, RealType* result, const Policy& Pol)
{
- if(check_dist(function, p, result) && detail::check_probability(function, prob, result) == false)
+ if(check_dist(function, p, result, Policy()) && detail::check_probability(function, prob, result, Policy()) == false)
{
return false;
}
@@ -94,20 +93,21 @@
} // namespace bernoulli_detail
- template <class RealType = double>
+ template <class RealType = double, class Policy = policy::policy<> >
class bernoulli_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
bernoulli_distribution(RealType p = 0.5) : m_p(p)
{ // Default probability = half suits 'fair' coin tossing
// where probability of heads == probability of tails.
RealType result; // of checks.
bernoulli_detail::check_dist(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::bernoulli_distribution<%1%>::bernoulli_distribution",
m_p,
- &result);
+ &result, Policy());
} // bernoulli_distribution constructor.
RealType success_fraction() const
@@ -121,50 +121,50 @@
typedef bernoulli_distribution<double> bernoulli;
- template <class RealType>
- inline const std::pair<RealType, RealType> range(const bernoulli_distribution<RealType>& /* dist */)
+ template <class RealType, class Policy>
+ inline const std::pair<RealType, RealType> range(const bernoulli_distribution<RealType, Policy>& /* dist */)
{ // Range of permissible values for random variable k = {0, 1}.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(0, 1);
}
- template <class RealType>
- inline const std::pair<RealType, RealType> support(const bernoulli_distribution<RealType>& /* dist */)
+ template <class RealType, class Policy>
+ inline const std::pair<RealType, RealType> support(const bernoulli_distribution<RealType, Policy>& /* dist */)
{ // Range of supported values for random variable k = {0, 1}.
// This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
return std::pair<RealType, RealType>(0, 1);
}
- template <class RealType>
- inline RealType mean(const bernoulli_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType mean(const bernoulli_distribution<RealType, Policy>& dist)
{ // Mean of bernoulli distribution = p (n = 1).
return dist.success_fraction();
} // mean
// Rely on dereived_accessors quantile(half)
//template <class RealType>
- //inline RealType median(const bernoulli_distribution<RealType>& dist)
+ //inline RealType median(const bernoulli_distribution<RealType, Policy>& dist)
//{ // Median of bernoulli distribution is not defined.
// return tools::domain_error<RealType>(BOOST_CURRENT_FUNCTION, "Median is not implemented, result is %1%!", std::numeric_limits<RealType>::quiet_NaN());
//} // median
- template <class RealType>
- inline RealType variance(const bernoulli_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType variance(const bernoulli_distribution<RealType, Policy>& dist)
{ // Variance of bernoulli distribution =p * q.
return dist.success_fraction() * (1 - dist.success_fraction());
} // variance
- template <class RealType>
- RealType pdf(const bernoulli_distribution<RealType>& dist, const RealType k)
+ template <class RealType, class Policy>
+ RealType pdf(const bernoulli_distribution<RealType, Policy>& dist, const RealType k)
{ // Probability Density/Mass Function.
BOOST_FPU_EXCEPTION_GUARD
// Error check:
RealType result; // of checks.
if(false == bernoulli_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::pdf(bernoulli_distribution<%1%>, %1%)",
dist.success_fraction(), // 0 to 1
k, // 0 or 1
- &result))
+ &result, Policy()))
{
return result;
}
@@ -179,17 +179,17 @@
}
} // pdf
- template <class RealType>
- inline RealType cdf(const bernoulli_distribution<RealType>& dist, const RealType k)
+ template <class RealType, class Policy>
+ inline RealType cdf(const bernoulli_distribution<RealType, Policy>& dist, const RealType k)
{ // Cumulative Distribution Function Bernoulli.
RealType p = dist.success_fraction();
// Error check:
RealType result;
if(false == bernoulli_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::cdf(bernoulli_distribution<%1%>, %1%)",
p,
k,
- &result))
+ &result, Policy()))
{
return result;
}
@@ -203,19 +203,19 @@
}
} // bernoulli cdf
- template <class RealType>
- inline RealType cdf(const complemented2_type<bernoulli_distribution<RealType>, RealType>& c)
+ template <class RealType, class Policy>
+ inline RealType cdf(const complemented2_type<bernoulli_distribution<RealType, Policy>, RealType>& c)
{ // Complemented Cumulative Distribution Function bernoulli.
RealType const& k = c.param;
- bernoulli_distribution<RealType> const& dist = c.dist;
+ bernoulli_distribution<RealType, Policy> const& dist = c.dist;
RealType p = dist.success_fraction();
// Error checks:
RealType result;
if(false == bernoulli_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::cdf(bernoulli_distribution<%1%>, %1%)",
p,
k,
- &result))
+ &result, Policy()))
{
return result;
}
@@ -229,18 +229,18 @@
}
} // bernoulli cdf complement
- template <class RealType>
- inline RealType quantile(const bernoulli_distribution<RealType>& dist, const RealType& p)
+ template <class RealType, class Policy>
+ inline RealType quantile(const bernoulli_distribution<RealType, Policy>& dist, const RealType& p)
{ // Quantile or Percent Point Bernoulli function.
// Return the number of expected successes k either 0 or 1.
// for a given probability p.
RealType result; // of error checks:
if(false == bernoulli_detail::check_dist_and_prob(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::quantile(bernoulli_distribution<%1%>, %1%)",
dist.success_fraction(),
p,
- &result))
+ &result, Policy()))
{
return result;
}
@@ -254,21 +254,21 @@
}
} // quantile
- template <class RealType>
- inline RealType quantile(const complemented2_type<bernoulli_distribution<RealType>, RealType>& c)
+ template <class RealType, class Policy>
+ inline RealType quantile(const complemented2_type<bernoulli_distribution<RealType, Policy>, RealType>& c)
{ // Quantile or Percent Point bernoulli function.
// Return the number of expected successes k for a given
// complement of the probability q.
//
// Error checks:
RealType q = c.param;
- const bernoulli_distribution<RealType>& dist = c.dist;
+ const bernoulli_distribution<RealType, Policy>& dist = c.dist;
RealType result;
if(false == bernoulli_detail::check_dist_and_prob(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::quantile(bernoulli_distribution<%1%>, %1%)",
dist.success_fraction(),
q,
- &result))
+ &result, Policy()))
{
return result;
}
@@ -283,22 +283,22 @@
}
} // quantile complemented.
- template <class RealType>
- inline RealType mode(const bernoulli_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType mode(const bernoulli_distribution<RealType, Policy>& dist)
{
return static_cast<RealType>((dist.success_fraction() <= 0.5) ? 0 : 1); // p = 0.5 can be 0 or 1
}
- template <class RealType>
- inline RealType skewness(const bernoulli_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType skewness(const bernoulli_distribution<RealType, Policy>& dist)
{
using namespace std;; // Aid ADL for sqrt.
RealType p = dist.success_fraction();
return (1 - 2 * p) / sqrt(p * (1 - p));
}
- template <class RealType>
- inline RealType kurtosis_excess(const bernoulli_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType kurtosis_excess(const bernoulli_distribution<RealType, Policy>& dist)
{
RealType p = dist.success_fraction();
// Note Wolfram says this is kurtosis in text, but gamma2 is the kurtosis excess,
@@ -308,8 +308,8 @@
return 1 / (1 - p) + 1/p -6;
}
- template <class RealType>
- inline RealType kurtosis(const bernoulli_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType kurtosis(const bernoulli_distribution<RealType, Policy>& dist)
{
RealType p = dist.success_fraction();
return 1 / (1 - p) + 1/p -6 + 3;
Modified: sandbox/math_toolkit/policy/boost/math/distributions/beta.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/beta.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/beta.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -45,99 +45,99 @@
namespace beta_detail
{
// Common error checking routines for beta distribution functions:
- template <class RealType>
- inline bool check_alpha(const char* function, const RealType& alpha, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_alpha(const char* function, const RealType& alpha, RealType* result, const Policy& pol)
{
if(!(boost::math::isfinite)(alpha) || (alpha <= 0))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Alpha argument is %1%, but must be > 0 !", alpha);
+ "Alpha argument is %1%, but must be > 0 !", alpha, pol);
return false;
}
return true;
} // bool check_alpha
- template <class RealType>
- inline bool check_beta(const char* function, const RealType& beta, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_beta(const char* function, const RealType& beta, RealType* result, const Policy& pol)
{
if(!(boost::math::isfinite)(beta) || (beta <= 0))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Beta argument is %1%, but must be > 0 !", beta);
+ "Beta argument is %1%, but must be > 0 !", beta, pol);
return false;
}
return true;
} // bool check_beta
- template <class RealType>
- inline bool check_prob(const char* function, const RealType& p, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_prob(const char* function, const RealType& p, RealType* result, const Policy& pol)
{
if((p < 0) || (p > 1) || !(boost::math::isfinite)(p))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Probability argument is %1%, but must be >= 0 and <= 1 !", p);
+ "Probability argument is %1%, but must be >= 0 and <= 1 !", p, pol);
return false;
}
return true;
} // bool check_prob
- template <class RealType>
- inline bool check_x(const char* function, const RealType& x, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_x(const char* function, const RealType& x, RealType* result, const Policy& pol)
{
if(!(boost::math::isfinite)(x) || (x < 0) || (x > 1))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "x argument is %1%, but must be >= 0 and <= 1 !", x);
+ "x argument is %1%, but must be >= 0 and <= 1 !", x, pol);
return false;
}
return true;
} // bool check_x
- template <class RealType>
- inline bool check_dist(const char* function, const RealType& alpha, const RealType& beta, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_dist(const char* function, const RealType& alpha, const RealType& beta, RealType* result, const Policy& pol)
{ // Check both alpha and beta.
- return check_alpha(function, alpha, result)
- && check_beta(function, beta, result);
+ return check_alpha(function, alpha, result, pol)
+ && check_beta(function, beta, result, pol);
} // bool check_dist
- template <class RealType>
- inline bool check_dist_and_x(const char* function, const RealType& alpha, const RealType& beta, RealType x, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_dist_and_x(const char* function, const RealType& alpha, const RealType& beta, RealType x, RealType* result, const Policy& pol)
{
- return check_dist(function, alpha, beta, result)
- && check_x(function, x, result);
+ return check_dist(function, alpha, beta, result, pol)
+ && check_x(function, x, result, pol);
} // bool check_dist_and_x
- template <class RealType>
- inline bool check_dist_and_prob(const char* function, const RealType& alpha, const RealType& beta, RealType p, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_dist_and_prob(const char* function, const RealType& alpha, const RealType& beta, RealType p, RealType* result, const Policy& pol)
{
- return check_dist(function, alpha, beta, result)
- && check_prob(function, p, result);
+ return check_dist(function, alpha, beta, result, pol)
+ && check_prob(function, p, result, pol);
} // bool check_dist_and_prob
- template <class RealType>
- inline bool check_mean(const char* function, const RealType& mean, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_mean(const char* function, const RealType& mean, RealType* result, const Policy& pol)
{
if(!(boost::math::isfinite)(mean) || (mean <= 0))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "mean argument is %1%, but must be > 0 !", mean);
+ "mean argument is %1%, but must be > 0 !", mean, pol);
return false;
}
return true;
} // bool check_mean
- template <class RealType>
- inline bool check_variance(const char* function, const RealType& variance, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_variance(const char* function, const RealType& variance, RealType* result, const Policy& pol)
{
if(!(boost::math::isfinite)(variance) || (variance <= 0))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "variance argument is %1%, but must be > 0 !", variance);
+ "variance argument is %1%, but must be > 0 !", variance, pol);
return false;
}
return true;
@@ -148,20 +148,21 @@
// is deliberately NOT included to avoid a name clash with the beta function.
// Use beta_distribution<> mybeta(...) to construct type double.
- template <class RealType = double>
+ template <class RealType = double, class Policy = policy::policy<> >
class beta_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
beta_distribution(RealType alpha = 1, RealType beta = 1) : m_alpha(alpha), m_beta(beta)
{
RealType result;
beta_detail::check_dist(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::beta_distribution<%1%>::beta_distribution",
m_alpha,
m_beta,
- &result);
+ &result, Policy());
} // beta_distribution constructor.
// Accessor functions:
RealType alpha() const
@@ -184,13 +185,14 @@
RealType mean, // Expected value of mean.
RealType variance) // Expected value of variance.
{
+ static const char* function = "boost::math::beta_distribution<%1%>::estimate_alpha";
RealType result; // of error checks.
if(false ==
beta_detail::check_mean(
- BOOST_CURRENT_FUNCTION, mean, &result)
+ function, mean, &result, Policy())
&&
beta_detail::check_variance(
- BOOST_CURRENT_FUNCTION, variance, &result)
+ function, variance, &result, Policy())
)
{
return result;
@@ -202,13 +204,14 @@
RealType mean, // Expected value of mean.
RealType variance) // Expected value of variance.
{
+ static const char* function = "boost::math::beta_distribution<%1%>::estimate_beta";
RealType result; // of error checks.
if(false ==
beta_detail::check_mean(
- BOOST_CURRENT_FUNCTION, mean, &result)
+ function, mean, &result, Policy())
&&
beta_detail::check_variance(
- BOOST_CURRENT_FUNCTION, variance, &result)
+ function, variance, &result, Policy())
)
{
return result;
@@ -224,21 +227,22 @@
RealType x, // x.
RealType probability) // cdf
{
+ static const char* function = "boost::math::beta_distribution<%1%>::estimate_alpha";
RealType result; // of error checks.
if(false ==
beta_detail::check_prob(
- BOOST_CURRENT_FUNCTION, probability, &result)
+ function, probability, &result, Policy())
&&
beta_detail::check_beta(
- BOOST_CURRENT_FUNCTION, beta, &result)
+ function, beta, &result, Policy())
&&
beta_detail::check_x(
- BOOST_CURRENT_FUNCTION, x, &result)
+ function, x, &result, Policy())
)
{
return result;
}
- return ibeta_inva(beta, x, probability);
+ return ibeta_inva(beta, x, probability, Policy());
} // RealType estimate_alpha(beta, a, probability)
static RealType estimate_beta(
@@ -247,73 +251,76 @@
RealType x, // probability x.
RealType probability) // probability cdf.
{
+ static const char* function = "boost::math::beta_distribution<%1%>::estimate_beta";
RealType result; // of error checks.
if(false ==
beta_detail::check_prob(
- BOOST_CURRENT_FUNCTION, probability, &result)
+ function, probability, &result, Policy())
&&
beta_detail::check_alpha(
- BOOST_CURRENT_FUNCTION, alpha, &result)
+ function, alpha, &result, Policy())
&&
beta_detail::check_x(
- BOOST_CURRENT_FUNCTION, x, &result)
+ function, x, &result, Policy())
)
{
return result;
}
- return ibeta_invb(alpha, x, probability);
+ return ibeta_invb(alpha, x, probability, Policy());
} // RealType estimate_beta(alpha, x, probability)
private:
RealType m_alpha; // Two parameters of the beta distribution.
RealType m_beta;
- }; // template <class RealType> class beta_distribution
+ }; // template <class RealType, class Policy> class beta_distribution
- template <class RealType>
- inline const std::pair<RealType, RealType> range(const beta_distribution<RealType>& /* dist */)
+ template <class RealType, class Policy>
+ inline const std::pair<RealType, RealType> range(const beta_distribution<RealType, Policy>& /* dist */)
{ // Range of permissible values for random variable x.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(0, 1);
}
- template <class RealType>
- inline const std::pair<RealType, RealType> support(const beta_distribution<RealType>& /* dist */)
+ template <class RealType, class Policy>
+ inline const std::pair<RealType, RealType> support(const beta_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.
return std::pair<RealType, RealType>(0, 1);
}
- template <class RealType>
- inline RealType mean(const beta_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType mean(const beta_distribution<RealType, Policy>& dist)
{ // Mean of beta distribution = np.
return dist.alpha() / (dist.alpha() + dist.beta());
} // mean
- template <class RealType>
- inline RealType variance(const beta_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType variance(const beta_distribution<RealType, Policy>& dist)
{ // Variance of beta distribution = np(1-p).
RealType a = dist.alpha();
RealType b = dist.beta();
return (a * b) / ((a + b ) * (a + b) * (a + b + 1));
} // variance
- template <class RealType>
- inline RealType mode(const beta_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType mode(const beta_distribution<RealType, Policy>& dist)
{
+ static const char* function = "boost::math::mode(beta_distribution<%1%> const&)";
+
RealType result;
if ((dist.alpha() <= 1))
{
- result = tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION,
- "mode undefined for alpha = %1%, must be > 1!", dist.alpha());
+ result = policy::raise_domain_error<RealType>(
+ function,
+ "mode undefined for alpha = %1%, must be > 1!", dist.alpha(), Policy());
return result;
}
if ((dist.beta() <= 1))
{
- result = tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION,
- "mode undefined for beta = %1%, must be > 1!", dist.beta());
+ result = policy::raise_domain_error<RealType>(
+ function,
+ "mode undefined for beta = %1%, must be > 1!", dist.beta(), Policy());
return result;
}
RealType a = dist.alpha();
@@ -321,16 +328,16 @@
return (a-1) / (a + b - 2);
} // mode
- //template <class RealType>
- //inline RealType median(const beta_distribution<RealType>& dist)
+ //template <class RealType, class Policy>
+ //inline RealType median(const beta_distribution<RealType, Policy>& dist)
//{ // Median of beta distribution is not defined.
- // return tools::domain_error<RealType>(BOOST_CURRENT_FUNCTION, "Median is not implemented, result is %1%!", std::numeric_limits<RealType>::quiet_NaN());
+ // return tools::domain_error<RealType>(function, "Median is not implemented, result is %1%!", std::numeric_limits<RealType>::quiet_NaN());
//} // median
//But WILL be provided by the derived accessor as quantile(0.5).
- template <class RealType>
- inline RealType skewness(const beta_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType skewness(const beta_distribution<RealType, Policy>& dist)
{
using namespace std; // ADL of std functions.
RealType a = dist.alpha();
@@ -338,8 +345,8 @@
return (2 * (b-a) * sqrt(a + b + 1)) / ((a + b + 2) * sqrt(a * b));
} // skewness
- template <class RealType>
- inline RealType kurtosis_excess(const beta_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType kurtosis_excess(const beta_distribution<RealType, Policy>& dist)
{
RealType a = dist.alpha();
RealType b = dist.beta();
@@ -349,18 +356,19 @@
return n / d;
} // kurtosis_excess
- template <class RealType>
- inline RealType kurtosis(const beta_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType kurtosis(const beta_distribution<RealType, Policy>& dist)
{
return 3 + kurtosis_excess(dist);
} // kurtosis
- template <class RealType>
- inline RealType pdf(const beta_distribution<RealType>& dist, const RealType x)
+ template <class RealType, class Policy>
+ inline RealType pdf(const beta_distribution<RealType, Policy>& dist, const RealType x)
{ // Probability Density/Mass Function.
BOOST_FPU_EXCEPTION_GUARD
- using boost::math::tools::domain_error;
+ static const char* function = "boost::math::pdf(beta_distribution<%1%> const&, %1%)";
+
using namespace std; // for ADL of std functions
RealType a = dist.alpha();
@@ -369,31 +377,32 @@
// Argument checks:
RealType result;
if(false == beta_detail::check_dist_and_x(
- BOOST_CURRENT_FUNCTION,
+ function,
a, b, x,
- &result))
+ &result, Policy()))
{
return result;
}
using boost::math::beta;
- return ibeta_derivative(a, b, x);
+ return ibeta_derivative(a, b, x, Policy());
} // pdf
- template <class RealType>
- inline RealType cdf(const beta_distribution<RealType>& dist, const RealType x)
+ template <class RealType, class Policy>
+ inline RealType cdf(const beta_distribution<RealType, Policy>& dist, const RealType x)
{ // Cumulative Distribution Function beta.
- using boost::math::tools::domain_error;
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::cdf(beta_distribution<%1%> const&, %1%)";
+
RealType a = dist.alpha();
RealType b = dist.beta();
// Argument checks:
RealType result;
if(false == beta_detail::check_dist_and_x(
- BOOST_CURRENT_FUNCTION,
+ function,
a, b, x,
- &result))
+ &result, Policy()))
{
return result;
}
@@ -406,27 +415,28 @@
{
return 1;
}
- return ibeta(a, b, x);
+ return ibeta(a, b, x, Policy());
} // beta cdf
- template <class RealType>
- inline RealType cdf(const complemented2_type<beta_distribution<RealType>, RealType>& c)
+ template <class RealType, class Policy>
+ inline RealType cdf(const complemented2_type<beta_distribution<RealType, Policy>, RealType>& c)
{ // Complemented Cumulative Distribution Function beta.
- using boost::math::tools::domain_error;
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::cdf(beta_distribution<%1%> const&, %1%)";
+
RealType const& x = c.param;
- beta_distribution<RealType> const& dist = c.dist;
+ beta_distribution<RealType, Policy> const& dist = c.dist;
RealType a = dist.alpha();
RealType b = dist.beta();
// Argument checks:
RealType result;
if(false == beta_detail::check_dist_and_x(
- BOOST_CURRENT_FUNCTION,
+ function,
a, b, x,
- &result))
+ &result, Policy()))
{
return result;
}
@@ -441,11 +451,11 @@
// Calculate cdf beta using the incomplete beta function.
// Use of ibeta here prevents cancellation errors in calculating
// 1 - x if x is very small, perhaps smaller than machine epsilon.
- return ibetac(a, b, x);
+ return ibetac(a, b, x, Policy());
} // beta cdf
- template <class RealType>
- inline RealType quantile(const beta_distribution<RealType>& dist, const RealType& p)
+ template <class RealType, class Policy>
+ inline RealType quantile(const beta_distribution<RealType, Policy>& dist, const RealType& p)
{ // Quantile or Percent Point beta function or
// Inverse Cumulative probability distribution function CDF.
// Return x (0 <= x <= 1),
@@ -455,13 +465,15 @@
// will be less than or equal to that value
// is whatever probability you supplied as an argument.
+ static const char* function = "boost::math::quantile(beta_distribution<%1%> const&, %1%)";
+
RealType result; // of argument checks:
RealType a = dist.alpha();
RealType b = dist.beta();
if(false == beta_detail::check_dist_and_prob(
- BOOST_CURRENT_FUNCTION,
+ function,
a, b, p,
- &result))
+ &result, Policy()))
{
return result;
}
@@ -474,27 +486,30 @@
{
return 1;
}
- return ibeta_inv(a, b, p);
+ return ibeta_inv(a, b, p, static_cast<RealType*>(0), Policy());
} // quantile
- template <class RealType>
- inline RealType quantile(const complemented2_type<beta_distribution<RealType>, RealType>& c)
+ template <class RealType, class Policy>
+ inline RealType quantile(const complemented2_type<beta_distribution<RealType, Policy>, RealType>& c)
{ // Complement Quantile or Percent Point beta function .
// Return the number of expected x for a given
// complement of the probability q.
+
+ static const char* function = "boost::math::quantile(beta_distribution<%1%> const&, %1%)";
+
//
// Error checks:
RealType q = c.param;
- const beta_distribution<RealType>& dist = c.dist;
+ const beta_distribution<RealType, Policy>& dist = c.dist;
RealType result;
RealType a = dist.alpha();
RealType b = dist.beta();
if(false == beta_detail::check_dist_and_prob(
- BOOST_CURRENT_FUNCTION,
+ function,
a,
b,
q,
- &result))
+ &result, Policy()))
{
return result;
}
@@ -508,7 +523,7 @@
return 1;
}
- return ibetac_inv(a, b, q);
+ return ibetac_inv(a, b, q, static_cast<RealType*>(0), Policy());
} // Quantile Complement
} // namespace math
Modified: sandbox/math_toolkit/policy/boost/math/distributions/binomial.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/binomial.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/binomial.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -83,6 +83,7 @@
#include <boost/math/special_functions/beta.hpp> // for incomplete beta.
#include <boost/math/distributions/complement.hpp> // complements
#include <boost/math/distributions/detail/common_error_handling.hpp> // error checks
+#include <boost/math/distributions/detail/inv_discrete_quantile.hpp> // error checks
#include <boost/math/special_functions/fpclassify.hpp> // isnan.
#include <boost/math/tools/roots.hpp> // for root finding.
@@ -98,71 +99,75 @@
{
namespace math
{
+
+ template <class RealType, class Policy>
+ class binomial_distribution;
+
namespace binomial_detail{
// common error checking routines for binomial distribution functions:
- template <class RealType>
- inline bool check_N(const char* function, const RealType& N, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_N(const char* function, const RealType& N, RealType* result, const Policy& pol)
{
if((N < 0) || !(boost::math::isfinite)(N))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Number of Trials argument is %1%, but must be >= 0 !", N);
+ "Number of Trials argument is %1%, but must be >= 0 !", N, pol);
return false;
}
return true;
}
- template <class RealType>
- inline bool check_success_fraction(const char* function, const RealType& p, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_success_fraction(const char* function, const RealType& p, RealType* result, const Policy& pol)
{
if((p < 0) || (p > 1) || !(boost::math::isfinite)(p))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Success fraction argument is %1%, but must be >= 0 and <= 1 !", p);
+ "Success fraction argument is %1%, but must be >= 0 and <= 1 !", p, pol);
return false;
}
return true;
}
- template <class RealType>
- inline bool check_dist(const char* function, const RealType& N, const RealType& p, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_dist(const char* function, const RealType& N, const RealType& p, RealType* result, const Policy& pol)
{
return check_success_fraction(
- function, p, result)
+ function, p, result, pol)
&& check_N(
- function, N, result);
+ function, N, result, pol);
}
- template <class RealType>
- inline bool check_dist_and_k(const char* function, const RealType& N, const RealType& p, RealType k, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_dist_and_k(const char* function, const RealType& N, const RealType& p, RealType k, RealType* result, const Policy& pol)
{
- if(check_dist(function, N, p, result) == false)
+ if(check_dist(function, N, p, result, pol) == false)
return false;
if((k < 0) || !(boost::math::isfinite)(k))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Number of Successes argument is %1%, but must be >= 0 !", k);
+ "Number of Successes argument is %1%, but must be >= 0 !", k, pol);
return false;
}
if(k > N)
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Number of Successes argument is %1%, but must be <= Number of Trials !", k);
+ "Number of Successes argument is %1%, but must be <= Number of Trials !", k, pol);
return false;
}
return true;
}
- template <class RealType>
- inline bool check_dist_and_prob(const char* function, const RealType& N, RealType p, RealType prob, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_dist_and_prob(const char* function, const RealType& N, RealType p, RealType prob, RealType* result, const Policy& pol)
{
- if(check_dist(function, N, p, result) && detail::check_probability(function, prob, result) == false)
+ if(check_dist(function, N, p, result, pol) && detail::check_probability(function, prob, result, pol) == false)
return false;
return true;
}
- template <class T>
- T inverse_binomial_cornish_fisher(T n, T sf, T p, T q)
+ template <class T, class Policy>
+ T inverse_binomial_cornish_fisher(T n, T sf, T p, T q, const Policy& pol)
{
using namespace std;
// mean:
@@ -174,7 +179,7 @@
// kurtosis:
// T k = (1 - 6 * sf * (1 - sf) ) / (n * sf * (1 - sf));
// Get the inverse of a std normal distribution:
- T x = boost::math::erfc_inv(p > q ? 2 * q : 2 * p) * constants::root_two<T>();
+ T x = boost::math::erfc_inv(p > q ? 2 * q : 2 * p, pol) * constants::root_two<T>();
// Set the sign:
if(p < 0.5)
x = -x;
@@ -196,27 +201,102 @@
return w;
}
+ template <class RealType, class Policy>
+ RealType quantile_imp(const binomial_distribution<RealType, Policy>& dist, const RealType& p, const RealType& q)
+ { // Quantile or Percent Point Binomial function.
+ // Return the number of expected successes k,
+ // for a given probability p.
+ //
+ // Error checks:
+ using namespace std; // ADL of std names
+ RealType result;
+ RealType trials = dist.trials();
+ RealType success_fraction = dist.success_fraction();
+ if(false == binomial_detail::check_dist_and_prob(
+ "boost::math::quantile(binomial_distribution<%1%> const&, %1%)",
+ trials,
+ success_fraction,
+ p,
+ &result, Policy()))
+ {
+ return result;
+ }
+
+ // Special cases:
+ //
+ if(p == 0)
+ { // There may actually be no answer to this question,
+ // since the probability of zero successes may be non-zero,
+ // but zero is the best we can do:
+ return 0;
+ }
+ if(p == 1)
+ { // Probability of n or fewer successes is always one,
+ // so n is the most sensible answer here:
+ return trials;
+ }
+ if (p <= pow(1 - success_fraction, trials))
+ { // p <= pdf(dist, 0) == cdf(dist, 0)
+ return 0; // So the only reasonable result is zero.
+ } // And root finder would fail otherwise.
+
+ // Solve for quantile numerically:
+ //
+ RealType guess = binomial_detail::inverse_binomial_cornish_fisher(trials, success_fraction, p, q, Policy());
+ RealType factor = 8;
+ if(trials > 100)
+ factor = 1.01f; // guess is pretty accurate
+ else if((trials > 10) && (trials - 1 > guess) && (guess > 3))
+ factor = 1.15f; // less accurate but OK.
+ else if(trials < 10)
+ {
+ // pretty inaccurate guess in this area:
+ if(guess > trials / 64)
+ {
+ guess = trials / 4;
+ factor = 2;
+ }
+ else
+ guess = trials / 1024;
+ }
+ else
+ factor = 2; // trials largish, but in far tails.
+
+ typedef typename Policy::discrete_quantile_type discrete_quantile_type;
+ boost::uintmax_t max_iter = 1000;
+ return detail::inverse_discrete_quantile(
+ dist,
+ p,
+ q,
+ guess,
+ factor,
+ RealType(1),
+ discrete_quantile_type(),
+ max_iter);
+ } // quantile
+
}
// typedef binomial_distribution<double> binomial;
// is deliberately NOT included to avoid a name clash with function.
//typedef binomial_distribution<double> binomial; // Reserved name of type double.
- template <class RealType = double>
+ template <class RealType = double, class Policy = policy::policy<> >
class binomial_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
binomial_distribution(RealType n = 1, RealType p = 0.5) : m_n(n), m_p(p)
{ // Default n = 1 is the Bernoulli distribution
// with equal probability of 'heads' or 'tails.
RealType r;
binomial_detail::check_dist(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::binomial_distribution<%1%>::binomial_distribution",
m_n,
m_p,
- &r);
+ &r, Policy());
} // binomial_distribution constructor.
RealType success_fraction() const
@@ -245,13 +325,14 @@
RealType probability,
interval_type t = clopper_pearson_exact_interval)
{
+ static const char* function = "boost::math::binomial_distribution<%1%>::estimate_lower_bound_on_p";
// Error checks:
RealType result;
if(false == binomial_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION, trials, RealType(0), successes, &result)
+ function, trials, RealType(0), successes, &result, Policy())
&&
binomial_detail::check_dist_and_prob(
- BOOST_CURRENT_FUNCTION, trials, RealType(0), probability, &result))
+ function, trials, RealType(0), probability, &result, Policy()))
{ return result; }
if(successes == 0)
@@ -260,8 +341,8 @@
// NOTE!!! The Clopper Pearson formula uses "successes" not
// "successes+1" as usual to get the lower bound,
// see http://www.itl.nist.gov/div898/handbook/prc/section2/prc241.htm
- return (t == clopper_pearson_exact_interval) ? ibeta_inv(successes, trials - successes + 1, probability)
- : ibeta_inv(successes + 0.5f, trials - successes + 0.5f, probability);
+ return (t == clopper_pearson_exact_interval) ? ibeta_inv(successes, trials - successes + 1, probability, static_cast<RealType*>(0), Policy())
+ : ibeta_inv(successes + 0.5f, trials - successes + 0.5f, probability, static_cast<RealType*>(0), Policy());
}
static RealType estimate_upper_bound_on_p(
RealType trials,
@@ -269,20 +350,21 @@
RealType probability,
interval_type t = clopper_pearson_exact_interval)
{
+ static const char* function = "boost::math::binomial_distribution<%1%>::estimate_upper_bound_on_p";
// Error checks:
RealType result;
if(false == binomial_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION, trials, RealType(0), successes, &result)
+ function, trials, RealType(0), successes, &result, Policy())
&&
binomial_detail::check_dist_and_prob(
- BOOST_CURRENT_FUNCTION, trials, RealType(0), probability, &result))
+ function, trials, RealType(0), probability, &result, Policy()))
{ return result; }
if(trials == successes)
return 1;
- return (t == clopper_pearson_exact_interval) ? ibetac_inv(successes + 1, trials - successes, probability)
- : ibetac_inv(successes + 0.5f, trials - successes + 0.5f, probability);
+ return (t == clopper_pearson_exact_interval) ? ibetac_inv(successes + 1, trials - successes, probability, static_cast<RealType*>(0), Policy())
+ : ibetac_inv(successes + 0.5f, trials - successes + 0.5f, probability, static_cast<RealType*>(0), Policy());
}
// Estimate number of trials parameter:
//
@@ -295,16 +377,17 @@
RealType p, // success fraction
RealType alpha) // risk level
{
+ static const char* function = "boost::math::binomial_distribution<%1%>::estimate_minimum_number_of_trials";
// Error checks:
RealType result;
if(false == binomial_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION, k, p, k, &result)
+ function, k, p, k, &result, Policy())
&&
binomial_detail::check_dist_and_prob(
- BOOST_CURRENT_FUNCTION, k, p, alpha, &result))
+ function, k, p, alpha, &result, Policy()))
{ return result; }
- result = ibetac_invb(k + 1, p, alpha); // returns n - k
+ result = ibetac_invb(k + 1, p, alpha, Policy()); // returns n - k
return result + k;
}
@@ -313,56 +396,56 @@
RealType p, // success fraction
RealType alpha) // risk level
{
+ static const char* function = "boost::math::binomial_distribution<%1%>::estimate_maximum_number_of_trials";
// Error checks:
RealType result;
if(false == binomial_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION, k, p, k, &result)
+ function, k, p, k, &result, Policy())
&&
binomial_detail::check_dist_and_prob(
- BOOST_CURRENT_FUNCTION, k, p, alpha, &result))
+ function, k, p, alpha, &result, Policy()))
{ return result; }
- result = ibeta_invb(k + 1, p, alpha); // returns n - k
+ result = ibeta_invb(k + 1, p, alpha, Policy()); // returns n - k
return result + k;
}
private:
RealType m_n; // Not sure if this shouldn't be an int?
RealType m_p; // success_fraction
- }; // template <class RealType> class binomial_distribution
+ }; // template <class RealType, class Policy> class binomial_distribution
- template <class RealType>
- const std::pair<RealType, RealType> range(const binomial_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ const std::pair<RealType, RealType> range(const binomial_distribution<RealType, Policy>& dist)
{ // Range of permissible values for random variable k.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(static_cast<RealType>(0), dist.trials());
}
- template <class RealType>
- const std::pair<RealType, RealType> support(const binomial_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ const std::pair<RealType, RealType> support(const binomial_distribution<RealType, Policy>& dist)
{ // Range of supported values for random variable k.
// This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
return std::pair<RealType, RealType>(0, dist.trials());
}
- template <class RealType>
- inline RealType mean(const binomial_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType mean(const binomial_distribution<RealType, Policy>& dist)
{ // Mean of Binomial distribution = np.
return dist.trials() * dist.success_fraction();
} // mean
- template <class RealType>
- inline RealType variance(const binomial_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType variance(const binomial_distribution<RealType, Policy>& dist)
{ // Variance of Binomial distribution = np(1-p).
return dist.trials() * dist.success_fraction() * (1 - dist.success_fraction());
} // variance
- template <class RealType>
- RealType pdf(const binomial_distribution<RealType>& dist, const RealType k)
+ template <class RealType, class Policy>
+ RealType pdf(const binomial_distribution<RealType, Policy>& dist, const RealType k)
{ // Probability Density/Mass Function.
BOOST_FPU_EXCEPTION_GUARD
- using boost::math::tools::domain_error;
using namespace std; // for ADL of std functions
RealType n = dist.trials();
@@ -370,11 +453,11 @@
// Error check:
RealType result;
if(false == binomial_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::pdf(binomial_distribution<%1%> const&, %1%)",
n,
dist.success_fraction(),
k,
- &result))
+ &result, Policy()))
{
return result;
}
@@ -415,12 +498,12 @@
// = ibeta_derivative(k+1, n-k+1, p) / (n+1)
//
using boost::math::ibeta_derivative; // a, b, x
- return ibeta_derivative(k+1, n-k+1, dist.success_fraction()) / (n+1);
+ return ibeta_derivative(k+1, n-k+1, dist.success_fraction(), Policy()) / (n+1);
} // pdf
- template <class RealType>
- inline RealType cdf(const binomial_distribution<RealType>& dist, const RealType k)
+ template <class RealType, class Policy>
+ inline RealType cdf(const binomial_distribution<RealType, Policy>& dist, const RealType k)
{ // Cumulative Distribution Function Binomial.
// The random variate k is the number of successes in n trials.
// k argument may be integral, signed, or unsigned, or floating point.
@@ -449,11 +532,11 @@
// Error check:
RealType result;
if(false == binomial_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::cdf(binomial_distribution<%1%> const&, %1%)",
n,
p,
k,
- &result))
+ &result, Policy()))
{
return result;
}
@@ -489,11 +572,11 @@
// beta uses a finite sum internally for integer arguments, so
// we'll just let it take care of the necessary logic.
//
- return ibetac(k + 1, n - k, p);
+ return ibetac(k + 1, n - k, p, Policy());
} // binomial cdf
- template <class RealType>
- inline RealType cdf(const complemented2_type<binomial_distribution<RealType>, RealType>& c)
+ template <class RealType, class Policy>
+ inline RealType cdf(const complemented2_type<binomial_distribution<RealType, Policy>, RealType>& c)
{ // Complemented Cumulative Distribution Function Binomial.
// The random variate k is the number of successes in n trials.
// k argument may be integral, signed, or unsigned, or floating point.
@@ -517,18 +600,18 @@
using namespace std; // for ADL of std functions
RealType const& k = c.param;
- binomial_distribution<RealType> const& dist = c.dist;
+ binomial_distribution<RealType, Policy> const& dist = c.dist;
RealType n = dist.trials();
RealType p = dist.success_fraction();
// Error checks:
RealType result;
if(false == binomial_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::cdf(binomial_distribution<%1%> const&, %1%)",
n,
p,
k,
- &result))
+ &result, Policy()))
{
return result;
}
@@ -567,199 +650,23 @@
// beta uses a finite sum internally for integer arguments, so
// we'll just let it take care of the necessary logic.
//
- return ibeta(k + 1, n - k, p);
+ return ibeta(k + 1, n - k, p, Policy());
} // binomial cdf
- namespace detail
- {
- template <class RealType>
- struct binomial_functor
- {
- binomial_functor(const binomial_distribution<RealType>& d, const RealType& target, bool c = false)
- : dist(d), t(target), complement(c) {}
-
- RealType operator()(const RealType k)
- {
- if(k >= dist.trials())
- return 1; // any positive value will do.
- return complement ? t - cdf(boost::math::complement(dist, k)) : cdf(dist, k) - t;
- }
- private:
- const binomial_distribution<RealType>& dist;
- RealType t;
- bool complement;
-
- binomial_functor& operator=(const binomial_functor&);
- }; // struct binomial_functor
- } // namespace detail
-
- template <class RealType>
- RealType quantile(const binomial_distribution<RealType>& dist, const RealType& p)
- { // Quantile or Percent Point Binomial function.
- // Return the number of expected successes k,
- // for a given probability p.
- //
- // Error checks:
- using namespace std; // ADL of std names
- RealType result;
- RealType trials = dist.trials();
- if(false == binomial_detail::check_dist_and_prob(
- BOOST_CURRENT_FUNCTION,
- trials,
- dist.success_fraction(),
- p,
- &result))
- {
- return result;
- }
-
- // Special cases:
- //
- if(p == 0)
- { // There may actually be no answer to this question,
- // since the probability of zero successes may be non-zero,
- // but zero is the best we can do:
- return 0;
- }
- if(p == 1)
- { // Probability of n or fewer successes is always one,
- // so n is the most sensible answer here:
- return dist.trials();
- }
- if (p <= pow(1 - dist.success_fraction(), trials))
- { // p <= pdf(dist, 0) == cdf(dist, 0)
- return 0; // So the only reasonable result is zero.
- } // And root finder would fail otherwise.
-
- // Solve for quantile numerically:
- //
- RealType guess = binomial_detail::inverse_binomial_cornish_fisher(trials, dist.success_fraction(), p, 1-p);
- RealType factor = 8;
- if(trials > 100)
- factor = 1.01f; // guess is pretty accurate
- else if((trials > 10) && (trials - 1 > guess) && (guess > 3))
- factor = 1.15f; // less accurate but OK.
- else if(trials < 10)
- {
- // pretty inaccurate guess in this area:
- if(guess > trials / 64)
- {
- guess = trials / 4;
- factor = 2;
- }
- else
- guess = trials / 1024;
- }
- else
- factor = 2; // trials largish, but in far tails.
-
- detail::binomial_functor<RealType> f(dist, p);
- tools::eps_tolerance<RealType> tol(tools::digits<RealType>());
- boost::uintmax_t max_iter = 1000;
- std::pair<RealType, RealType> r = tools::bracket_and_solve_root(
- f,
- guess,
- factor,
- true,
- tol,
- max_iter,
- policy::policy<>());
- if(max_iter >= 1000)
- tools::logic_error<RealType>(BOOST_CURRENT_FUNCTION, "Unable to locate the root within a reasonable number of iterations, closest approximation so far was %1%", r.first);
- // return centre point of range found:
- return r.first + (r.second - r.first) / 2;
+ template <class RealType, class Policy>
+ inline RealType quantile(const binomial_distribution<RealType, Policy>& dist, const RealType& p)
+ {
+ return binomial_detail::quantile_imp(dist, p, 1-p);
} // quantile
- template <class RealType>
- RealType quantile(const complemented2_type<binomial_distribution<RealType>, RealType>& c)
- { // Quantile or Percent Point Binomial function.
- // Return the number of expected successes k for a given
- // complement of the probability q.
- //
- // Error checks:
- RealType q = c.param;
- const binomial_distribution<RealType>& dist = c.dist;
- RealType trials = dist.trials();
- RealType result;
- if(false == binomial_detail::check_dist_and_prob(
- BOOST_CURRENT_FUNCTION,
- trials,
- dist.success_fraction(),
- q,
- &result))
- {
- return result;
- }
-
- // Special cases:
- //
- if(q == 1)
- { // There may actually be no answer to this question,
- // since the probability of zero successes may be non-zero,
- // but zero is the best we can do:
- return 0;
- }
- if(q == 0)
- { // Probability of greater than n successes is always zero,
- // so n is the most sensible answer here:
- return dist.trials();
- }
- if(trials == 1)
- {
- if(-q <= -dist.success_fraction())
- return 0;
- }
- else
- {
- if (-q <= boost::math::expm1(boost::math::log1p(-dist.success_fraction()) * trials))
- { // // q <= cdf(complement(dist, 0)) == pdf(dist, 0)
- return 0; // So the only reasonable result is zero.
- } // And root finder would fail otherwise.
- }
-
- // Need to consider the case where
- //
- // Solve for quantile numerically:
- //
- RealType guess = binomial_detail::inverse_binomial_cornish_fisher(trials, dist.success_fraction(), 1-q, q);
- RealType factor = 8;
- if(trials > 100)
- factor = 1.01f; // guess is pretty accurate
- else if((trials > 10) && (trials - 1 > guess) && (guess > 3))
- factor = 1.15f; // less accurate but OK.
- else if(trials < 10)
- {
- // pretty inaccurate guess in this area:
- if(guess > trials / 64)
- {
- guess = trials / 4;
- factor = 2;
- }
- else
- guess = trials / 1024;
- }
- else
- factor = 2; // trials largish, but in far tails.
-
- detail::binomial_functor<RealType> f(dist, q, true);
- tools::eps_tolerance<RealType> tol(tools::digits<RealType>());
- boost::uintmax_t max_iter = 1000;
- std::pair<RealType, RealType> r = tools::bracket_and_solve_root(
- f,
- guess,
- factor,
- true,
- tol,
- max_iter,
- policy::policy<>());
- if(max_iter >= 1000)
- tools::logic_error<RealType>(BOOST_CURRENT_FUNCTION, "Unable to locate the root within a reasonable number of iterations, closest approximation so far was %1%", r.first);
- // return centre point of range found:
- return r.first + (r.second - r.first) / 2;
+ template <class RealType, class Policy>
+ RealType quantile(const complemented2_type<binomial_distribution<RealType, Policy>, RealType>& c)
+ {
+ return binomial_detail::quantile_imp(c.dist, 1-c.param, c.param);
} // quantile
- template <class RealType>
- inline RealType mode(const binomial_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType mode(const binomial_distribution<RealType, Policy>& dist)
{
using namespace std; // ADL of std functions.
RealType p = dist.success_fraction();
@@ -767,8 +674,8 @@
return floor(p * (n + 1));
}
- template <class RealType>
- inline RealType median(const binomial_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType median(const binomial_distribution<RealType, Policy>& dist)
{ // Bounds for the median of the negative binomial distribution
// VAN DE VEN R. ; WEBER N. C. ;
// Univ. Sydney, school mathematics statistics, Sydney N.S.W. 2006, AUSTRALIE
@@ -785,8 +692,8 @@
return floor(p * n); // Chose the middle value.
}
- template <class RealType>
- inline RealType skewness(const binomial_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType skewness(const binomial_distribution<RealType, Policy>& dist)
{
using namespace std; // ADL of std functions.
RealType p = dist.success_fraction();
@@ -794,16 +701,16 @@
return (1 - 2 * p) / sqrt(n * p * (1 - p));
}
- template <class RealType>
- inline RealType kurtosis(const binomial_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType kurtosis(const binomial_distribution<RealType, Policy>& dist)
{
RealType p = dist.success_fraction();
RealType n = dist.trials();
return 3 - 6 / n + 1 / (n * p * (1 - p));
}
- template <class RealType>
- inline RealType kurtosis_excess(const binomial_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType kurtosis_excess(const binomial_distribution<RealType, Policy>& dist)
{
RealType p = dist.success_fraction();
RealType q = 1 - p;
Modified: sandbox/math_toolkit/policy/boost/math/distributions/cauchy.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/cauchy.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/cauchy.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -13,7 +13,7 @@
#ifdef BOOST_MSVC
# pragma warning(push)
-# pragma warning(disable: 4702) // unreachable code (return after domain_error throw).
+# pragma warning(disable: 4702) // unreachable code (return after raise_domain_error throw).
#endif
#include <utility>
@@ -21,28 +21,28 @@
namespace boost{ namespace math
{
-template <class RealType>
+template <class RealType, class Policy>
class cauchy_distribution;
namespace detail
{
-template <class RealType>
-inline bool check_cauchy_scale(const char* func, RealType scale, RealType* result)
+template <class RealType, class Policy>
+inline bool check_cauchy_scale(const char* func, RealType scale, RealType* result, const Policy& pol)
{
if(scale <= 0)
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
func,
"The scale parameter for the Cauchy distribution must be > 0 but got %1%.",
- scale);
+ scale, pol);
return false;
}
return true;
}
-template <class RealType>
-RealType cdf_imp(const cauchy_distribution<RealType>& dist, const RealType& x, bool complement)
+template <class RealType, class Policy>
+RealType cdf_imp(const cauchy_distribution<RealType, Policy>& dist, const RealType& x, bool complement)
{
//
// This calculates the cdf of the Cauchy distribution and/or its complement.
@@ -70,7 +70,7 @@
RealType result;
RealType loc = dist.location();
RealType scale = dist.scale();
- if(0 == detail::check_cauchy_scale(BOOST_CURRENT_FUNCTION, scale, &result))
+ if(0 == detail::check_cauchy_scale("boost::math::cdf(cauchy<%1%>&, %1%)", scale, &result, Policy()))
return result;
RealType mx = -fabs((x - loc) / scale);
@@ -83,9 +83,9 @@
return (((x > loc) != complement) ? 1 - result : result);
} // cdf
-template <class RealType>
+template <class RealType, class Policy>
RealType quantile_imp(
- const cauchy_distribution<RealType>& dist,
+ const cauchy_distribution<RealType, Policy>& dist,
const RealType& p,
bool complement)
{
@@ -98,19 +98,20 @@
// mid-point of the distribution. This is either added or subtracted
// from the location parameter depending on whether `complement` is true.
//
+ static const char* function = "boost::math::quantile(cauchy<%1%>&, %1%)";
using namespace std; // for ADL of std functions
// Special cases:
if(p == 1)
- return (complement ? -1 : 1) * tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return (complement ? -1 : 1) * policy::raise_overflow_error<RealType>(function, 0, Policy());
if(p == 0)
- return (complement ? 1 : -1) * tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return (complement ? 1 : -1) * policy::raise_overflow_error<RealType>(function, 0, Policy());
RealType result;
RealType loc = dist.location();
RealType scale = dist.scale();
- if(0 == detail::check_cauchy_scale(BOOST_CURRENT_FUNCTION, scale, &result))
+ if(0 == detail::check_cauchy_scale(function, scale, &result, Policy()))
return result;
- if(0 == detail::check_probability(BOOST_CURRENT_FUNCTION, p, &result))
+ if(0 == detail::check_probability(function, p, &result, Policy()))
return result;
// argument reduction of p:
@@ -126,17 +127,18 @@
}
-template <class RealType = double>
+template <class RealType = double, class Policy = policy::policy<> >
class cauchy_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
cauchy_distribution(RealType a = 0, RealType b = 1)
: m_a(a), m_hg(b)
{
RealType r;
- detail::check_cauchy_scale(BOOST_CURRENT_FUNCTION, b, &r);
+ detail::check_cauchy_scale("boost::math::cauchy<%1%>::cauchy", b, &r, Policy());
} // cauchy_distribution
RealType location()const
@@ -155,27 +157,27 @@
typedef cauchy_distribution<double> cauchy;
-template <class RealType>
-inline const std::pair<RealType, RealType> range(const cauchy_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> range(const cauchy_distribution<RealType, Policy>&)
{ // 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.
}
-template <class RealType>
-inline const std::pair<RealType, RealType> support(const cauchy_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> support(const cauchy_distribution<RealType, Policy>& )
{ // 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.
return std::pair<RealType, RealType>(-tools::max_value<RealType>(), tools::max_value<RealType>()); // - to + infinity.
}
-template <class RealType>
-inline RealType pdf(const cauchy_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+inline RealType pdf(const cauchy_distribution<RealType, Policy>& dist, const RealType& x)
{
RealType result;
RealType loc = dist.location();
RealType scale = dist.scale();
- if(0 == detail::check_cauchy_scale(BOOST_CURRENT_FUNCTION, scale, &result))
+ if(0 == detail::check_cauchy_scale("boost::math::pdf(cauchy<%1%>&, %1%)", scale, &result, Policy()))
return result;
RealType xs = (x - loc) / scale;
@@ -184,94 +186,109 @@
return result;
} // pdf
-template <class RealType>
-inline RealType cdf(const cauchy_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+inline RealType cdf(const cauchy_distribution<RealType, Policy>& dist, const RealType& x)
{
return detail::cdf_imp(dist, x, false);
} // cdf
-template <class RealType>
-inline RealType quantile(const cauchy_distribution<RealType>& dist, const RealType& p)
+template <class RealType, class Policy>
+inline RealType quantile(const cauchy_distribution<RealType, Policy>& dist, const RealType& p)
{
return detail::quantile_imp(dist, p, false);
} // quantile
-template <class RealType>
-inline RealType cdf(const complemented2_type<cauchy_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType cdf(const complemented2_type<cauchy_distribution<RealType, Policy>, RealType>& c)
{
return detail::cdf_imp(c.dist, c.param, true);
}
-template <class RealType>
-inline RealType quantile(const complemented2_type<cauchy_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType quantile(const complemented2_type<cauchy_distribution<RealType, Policy>, RealType>& c)
{
return detail::quantile_imp(c.dist, c.param, true);
}
-template <class RealType>
-inline RealType mean(const cauchy_distribution<RealType>& )
+template <class RealType, class Policy>
+inline RealType mean(const cauchy_distribution<RealType, Policy>&)
{
// There is no mean:
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION,
+ typedef typename Policy::assert_undefined_type assert_type;
+ BOOST_STATIC_ASSERT(assert_type::value == 0);
+
+ return policy::raise_domain_error<RealType>(
+ "boost::math::mean(cauchy<%1%>&)",
"The Cauchy distribution does not have a mean: "
"the only possible return value is %1%.",
- std::numeric_limits<RealType>::quiet_NaN());
+ std::numeric_limits<RealType>::quiet_NaN(), Policy());
}
-template <class RealType>
-inline RealType variance(const cauchy_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType variance(const cauchy_distribution<RealType, Policy>& /*dist*/)
{
// There is no variance:
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION,
+ typedef typename Policy::assert_undefined_type assert_type;
+ BOOST_STATIC_ASSERT(assert_type::value == 0);
+
+ return policy::raise_domain_error<RealType>(
+ "boost::math::variance(cauchy<%1%>&)",
"The Cauchy distribution does not have a variance: "
"the only possible return value is %1%.",
- std::numeric_limits<RealType>::quiet_NaN());
+ std::numeric_limits<RealType>::quiet_NaN(), Policy());
}
-template <class RealType>
-inline RealType mode(const cauchy_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mode(const cauchy_distribution<RealType, Policy>& dist)
{
return dist.location();
}
-template <class RealType>
-inline RealType median(const cauchy_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType median(const cauchy_distribution<RealType, Policy>& dist)
{
return dist.location();
}
-template <class RealType>
-inline RealType skewness(const cauchy_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType skewness(const cauchy_distribution<RealType, Policy>& /*dist*/)
{
// There is no skewness:
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION,
+ typedef typename Policy::assert_undefined_type assert_type;
+ BOOST_STATIC_ASSERT(assert_type::value == 0);
+
+ return policy::raise_domain_error<RealType>(
+ "boost::math::skewness(cauchy<%1%>&)",
"The Cauchy distribution does not have a skewness: "
"the only possible return value is %1%.",
- std::numeric_limits<RealType>::quiet_NaN()); // infinity?
+ std::numeric_limits<RealType>::quiet_NaN(), Policy()); // infinity?
}
-template <class RealType>
-inline RealType kurtosis(const cauchy_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType kurtosis(const cauchy_distribution<RealType, Policy>& /*dist*/)
{
// There is no kurtosis:
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION,
+ typedef typename Policy::assert_undefined_type assert_type;
+ BOOST_STATIC_ASSERT(assert_type::value == 0);
+
+ return policy::raise_domain_error<RealType>(
+ "boost::math::kurtosis(cauchy<%1%>&)",
"The Cauchy distribution does not have a kurtosis: "
"the only possible return value is %1%.",
- std::numeric_limits<RealType>::quiet_NaN());
+ std::numeric_limits<RealType>::quiet_NaN(), Policy());
}
-template <class RealType>
-inline RealType kurtosis_excess(const cauchy_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType kurtosis_excess(const cauchy_distribution<RealType, Policy>& /*dist*/)
{
// There is no kurtosis excess:
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION,
+ typedef typename Policy::assert_undefined_type assert_type;
+ BOOST_STATIC_ASSERT(assert_type::value == 0);
+
+ return policy::raise_domain_error<RealType>(
+ "boost::math::kurtosis_excess(cauchy<%1%>&)",
"The Cauchy distribution does not have a kurtosis: "
"the only possible return value is %1%.",
- std::numeric_limits<RealType>::quiet_NaN());
+ std::numeric_limits<RealType>::quiet_NaN(), Policy());
}
} // namespace math
Modified: sandbox/math_toolkit/policy/boost/math/distributions/chi_squared.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/chi_squared.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/chi_squared.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -17,17 +17,18 @@
namespace boost{ namespace math{
-template <class RealType = double>
+ template <class RealType = double, class Policy = policy::policy<> >
class chi_squared_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
chi_squared_distribution(RealType i) : m_df(i)
{
RealType result;
detail::check_df(
- BOOST_CURRENT_FUNCTION, m_df, &result);
+ "boost::math::chi_squared_distribution<%1%>::chi_squared_distribution", m_df, &result, Policy());
} // chi_squared_distribution
RealType degrees_of_freedom()const
@@ -52,35 +53,38 @@
typedef chi_squared_distribution<double> chi_squared;
-template <class RealType>
-inline const std::pair<RealType, RealType> range(const chi_squared_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> range(const chi_squared_distribution<RealType, Policy>& /*dist*/)
{ // Range of permissible values for random variable x.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(0, max_value<RealType>()); // 0 to + infinity.
}
-template <class RealType>
-inline const std::pair<RealType, RealType> support(const chi_squared_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> support(const chi_squared_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.
return std::pair<RealType, RealType>(0, tools::max_value<RealType>()); // 0 to + infinity.
}
-template <class RealType>
-RealType pdf(const chi_squared_distribution<RealType>& dist, const RealType& chi_square)
+template <class RealType, class Policy>
+RealType pdf(const chi_squared_distribution<RealType, Policy>& dist, const RealType& chi_square)
{
using namespace std; // for ADL of std functions
RealType degrees_of_freedom = dist.degrees_of_freedom();
// Error check:
RealType error_result;
+
+ static const char* function = "boost::math::pdf(const chi_squared_distribution<%1%>&, %1%)";
+
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, degrees_of_freedom, &error_result))
+ function, degrees_of_freedom, &error_result, Policy()))
return error_result;
if((chi_square < 0) || !(boost::math::isfinite)(chi_square))
{
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION, "Chi Square parameter was %1%, but must be > 0 !", chi_square);
+ return policy::raise_domain_error<RealType>(
+ function, "Chi Square parameter was %1%, but must be > 0 !", chi_square, Policy());
}
if(chi_square == 0)
@@ -88,8 +92,8 @@
// Handle special cases:
if(degrees_of_freedom < 2)
{
- return tools::overflow_error<RealType>(
- BOOST_CURRENT_FUNCTION);
+ return policy::raise_overflow_error<RealType>(
+ function, 0, Policy());
}
else if(degrees_of_freedom == 2)
{
@@ -101,105 +105,111 @@
}
}
- return gamma_p_derivative(degrees_of_freedom / 2, chi_square / 2) / 2;
+ return gamma_p_derivative(degrees_of_freedom / 2, chi_square / 2, Policy()) / 2;
} // pdf
-template <class RealType>
-inline RealType cdf(const chi_squared_distribution<RealType>& dist, const RealType& chi_square)
+template <class RealType, class Policy>
+inline RealType cdf(const chi_squared_distribution<RealType, Policy>& dist, const RealType& chi_square)
{
RealType degrees_of_freedom = dist.degrees_of_freedom();
// Error check:
RealType error_result;
+ static const char* function = "boost::math::cdf(const chi_squared_distribution<%1%>&, %1%)";
+
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, degrees_of_freedom, &error_result))
+ function, degrees_of_freedom, &error_result, Policy()))
return error_result;
if((chi_square < 0) || !(boost::math::isfinite)(chi_square))
{
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION, "Chi Square parameter was %1%, but must be > 0 !", chi_square);
+ return policy::raise_domain_error<RealType>(
+ function, "Chi Square parameter was %1%, but must be > 0 !", chi_square, Policy());
}
- return boost::math::gamma_p(degrees_of_freedom / 2, chi_square / 2);
+ return boost::math::gamma_p(degrees_of_freedom / 2, chi_square / 2, Policy());
} // cdf
-template <class RealType>
-inline RealType quantile(const chi_squared_distribution<RealType>& dist, const RealType& p)
+template <class RealType, class Policy>
+inline RealType quantile(const chi_squared_distribution<RealType, Policy>& dist, const RealType& p)
{
RealType degrees_of_freedom = dist.degrees_of_freedom();
+ static const char* function = "boost::math::quantile(const chi_squared_distribution<%1%>&, %1%)";
// Error check:
RealType error_result;
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, degrees_of_freedom, &error_result)
+ function, degrees_of_freedom, &error_result, Policy())
&& detail::check_probability(
- BOOST_CURRENT_FUNCTION, p, &error_result))
+ function, p, &error_result, Policy()))
return error_result;
- return 2 * boost::math::gamma_p_inv(degrees_of_freedom / 2, p);
+ return 2 * boost::math::gamma_p_inv(degrees_of_freedom / 2, p, Policy());
} // quantile
-template <class RealType>
-inline RealType cdf(const complemented2_type<chi_squared_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType cdf(const complemented2_type<chi_squared_distribution<RealType, Policy>, RealType>& c)
{
RealType const& degrees_of_freedom = c.dist.degrees_of_freedom();
RealType const& chi_square = c.param;
+ static const char* function = "boost::math::cdf(const chi_squared_distribution<%1%>&, %1%)";
// Error check:
RealType error_result;
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, degrees_of_freedom, &error_result))
+ function, degrees_of_freedom, &error_result, Policy()))
return error_result;
if((chi_square < 0) || !(boost::math::isfinite)(chi_square))
{
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION, "Chi Square parameter was %1%, but must be > 0 !", chi_square);
+ return policy::raise_domain_error<RealType>(
+ function, "Chi Square parameter was %1%, but must be > 0 !", chi_square, Policy());
}
- return boost::math::gamma_q(degrees_of_freedom / 2, chi_square / 2);
+ return boost::math::gamma_q(degrees_of_freedom / 2, chi_square / 2, Policy());
}
-template <class RealType>
-inline RealType quantile(const complemented2_type<chi_squared_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType quantile(const complemented2_type<chi_squared_distribution<RealType, Policy>, RealType>& c)
{
RealType const& degrees_of_freedom = c.dist.degrees_of_freedom();
RealType const& q = c.param;
+ static const char* function = "boost::math::quantile(const chi_squared_distribution<%1%>&, %1%)";
// Error check:
RealType error_result;
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, degrees_of_freedom, &error_result)
+ function, degrees_of_freedom, &error_result, Policy())
&& detail::check_probability(
- BOOST_CURRENT_FUNCTION, q, &error_result))
+ function, q, &error_result, Policy()))
return error_result;
- return 2 * boost::math::gamma_q_inv(degrees_of_freedom / 2, q);
+ return 2 * boost::math::gamma_q_inv(degrees_of_freedom / 2, q, Policy());
}
-template <class RealType>
-inline RealType mean(const chi_squared_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mean(const chi_squared_distribution<RealType, Policy>& dist)
{ // Mean of Chi-Squared distribution = v.
return dist.degrees_of_freedom();
} // mean
-template <class RealType>
-inline RealType variance(const chi_squared_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType variance(const chi_squared_distribution<RealType, Policy>& dist)
{ // Variance of Chi-Squared distribution = 2v.
return 2 * dist.degrees_of_freedom();
} // variance
-template <class RealType>
-inline RealType mode(const chi_squared_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mode(const chi_squared_distribution<RealType, Policy>& dist)
{
RealType df = dist.degrees_of_freedom();
+ static const char* function = "boost::math::mode(const chi_squared_distribution<%1%>&)";
if(df <= 2)
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION,
+ return policy::raise_domain_error<RealType>(
+ function,
"The Chi-Squared distribution only has a mode for degrees of freedom >= 2, but got degrees of freedom = %1%.",
- df);
+ df, Policy());
return df - 2;
}
-//template <class RealType>
-//inline RealType median(const chi_squared_distribution<RealType>& dist)
+//template <class RealType, class Policy>
+//inline RealType median(const chi_squared_distribution<RealType, Policy>& dist)
//{ // Median is given by Quantile[dist, 1/2]
// RealType df = dist.degrees_of_freedom();
// if(df <= 1)
@@ -211,23 +221,23 @@
//}
// Now implemented via quantile(half) in derived accessors.
-template <class RealType>
-inline RealType skewness(const chi_squared_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType skewness(const chi_squared_distribution<RealType, Policy>& dist)
{
using namespace std; // For ADL
RealType df = dist.degrees_of_freedom();
return sqrt (8 / df); // == 2 * sqrt(2 / df);
}
-template <class RealType>
-inline RealType kurtosis(const chi_squared_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType kurtosis(const chi_squared_distribution<RealType, Policy>& dist)
{
RealType df = dist.degrees_of_freedom();
return 3 + 12 / df;
}
-template <class RealType>
-inline RealType kurtosis_excess(const chi_squared_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType kurtosis_excess(const chi_squared_distribution<RealType, Policy>& dist)
{
RealType df = dist.degrees_of_freedom();
return 12 / df;
@@ -238,7 +248,7 @@
//
namespace detail{
-template <class RealType>
+template <class RealType, class Policy>
struct df_estimator
{
df_estimator(RealType a, RealType b, RealType variance, RealType delta)
@@ -248,7 +258,7 @@
{
if(df <= tools::min_value<RealType>())
return 1;
- chi_squared_distribution<RealType> cs(df);
+ chi_squared_distribution<RealType, Policy> cs(df);
RealType result;
if(ratio > 0)
@@ -269,34 +279,35 @@
}
-template <class RealType>
-RealType chi_squared_distribution<RealType>::estimate_degrees_of_freedom(
+template <class RealType, class Policy>
+RealType chi_squared_distribution<RealType, Policy>::estimate_degrees_of_freedom(
RealType difference_from_variance,
RealType alpha,
RealType beta,
RealType variance,
RealType hint)
{
+ static const char* function = "boost::math::chi_squared_distribution<%1%>::estimate_degrees_of_freedom(%1%,%1%,%1%,%1%,%1%)";
// Check for domain errors:
RealType error_result;
if(false == detail::check_probability(
- BOOST_CURRENT_FUNCTION, alpha, &error_result)
- && detail::check_probability(BOOST_CURRENT_FUNCTION, beta, &error_result))
+ function, alpha, &error_result, Policy())
+ && detail::check_probability(BOOST_CURRENT_FUNCTION, beta, &error_result, Policy()))
return error_result;
if(hint <= 0)
hint = 1;
- detail::df_estimator<RealType> f(alpha, beta, variance, difference_from_variance);
- tools::eps_tolerance<RealType> tol(tools::digits<RealType>());
+ detail::df_estimator<RealType, Policy> f(alpha, beta, variance, difference_from_variance);
+ tools::eps_tolerance<RealType> tol(policy::digits<RealType, Policy>());
boost::uintmax_t max_iter = 10000;
- std::pair<RealType, RealType> r = tools::bracket_and_solve_root(f, hint, RealType(2), false, tol, max_iter, policy::policy<>());
+ std::pair<RealType, RealType> r = tools::bracket_and_solve_root(f, hint, RealType(2), false, tol, max_iter, Policy());
RealType result = r.first + (r.second - r.first) / 2;
if(max_iter == 10000)
{
- tools::logic_error<RealType>(BOOST_CURRENT_FUNCTION, "Unable to locate solution in a reasonable time:"
+ policy::raise_evaluation_error<RealType>(function, "Unable to locate solution in a reasonable time:"
" either there is no answer to how many degrees of freedom are required"
- " or the answer is infinite. Current best guess is %1%", result);
+ " or the answer is infinite. Current best guess is %1%", result, Policy());
}
return result;
}
Modified: sandbox/math_toolkit/policy/boost/math/distributions/detail/common_error_handling.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/detail/common_error_handling.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/detail/common_error_handling.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -9,6 +9,7 @@
#define BOOST_MATH_DISTRIBUTIONS_COMMON_ERROR_HANDLING_HPP
#include <boost/math/tools/error_handling.hpp>
+#include <boost/math/policy/error_handling.hpp>
#include <boost/math/special_functions/fpclassify.hpp>
#ifdef BOOST_MSVC
@@ -18,43 +19,44 @@
namespace boost{ namespace math{ namespace detail{
-template <class RealType>
-inline bool check_probability(const char* function, RealType const& prob, RealType* result)
+template <class RealType, class Policy>
+inline bool check_probability(const char* function, RealType const& prob, RealType* result, const Policy& pol)
{
if((prob < 0) || (prob > 1) || !(boost::math::isfinite)(prob))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Probability argument is %1%, but must be >= 0 and <= 1 !", prob);
+ "Probability argument is %1%, but must be >= 0 and <= 1 !", prob, pol);
return false;
}
return true;
}
-template <class RealType>
-inline bool check_df(const char* function, RealType const& df, RealType* result)
+template <class RealType, class Policy>
+inline bool check_df(const char* function, RealType const& df, RealType* result, const Policy& pol)
{
if((df <= 0) || !(boost::math::isfinite)(df))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Degrees of freedom argument is %1%, but must be > 0 !", df);
+ "Degrees of freedom argument is %1%, but must be > 0 !", df, pol);
return false;
}
return true;
}
-template <class RealType>
+template <class RealType, class Policy>
inline bool check_scale(
const char* function,
RealType scale,
- RealType* result)
+ RealType* result,
+ const Policy& pol)
{
if((scale < 0) || !(boost::math::isfinite)(scale))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Scale parameter is %1%, but must be > 0 !", scale);
+ "Scale parameter is %1%, but must be > 0 !", scale, pol);
return false;
}
return true;
Modified: sandbox/math_toolkit/policy/boost/math/distributions/detail/derived_accessors.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/detail/derived_accessors.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/detail/derived_accessors.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -60,11 +60,12 @@
{ // 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 tools::overflow_error<value_type>(
- BOOST_CURRENT_FUNCTION);
+ return policy::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?
@@ -85,6 +86,7 @@
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;
@@ -92,7 +94,7 @@
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 tools::overflow_error<value_type>(BOOST_CURRENT_FUNCTION);
+ return policy::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.
}
@@ -105,21 +107,18 @@
inline typename Distribution::value_type pdf(const Distribution& dist, const RealType& x)
{
typedef typename Distribution::value_type value_type;
- BOOST_STATIC_ASSERT((0 == ::boost::is_same<value_type, RealType>::value));
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;
- BOOST_STATIC_ASSERT((0 == ::boost::is_same<value_type, RealType>::value));
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;
- BOOST_STATIC_ASSERT((0 == ::boost::is_same<value_type, RealType>::value));
return quantile(dist, static_cast<value_type>(x));
}
/*
@@ -127,7 +126,6 @@
inline typename Distribution::value_type chf(const Distribution& dist, const RealType& x)
{
typedef typename Distribution::value_type value_type;
- BOOST_STATIC_ASSERT((0 == ::boost::is_same<value_type, RealType>::value));
return chf(dist, static_cast<value_type>(x));
}
*/
@@ -135,7 +133,6 @@
inline typename Distribution::value_type cdf(const complemented2_type<Distribution, RealType>& c)
{
typedef typename Distribution::value_type value_type;
- BOOST_STATIC_ASSERT((0 == ::boost::is_same<value_type, RealType>::value));
return cdf(complement(c.dist, static_cast<value_type>(c.param)));
}
@@ -143,7 +140,6 @@
inline typename Distribution::value_type quantile(const complemented2_type<Distribution, RealType>& c)
{
typedef typename Distribution::value_type value_type;
- BOOST_STATIC_ASSERT((0 == ::boost::is_same<value_type, RealType>::value));
return quantile(complement(c.dist, static_cast<value_type>(c.param)));
}
Added: sandbox/math_toolkit/policy/boost/math/distributions/detail/inv_discrete_quantile.hpp
==============================================================================
--- (empty file)
+++ sandbox/math_toolkit/policy/boost/math/distributions/detail/inv_discrete_quantile.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -0,0 +1,478 @@
+// Copyright John Maddock 2007.
+// 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_MATH_DISTRIBUTIONS_DETAIL_INV_DISCRETE_QUANTILE
+#define BOOST_MATH_DISTRIBUTIONS_DETAIL_INV_DISCRETE_QUANTILE
+
+#include <algorithm>
+
+namespace boost{ namespace math{ namespace detail{
+
+//
+// Functor for root finding algorithm:
+//
+template <class Dist>
+struct distribution_quantile_finder
+{
+ typedef typename Dist::value_type value_type;
+ typedef typename Dist::policy_type policy_type;
+
+ distribution_quantile_finder(const Dist d, value_type p, value_type q)
+ : dist(d), target(p < q ? p : q), comp(p < q ? false : true) {}
+
+ value_type operator()(value_type const& x)
+ {
+ return comp ? target - cdf(complement(dist, x)) : cdf(dist, x) - target;
+ }
+
+private:
+ Dist dist;
+ value_type target;
+ bool comp;
+};
+//
+// The purpose of adjust_bounds, is to toggle the last bit of the
+// range so that both ends round to the same integer, if possible.
+// If they do both round the same then we terminate the search
+// for the root *very* quickly when finding an integer result.
+// At the point that this function is called we know that "a" is
+// below the root and "b" above it, so this change can not result
+// in the root no longer being bracketed.
+//
+template <class Real, class Tol>
+void adjust_bounds(Real& a, Real& b, Tol const& tol){}
+
+template <class Real>
+void adjust_bounds(Real& a, Real& b, tools::equal_floor const& tol)
+{
+ using namespace std;
+ b -= tools::epsilon<Real>() * b;
+}
+
+template <class Real>
+void adjust_bounds(Real& a, Real& b, tools::equal_ceil const& tol)
+{
+ using namespace std;
+ a += tools::epsilon<Real>() * a;
+}
+
+template <class Real>
+void adjust_bounds(Real& a, Real& b, tools::equal_nearest_integer const& tol)
+{
+ using namespace std;
+ a += tools::epsilon<Real>() * a;
+ b -= tools::epsilon<Real>() * b;
+}
+//
+// This is where all the work is done:
+//
+template <class Dist, class Tolerance>
+typename Dist::value_type
+ do_inverse_discrete_quantile(
+ const Dist& dist,
+ const typename Dist::value_type& p,
+ const typename Dist::value_type& q,
+ typename Dist::value_type guess,
+ const typename Dist::value_type& multiplier,
+ typename Dist::value_type adder,
+ const Tolerance& tol,
+ boost::uintmax_t& max_iter)
+{
+ typedef typename Dist::value_type value_type;
+ typedef typename Dist::policy_type policy_type;
+
+ using namespace std;
+
+ distribution_quantile_finder<Dist> f(dist, p, q);
+ //
+ // Max bounds of the distribution:
+ //
+ value_type min_bound, max_bound;
+ std::tr1::tie(min_bound, max_bound) = support(dist);
+
+ if(guess > max_bound)
+ guess = max_bound;
+ if(guess < min_bound)
+ guess = min_bound;
+
+ value_type fa = f(guess);
+ boost::uintmax_t count = max_iter - 1;
+ value_type fb(fa), a(guess), b;
+
+ if(fa == 0)
+ return guess;
+
+ //
+ // For small expected results, just use a linear search:
+ //
+ if(guess < 10)
+ {
+ b = a;
+ while((a < 10) && (fa * fb >= 0))
+ {
+ if(fb <= 0)
+ {
+ a = b;
+ b = a + 1;
+ if(b > max_bound)
+ b = max_bound;
+ fb = f(b);
+ --count;
+ if(fb == 0)
+ return b;
+ }
+ else
+ {
+ b = a;
+ a = (std::max)(b - 1, value_type(0));
+ if(a < min_bound)
+ a = min_bound;
+ fa = f(a);
+ --count;
+ if(fa == 0)
+ return a;
+ }
+ }
+ }
+ //
+ // Try and bracket using a couple of additions first,
+ // we're assuming that "guess" is likely to be accurate
+ // to the nearest int or so:
+ //
+ else if(adder != 0)
+ {
+ //
+ // If we're looking for a large result, then bump "adder" up
+ // by a bit to increase our chances of bracketing the root:
+ //
+ //adder = (std::max)(adder, 0.001f * guess);
+ if(fa < 0)
+ {
+ b = a + adder;
+ if(b > max_bound)
+ b = max_bound;
+ }
+ else
+ {
+ b = (std::max)(a - adder, value_type(0));
+ if(b < min_bound)
+ b = min_bound;
+ }
+ fb = f(b);
+ --count;
+ if(fb == 0)
+ return b;
+ if(count && (fa * fb >= 0))
+ {
+ //
+ // We didn't bracket the root, try
+ // once more:
+ //
+ a = b;
+ fa = fb;
+ if(fa < 0)
+ {
+ b = a + adder;
+ if(b > max_bound)
+ b = max_bound;
+ }
+ else
+ {
+ b = (std::max)(a - adder, value_type(0));
+ if(b < min_bound)
+ b = min_bound;
+ }
+ fb = f(b);
+ --count;
+ }
+ if(a > b)
+ {
+ using std::swap;
+ swap(a, b);
+ swap(fa, fb);
+ }
+ }
+ //
+ // If the root hasn't been bracketed yet, try again
+ // using the multiplier this time:
+ //
+ if(sign(fb) == sign(fa))
+ {
+ if(fa < 0)
+ {
+ //
+ // Zero is to the right of x2, so walk upwards
+ // until we find it:
+ //
+ while(sign(fb) == sign(fa))
+ {
+ if(count == 0)
+ policy::raise_evaluation_error(BOOST_CURRENT_FUNCTION, "Unable to bracket root, last nearest value was %1%", b, policy_type());
+ a = b;
+ fa = fb;
+ b *= multiplier;
+ if(b > max_bound)
+ b = max_bound;
+ fb = f(b);
+ --count;
+ BOOST_MATH_INSTRUMENT_CODE("a = " << a << " b = " << b << " fa = " << fa << " fb = " << fb << " count = " << count);
+ }
+ }
+ else
+ {
+ //
+ // Zero is to the left of a, so walk downwards
+ // until we find it:
+ //
+ while(sign(fb) == sign(fa))
+ {
+ if(fabs(a) < tools::min_value<value_type>())
+ {
+ // Escape route just in case the answer is zero!
+ max_iter -= count;
+ max_iter += 1;
+ return 0;
+ }
+ if(count == 0)
+ policy::raise_evaluation_error(BOOST_CURRENT_FUNCTION, "Unable to bracket root, last nearest value was %1%", a, policy_type());
+ b = a;
+ fb = fa;
+ a /= multiplier;
+ if(a < min_bound)
+ a = min_bound;
+ fa = f(a);
+ --count;
+ BOOST_MATH_INSTRUMENT_CODE("a = " << a << " b = " << b << " fa = " << fa << " fb = " << fb << " count = " << count);
+ }
+ }
+ }
+ max_iter -= count;
+ if(fa == 0)
+ return a;
+ if(fb == 0)
+ return b;
+ //
+ // Adjust bounds so that if we're looking for an integer
+ // result, then both ends round the same way:
+ //
+ adjust_bounds(a, b, tol);
+ //
+ // We don't want zero or denorm lower bounds:
+ //
+ if(a < tools::min_value<value_type>())
+ a = tools::min_value<value_type>();
+ //
+ // Go ahead and find the root:
+ //
+ std::pair<value_type, value_type> r = toms748_solve(f, a, b, fa, fb, tol, count, policy_type());
+ max_iter += count;
+ BOOST_MATH_INSTRUMENT_CODE("max_iter = " << max_iter << " count = " << count);
+ return (r.first + r.second) / 2;
+}
+//
+// Now finally are the public API functions.
+// There is one overload for each policy,
+// each one is responsible for selecting the correct
+// termination condition, and rounding the result
+// to an int where required.
+//
+template <class Dist>
+inline typename Dist::value_type
+ inverse_discrete_quantile(
+ const Dist& dist,
+ const typename Dist::value_type& p,
+ const typename Dist::value_type& q,
+ const typename Dist::value_type& guess,
+ const typename Dist::value_type& multiplier,
+ const typename Dist::value_type& adder,
+ const policy::discrete_quantile<policy::real>&,
+ boost::uintmax_t& max_iter)
+{
+ if(p <= pdf(dist, 0))
+ return 0;
+ return do_inverse_discrete_quantile(
+ dist,
+ p,
+ q,
+ guess,
+ multiplier,
+ adder,
+ tools::eps_tolerance<typename Dist::value_type>(policy::digits<typename Dist::value_type, typename Dist::policy_type>()),
+ max_iter);
+}
+
+template <class Dist>
+inline typename Dist::value_type
+ inverse_discrete_quantile(
+ const Dist& dist,
+ const typename Dist::value_type& p,
+ const typename Dist::value_type& q,
+ const typename Dist::value_type& guess,
+ const typename Dist::value_type& multiplier,
+ const typename Dist::value_type& adder,
+ const policy::discrete_quantile<policy::integer_outside>&,
+ boost::uintmax_t& max_iter)
+{
+ typedef typename Dist::value_type value_type;
+ using namespace std;
+ if(p <= pdf(dist, 0))
+ return 0;
+ //
+ // What happens next depends on whether we're looking for an
+ // upper or lower quantile:
+ //
+ if(p < 0.5f)
+ return floor(do_inverse_discrete_quantile(
+ dist,
+ p,
+ q,
+ (guess < 1 ? value_type(1) : floor(guess)),
+ multiplier,
+ adder,
+ tools::equal_floor(),
+ max_iter));
+ // else:
+ return ceil(do_inverse_discrete_quantile(
+ dist,
+ p,
+ q,
+ ceil(guess),
+ multiplier,
+ adder,
+ tools::equal_ceil(),
+ max_iter));
+}
+
+template <class Dist>
+inline typename Dist::value_type
+ inverse_discrete_quantile(
+ const Dist& dist,
+ const typename Dist::value_type& p,
+ const typename Dist::value_type& q,
+ const typename Dist::value_type& guess,
+ const typename Dist::value_type& multiplier,
+ const typename Dist::value_type& adder,
+ const policy::discrete_quantile<policy::integer_inside>&,
+ boost::uintmax_t& max_iter)
+{
+ typedef typename Dist::value_type value_type;
+ using namespace std;
+ if(p <= pdf(dist, 0))
+ return 0;
+ //
+ // What happens next depends on whether we're looking for an
+ // upper or lower quantile:
+ //
+ if(p < 0.5f)
+ return ceil(do_inverse_discrete_quantile(
+ dist,
+ p,
+ q,
+ ceil(guess),
+ multiplier,
+ adder,
+ tools::equal_ceil(),
+ max_iter));
+ // else:
+ return floor(do_inverse_discrete_quantile(
+ dist,
+ p,
+ q,
+ (guess < 1 ? value_type(1) : floor(guess)),
+ multiplier,
+ adder,
+ tools::equal_floor(),
+ max_iter));
+}
+
+template <class Dist>
+inline typename Dist::value_type
+ inverse_discrete_quantile(
+ const Dist& dist,
+ const typename Dist::value_type& p,
+ const typename Dist::value_type& q,
+ const typename Dist::value_type& guess,
+ const typename Dist::value_type& multiplier,
+ const typename Dist::value_type& adder,
+ const policy::discrete_quantile<policy::integer_below>&,
+ boost::uintmax_t& max_iter)
+{
+ typedef typename Dist::value_type value_type;
+ using namespace std;
+ if(p <= pdf(dist, 0))
+ return 0;
+ return floor(do_inverse_discrete_quantile(
+ dist,
+ p,
+ q,
+ (guess < 1 ? value_type(1) : floor(guess)),
+ multiplier,
+ adder,
+ tools::equal_floor(),
+ max_iter));
+}
+
+template <class Dist>
+inline typename Dist::value_type
+ inverse_discrete_quantile(
+ const Dist& dist,
+ const typename Dist::value_type& p,
+ const typename Dist::value_type& q,
+ const typename Dist::value_type& guess,
+ const typename Dist::value_type& multiplier,
+ const typename Dist::value_type& adder,
+ const policy::discrete_quantile<policy::integer_above>&,
+ boost::uintmax_t& max_iter)
+{
+ using namespace std;
+ if(p <= pdf(dist, 0))
+ return 0;
+ return ceil(do_inverse_discrete_quantile(
+ dist,
+ p,
+ q,
+ ceil(guess),
+ multiplier,
+ adder,
+ tools::equal_ceil(),
+ max_iter));
+}
+
+template <class Dist>
+inline typename Dist::value_type
+ inverse_discrete_quantile(
+ const Dist& dist,
+ const typename Dist::value_type& p,
+ const typename Dist::value_type& q,
+ const typename Dist::value_type& guess,
+ const typename Dist::value_type& multiplier,
+ const typename Dist::value_type& adder,
+ const policy::discrete_quantile<policy::integer_nearest>&,
+ boost::uintmax_t& max_iter)
+{
+ typedef typename Dist::value_type value_type;
+ using namespace std;
+ if(p <= pdf(dist, 0))
+ return 0;
+ //
+ // Note that we adjust the guess to the nearest half-integer:
+ // this increase the chances that we will bracket the root
+ // with two results that both round to the same integer quickly.
+ //
+ return floor(do_inverse_discrete_quantile(
+ dist,
+ p,
+ q,
+ (guess < 0.5f ? value_type(1.5f) : floor(guess + 0.5f) + 0.5f),
+ multiplier,
+ adder,
+ tools::equal_nearest_integer(),
+ max_iter) + 0.5f);
+}
+
+}}} // namespaces
+
+#endif // BOOST_MATH_DISTRIBUTIONS_DETAIL_INV_DISCRETE_QUANTILE
+
Modified: sandbox/math_toolkit/policy/boost/math/distributions/exponential.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/exponential.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/exponential.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -26,27 +26,27 @@
//
// Error check:
//
-template <class RealType>
-inline bool verify_lambda(const char* function, RealType l, RealType* presult)
+template <class RealType, class Policy>
+inline bool verify_lambda(const char* function, RealType l, RealType* presult, const Policy& pol)
{
if(l <= 0)
{
- *presult = tools::domain_error<RealType>(
+ *presult = policy::raise_domain_error<RealType>(
function,
- "The scale parameter \"lambda\" must be > 0, but was: %1%.", l);
+ "The scale parameter \"lambda\" must be > 0, but was: %1%.", l, pol);
return false;
}
return true;
}
-template <class RealType>
-inline bool verify_exp_x(const char* function, RealType x, RealType* presult)
+template <class RealType, class Policy>
+inline bool verify_exp_x(const char* function, RealType x, RealType* presult, const Policy& pol)
{
if(x < 0)
{
- *presult = tools::domain_error<RealType>(
+ *presult = policy::raise_domain_error<RealType>(
function,
- "The random variable must be >= 0, but was: %1%.", x);
+ "The random variable must be >= 0, but was: %1%.", x, pol);
return false;
}
return true;
@@ -54,17 +54,18 @@
} // namespace detail
-template <class RealType = double>
+template <class RealType = double, class Policy = policy::policy<> >
class exponential_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
exponential_distribution(RealType lambda = 1)
: m_lambda(lambda)
{
RealType err;
- detail::verify_lambda(BOOST_CURRENT_FUNCTION, lambda, &err);
+ detail::verify_lambda("boost::math::exponential_distribution<%1%>::exponential_distribution", lambda, &err, Policy());
} // exponential_distribution
RealType lambda()const { return m_lambda; }
@@ -75,159 +76,169 @@
typedef exponential_distribution<double> exponential;
-template <class RealType>
-inline const std::pair<RealType, RealType> range(const exponential_distribution<RealType>& /*dist*/)
+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.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(static_cast<RealType>(0), max_value<RealType>());
}
-template <class RealType>
-inline const std::pair<RealType, RealType> support(const exponential_distribution<RealType>& /*dist*/)
+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;
return std::pair<RealType, RealType>(0, max_value<RealType>());
}
-template <class RealType>
-inline RealType pdf(const exponential_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+inline RealType pdf(const exponential_distribution<RealType, Policy>& dist, const RealType& x)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::pdf(const exponential_distribution<%1%>&, %1%)";
+
RealType lambda = dist.lambda();
RealType result;
- if(0 == detail::verify_lambda(BOOST_CURRENT_FUNCTION, lambda, &result))
+ if(0 == detail::verify_lambda(function, lambda, &result, Policy()))
return result;
- if(0 == detail::verify_exp_x(BOOST_CURRENT_FUNCTION, x, &result))
+ if(0 == detail::verify_exp_x(function, x, &result, Policy()))
return result;
result = lambda * exp(-lambda * x);
return result;
} // pdf
-template <class RealType>
-inline RealType cdf(const exponential_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+inline RealType cdf(const exponential_distribution<RealType, Policy>& dist, const RealType& x)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::cdf(const exponential_distribution<%1%>&, %1%)";
+
RealType result;
RealType lambda = dist.lambda();
- if(0 == detail::verify_lambda(BOOST_CURRENT_FUNCTION, lambda, &result))
+ if(0 == detail::verify_lambda(function, lambda, &result, Policy()))
return result;
- if(0 == detail::verify_exp_x(BOOST_CURRENT_FUNCTION, x, &result))
+ if(0 == detail::verify_exp_x(function, x, &result, Policy()))
return result;
- result = -boost::math::expm1(-x * lambda);
+ result = -boost::math::expm1(-x * lambda, Policy());
return result;
} // cdf
-template <class RealType>
-inline RealType quantile(const exponential_distribution<RealType>& dist, const RealType& p)
+template <class RealType, class Policy>
+inline RealType quantile(const exponential_distribution<RealType, Policy>& dist, const RealType& p)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::quantile(const exponential_distribution<%1%>&, %1%)";
+
RealType result;
RealType lambda = dist.lambda();
- if(0 == detail::verify_lambda(BOOST_CURRENT_FUNCTION, lambda, &result))
+ if(0 == detail::verify_lambda(function, lambda, &result, Policy()))
return result;
- if(0 == detail::check_probability(BOOST_CURRENT_FUNCTION, p, &result))
+ if(0 == detail::check_probability(function, p, &result, Policy()))
return result;
if(p == 0)
return 0;
if(p == 1)
- return tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return policy::raise_overflow_error<RealType>(function, 0, Policy());
- result = -boost::math::log1p(-p) / lambda;
+ result = -boost::math::log1p(-p, Policy()) / lambda;
return result;
} // quantile
-template <class RealType>
-inline RealType cdf(const complemented2_type<exponential_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType cdf(const complemented2_type<exponential_distribution<RealType, Policy>, RealType>& c)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::cdf(const exponential_distribution<%1%>&, %1%)";
+
RealType result;
RealType lambda = c.dist.lambda();
- if(0 == detail::verify_lambda(BOOST_CURRENT_FUNCTION, lambda, &result))
+ if(0 == detail::verify_lambda(function, lambda, &result, Policy()))
return result;
- if(0 == detail::verify_exp_x(BOOST_CURRENT_FUNCTION, c.param, &result))
+ if(0 == detail::verify_exp_x(function, c.param, &result, Policy()))
return result;
result = exp(-c.param * lambda);
return result;
}
-template <class RealType>
-inline RealType quantile(const complemented2_type<exponential_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType quantile(const complemented2_type<exponential_distribution<RealType, Policy>, RealType>& c)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::quantile(const exponential_distribution<%1%>&, %1%)";
+
RealType result;
RealType lambda = c.dist.lambda();
- if(0 == detail::verify_lambda(BOOST_CURRENT_FUNCTION, lambda, &result))
+ if(0 == detail::verify_lambda(function, lambda, &result, Policy()))
return result;
RealType q = c.param;
- if(0 == detail::check_probability(BOOST_CURRENT_FUNCTION, q, &result))
+ if(0 == detail::check_probability(function, q, &result, Policy()))
return result;
if(q == 1)
return 0;
if(q == 0)
- return tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return policy::raise_overflow_error<RealType>(function, 0, Policy());
result = -log(q) / lambda;
return result;
}
-template <class RealType>
-inline RealType mean(const exponential_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mean(const exponential_distribution<RealType, Policy>& dist)
{
RealType result;
RealType lambda = dist.lambda();
- if(0 == detail::verify_lambda(BOOST_CURRENT_FUNCTION, lambda, &result))
+ if(0 == detail::verify_lambda("boost::math::mean(const exponential_distribution<%1%>&)", lambda, &result, Policy()))
return result;
return 1 / lambda;
}
-template <class RealType>
-inline RealType standard_deviation(const exponential_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType standard_deviation(const exponential_distribution<RealType, Policy>& dist)
{
RealType result;
RealType lambda = dist.lambda();
- if(0 == detail::verify_lambda(BOOST_CURRENT_FUNCTION, lambda, &result))
+ if(0 == detail::verify_lambda("boost::math::standard_deviation(const exponential_distribution<%1%>&)", lambda, &result, Policy()))
return result;
return 1 / lambda;
}
-template <class RealType>
-inline RealType mode(const exponential_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType mode(const exponential_distribution<RealType, Policy>& /*dist*/)
{
return 0;
}
-template <class RealType>
-inline RealType median(const exponential_distribution<RealType>& dist)
+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>
-inline RealType skewness(const exponential_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType skewness(const exponential_distribution<RealType, Policy>& /*dist*/)
{
return 2;
}
-template <class RealType>
-inline RealType kurtosis(const exponential_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType kurtosis(const exponential_distribution<RealType, Policy>& /*dist*/)
{
return 9;
}
-template <class RealType>
-inline RealType kurtosis_excess(const exponential_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType kurtosis_excess(const exponential_distribution<RealType, Policy>& /*dist*/)
{
return 6;
}
Modified: sandbox/math_toolkit/policy/boost/math/distributions/extreme_value.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/extreme_value.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/extreme_value.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -33,14 +33,14 @@
//
// Error check:
//
-template <class RealType>
-inline bool verify_scale_b(const char* function, RealType b, RealType* presult)
+template <class RealType, class Policy>
+inline bool verify_scale_b(const char* function, RealType b, RealType* presult, const Policy& pol)
{
if(b <= 0)
{
- *presult = tools::domain_error<RealType>(
+ *presult = policy::raise_domain_error<RealType>(
function,
- "The scale parameter \"b\" must be > 0, but was: %1%.", b);
+ "The scale parameter \"b\" must be > 0, but was: %1%.", b, pol);
return false;
}
return true;
@@ -48,17 +48,18 @@
} // namespace detail
-template <class RealType = double>
+template <class RealType = double, class Policy = policy::policy<> >
class extreme_value_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
extreme_value_distribution(RealType a = 0, RealType b = 1)
: m_a(a), m_b(b)
{
RealType err;
- detail::verify_scale_b(BOOST_CURRENT_FUNCTION, b, &err);
+ detail::verify_scale_b("boost::math::extreme_value_distribution<%1%>::extreme_value_distribution", b, &err, Policy());
} // extreme_value_distribution
RealType location()const { return m_a; }
@@ -70,44 +71,44 @@
typedef extreme_value_distribution<double> extreme_value;
-template <class RealType>
-inline const std::pair<RealType, RealType> range(const extreme_value_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> range(const extreme_value_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>());
}
-template <class RealType>
-inline const std::pair<RealType, RealType> support(const extreme_value_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> support(const extreme_value_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>(-max_value<RealType>(), max_value<RealType>());
}
-template <class RealType>
-inline RealType pdf(const extreme_value_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+inline RealType pdf(const extreme_value_distribution<RealType, Policy>& dist, const RealType& x)
{
using namespace std; // for ADL of std functions
RealType a = dist.location();
RealType b = dist.scale();
RealType result;
- if(0 == detail::verify_scale_b(BOOST_CURRENT_FUNCTION, b, &result))
+ if(0 == detail::verify_scale_b("boost::math::pdf(const extreme_value_distribution<%1%>&, %1%)", b, &result, Policy()))
return result;
result = exp((a-x)/b) * exp(-exp((a-x)/b)) / b;
return result;
} // pdf
-template <class RealType>
-inline RealType cdf(const extreme_value_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+inline RealType cdf(const extreme_value_distribution<RealType, Policy>& dist, const RealType& x)
{
using namespace std; // for ADL of std functions
RealType a = dist.location();
RealType b = dist.scale();
RealType result;
- if(0 == detail::verify_scale_b(BOOST_CURRENT_FUNCTION, b, &result))
+ if(0 == detail::verify_scale_b("boost::math::cdf(const extreme_value_distribution<%1%>&, %1%)", b, &result, Policy()))
return result;
result = exp(-exp((a-x)/b));
@@ -115,107 +116,111 @@
return result;
} // cdf
-template <class RealType>
-RealType quantile(const extreme_value_distribution<RealType>& dist, const RealType& p)
+template <class RealType, class Policy>
+RealType quantile(const extreme_value_distribution<RealType, Policy>& dist, const RealType& p)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::quantile(const extreme_value_distribution<%1%>&, %1%)";
+
RealType a = dist.location();
RealType b = dist.scale();
RealType result;
- if(0 == detail::verify_scale_b(BOOST_CURRENT_FUNCTION, b, &result))
+ if(0 == detail::verify_scale_b(function, b, &result, Policy()))
return result;
- if(0 == detail::check_probability(BOOST_CURRENT_FUNCTION, p, &result))
+ if(0 == detail::check_probability(function, p, &result, Policy()))
return result;
if(p == 0)
- return -tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return -policy::raise_overflow_error<RealType>(function, 0, Policy());
if(p == 1)
- return tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return policy::raise_overflow_error<RealType>(function, 0, Policy());
result = a - log(-log(p)) * b;
return result;
} // quantile
-template <class RealType>
-inline RealType cdf(const complemented2_type<extreme_value_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType cdf(const complemented2_type<extreme_value_distribution<RealType, Policy>, RealType>& c)
{
using namespace std; // for ADL of std functions
RealType a = c.dist.location();
RealType b = c.dist.scale();
RealType result;
- if(0 == detail::verify_scale_b(BOOST_CURRENT_FUNCTION, b, &result))
+ if(0 == detail::verify_scale_b("boost::math::cdf(const extreme_value_distribution<%1%>&, %1%)", b, &result, Policy()))
return result;
- result = -boost::math::expm1(-exp((a-c.param)/b));
+ result = -boost::math::expm1(-exp((a-c.param)/b), Policy());
return result;
}
-template <class RealType>
-RealType quantile(const complemented2_type<extreme_value_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+RealType quantile(const complemented2_type<extreme_value_distribution<RealType, Policy>, RealType>& c)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::quantile(const extreme_value_distribution<%1%>&, %1%)";
+
RealType a = c.dist.location();
RealType b = c.dist.scale();
RealType q = c.param;
RealType result;
- if(0 == detail::verify_scale_b(BOOST_CURRENT_FUNCTION, b, &result))
+ if(0 == detail::verify_scale_b(function, b, &result, Policy()))
return result;
- if(0 == detail::check_probability(BOOST_CURRENT_FUNCTION, q, &result))
+ if(0 == detail::check_probability(function, q, &result, Policy()))
return result;
if(q == 0)
- return tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return policy::raise_overflow_error<RealType>(function, 0, Policy());
if(q == 1)
- return -tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return -policy::raise_overflow_error<RealType>(function, 0, Policy());
- result = a - log(-boost::math::log1p(-q)) * b;
+ result = a - log(-boost::math::log1p(-q, Policy())) * b;
return result;
}
-template <class RealType>
-inline RealType mean(const extreme_value_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mean(const extreme_value_distribution<RealType, Policy>& dist)
{
RealType a = dist.location();
RealType b = dist.scale();
RealType result;
- if(0 == detail::verify_scale_b(BOOST_CURRENT_FUNCTION, b, &result))
+ if(0 == detail::verify_scale_b("boost::math::mean(const extreme_value_distribution<%1%>&)", b, &result, Policy()))
return result;
return a + constants::euler<RealType>() * b;
}
-template <class RealType>
-inline RealType standard_deviation(const extreme_value_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType standard_deviation(const extreme_value_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std functions.
RealType b = dist.scale();
RealType result;
- if(0 == detail::verify_scale_b(BOOST_CURRENT_FUNCTION, b, &result))
+ if(0 == detail::verify_scale_b("boost::math::standard_deviation(const extreme_value_distribution<%1%>&)", b, &result, Policy()))
return result;
return constants::pi<RealType>() * b / sqrt(static_cast<RealType>(6));
}
-template <class RealType>
-inline RealType mode(const extreme_value_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mode(const extreme_value_distribution<RealType, Policy>& dist)
{
return dist.location();
}
-template <class RealType>
-inline RealType median(const extreme_value_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType median(const extreme_value_distribution<RealType, Policy>& dist)
{
using constants::ln_ln_two;
return dist.location() - dist.scale() * ln_ln_two<RealType>();
}
-template <class RealType>
-inline RealType skewness(const extreme_value_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType skewness(const extreme_value_distribution<RealType, Policy>& /*dist*/)
{
//
// This is 12 * sqrt(6) * zeta(3) / pi^3:
@@ -224,15 +229,15 @@
return static_cast<RealType>(1.1395470994046486574927930193898461120875997958366L);
}
-template <class RealType>
-inline RealType kurtosis(const extreme_value_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType kurtosis(const extreme_value_distribution<RealType, Policy>& /*dist*/)
{
// See http://mathworld.wolfram.com/ExtremeValueDistribution.html
return RealType(27) / 5;
}
-template <class RealType>
-inline RealType kurtosis_excess(const extreme_value_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType kurtosis_excess(const extreme_value_distribution<RealType, Policy>& /*dist*/)
{
// See http://mathworld.wolfram.com/ExtremeValueDistribution.html
return RealType(12) / 5;
Modified: sandbox/math_toolkit/policy/boost/math/distributions/fisher_f.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/fisher_f.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/fisher_f.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -17,19 +17,21 @@
namespace boost{ namespace math{
-template <class RealType = double>
+template <class RealType = double, class Policy = policy::policy<> >
class fisher_f_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
fisher_f_distribution(const RealType& i, const RealType& j) : m_df1(i), m_df2(j)
{
+ static const char* function = "fisher_f_distribution<%1%>::fisher_f_distribution";
RealType result;
detail::check_df(
- BOOST_CURRENT_FUNCTION, m_df1, &result);
+ function, m_df1, &result, Policy());
detail::check_df(
- BOOST_CURRENT_FUNCTION, m_df2, &result);
+ function, m_df2, &result, Policy());
} // fisher_f_distribution
RealType degrees_of_freedom1()const
@@ -51,47 +53,48 @@
typedef fisher_f_distribution<double> fisher_f;
-template <class RealType>
-inline const std::pair<RealType, RealType> range(const fisher_f_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> range(const fisher_f_distribution<RealType, Policy>& /*dist*/)
{ // Range of permissible values for random variable x.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(0, max_value<RealType>());
}
-template <class RealType>
-inline const std::pair<RealType, RealType> support(const fisher_f_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> support(const fisher_f_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>(0, max_value<RealType>());
}
-template <class RealType>
-RealType pdf(const fisher_f_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+RealType pdf(const fisher_f_distribution<RealType, Policy>& dist, const RealType& x)
{
using namespace std; // for ADL of std functions
RealType df1 = dist.degrees_of_freedom1();
RealType df2 = dist.degrees_of_freedom2();
// Error check:
RealType error_result;
+ static const char* function = "boost::math::pdf(fisher_f_distribution<%1%> const&, %1%)";
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, df1, &error_result)
+ function, df1, &error_result, Policy())
&& detail::check_df(
- BOOST_CURRENT_FUNCTION, df2, &error_result))
+ function, df2, &error_result, Policy()))
return error_result;
if((x < 0) || !(boost::math::isfinite)(x))
{
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION, "Random variable parameter was %1%, but must be > 0 !", x);
+ return policy::raise_domain_error<RealType>(
+ function, "Random variable parameter was %1%, but must be > 0 !", x, Policy());
}
if(x == 0)
{
// special cases:
if(df1 < 2)
- return tools::overflow_error<RealType>(
- BOOST_CURRENT_FUNCTION, 0);
+ return policy::raise_overflow_error<RealType>(
+ function, 0, Policy());
else if(df1 == 2)
return 1;
else
@@ -111,34 +114,35 @@
if(v1x > df2)
{
result = (df2 * df1) / ((df2 + v1x) * (df2 + v1x));
- result *= ibeta_derivative(df2 / 2, df1 / 2, df2 / (df2 + v1x));
+ result *= ibeta_derivative(df2 / 2, df1 / 2, df2 / (df2 + v1x), Policy());
}
else
{
result = df2 + df1 * x;
result = (result * df1 - x * df1 * df1) / (result * result);
- result *= ibeta_derivative(df1 / 2, df2 / 2, v1x / (df2 + v1x));
+ result *= ibeta_derivative(df1 / 2, df2 / 2, v1x / (df2 + v1x), Policy());
}
return result;
} // pdf
-template <class RealType>
-inline RealType cdf(const fisher_f_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+inline RealType cdf(const fisher_f_distribution<RealType, Policy>& dist, const RealType& x)
{
+ static const char* function = "boost::math::cdf(fisher_f_distribution<%1%> const&, %1%)";
RealType df1 = dist.degrees_of_freedom1();
RealType df2 = dist.degrees_of_freedom2();
// Error check:
RealType error_result;
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, df1, &error_result)
+ function, df1, &error_result, Policy())
&& detail::check_df(
- BOOST_CURRENT_FUNCTION, df2, &error_result))
+ function, df2, &error_result, Policy()))
return error_result;
if((x < 0) || !(boost::math::isfinite)(x))
{
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION, "Random Variable parameter was %1%, but must be > 0 !", x);
+ return policy::raise_domain_error<RealType>(
+ function, "Random Variable parameter was %1%, but must be > 0 !", x, Policy());
}
RealType v1x = df1 * x;
@@ -152,50 +156,52 @@
// to switch things around so we're passing 1-z instead.
//
return v1x > df2
- ? boost::math::ibetac(df2 / 2, df1 / 2, df2 / (df2 + v1x))
- : boost::math::ibeta(df1 / 2, df2 / 2, v1x / (df2 + v1x));
+ ? boost::math::ibetac(df2 / 2, df1 / 2, df2 / (df2 + v1x), Policy())
+ : boost::math::ibeta(df1 / 2, df2 / 2, v1x / (df2 + v1x), Policy());
} // cdf
-template <class RealType>
-inline RealType quantile(const fisher_f_distribution<RealType>& dist, const RealType& p)
+template <class RealType, class Policy>
+inline RealType quantile(const fisher_f_distribution<RealType, Policy>& dist, const RealType& p)
{
+ static const char* function = "boost::math::quantile(fisher_f_distribution<%1%> const&, %1%)";
RealType df1 = dist.degrees_of_freedom1();
RealType df2 = dist.degrees_of_freedom2();
// Error check:
RealType error_result;
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, df1, &error_result)
+ function, df1, &error_result, Policy())
&& detail::check_df(
- BOOST_CURRENT_FUNCTION, df2, &error_result)
+ function, df2, &error_result, Policy())
&& detail::check_probability(
- BOOST_CURRENT_FUNCTION, p, &error_result))
+ function, p, &error_result, Policy()))
return error_result;
RealType x, y;
- x = boost::math::ibeta_inv(df1 / 2, df2 / 2, p, &y);
+ x = boost::math::ibeta_inv(df1 / 2, df2 / 2, p, &y, Policy());
return df2 * x / (df1 * y);
} // quantile
-template <class RealType>
-inline RealType cdf(const complemented2_type<fisher_f_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType cdf(const complemented2_type<fisher_f_distribution<RealType, Policy>, RealType>& c)
{
+ static const char* function = "boost::math::cdf(fisher_f_distribution<%1%> const&, %1%)";
RealType df1 = c.dist.degrees_of_freedom1();
RealType df2 = c.dist.degrees_of_freedom2();
RealType x = c.param;
// Error check:
RealType error_result;
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, df1, &error_result)
+ function, df1, &error_result, Policy())
&& detail::check_df(
- BOOST_CURRENT_FUNCTION, df2, &error_result))
+ function, df2, &error_result, Policy()))
return error_result;
if((x < 0) || !(boost::math::isfinite)(x))
{
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION, "Random Variable parameter was %1%, but must be > 0 !", x);
+ return policy::raise_domain_error<RealType>(
+ function, "Random Variable parameter was %1%, but must be > 0 !", x, Policy());
}
RealType v1x = df1 * x;
@@ -209,104 +215,109 @@
// to switch things around so we're passing 1-z instead.
//
return v1x > df2
- ? boost::math::ibeta(df2 / 2, df1 / 2, df2 / (df2 + v1x))
- : boost::math::ibetac(df1 / 2, df2 / 2, v1x / (df2 + v1x));
+ ? boost::math::ibeta(df2 / 2, df1 / 2, df2 / (df2 + v1x), Policy())
+ : boost::math::ibetac(df1 / 2, df2 / 2, v1x / (df2 + v1x), Policy());
}
-template <class RealType>
-inline RealType quantile(const complemented2_type<fisher_f_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType quantile(const complemented2_type<fisher_f_distribution<RealType, Policy>, RealType>& c)
{
+ static const char* function = "boost::math::quantile(fisher_f_distribution<%1%> const&, %1%)";
RealType df1 = c.dist.degrees_of_freedom1();
RealType df2 = c.dist.degrees_of_freedom2();
RealType p = c.param;
// Error check:
RealType error_result;
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, df1, &error_result)
+ function, df1, &error_result, Policy())
&& detail::check_df(
- BOOST_CURRENT_FUNCTION, df2, &error_result)
+ function, df2, &error_result, Policy())
&& detail::check_probability(
- BOOST_CURRENT_FUNCTION, p, &error_result))
+ function, p, &error_result, Policy()))
return error_result;
RealType x, y;
- x = boost::math::ibetac_inv(df1 / 2, df2 / 2, p, &y);
+ x = boost::math::ibetac_inv(df1 / 2, df2 / 2, p, &y, Policy());
return df2 * x / (df1 * y);
}
-template <class RealType>
-inline RealType mean(const fisher_f_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mean(const fisher_f_distribution<RealType, Policy>& dist)
{ // Mean of F distribution = v.
+ static const char* function = "boost::math::mean(fisher_f_distribution<%1%> const&)";
RealType df1 = dist.degrees_of_freedom1();
RealType df2 = dist.degrees_of_freedom2();
// Error check:
RealType error_result;
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, df1, &error_result)
+ function, df1, &error_result, Policy())
&& detail::check_df(
- BOOST_CURRENT_FUNCTION, df2, &error_result))
+ function, df2, &error_result, Policy()))
return error_result;
if(df2 <= 2)
{
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION, "Second degree of freedom was %1% but must be > 2 in order for the distribution to have a mean.", df2);
+ return policy::raise_domain_error<RealType>(
+ function, "Second degree of freedom was %1% but must be > 2 in order for the distribution to have a mean.", df2, Policy());
}
return df2 / (df2 - 2);
} // mean
-template <class RealType>
-inline RealType variance(const fisher_f_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType variance(const fisher_f_distribution<RealType, Policy>& dist)
{ // Variance of F distribution.
+ static const char* function = "boost::math::variance(fisher_f_distribution<%1%> const&)";
RealType df1 = dist.degrees_of_freedom1();
RealType df2 = dist.degrees_of_freedom2();
// Error check:
RealType error_result;
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, df1, &error_result)
+ function, df1, &error_result, Policy())
&& detail::check_df(
- BOOST_CURRENT_FUNCTION, df2, &error_result))
+ function, df2, &error_result, Policy()))
return error_result;
if(df2 <= 4)
{
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION, "Second degree of freedom was %1% but must be > 4 in order for the distribution to have a valid variance.", df2);
+ return policy::raise_domain_error<RealType>(
+ function, "Second degree of freedom was %1% but must be > 4 in order for the distribution to have a valid variance.", df2, Policy());
}
return 2 * df2 * df2 * (df1 + df2 - 2) / (df1 * (df2 - 2) * (df2 - 2) * (df2 - 4));
} // variance
-template <class RealType>
-inline RealType mode(const fisher_f_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mode(const fisher_f_distribution<RealType, Policy>& dist)
{
+ static const char* function = "boost::math::mode(fisher_f_distribution<%1%> const&)";
RealType df1 = dist.degrees_of_freedom1();
RealType df2 = dist.degrees_of_freedom2();
// Error check:
RealType error_result;
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, df1, &error_result)
+ function, df1, &error_result, Policy())
&& detail::check_df(
- BOOST_CURRENT_FUNCTION, df2, &error_result))
+ function, df2, &error_result, Policy()))
return error_result;
if(df2 <= 2)
{
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION, "Second degree of freedom was %1% but must be > 2 in order for the distribution to have a mode.", df2);
+ return policy::raise_domain_error<RealType>(
+ function, "Second degree of freedom was %1% but must be > 2 in order for the distribution to have a mode.", df2, Policy());
}
return df2 * (df1 - 2) / (df1 * (df2 + 2));
}
-//template <class RealType>
-//inline RealType median(const fisher_f_distribution<RealType>& dist)
+//template <class RealType, class Policy>
+//inline RealType median(const fisher_f_distribution<RealType, Policy>& dist)
//{ // Median of Fisher F distribution is not defined.
// return tools::domain_error<RealType>(BOOST_CURRENT_FUNCTION, "Median is not implemented, result is %1%!", std::numeric_limits<RealType>::quiet_NaN());
// } // median
// Now implemented via quantile(half) in derived accessors.
-template <class RealType>
-inline RealType skewness(const fisher_f_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType skewness(const fisher_f_distribution<RealType, Policy>& dist)
{
+ static const char* function = "boost::math::skewness(fisher_f_distribution<%1%> const&)";
using namespace std; // ADL of std names
// See http://mathworld.wolfram.com/F-Distribution.html
RealType df1 = dist.degrees_of_freedom1();
@@ -314,44 +325,45 @@
// Error check:
RealType error_result;
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, df1, &error_result)
+ function, df1, &error_result, Policy())
&& detail::check_df(
- BOOST_CURRENT_FUNCTION, df2, &error_result))
+ function, df2, &error_result, Policy()))
return error_result;
if(df2 <= 6)
{
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION, "Second degree of freedom was %1% but must be > 6 in order for the distribution to have a skewness.", df2);
+ return policy::raise_domain_error<RealType>(
+ function, "Second degree of freedom was %1% but must be > 6 in order for the distribution to have a skewness.", df2, Policy());
}
return 2 * (df2 + 2 * df1 - 2) * sqrt((2 * df2 - 8) / (df1 * (df2 + df1 - 2))) / (df2 - 6);
}
-template <class RealType>
-RealType kurtosis_excess(const fisher_f_distribution<RealType>& dist);
+template <class RealType, class Policy>
+RealType kurtosis_excess(const fisher_f_distribution<RealType, Policy>& dist);
-template <class RealType>
-inline RealType kurtosis(const fisher_f_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType kurtosis(const fisher_f_distribution<RealType, Policy>& dist)
{
return 3 + kurtosis_excess(dist);
}
-template <class RealType>
-inline RealType kurtosis_excess(const fisher_f_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType kurtosis_excess(const fisher_f_distribution<RealType, Policy>& dist)
{
+ static const char* function = "boost::math::kurtosis_excess(fisher_f_distribution<%1%> const&)";
// See http://mathworld.wolfram.com/F-Distribution.html
RealType df1 = dist.degrees_of_freedom1();
RealType df2 = dist.degrees_of_freedom2();
// Error check:
RealType error_result;
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, df1, &error_result)
+ function, df1, &error_result, Policy())
&& detail::check_df(
- BOOST_CURRENT_FUNCTION, df2, &error_result))
+ function, df2, &error_result, Policy()))
return error_result;
if(df2 <= 8)
{
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION, "Second degree of freedom was %1% but must be > 8 in order for the distribution to have a kutosis.", df2);
+ return policy::raise_domain_error<RealType>(
+ function, "Second degree of freedom was %1% but must be > 8 in order for the distribution to have a kutosis.", df2, Policy());
}
RealType df2_2 = df2 * df2;
RealType df1_2 = df1 * df1;
Modified: sandbox/math_toolkit/policy/boost/math/distributions/gamma.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/gamma.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/gamma.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -21,61 +21,62 @@
namespace detail
{
-template <class RealType>
+template <class RealType, class Policy>
inline bool check_gamma_shape(
const char* function,
RealType shape,
- RealType* result)
+ RealType* result, const Policy& pol)
{
if((shape <= 0) || !(boost::math::isfinite)(shape))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Shape parameter is %1%, but must be > 0 !", shape);
+ "Shape parameter is %1%, but must be > 0 !", shape, pol);
return false;
}
return true;
}
-template <class RealType>
+template <class RealType, class Policy>
inline bool check_gamma_x(
const char* function,
RealType const& x,
- RealType* result)
+ RealType* result, const Policy& pol)
{
if((x < 0) || !(boost::math::isfinite)(x))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Random variate is %1% but must be >= 0 !", x);
+ "Random variate is %1% but must be >= 0 !", x, pol);
return false;
}
return true;
}
-template <class RealType>
+template <class RealType, class Policy>
inline bool check_gamma(
const char* function,
RealType scale,
RealType shape,
- RealType* result)
+ RealType* result, const Policy& pol)
{
- return check_scale(function, scale, result) && check_gamma_shape(function, shape, result);
+ return check_scale(function, scale, result, pol) && check_gamma_shape(function, shape, result, pol);
}
} // namespace detail
-template <class RealType = double>
+template <class RealType = double, class Policy = policy::policy<> >
class gamma_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
gamma_distribution(RealType shape, RealType scale = 1)
: m_shape(shape), m_scale(scale)
{
RealType result;
- detail::check_gamma(BOOST_CURRENT_FUNCTION, scale, shape, &result);
+ detail::check_gamma("boost::math::gamma_distribution<%1%>::gamma_distribution", scale, shape, &result, Policy());
}
RealType shape()const
@@ -97,218 +98,238 @@
// NO typedef because of clash with name of gamma function.
-template <class RealType>
-inline const std::pair<RealType, RealType> range(const gamma_distribution<RealType>& /* dist */)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> range(const gamma_distribution<RealType, Policy>& /* dist */)
{ // Range of permissible values for random variable x.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(0, max_value<RealType>());
}
-template <class RealType>
-inline const std::pair<RealType, RealType> support(const gamma_distribution<RealType>& /* dist */)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> support(const gamma_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>(0, max_value<RealType>());
}
-template <class RealType>
-inline RealType pdf(const gamma_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+inline RealType pdf(const gamma_distribution<RealType, Policy>& dist, const RealType& x)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::pdf(const gamma_distribution<%1%>&, %1%)";
+
RealType shape = dist.shape();
RealType scale = dist.scale();
RealType result;
- if(false == detail::check_gamma(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
return result;
- if(false == detail::check_gamma_x(BOOST_CURRENT_FUNCTION, x, &result))
+ if(false == detail::check_gamma_x(function, x, &result, Policy()))
return result;
if(x == 0)
{
return 0;
}
- result = gamma_p_derivative(shape, x / scale) / scale;
+ result = gamma_p_derivative(shape, x / scale, Policy()) / scale;
return result;
} // pdf
-template <class RealType>
-inline RealType cdf(const gamma_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+inline RealType cdf(const gamma_distribution<RealType, Policy>& dist, const RealType& x)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::cdf(const gamma_distribution<%1%>&, %1%)";
+
RealType shape = dist.shape();
RealType scale = dist.scale();
RealType result;
- if(false == detail::check_gamma(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
return result;
- if(false == detail::check_gamma_x(BOOST_CURRENT_FUNCTION, x, &result))
+ if(false == detail::check_gamma_x(function, x, &result, Policy()))
return result;
- result = boost::math::gamma_p(shape, x / scale);
+ result = boost::math::gamma_p(shape, x / scale, Policy());
return result;
} // cdf
-template <class RealType>
-inline RealType quantile(const gamma_distribution<RealType>& dist, const RealType& p)
+template <class RealType, class Policy>
+inline RealType quantile(const gamma_distribution<RealType, Policy>& dist, const RealType& p)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::quantile(const gamma_distribution<%1%>&, %1%)";
+
RealType shape = dist.shape();
RealType scale = dist.scale();
RealType result;
- if(false == detail::check_gamma(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
return result;
- if(false == detail::check_probability(BOOST_CURRENT_FUNCTION, p, &result))
+ if(false == detail::check_probability(function, p, &result, Policy()))
return result;
if(p == 1)
- return tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return policy::raise_overflow_error<RealType>(function, 0, Policy());
- result = gamma_p_inv(shape, p) * scale;
+ result = gamma_p_inv(shape, p, Policy()) * scale;
return result;
}
-template <class RealType>
-inline RealType cdf(const complemented2_type<gamma_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType cdf(const complemented2_type<gamma_distribution<RealType, Policy>, RealType>& c)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::quantile(const gamma_distribution<%1%>&, %1%)";
+
RealType shape = c.dist.shape();
RealType scale = c.dist.scale();
RealType result;
- if(false == detail::check_gamma(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
return result;
- if(false == detail::check_gamma_x(BOOST_CURRENT_FUNCTION, c.param, &result))
+ if(false == detail::check_gamma_x(function, c.param, &result, Policy()))
return result;
- result = gamma_q(shape, c.param / scale);
+ result = gamma_q(shape, c.param / scale, Policy());
return result;
}
-template <class RealType>
-inline RealType quantile(const complemented2_type<gamma_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType quantile(const complemented2_type<gamma_distribution<RealType, Policy>, RealType>& c)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::quantile(const gamma_distribution<%1%>&, %1%)";
+
RealType shape = c.dist.shape();
RealType scale = c.dist.scale();
RealType q = c.param;
RealType result;
- if(false == detail::check_gamma(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
return result;
- if(false == detail::check_probability(BOOST_CURRENT_FUNCTION, q, &result))
+ if(false == detail::check_probability(function, q, &result, Policy()))
return result;
if(q == 0)
- return tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return policy::raise_overflow_error<RealType>(function, 0, Policy());
- result = gamma_q_inv(shape, q) * scale;
+ result = gamma_q_inv(shape, q, Policy()) * scale;
return result;
}
-template <class RealType>
-inline RealType mean(const gamma_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mean(const gamma_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::mean(const gamma_distribution<%1%>&)";
+
RealType shape = dist.shape();
RealType scale = dist.scale();
RealType result;
- if(false == detail::check_gamma(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
return result;
result = shape * scale;
return result;
}
-template <class RealType>
-inline RealType variance(const gamma_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType variance(const gamma_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::variance(const gamma_distribution<%1%>&)";
+
RealType shape = dist.shape();
RealType scale = dist.scale();
RealType result;
- if(false == detail::check_gamma(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
return result;
result = shape * scale * scale;
return result;
}
-template <class RealType>
-inline RealType mode(const gamma_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mode(const gamma_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::mode(const gamma_distribution<%1%>&)";
+
RealType shape = dist.shape();
RealType scale = dist.scale();
RealType result;
- if(false == detail::check_gamma(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
return result;
if(shape < 1)
- return tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION,
+ return policy::raise_domain_error<RealType>(
+ function,
"The mode of the gamma distribution is only defined for values of the shape parameter >= 1, but got %1%.",
- shape);
+ shape, Policy());
result = (shape - 1) * scale;
return result;
}
-//template <class RealType>
-//inline RealType median(const gamma_distribution<RealType>& dist)
+//template <class RealType, class Policy>
+//inline RealType median(const gamma_distribution<RealType, Policy>& dist)
//{ // Rely on default definition in derived accessors.
//}
-template <class RealType>
-inline RealType skewness(const gamma_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType skewness(const gamma_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::skewness(const gamma_distribution<%1%>&)";
+
RealType shape = dist.shape();
RealType scale = dist.scale();
RealType result;
- if(false == detail::check_gamma(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
return result;
result = 2 / sqrt(shape);
return result;
}
-template <class RealType>
-inline RealType kurtosis_excess(const gamma_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType kurtosis_excess(const gamma_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::kurtosis_excess(const gamma_distribution<%1%>&)";
+
RealType shape = dist.shape();
RealType scale = dist.scale();
RealType result;
- if(false == detail::check_gamma(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
return result;
result = 6 / shape;
return result;
}
-template <class RealType>
-inline RealType kurtosis(const gamma_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType kurtosis(const gamma_distribution<RealType, Policy>& dist)
{
return kurtosis_excess(dist) + 3;
}
Modified: sandbox/math_toolkit/policy/boost/math/distributions/lognormal.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/lognormal.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/lognormal.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -21,17 +21,17 @@
namespace detail
{
- template <class RealType>
+ template <class RealType, class Policy>
inline bool check_lognormal_x(
const char* function,
RealType const& x,
- RealType* result)
+ RealType* result, const Policy& pol)
{
if((x < 0) || !(boost::math::isfinite)(x))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Random variate is %1% but must be >= 0 !", x);
+ "Random variate is %1% but must be >= 0 !", x, pol);
return false;
}
return true;
@@ -40,17 +40,18 @@
} // namespace detail
-template <class RealType = double>
+template <class RealType = double, class Policy = policy::policy<> >
class lognormal_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
lognormal_distribution(RealType location = 0, RealType scale = 1)
: m_location(location), m_scale(scale)
{
RealType result;
- detail::check_scale(BOOST_CURRENT_FUNCTION, scale, &result);
+ detail::check_scale("boost::math::lognormal_distribution<%1%>::lognormal_distribution", scale, &result, Policy());
}
RealType location()const
@@ -72,33 +73,35 @@
typedef lognormal_distribution<double> lognormal;
-template <class RealType>
-inline const std::pair<RealType, RealType> range(const lognormal_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> range(const lognormal_distribution<RealType, Policy>& /*dist*/)
{ // Range of permissible values for random variable x is >0 to +infinity.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(0, max_value<RealType>());
}
-template <class RealType>
-inline const std::pair<RealType, RealType> support(const lognormal_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> support(const lognormal_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>(0, max_value<RealType>());
}
-template <class RealType>
-RealType pdf(const lognormal_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+RealType pdf(const lognormal_distribution<RealType, Policy>& dist, const RealType& x)
{
using namespace std; // for ADL of std functions
RealType mu = dist.location();
RealType sigma = dist.scale();
+ static const char* function = "boost::math::pdf(const lognormal_distribution<%1%>&, %1%)";
+
RealType result;
- if(0 == detail::check_scale(BOOST_CURRENT_FUNCTION, sigma, &result))
+ if(0 == detail::check_scale(function, sigma, &result, Policy()))
return result;
- if(0 == detail::check_lognormal_x(BOOST_CURRENT_FUNCTION, x, &result))
+ if(0 == detail::check_lognormal_x(function, x, &result, Policy()))
return result;
if(x == 0)
@@ -114,76 +117,84 @@
return result;
}
-template <class RealType>
-inline RealType cdf(const lognormal_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+inline RealType cdf(const lognormal_distribution<RealType, Policy>& dist, const RealType& x)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::cdf(const lognormal_distribution<%1%>&, %1%)";
+
RealType result;
- if(0 == detail::check_lognormal_x(BOOST_CURRENT_FUNCTION, x, &result))
+ if(0 == detail::check_lognormal_x(function, x, &result, Policy()))
return result;
if(x == 0)
return 0;
- normal_distribution<RealType> norm(dist.location(), dist.scale());
+ normal_distribution<RealType, Policy> norm(dist.location(), dist.scale());
return cdf(norm, log(x));
}
-template <class RealType>
-inline RealType quantile(const lognormal_distribution<RealType>& dist, const RealType& p)
+template <class RealType, class Policy>
+inline RealType quantile(const lognormal_distribution<RealType, Policy>& dist, const RealType& p)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::quantile(const lognormal_distribution<%1%>&, %1%)";
+
RealType result;
- if(0 == detail::check_probability(BOOST_CURRENT_FUNCTION, p, &result))
+ if(0 == detail::check_probability(function, p, &result, Policy()))
return result;
if(p == 0)
return 0;
if(p == 1)
- return tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return policy::raise_overflow_error<RealType>(function, 0, Policy());
- normal_distribution<RealType> norm(dist.location(), dist.scale());
+ normal_distribution<RealType, Policy> norm(dist.location(), dist.scale());
return exp(quantile(norm, p));
}
-template <class RealType>
-inline RealType cdf(const complemented2_type<lognormal_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType cdf(const complemented2_type<lognormal_distribution<RealType, Policy>, RealType>& c)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::cdf(const lognormal_distribution<%1%>&, %1%)";
+
RealType result;
- if(0 == detail::check_lognormal_x(BOOST_CURRENT_FUNCTION, c.param, &result))
+ if(0 == detail::check_lognormal_x(function, c.param, &result, Policy()))
return result;
if(c.param == 0)
return 1;
- normal_distribution<RealType> norm(c.dist.location(), c.dist.scale());
+ normal_distribution<RealType, Policy> norm(c.dist.location(), c.dist.scale());
return cdf(complement(norm, log(c.param)));
}
-template <class RealType>
-inline RealType quantile(const complemented2_type<lognormal_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType quantile(const complemented2_type<lognormal_distribution<RealType, Policy>, RealType>& c)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::quantile(const lognormal_distribution<%1%>&, %1%)";
+
RealType result;
- if(0 == detail::check_probability(BOOST_CURRENT_FUNCTION, c.param, &result))
+ if(0 == detail::check_probability(function, c.param, &result, Policy()))
return result;
if(c.param == 1)
return 0;
if(c.param == 0)
- return tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return policy::raise_overflow_error<RealType>(function, 0, Policy());
- normal_distribution<RealType> norm(c.dist.location(), c.dist.scale());
+ normal_distribution<RealType, Policy> norm(c.dist.location(), c.dist.scale());
return exp(quantile(complement(norm, c.param)));
}
-template <class RealType>
-inline RealType mean(const lognormal_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mean(const lognormal_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std functions
@@ -191,14 +202,14 @@
RealType sigma = dist.scale();
RealType result;
- if(0 == detail::check_scale(BOOST_CURRENT_FUNCTION, sigma, &result))
+ if(0 == detail::check_scale("boost::math::mean(const lognormal_distribution<%1%>&)", sigma, &result, Policy()))
return result;
return exp(mu + sigma * sigma / 2);
}
-template <class RealType>
-inline RealType variance(const lognormal_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType variance(const lognormal_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std functions
@@ -206,14 +217,14 @@
RealType sigma = dist.scale();
RealType result;
- if(0 == detail::check_scale(BOOST_CURRENT_FUNCTION, sigma, &result))
+ if(0 == detail::check_scale("boost::math::variance(const lognormal_distribution<%1%>&)", sigma, &result, Policy()))
return result;
- return boost::math::expm1(sigma * sigma) * exp(2 * mu + sigma * sigma);
+ return boost::math::expm1(sigma * sigma, Policy()) * exp(2 * mu + sigma * sigma);
}
-template <class RealType>
-inline RealType mode(const lognormal_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mode(const lognormal_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std functions
@@ -221,22 +232,22 @@
RealType sigma = dist.scale();
RealType result;
- if(0 == detail::check_scale(BOOST_CURRENT_FUNCTION, sigma, &result))
+ if(0 == detail::check_scale("boost::math::mode(const lognormal_distribution<%1%>&)", sigma, &result, Policy()))
return result;
return exp(mu - sigma * sigma);
}
-template <class RealType>
-inline RealType median(const lognormal_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType median(const lognormal_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std functions
RealType mu = dist.location();
return exp(mu); // e^mu
}
-template <class RealType>
-inline RealType skewness(const lognormal_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType skewness(const lognormal_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std functions
@@ -247,14 +258,14 @@
RealType ess = exp(ss);
RealType result;
- if(0 == detail::check_scale(BOOST_CURRENT_FUNCTION, sigma, &result))
+ if(0 == detail::check_scale("boost::math::skewness(const lognormal_distribution<%1%>&)", sigma, &result, Policy()))
return result;
- return (ess + 2) * sqrt(boost::math::expm1(ss));
+ return (ess + 2) * sqrt(boost::math::expm1(ss, Policy()));
}
-template <class RealType>
-inline RealType kurtosis(const lognormal_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType kurtosis(const lognormal_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std functions
@@ -263,14 +274,14 @@
RealType ss = sigma * sigma;
RealType result;
- if(0 == detail::check_scale(BOOST_CURRENT_FUNCTION, sigma, &result))
+ if(0 == detail::check_scale("boost::math::kurtosis(const lognormal_distribution<%1%>&)", sigma, &result, Policy()))
return result;
return exp(4 * ss) + 2 * exp(3 * ss) + 3 * exp(2 * ss) - 3;
}
-template <class RealType>
-inline RealType kurtosis_excess(const lognormal_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType kurtosis_excess(const lognormal_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std functions
@@ -279,7 +290,7 @@
RealType ss = sigma * sigma;
RealType result;
- if(0 == detail::check_scale(BOOST_CURRENT_FUNCTION, sigma, &result))
+ if(0 == detail::check_scale("boost::math::kurtosis_excess(const lognormal_distribution<%1%>&)", sigma, &result, Policy()))
return result;
return exp(4 * ss) + 2 * exp(3 * ss) + 3 * exp(2 * ss) - 6;
Modified: sandbox/math_toolkit/policy/boost/math/distributions/negative_binomial.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/negative_binomial.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/negative_binomial.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -44,6 +44,7 @@
#include <boost/math/distributions/detail/common_error_handling.hpp> // error checks domain_error & logic_error.
#include <boost/math/special_functions/fpclassify.hpp> // isnan.
#include <boost/math/tools/roots.hpp> // for root finding.
+#include <boost/math/distributions/detail/inv_discrete_quantile.hpp>
#include <boost/type_traits/is_floating_point.hpp>
#include <boost/type_traits/is_integral.hpp>
@@ -66,57 +67,57 @@
namespace negative_binomial_detail
{
// Common error checking routines for negative binomial distribution functions:
- template <class RealType>
- inline bool check_successes(const char* function, const RealType& r, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_successes(const char* function, const RealType& r, RealType* result, const Policy& pol)
{
if( !(boost::math::isfinite)(r) || (r <= 0) )
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Number of successes argument is %1%, but must be > 0 !", r);
+ "Number of successes argument is %1%, but must be > 0 !", r, pol);
return false;
}
return true;
}
- template <class RealType>
- inline bool check_success_fraction(const char* function, const RealType& p, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_success_fraction(const char* function, const RealType& p, RealType* result, const Policy& pol)
{
if( !(boost::math::isfinite)(p) || (p < 0) || (p > 1) )
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Success fraction argument is %1%, but must be >= 0 and <= 1 !", p);
+ "Success fraction argument is %1%, but must be >= 0 and <= 1 !", p, pol);
return false;
}
return true;
}
- template <class RealType>
- inline bool check_dist(const char* function, const RealType& r, const RealType& p, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_dist(const char* function, const RealType& r, const RealType& p, RealType* result, const Policy& pol)
{
- return check_success_fraction(function, p, result)
- && check_successes(function, r, result);
+ return check_success_fraction(function, p, result, pol)
+ && check_successes(function, r, result, pol);
}
- template <class RealType>
- inline bool check_dist_and_k(const char* function, const RealType& r, const RealType& p, RealType k, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_dist_and_k(const char* function, const RealType& r, const RealType& p, RealType k, RealType* result, const Policy& pol)
{
- if(check_dist(function, r, p, result) == false)
+ if(check_dist(function, r, p, result, pol) == false)
{
return false;
}
if( !(boost::math::isfinite)(k) || (k < 0) )
{ // Check k failures.
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Number of failures argument is %1%, but must be >= 0 !", k);
+ "Number of failures argument is %1%, but must be >= 0 !", k, pol);
return false;
}
return true;
} // Check_dist_and_k
- template <class RealType>
- inline bool check_dist_and_prob(const char* function, const RealType& r, RealType p, RealType prob, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_dist_and_prob(const char* function, const RealType& r, RealType p, RealType prob, RealType* result, const Policy& pol)
{
- if(check_dist(function, r, p, result) && detail::check_probability(function, prob, result) == false)
+ if(check_dist(function, r, p, result, pol) && detail::check_probability(function, prob, result, pol) == false)
{
return false;
}
@@ -124,20 +125,21 @@
} // check_dist_and_prob
} // namespace negative_binomial_detail
- template <class RealType = double>
+ template <class RealType = double, class Policy = policy::policy<> >
class negative_binomial_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
negative_binomial_distribution(RealType r, RealType p) : m_r(r), m_p(p)
{ // Constructor.
RealType result;
negative_binomial_detail::check_dist(
- BOOST_CURRENT_FUNCTION,
+ "negative_binomial_distribution<%1%>::negative_binomial_distribution",
m_r, // Check successes r > 0.
m_p, // Check success_fraction 0 <= p <= 1.
- &result);
+ &result, Policy());
} // negative_binomial_distribution constructor.
// Private data getter class member functions.
@@ -155,11 +157,12 @@
RealType successes,
RealType alpha) // alpha 0.05 equivalent to 95% for one-sided test.
{
+ static const char* function = "boost::math::negative_binomial<%1%>::estimate_lower_bound_on_p";
RealType result; // of error checks.
RealType failures = trials - successes;
- if(false == detail::check_probability(BOOST_CURRENT_FUNCTION, alpha, &result)
+ if(false == detail::check_probability(function, alpha, &result, Policy())
&& negative_binomial_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION, successes, RealType(0), failures, &result))
+ function, successes, RealType(0), failures, &result, Policy()))
{
return result;
}
@@ -171,7 +174,7 @@
// Discrete Distributions" Yong CAI and K. KRISHNAMOORTHY
// http://www.ucs.louisiana.edu/~kxk4695/Discrete_new.pdf
//
- return ibeta_inv(successes, failures + 1, alpha);
+ return ibeta_inv(successes, failures + 1, alpha, static_cast<RealType*>(0), Policy());
} // estimate_lower_bound_on_p
static RealType estimate_upper_bound_on_p(
@@ -179,11 +182,12 @@
RealType successes,
RealType alpha) // alpha 0.05 equivalent to 95% for one-sided test.
{
+ static const char* function = "boost::math::negative_binomial<%1%>::estimate_upper_bound_on_p";
RealType result; // of error checks.
RealType failures = trials - successes;
if(false == negative_binomial_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION, successes, RealType(0), failures, &result)
- && detail::check_probability(BOOST_CURRENT_FUNCTION, alpha, &result))
+ function, successes, RealType(0), failures, &result, Policy())
+ && detail::check_probability(function, alpha, &result, Policy()))
{
return result;
}
@@ -198,7 +202,7 @@
// Discrete Distributions" Yong CAI and K. KRISHNAMOORTHY
// http://www.ucs.louisiana.edu/~kxk4695/Discrete_new.pdf
//
- return ibetac_inv(successes, failures, alpha);
+ return ibetac_inv(successes, failures, alpha, static_cast<RealType*>(0), Policy());
} // estimate_upper_bound_on_p
// Estimate number of trials :
@@ -209,14 +213,15 @@
RealType p, // success fraction 0 <= p <= 1.
RealType alpha) // risk level threshold 0 <= alpha <= 1.
{
+ static const char* function = "boost::math::negative_binomial<%1%>::estimate_minimum_number_of_trials";
// Error checks:
RealType result;
if(false == negative_binomial_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION, RealType(1), p, k, &result)
- && detail::check_probability(BOOST_CURRENT_FUNCTION, alpha, &result))
+ function, RealType(1), p, k, &result, Policy())
+ && detail::check_probability(function, alpha, &result, Policy()))
{ return result; }
- result = ibeta_inva(k + 1, p, alpha); // returns n - k
+ result = ibeta_inva(k + 1, p, alpha, Policy()); // returns n - k
return result + k;
} // RealType estimate_number_of_failures
@@ -225,61 +230,62 @@
RealType p, // success fraction 0 <= p <= 1.
RealType alpha) // risk level threshold 0 <= alpha <= 1.
{
+ static const char* function = "boost::math::negative_binomial<%1%>::estimate_maximum_number_of_trials";
// Error checks:
RealType result;
if(false == negative_binomial_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION, RealType(1), p, k, &result)
- && detail::check_probability(BOOST_CURRENT_FUNCTION, alpha, &result))
+ function, RealType(1), p, k, &result, Policy())
+ && detail::check_probability(function, alpha, &result, Policy()))
{ return result; }
- result = ibetac_inva(k + 1, p, alpha); // returns n - k
+ result = ibetac_inva(k + 1, p, alpha, Policy()); // returns n - k
return result + k;
} // RealType estimate_number_of_trials complemented
private:
RealType m_r; // successes.
RealType m_p; // success_fraction
- }; // template <class RealType> class negative_binomial_distribution
+ }; // template <class RealType, class Policy> class negative_binomial_distribution
typedef negative_binomial_distribution<double> negative_binomial; // Reserved name of type double.
- template <class RealType>
- inline const std::pair<RealType, RealType> range(const negative_binomial_distribution<RealType>& /* dist */)
+ template <class RealType, class Policy>
+ inline const std::pair<RealType, RealType> range(const negative_binomial_distribution<RealType, Policy>& /* dist */)
{ // Range of permissible values for random variable k.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(0, max_value<RealType>()); // max_integer?
}
- template <class RealType>
- inline const std::pair<RealType, RealType> support(const negative_binomial_distribution<RealType>& /* dist */)
+ template <class RealType, class Policy>
+ inline const std::pair<RealType, RealType> support(const negative_binomial_distribution<RealType, Policy>& /* dist */)
{ // Range of supported values for random variable k.
// 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>(0, max_value<RealType>()); // max_integer?
}
- template <class RealType>
- inline RealType mean(const negative_binomial_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType mean(const negative_binomial_distribution<RealType, Policy>& dist)
{ // Mean of Negative Binomial distribution = r(1-p)/p.
return dist.successes() * (1 - dist.success_fraction() ) / dist.success_fraction();
} // mean
- //template <class RealType>
- //inline RealType median(const negative_binomial_distribution<RealType>& dist)
+ //template <class RealType, class Policy>
+ //inline RealType median(const negative_binomial_distribution<RealType, Policy>& dist)
//{ // Median of negative_binomial_distribution is not defined.
- // return tools::domain_error<RealType>(BOOST_CURRENT_FUNCTION, "Median is not implemented, result is %1%!", std::numeric_limits<RealType>::quiet_NaN());
+ // return policy::raise_domain_error<RealType>(BOOST_CURRENT_FUNCTION, "Median is not implemented, result is %1%!", std::numeric_limits<RealType>::quiet_NaN());
//} // median
// Now implemented via quantile(half) in derived accessors.
- template <class RealType>
- inline RealType mode(const negative_binomial_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType mode(const negative_binomial_distribution<RealType, Policy>& dist)
{ // Mode of Negative Binomial distribution = floor[(r-1) * (1 - p)/p]
using namespace std; // ADL of std functions.
return floor((dist.successes() -1) * (1 - dist.success_fraction()) / dist.success_fraction());
} // mode
- template <class RealType>
- inline RealType skewness(const negative_binomial_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType skewness(const negative_binomial_distribution<RealType, Policy>& dist)
{ // skewness of Negative Binomial distribution = 2-p / (sqrt(r(1-p))
using namespace std; // ADL of std functions.
RealType p = dist.success_fraction();
@@ -289,8 +295,8 @@
sqrt(r * (1 - p));
} // skewness
- template <class RealType>
- inline RealType kurtosis(const negative_binomial_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType kurtosis(const negative_binomial_distribution<RealType, Policy>& dist)
{ // kurtosis of Negative Binomial distribution
// http://en.wikipedia.org/wiki/Negative_binomial is kurtosis_excess so add 3
RealType p = dist.success_fraction();
@@ -298,8 +304,8 @@
return 3 + (6 / r) + ((p * p) / (r * (1 - p)));
} // kurtosis
- template <class RealType>
- inline RealType kurtosis_excess(const negative_binomial_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType kurtosis_excess(const negative_binomial_distribution<RealType, Policy>& dist)
{ // kurtosis excess of Negative Binomial distribution
// http://mathworld.wolfram.com/Kurtosis.html table of kurtosis_excess
RealType p = dist.success_fraction();
@@ -307,37 +313,50 @@
return (6 - p * (6-p)) / (r * (1-p));
} // kurtosis_excess
- template <class RealType>
- inline RealType variance(const negative_binomial_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType variance(const negative_binomial_distribution<RealType, Policy>& dist)
{ // Variance of Binomial distribution = r (1-p) / p^2.
return dist.successes() * (1 - dist.success_fraction())
/ (dist.success_fraction() * dist.success_fraction());
} // variance
- // RealType standard_deviation(const negative_binomial_distribution<RealType>& dist)
+ // RealType standard_deviation(const negative_binomial_distribution<RealType, Policy>& dist)
// standard_deviation provided by derived accessors.
- // RealType hazard(const negative_binomial_distribution<RealType>& dist)
+ // RealType hazard(const negative_binomial_distribution<RealType, Policy>& dist)
// hazard of Negative Binomial distribution provided by derived accessors.
- // RealType chf(const negative_binomial_distribution<RealType>& dist)
+ // RealType chf(const negative_binomial_distribution<RealType, Policy>& dist)
// chf of Negative Binomial distribution provided by derived accessors.
- template <class RealType>
- inline RealType pdf(const negative_binomial_distribution<RealType>& dist, const RealType k)
+ template <class RealType, class Policy>
+ inline RealType pdf(const negative_binomial_distribution<RealType, Policy>& dist, const RealType k)
{ // Probability Density/Mass Function.
BOOST_FPU_EXCEPTION_GUARD
+ static const char* function = "boost::math::pdf(const negative_binomial_distribution<%1%>&, %1%)";
+
RealType r = dist.successes();
RealType p = dist.success_fraction();
+ RealType result;
+ if(false == negative_binomial_detail::check_dist_and_k(
+ function,
+ r,
+ dist.success_fraction(),
+ k,
+ &result, Policy()))
+ {
+ return result;
+ }
- RealType result = (p/(r + k)) * ibeta_derivative(r, static_cast<RealType>(k+1), p);
+ result = (p/(r + k)) * ibeta_derivative(r, static_cast<RealType>(k+1), p, Policy());
// Equivalent to:
// return exp(lgamma(r + k) - lgamma(r) - lgamma(k+1)) * pow(p, r) * pow((1-p), k);
return result;
} // negative_binomial_pdf
- template <class RealType>
- inline RealType cdf(const negative_binomial_distribution<RealType>& dist, const RealType k)
+ template <class RealType, class Policy>
+ inline RealType cdf(const negative_binomial_distribution<RealType, Policy>& dist, const RealType k)
{ // Cumulative Distribution Function of Negative Binomial.
+ static const char* function = "boost::math::cdf(const negative_binomial_distribution<%1%>&, %1%)";
using boost::math::ibeta; // Regularized incomplete beta function.
// k argument may be integral, signed, or unsigned, or floating point.
// If necessary, it has already been promoted from an integral type.
@@ -346,39 +365,40 @@
// Error check:
RealType result;
if(false == negative_binomial_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION,
+ function,
r,
dist.success_fraction(),
k,
- &result))
+ &result, Policy()))
{
return result;
}
- RealType probability = ibeta(r, static_cast<RealType>(k+1), p);
+ RealType probability = ibeta(r, static_cast<RealType>(k+1), p, Policy());
// Ip(r, k+1) = ibeta(r, k+1, p)
return probability;
} // cdf Cumulative Distribution Function Negative Binomial.
- template <class RealType>
- inline RealType cdf(const complemented2_type<negative_binomial_distribution<RealType>, RealType>& c)
+ template <class RealType, class Policy>
+ inline RealType cdf(const complemented2_type<negative_binomial_distribution<RealType, Policy>, RealType>& c)
{ // Complemented Cumulative Distribution Function Negative Binomial.
+ static const char* function = "boost::math::cdf(const negative_binomial_distribution<%1%>&, %1%)";
using boost::math::ibetac; // Regularized incomplete beta function complement.
// k argument may be integral, signed, or unsigned, or floating point.
// If necessary, it has already been promoted from an integral type.
RealType const& k = c.param;
- negative_binomial_distribution<RealType> const& dist = c.dist;
+ negative_binomial_distribution<RealType, Policy> const& dist = c.dist;
RealType p = dist.success_fraction();
RealType r = dist.successes();
// Error check:
RealType result;
if(false == negative_binomial_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION,
+ function,
r,
p,
k,
- &result))
+ &result, Policy()))
{
return result;
}
@@ -387,14 +407,14 @@
// 1-p if p is very small, perhaps smaller than machine epsilon.
// Ip(k+1, r) = ibetac(r, k+1, p)
// constrain_probability here?
- RealType probability = ibetac(r, static_cast<RealType>(k+1), p);
+ RealType probability = ibetac(r, static_cast<RealType>(k+1), p, Policy());
// Numerical errors might cause probability to be slightly outside the range < 0 or > 1.
// This might cause trouble downstream, so warn, possibly throw exception, but constrain to the limits.
return probability;
} // cdf Cumulative Distribution Function Negative Binomial.
- template <class RealType>
- inline RealType quantile(const negative_binomial_distribution<RealType>& dist, const RealType& P)
+ template <class RealType, class Policy>
+ inline RealType quantile(const negative_binomial_distribution<RealType, Policy>& dist, const RealType& P)
{ // Quantile, percentile/100 or Percent Point Negative Binomial function.
// Return the number of expected failures k for a given probability p.
@@ -402,6 +422,7 @@
// MAthCAD pnbinom return smallest k such that negative_binomial(k, n, p) >= probability.
// k argument may be integral, signed, or unsigned, or floating point.
// BUT Cephes/CodeCogs says: finds argument p (0 to 1) such that cdf(k, n, p) = y
+ static const char* function = "boost::math::quantile(const negative_binomial_distribution<%1%>&, %1%)";
using namespace std; // ADL of std functions.
RealType p = dist.success_fraction();
@@ -409,7 +430,7 @@
// Check dist and P.
RealType result;
if(false == negative_binomial_detail::check_dist_and_prob
- (BOOST_CURRENT_FUNCTION, r, p, P, &result))
+ (function, r, p, P, &result, Policy()))
{
return result;
}
@@ -417,9 +438,9 @@
// Special cases.
if (P == 1)
{ // Would need +infinity failures for total confidence.
- result = tools::overflow_error<RealType>(
- BOOST_CURRENT_FUNCTION,
- "Probability argument is 1, which implies infinite failures !");
+ result = policy::raise_overflow_error<RealType>(
+ function,
+ "Probability argument is 1, which implies infinite failures !", Policy());
return result;
// usually means return +std::numeric_limits<RealType>::infinity();
// unless #define BOOST_MATH_THROW_ON_OVERFLOW_ERROR
@@ -432,56 +453,118 @@
{ // p <= pdf(dist, 0) == cdf(dist, 0)
return 0;
}
+ /*
// Calculate quantile of negative_binomial using the inverse incomplete beta function.
using boost::math::ibeta_invb;
- return ibeta_invb(r, p, P) - 1; //
+ return ibeta_invb(r, p, P, Policy()) - 1; //
+ */
+ RealType guess = 0;
+ RealType factor = 5;
+ if(r * r * r * P * p > 0.005)
+ guess = detail::inverse_negative_binomial_cornish_fisher(r, p, 1-p, P, 1-P, Policy());
+
+ if(guess < 10)
+ {
+ //
+ // Cornish-Fisher Negative binomial approximation not accurate in this area:
+ //
+ guess = (std::min)(r * 2, RealType(10));
+ }
+ else
+ factor = (1-P < sqrt(tools::epsilon<RealType>())) ? 2 : (guess < 20 ? 1.2f : 1.1f);
+ BOOST_MATH_INSTRUMENT_CODE("guess = " << guess);
+ //
+ // Max iterations permitted:
+ //
+ boost::uintmax_t max_iter = 200;
+ typedef typename Policy::discrete_quantile_type discrete_type;
+ return detail::inverse_discrete_quantile(
+ dist,
+ P,
+ 1-P,
+ guess,
+ factor,
+ RealType(1),
+ discrete_type(),
+ max_iter);
} // RealType quantile(const negative_binomial_distribution dist, p)
- template <class RealType>
- inline RealType quantile(const complemented2_type<negative_binomial_distribution<RealType>, RealType>& c)
- { // Quantile or Percent Point Binomial function.
- // Return the number of expected failures k for a given
- // complement of the probability Q = 1 - P.
-
- // Error checks:
- RealType Q = c.param;
- const negative_binomial_distribution<RealType>& dist = c.dist;
- RealType p = dist.success_fraction();
- RealType r = dist.successes();
- RealType result;
- if(false == negative_binomial_detail::check_dist_and_prob(
- BOOST_CURRENT_FUNCTION,
- r,
- p,
- Q,
- &result))
- {
- return result;
- }
+ template <class RealType, class Policy>
+ inline RealType quantile(const complemented2_type<negative_binomial_distribution<RealType, Policy>, RealType>& c)
+ { // Quantile or Percent Point Binomial function.
+ // Return the number of expected failures k for a given
+ // complement of the probability Q = 1 - P.
+ static const char* function = "boost::math::quantile(const negative_binomial_distribution<%1%>&, %1%)";
+ using namespace std;
+
+ // Error checks:
+ RealType Q = c.param;
+ const negative_binomial_distribution<RealType, Policy>& dist = c.dist;
+ RealType p = dist.success_fraction();
+ RealType r = dist.successes();
+ RealType result;
+ if(false == negative_binomial_detail::check_dist_and_prob(
+ function,
+ r,
+ p,
+ Q,
+ &result, Policy()))
+ {
+ return result;
+ }
- // Special cases:
- //
- if(Q == 1)
- { // There may actually be no answer to this question,
- // since the probability of zero failures may be non-zero,
- return 0; // but zero is the best we can do:
- }
- if (-Q <= powm1(dist.success_fraction(), dist.successes()))
- { // q <= cdf(complement(dist, 0)) == pdf(dist, 0)
- return 0; //
- }
- if(Q == 0)
- { // Probability 1 - Q == 1 so infinite failures to achieve certainty.
- // Would need +infinity failures for total confidence.
- result = tools::overflow_error<RealType>(
- BOOST_CURRENT_FUNCTION,
- "Probability argument complement is 0, which implies infinite failures !");
- return result;
- // usually means return +std::numeric_limits<RealType>::infinity();
- // unless #define BOOST_MATH_THROW_ON_OVERFLOW_ERROR
- }
- return ibetac_invb(r, p, Q) -1;
- } // quantile complement
+ // Special cases:
+ //
+ if(Q == 1)
+ { // There may actually be no answer to this question,
+ // since the probability of zero failures may be non-zero,
+ return 0; // but zero is the best we can do:
+ }
+ if (-Q <= powm1(dist.success_fraction(), dist.successes(), Policy()))
+ { // q <= cdf(complement(dist, 0)) == pdf(dist, 0)
+ return 0; //
+ }
+ if(Q == 0)
+ { // Probability 1 - Q == 1 so infinite failures to achieve certainty.
+ // Would need +infinity failures for total confidence.
+ result = policy::raise_overflow_error<RealType>(
+ function,
+ "Probability argument complement is 0, which implies infinite failures !", Policy());
+ return result;
+ // usually means return +std::numeric_limits<RealType>::infinity();
+ // unless #define BOOST_MATH_THROW_ON_OVERFLOW_ERROR
+ }
+ //return ibetac_invb(r, p, Q, Policy()) -1;
+ RealType guess = 0;
+ RealType factor = 5;
+ if(r * r * r * (1-Q) * p > 0.005)
+ guess = detail::inverse_negative_binomial_cornish_fisher(r, p, 1-p, 1-Q, Q, Policy());
+
+ if(guess < 10)
+ {
+ //
+ // Cornish-Fisher Negative binomial approximation not accurate in this area:
+ //
+ guess = (std::min)(r * 2, RealType(10));
+ }
+ else
+ factor = (Q < sqrt(tools::epsilon<RealType>())) ? 2 : (guess < 20 ? 1.2f : 1.1f);
+ BOOST_MATH_INSTRUMENT_CODE("guess = " << guess);
+ //
+ // Max iterations permitted:
+ //
+ boost::uintmax_t max_iter = 200;
+ typedef typename Policy::discrete_quantile_type discrete_type;
+ return detail::inverse_discrete_quantile(
+ dist,
+ 1-Q,
+ Q,
+ guess,
+ factor,
+ RealType(1),
+ discrete_type(),
+ max_iter);
+ } // quantile complement
} // namespace math
} // namespace boost
Modified: sandbox/math_toolkit/policy/boost/math/distributions/normal.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/normal.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/normal.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -18,13 +18,14 @@
#include <utility>
-namespace boost{ namespace math
-{
-template <class RealType = double>
+namespace boost{ namespace math{
+
+template <class RealType = double, class Policy = policy::policy<> >
class normal_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
normal_distribution(RealType mean = 0, RealType sd = 1)
: m_mean(mean), m_sd(sd) {}
@@ -48,23 +49,23 @@
typedef normal_distribution<double> normal;
-template <class RealType>
-inline const std::pair<RealType, RealType> range(const normal_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> range(const normal_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.
}
-template <class RealType>
-inline const std::pair<RealType, RealType> support(const normal_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> support(const normal_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>(-max_value<RealType>(), max_value<RealType>()); // - to + infinity.
}
-template <class RealType>
-inline RealType pdf(const normal_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+inline RealType pdf(const normal_distribution<RealType, Policy>& dist, const RealType& x)
{
using namespace std; // for ADL of std functions
@@ -81,8 +82,8 @@
return result;
}
-template <class RealType>
-inline RealType cdf(const normal_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+inline RealType cdf(const normal_distribution<RealType, Policy>& dist, const RealType& x)
{
using namespace std; // for ADL of std functions
@@ -92,12 +93,12 @@
RealType diff = (x - mean) / (sd * constants::root_two<RealType>());
RealType result;
- result = boost::math::erfc(-diff) / 2;
+ result = boost::math::erfc(-diff, Policy()) / 2;
return result;
}
-template <class RealType>
-inline RealType quantile(const normal_distribution<RealType>& dist, const RealType& p)
+template <class RealType, class Policy>
+inline RealType quantile(const normal_distribution<RealType, Policy>& dist, const RealType& p)
{
using namespace std; // for ADL of std functions
@@ -106,7 +107,7 @@
RealType r;
- r = boost::math::erfc_inv(2 * p);
+ r = boost::math::erfc_inv(2 * p, Policy());
r = -r;
r *= sd * constants::root_two<RealType>();
r += mean;
@@ -114,8 +115,8 @@
return r;
}
-template <class RealType>
-inline RealType cdf(const complemented2_type<normal_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType cdf(const complemented2_type<normal_distribution<RealType, Policy>, RealType>& c)
{
using namespace std; // for ADL of std functions
@@ -126,13 +127,13 @@
RealType diff = (x - mean) / (sd * constants::root_two<RealType>());
RealType result;
- result = boost::math::erfc(diff) / 2;
+ result = boost::math::erfc(diff, Policy()) / 2;
return result;
}
-template <class RealType>
-inline RealType quantile(const complemented2_type<normal_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType quantile(const complemented2_type<normal_distribution<RealType, Policy>, RealType>& c)
{
using namespace std; // for ADL of std functions
@@ -141,50 +142,50 @@
RealType q = c.param;
RealType r;
- r = boost::math::erfc_inv(2 * q);
+ r = boost::math::erfc_inv(2 * q, Policy());
r *= sd * constants::root_two<RealType>();
r += mean;
return r;
}
-template <class RealType>
-inline RealType mean(const normal_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mean(const normal_distribution<RealType, Policy>& dist)
{
return dist.mean();
}
-template <class RealType>
-inline RealType standard_deviation(const normal_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType standard_deviation(const normal_distribution<RealType, Policy>& dist)
{
return dist.standard_deviation();
}
-template <class RealType>
-inline RealType mode(const normal_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mode(const normal_distribution<RealType, Policy>& dist)
{
return dist.mean();
}
-template <class RealType>
-inline RealType median(const normal_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType median(const normal_distribution<RealType, Policy>& dist)
{
return dist.mean();
}
-template <class RealType>
-inline RealType skewness(const normal_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType skewness(const normal_distribution<RealType, Policy>& /*dist*/)
{
return 0;
}
-template <class RealType>
-inline RealType kurtosis(const normal_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType kurtosis(const normal_distribution<RealType, Policy>& /*dist*/)
{
return 3;
}
-template <class RealType>
-inline RealType kurtosis_excess(const normal_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType kurtosis_excess(const normal_distribution<RealType, Policy>& /*dist*/)
{
return 0;
}
Modified: sandbox/math_toolkit/policy/boost/math/distributions/pareto.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/pareto.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/pareto.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -27,11 +27,11 @@
{
namespace detail
{ // Parameter checking.
- template <class RealType>
+ template <class RealType, class Policy>
inline bool check_pareto_location(
const char* function,
RealType location,
- RealType* result)
+ RealType* result, const Policy& pol)
{
if((boost::math::isfinite)(location))
{ // any > 0 finite value is OK.
@@ -41,26 +41,26 @@
}
else
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Location parameter is %1%, but must be > 0!", location);
+ "Location parameter is %1%, but must be > 0!", location, pol);
return false;
}
}
else
{ // Not finite.
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Location parameter is %1%, but must be finite!", location);
+ "Location parameter is %1%, but must be finite!", location, pol);
return false;
}
} // bool check_pareto_location
- template <class RealType>
+ template <class RealType, class Policy>
inline bool check_pareto_shape(
const char* function,
RealType shape,
- RealType* result)
+ RealType* result, const Policy& pol)
{
if((boost::math::isfinite)(shape))
{ // Any finite value is OK.
@@ -70,26 +70,26 @@
}
else
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Shape parameter is %1%, but must be > 0!", shape);
+ "Shape parameter is %1%, but must be > 0!", shape, pol);
return false;
}
}
else
{ // Not finite.
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Shape parameter is %1%, but must be finite!", shape);
+ "Shape parameter is %1%, but must be finite!", shape, pol);
return false;
}
} // bool check_pareto_shape(
- template <class RealType>
+ template <class RealType, class Policy>
inline bool check_pareto_x(
const char* function,
RealType const& x,
- RealType* result)
+ RealType* result, const Policy& pol)
{
if((boost::math::isfinite)(x))
{ //
@@ -99,52 +99,46 @@
}
else
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "x parameter is %1%, but must be > 0 !", x);
+ "x parameter is %1%, but must be > 0 !", x, pol);
return false;
}
}
else
{ // Not finite..
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "x parameter is %1%, but must be finite!", x);
+ "x parameter is %1%, but must be finite!", x, pol);
return false;
}
} // bool check_pareto_x
- template <class RealType>
+ template <class RealType, class Policy>
inline bool check_pareto( // distribution parameters.
const char* function,
RealType location,
RealType shape,
- RealType* result)
+ RealType* result, const Policy& pol)
{
- if(check_pareto_location(function, location, result)
- && check_pareto_shape(function, shape, result) )
- {
- return true;
- }
- else
- {
- return false;
- }
+ return check_pareto_location(function, location, result, pol)
+ && check_pareto_shape(function, shape, result, pol);
} // bool check_pareto(
} // namespace detail
- template <class RealType = double>
+ template <class RealType = double, class Policy = policy::policy<> >
class pareto_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
pareto_distribution(RealType location = 1, RealType shape = 1)
: m_location(location), m_shape(shape)
{ // Constructor.
RealType result;
- detail::check_pareto(BOOST_CURRENT_FUNCTION, location, shape, &result);
+ detail::check_pareto("boost::math::pareto_distribution<%1%>::pareto_distribution", location, shape, &result, Policy());
}
RealType location()const
@@ -164,66 +158,77 @@
typedef pareto_distribution<double> pareto; // Convenience to allow pareto(2., 3.);
- template <class RealType>
- inline const std::pair<RealType, RealType> range(const pareto_distribution<RealType>& /*dist*/)
+ template <class RealType, class Policy>
+ inline const std::pair<RealType, RealType> range(const pareto_distribution<RealType, Policy>& /*dist*/)
{ // Range of permissible values for random variable x.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(0, max_value<RealType>()); // location zero to + infinity.
} // range
- template <class RealType>
- inline const std::pair<RealType, RealType> support(const pareto_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline const std::pair<RealType, RealType> support(const pareto_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.location(), max_value<RealType>() ); // location to + infinity.
} // support
- template <class RealType>
- inline RealType pdf(const pareto_distribution<RealType>& dist, const RealType& x)
+ template <class RealType, class Policy>
+ inline RealType pdf(const pareto_distribution<RealType, Policy>& dist, const RealType& x)
{
using namespace std; // for ADL of std function pow.
+ static const char* function = "boost::math::pdf(const pareto_distribution<%1%>&, %1%)";
RealType location = dist.location();
+ RealType shape = dist.shape();
RealType result;
- detail::check_pareto_x(BOOST_CURRENT_FUNCTION, x, &result);
+ if(false == (detail::check_pareto_x(function, x, &result, Policy())
+ && detail::check_pareto(function, location, shape, &result, Policy())))
+ return result;
if (x < location)
{ // regardless of shape, pdf is zero.
return 0;
}
- RealType shape = dist.shape();
result = shape * pow(location, shape) / pow(x, shape+1);
return result;
} // pdf
- template <class RealType>
- inline RealType cdf(const pareto_distribution<RealType>& dist, const RealType& x)
+ template <class RealType, class Policy>
+ inline RealType cdf(const pareto_distribution<RealType, Policy>& dist, const RealType& x)
{
using namespace std; // for ADL of std function pow.
+ static const char* function = "boost::math::cdf(const pareto_distribution<%1%>&, %1%)";
RealType location = dist.location();
+ RealType shape = dist.shape();
RealType result;
- detail::check_pareto_x(BOOST_CURRENT_FUNCTION, x, &result);
+
+ if(false == (detail::check_pareto_x(function, x, &result, Policy())
+ && detail::check_pareto(function, location, shape, &result, Policy())))
+ return result;
+
if (x <= location)
{ // regardless of shape, cdf is zero.
return 0;
}
- RealType shape = dist.shape();
// result = RealType(1) - pow((location / x), shape);
- result = -powm1(location/x, shape); // should be more accurate.
+ result = -powm1(location/x, shape, Policy()); // should be more accurate.
return result;
} // cdf
- template <class RealType>
- inline RealType quantile(const pareto_distribution<RealType>& dist, const RealType& p)
+ template <class RealType, class Policy>
+ inline RealType quantile(const pareto_distribution<RealType, Policy>& dist, const RealType& p)
{
using namespace std; // for ADL of std function pow.
+ static const char* function = "boost::math::quantile(const pareto_distribution<%1%>&, %1%)";
RealType result;
- if(false == detail::check_probability(BOOST_CURRENT_FUNCTION, p, &result))
+ RealType location = dist.location();
+ RealType shape = dist.shape();
+ if(false == (detail::check_probability(function, p, &result, Policy())
+ && detail::check_pareto(function, location, shape, &result, Policy())))
{
return result;
}
- RealType location = dist.location();
if (p == 0)
{
return location; // x must be location (or less).
@@ -232,45 +237,48 @@
{
return tools::max_value<RealType>(); // x = + infinity.
}
- RealType shape = dist.shape();
result = location /
(pow((1 - p), 1 / shape));
// K. Krishnamoorthy, ISBN 1-58488-635-8 eq 23.1.3
return result;
} // quantile
- template <class RealType>
- inline RealType cdf(const complemented2_type<pareto_distribution<RealType>, RealType>& c)
+ template <class RealType, class Policy>
+ inline RealType cdf(const complemented2_type<pareto_distribution<RealType, Policy>, RealType>& c)
{
using namespace std; // for ADL of std function pow.
+ static const char* function = "boost::math::cdf(const pareto_distribution<%1%>&, %1%)";
RealType result;
RealType x = c.param;
- if(false == detail::check_pareto_x(BOOST_CURRENT_FUNCTION, x, &result))
- {
- return result;
- }
RealType location = c.dist.location();
+ RealType shape = c.dist.shape();
+ if(false == (detail::check_pareto_x(function, x, &result, Policy())
+ && detail::check_pareto(function, location, shape, &result, Policy())))
+ return result;
+
if (x <= location)
{ // regardless of shape, cdf is zero, and complement is unity.
return 1;
}
- RealType shape = c.dist.shape();
result = pow((location/x), shape);
return result;
} // cdf complement
- template <class RealType>
- inline RealType quantile(const complemented2_type<pareto_distribution<RealType>, RealType>& c)
+ template <class RealType, class Policy>
+ inline RealType quantile(const complemented2_type<pareto_distribution<RealType, Policy>, RealType>& c)
{
using namespace std; // for ADL of std function pow.
+ static const char* function = "boost::math::quantile(const pareto_distribution<%1%>&, %1%)";
RealType result;
RealType q = c.param;
- if(false == detail::check_probability(BOOST_CURRENT_FUNCTION, q, &result))
+ RealType location = c.dist.location();
+ RealType shape = c.dist.shape();
+ if(false == (detail::check_probability(function, q, &result, Policy())
+ && detail::check_pareto(function, location, shape, &result, Policy())))
{
return result;
}
- RealType location = c.dist.location();
if (q == 1)
{
return location; // x must be location (or less).
@@ -279,15 +287,20 @@
{
return tools::max_value<RealType>(); // x = + infinity.
}
- RealType shape = c.dist.shape();
result = location / (pow(q, 1 / shape));
// K. Krishnamoorthy, ISBN 1-58488-635-8 eq 23.1.3
return result;
} // quantile complement
- template <class RealType>
- inline RealType mean(const pareto_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType mean(const pareto_distribution<RealType, Policy>& dist)
{
+ RealType result;
+ static const char* function = "boost::math::mean(const pareto_distribution<%1%>&, %1%)";
+ if(false == detail::check_pareto(function, dist.location(), dist.shape(), &result, Policy()))
+ {
+ return result;
+ }
if (dist.shape() > RealType(1))
{
return dist.shape() * dist.location() / (dist.shape() - 1);
@@ -299,25 +312,36 @@
}
} // mean
- template <class RealType>
- inline RealType mode(const pareto_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType mode(const pareto_distribution<RealType, Policy>& dist)
{
return dist.location();
} // mode
- template <class RealType>
- inline RealType median(const pareto_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType median(const pareto_distribution<RealType, Policy>& dist)
{
+ RealType result;
+ static const char* function = "boost::math::median(const pareto_distribution<%1%>&, %1%)";
+ if(false == detail::check_pareto(function, dist.location(), dist.shape(), &result, Policy()))
+ {
+ return result;
+ }
using namespace std;
return dist.location() * pow(2, (1/dist.shape()));
} // median
- template <class RealType>
- inline RealType variance(const pareto_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType variance(const pareto_distribution<RealType, Policy>& dist)
{
RealType result;
RealType location = dist.location();
RealType shape = dist.shape();
+ static const char* function = "boost::math::variance(const pareto_distribution<%1%>&, %1%)";
+ if(false == detail::check_pareto(function, location, shape, &result, Policy()))
+ {
+ return result;
+ }
if (shape > 2)
{
result = (location * location * shape) /
@@ -325,19 +349,24 @@
}
else
{
- result = tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION,
- "variance is undefined for shape <= 2, but got %1%.", dist.shape());
+ result = policy::raise_domain_error<RealType>(
+ function,
+ "variance is undefined for shape <= 2, but got %1%.", dist.shape(), Policy());
}
return result;
} // variance
- template <class RealType>
- inline RealType skewness(const pareto_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType skewness(const pareto_distribution<RealType, Policy>& dist)
{
using namespace std;
RealType result;
RealType shape = dist.shape();
+ static const char* function = "boost::math::pdf(const pareto_distribution<%1%>&, %1%)";
+ if(false == detail::check_pareto(function, dist.location(), shape, &result, Policy()))
+ {
+ return result;
+ }
if (shape > 3)
{
result = sqrt((shape - 2) / shape) *
@@ -346,18 +375,23 @@
}
else
{
- result = tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION,
- "skewness is undefined for shape <= 3, but got %1%.", dist.shape());
+ result = policy::raise_domain_error<RealType>(
+ function,
+ "skewness is undefined for shape <= 3, but got %1%.", dist.shape(), Policy());
}
return result;
} // skewness
- template <class RealType>
- inline RealType kurtosis(const pareto_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType kurtosis(const pareto_distribution<RealType, Policy>& dist)
{
RealType result;
RealType shape = dist.shape();
+ static const char* function = "boost::math::pdf(const pareto_distribution<%1%>&, %1%)";
+ if(false == detail::check_pareto(function, dist.location(), shape, &result, Policy()))
+ {
+ return result;
+ }
if (shape > 4)
{
result = 3 * ((shape - 2) * (3 * shape * shape + shape + 2)) /
@@ -365,18 +399,23 @@
}
else
{
- result = tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION,
- "kurtosis_excess is undefined for shape <= 4, but got %1%.", shape);
+ result = policy::raise_domain_error<RealType>(
+ function,
+ "kurtosis_excess is undefined for shape <= 4, but got %1%.", shape, Policy());
}
return result;
} // kurtosis
- template <class RealType>
- inline RealType kurtosis_excess(const pareto_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType kurtosis_excess(const pareto_distribution<RealType, Policy>& dist)
{
RealType result;
RealType shape = dist.shape();
+ static const char* function = "boost::math::pdf(const pareto_distribution<%1%>&, %1%)";
+ if(false == detail::check_pareto(function, dist.location(), shape, &result, Policy()))
+ {
+ return result;
+ }
if (shape > 4)
{
result = 6 * ((shape * shape * shape) + (shape * shape) - 6 * shape - 2) /
@@ -384,9 +423,9 @@
}
else
{
- result = tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION,
- "kurtosis_excess is undefined for shape <= 4, but got %1%.", dist.shape());
+ result = policy::raise_domain_error<RealType>(
+ function,
+ "kurtosis_excess is undefined for shape <= 4, but got %1%.", dist.shape(), Policy());
}
return result;
} // kurtosis_excess
Modified: sandbox/math_toolkit/policy/boost/math/distributions/poisson.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/poisson.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/poisson.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -42,6 +42,7 @@
#include <boost/math/special_functions/fpclassify.hpp> // isnan.
#include <boost/math/special_functions/factorials.hpp> // factorials.
#include <boost/math/tools/roots.hpp> // for root finding.
+#include <boost/math/distributions/detail/inv_discrete_quantile.hpp>
#include <utility>
@@ -56,86 +57,148 @@
{
namespace math
{
+ namespace detail{
+ template <class Dist>
+ inline typename Dist::value_type
+ inverse_discrete_quantile(
+ const Dist& dist,
+ const typename Dist::value_type& p,
+ const typename Dist::value_type& guess,
+ const typename Dist::value_type& multiplier,
+ const typename Dist::value_type& adder,
+ const policy::discrete_quantile<policy::integer_nearest>&,
+ boost::uintmax_t& max_iter);
+ template <class Dist>
+ inline typename Dist::value_type
+ inverse_discrete_quantile(
+ const Dist& dist,
+ const typename Dist::value_type& p,
+ const typename Dist::value_type& guess,
+ const typename Dist::value_type& multiplier,
+ const typename Dist::value_type& adder,
+ const policy::discrete_quantile<policy::integer_above>&,
+ boost::uintmax_t& max_iter);
+ template <class Dist>
+ inline typename Dist::value_type
+ inverse_discrete_quantile(
+ const Dist& dist,
+ const typename Dist::value_type& p,
+ const typename Dist::value_type& guess,
+ const typename Dist::value_type& multiplier,
+ const typename Dist::value_type& adder,
+ const policy::discrete_quantile<policy::integer_below>&,
+ boost::uintmax_t& max_iter);
+ template <class Dist>
+ inline typename Dist::value_type
+ inverse_discrete_quantile(
+ const Dist& dist,
+ const typename Dist::value_type& p,
+ const typename Dist::value_type& guess,
+ const typename Dist::value_type& multiplier,
+ const typename Dist::value_type& adder,
+ const policy::discrete_quantile<policy::integer_outside>&,
+ boost::uintmax_t& max_iter);
+ template <class Dist>
+ inline typename Dist::value_type
+ inverse_discrete_quantile(
+ const Dist& dist,
+ const typename Dist::value_type& p,
+ const typename Dist::value_type& guess,
+ const typename Dist::value_type& multiplier,
+ const typename Dist::value_type& adder,
+ const policy::discrete_quantile<policy::integer_inside>&,
+ boost::uintmax_t& max_iter);
+ template <class Dist>
+ inline typename Dist::value_type
+ inverse_discrete_quantile(
+ const Dist& dist,
+ const typename Dist::value_type& p,
+ const typename Dist::value_type& guess,
+ const typename Dist::value_type& multiplier,
+ const typename Dist::value_type& adder,
+ const policy::discrete_quantile<policy::real>&,
+ boost::uintmax_t& max_iter);
+ }
namespace poisson_detail
{
// Common error checking routines for Poisson distribution functions.
// These are convoluted, & apparently redundant, to try to ensure that
// checks are always performed, even if exceptions are not enabled.
- template <class RealType>
- inline bool check_mean(const char* function, const RealType& mean, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_mean(const char* function, const RealType& mean, RealType* result, const Policy& pol)
{
if(!(boost::math::isfinite)(mean) || (mean < 0))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Mean argument is %1%, but must be >= 0 !", mean);
+ "Mean argument is %1%, but must be >= 0 !", mean, pol);
return false;
}
return true;
} // bool check_mean
- template <class RealType>
- inline bool check_mean_NZ(const char* function, const RealType& mean, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_mean_NZ(const char* function, const RealType& mean, RealType* result, const Policy& pol)
{ // mean == 0 is considered an error.
if( !(boost::math::isfinite)(mean) || (mean <= 0))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Mean argument is %1%, but must be > 0 !", mean);
+ "Mean argument is %1%, but must be > 0 !", mean, pol);
return false;
}
return true;
} // bool check_mean_NZ
- template <class RealType>
- inline bool check_dist(const char* function, const RealType& mean, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_dist(const char* function, const RealType& mean, RealType* result, const Policy& pol)
{ // Only one check, so this is redundant really but should be optimized away.
- return check_mean_NZ(function, mean, result);
+ return check_mean_NZ(function, mean, result, pol);
} // bool check_dist
- template <class RealType>
- inline bool check_k(const char* function, const RealType& k, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_k(const char* function, const RealType& k, RealType* result, const Policy& pol)
{
if((k < 0) || !(boost::math::isfinite)(k))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Number of events k argument is %1%, but must be >= 0 !", k);
+ "Number of events k argument is %1%, but must be >= 0 !", k, pol);
return false;
}
return true;
} // bool check_k
- template <class RealType>
- inline bool check_dist_and_k(const char* function, RealType mean, RealType k, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_dist_and_k(const char* function, RealType mean, RealType k, RealType* result, const Policy& pol)
{
- if((check_dist(function, mean, result) == false) ||
- (check_k(function, k, result) == false))
+ if((check_dist(function, mean, result, pol) == false) ||
+ (check_k(function, k, result, pol) == false))
{
return false;
}
return true;
} // bool check_dist_and_k
- template <class RealType>
- inline bool check_prob(const char* function, const RealType& p, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_prob(const char* function, const RealType& p, RealType* result, const Policy& pol)
{ // Check 0 <= p <= 1
if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Probability argument is %1%, but must be >= 0 and <= 1 !", p);
+ "Probability argument is %1%, but must be >= 0 and <= 1 !", p, pol);
return false;
}
return true;
} // bool check_prob
- template <class RealType>
- inline bool check_dist_and_prob(const char* function, RealType mean, RealType p, RealType* result)
+ template <class RealType, class Policy>
+ inline bool check_dist_and_prob(const char* function, RealType mean, RealType p, RealType* result, const Policy& pol)
{
- if((check_dist(function, mean, result) == false) ||
- (check_prob(function, p, result) == false))
+ if((check_dist(function, mean, result, pol) == false) ||
+ (check_prob(function, p, result, pol) == false))
{
return false;
}
@@ -144,19 +207,20 @@
} // namespace poisson_detail
- template <class RealType = double>
+ template <class RealType = double, class Policy = policy::policy<> >
class poisson_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
poisson_distribution(RealType mean = 1) : m_l(mean) // mean (lambda).
{ // Expected mean number of events that occur during the given interval.
RealType r;
poisson_detail::check_dist(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::poisson_distribution<%1%>::poisson_distribution",
m_l,
- &r);
+ &r, Policy());
} // poisson_distribution constructor.
RealType mean() const
@@ -170,42 +234,42 @@
private:
// Data member, initialized by constructor.
RealType m_l; // mean number of occurrences.
- }; // template <class RealType> class poisson_distribution
+ }; // template <class RealType, class Policy> class poisson_distribution
typedef poisson_distribution<double> poisson; // Reserved name of type double.
// Non-member functions to give properties of the distribution.
- template <class RealType>
- inline const std::pair<RealType, RealType> range(const poisson_distribution<RealType>& /* dist */)
+ template <class RealType, class Policy>
+ inline const std::pair<RealType, RealType> range(const poisson_distribution<RealType, Policy>& /* dist */)
{ // Range of permissible values for random variable k.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(0, max_value<RealType>()); // Max integer?
}
- template <class RealType>
- inline const std::pair<RealType, RealType> support(const poisson_distribution<RealType>& /* dist */)
+ template <class RealType, class Policy>
+ inline const std::pair<RealType, RealType> support(const poisson_distribution<RealType, Policy>& /* dist */)
{ // Range of supported values for random variable k.
// 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>(0, max_value<RealType>());
}
- template <class RealType>
- inline RealType mean(const poisson_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType mean(const poisson_distribution<RealType, Policy>& dist)
{ // Mean of poisson distribution = lambda.
return dist.mean();
} // mean
- template <class RealType>
- inline RealType mode(const poisson_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType mode(const poisson_distribution<RealType, Policy>& dist)
{ // mode.
using namespace std; // ADL of std functions.
return floor(dist.mean());
}
- //template <class RealType>
- //inline RealType median(const poisson_distribution<RealType>& dist)
+ //template <class RealType, class Policy>
+ //inline RealType median(const poisson_distribution<RealType, Policy>& dist)
//{ // median = approximately lambda + 1/3 - 0.2/lambda
// RealType l = dist.mean();
// return dist.mean() + static_cast<RealType>(0.3333333333333333333333333333333333333333333333)
@@ -214,24 +278,24 @@
// Query posted on Wikipedia.
// Now implemented via quantile(half) in derived accessors.
- template <class RealType>
- inline RealType variance(const poisson_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType variance(const poisson_distribution<RealType, Policy>& dist)
{ // variance.
return dist.mean();
}
- // RealType standard_deviation(const poisson_distribution<RealType>& dist)
+ // RealType standard_deviation(const poisson_distribution<RealType, Policy>& dist)
// standard_deviation provided by derived accessors.
- template <class RealType>
- inline RealType skewness(const poisson_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType skewness(const poisson_distribution<RealType, Policy>& dist)
{ // skewness = sqrt(l).
using namespace std; // ADL of std functions.
return 1 / sqrt(dist.mean());
}
- template <class RealType>
- inline RealType kurtosis_excess(const poisson_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType kurtosis_excess(const poisson_distribution<RealType, Policy>& dist)
{ // skewness = sqrt(l).
return 1 / dist.mean(); // kurtosis_excess 1/mean from Wiki & MathWorld eq 31.
// http://mathworld.wolfram.com/Kurtosis.html explains that the kurtosis excess
@@ -239,8 +303,8 @@
// whereas the true kurtosis is 3.
} // RealType kurtosis_excess
- template <class RealType>
- inline RealType kurtosis(const poisson_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType kurtosis(const poisson_distribution<RealType, Policy>& dist)
{ // kurtosis is 4th moment about the mean = u4 / sd ^ 4
// http://en.wikipedia.org/wiki/Curtosis
// kurtosis can range from -2 (flat top) to +infinity (sharp peak & heavy tails).
@@ -251,8 +315,8 @@
// whereas the true kurtosis is 3.
} // RealType kurtosis
- template <class RealType>
- RealType pdf(const poisson_distribution<RealType>& dist, const RealType k)
+ template <class RealType, class Policy>
+ RealType pdf(const poisson_distribution<RealType, Policy>& dist, const RealType k)
{ // Probability Density/Mass Function.
// Probability that there are EXACTLY k occurrences (or arrivals).
BOOST_FPU_EXCEPTION_GUARD
@@ -264,10 +328,10 @@
// Error check:
RealType result;
if(false == poisson_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::pdf(const poisson_distribution<%1%>&, %1%)",
mean,
k,
- &result))
+ &result, Policy()))
{
return result;
}
@@ -294,13 +358,13 @@
// (e ^ -mean * mean ^ k) / k!
// == exp(log(e ^ -mean) + log (mean ^ k) - lgamma(k+1))
// exp( -mean + log(mean) * k - lgamma(k+1))
- return exp(-mean + log(mean) * k - boost::math::lgamma(k+1));
+ return exp(-mean + log(mean) * k - boost::math::lgamma(k+1, Policy()));
// return gamma_p_derivative(k+1, mean); // equivalent & also passes tests.
}
} // pdf
- template <class RealType>
- RealType cdf(const poisson_distribution<RealType>& dist, const RealType k)
+ template <class RealType, class Policy>
+ RealType cdf(const poisson_distribution<RealType, Policy>& dist, const RealType k)
{ // Cumulative Distribution Function Poisson.
// The random variate k is the number of occurrences(or arrivals)
// k argument may be integral, signed, or unsigned, or floating point.
@@ -325,10 +389,10 @@
// Error checks:
RealType result;
if(false == poisson_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::cdf(const poisson_distribution<%1%>&, %1%)",
mean,
k,
- &result))
+ &result, Policy()))
{
return result;
}
@@ -347,11 +411,11 @@
// it's cheaper than the gamma function.
// BUT this is now done efficiently by gamma_q function.
// Calculate poisson cdf using the gamma_q function.
- return gamma_q(k+1, mean);
+ return gamma_q(k+1, mean, Policy());
} // binomial cdf
- template <class RealType>
- RealType cdf(const complemented2_type<poisson_distribution<RealType>, RealType>& c)
+ template <class RealType, class Policy>
+ RealType cdf(const complemented2_type<poisson_distribution<RealType, Policy>, RealType>& c)
{ // Complemented Cumulative Distribution Function Poisson
// The random variate k is the number of events, occurrences or arrivals.
// k argument may be integral, signed, or unsigned, or floating point.
@@ -370,17 +434,17 @@
// instead the incomplete gamma integral is employed,
RealType const& k = c.param;
- poisson_distribution<RealType> const& dist = c.dist;
+ poisson_distribution<RealType, Policy> const& dist = c.dist;
RealType mean = dist.mean();
// Error checks:
RealType result;
if(false == poisson_detail::check_dist_and_k(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::cdf(const poisson_distribution<%1%>&, %1%)",
mean,
k,
- &result))
+ &result, Policy()))
{
return result;
}
@@ -391,24 +455,24 @@
}
if (k == 0)
{ // Avoid repeated checks on k and mean in gamma_p.
- return -boost::math::expm1(-mean);
+ return -boost::math::expm1(-mean, Policy());
}
// Unlike un-complemented cdf (sum from 0 to k),
// can't use finite sum from k+1 to infinity for small integral k,
// anyway it is now done efficiently by gamma_p.
- return gamma_p(k + 1, mean); // Calculate Poisson cdf using the gamma_p function.
+ return gamma_p(k + 1, mean, Policy()); // Calculate Poisson cdf using the gamma_p function.
// CCDF = gamma_p(k+1, lambda)
} // poisson ccdf
- template <class RealType>
- inline RealType quantile(const poisson_distribution<RealType>& dist, const RealType& p)
+ template <class RealType, class Policy>
+ inline RealType quantile(const poisson_distribution<RealType, Policy>& dist, const RealType& p)
{ // Quantile (or Percent Point) Poisson function.
// Return the number of expected events k for a given probability p.
RealType result; // of Argument checks:
if(false == poisson_detail::check_prob(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::quantile(const poisson_distribution<%1%>&, %1%)",
p,
- &result))
+ &result, Policy()))
{
return result;
}
@@ -416,13 +480,14 @@
if (dist.mean() == 0)
{ // if mean = 0 then p = 0, so k can be anything?
if (false == poisson_detail::check_mean_NZ(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::quantile(const poisson_distribution<%1%>&, %1%)",
dist.mean(),
- &result))
+ &result, Policy()))
{
return result;
}
}
+ /*
using namespace std; // ADL of std functions.
// if(p == 0) NOT necessarily zero!
// Not necessarily any special value of k because is unlimited.
@@ -430,23 +495,55 @@
{ // if p <= cdf for 0 events (== pdf for 0 events), then quantile must be zero.
return 0;
}
- return gamma_q_inva(dist.mean(), p) - 1;
+ return gamma_q_inva(dist.mean(), p, Policy()) - 1;
+ */
+ typedef typename Policy::discrete_quantile_type discrete_type;
+ boost::uintmax_t max_iter = 200;
+ RealType guess, factor = 8;
+ RealType z = dist.mean();
+ if(z < 1)
+ guess = z;
+ else
+ guess = boost::math::detail::inverse_poisson_cornish_fisher(z, p, 1-p, Policy());
+ if(z > 5)
+ {
+ if(z > 1000)
+ factor = 1.01f;
+ else if(z > 50)
+ factor = 1.1f;
+ else if(guess > 10)
+ factor = 1.25f;
+ else
+ factor = 2;
+ if(guess < 1.1)
+ factor = 8;
+ }
+
+ return detail::inverse_discrete_quantile(
+ dist,
+ p,
+ 1-p,
+ guess,
+ factor,
+ RealType(1),
+ discrete_type(),
+ max_iter);
} // quantile
- template <class RealType>
- inline RealType quantile(const complemented2_type<poisson_distribution<RealType>, RealType>& c)
+ template <class RealType, class Policy>
+ inline RealType quantile(const complemented2_type<poisson_distribution<RealType, Policy>, RealType>& c)
{ // Quantile (or Percent Point) of Poisson function.
// Return the number of expected events k for a given
// complement of the probability q.
//
// Error checks:
RealType q = c.param;
- const poisson_distribution<RealType>& dist = c.dist;
+ const poisson_distribution<RealType, Policy>& dist = c.dist;
RealType result; // of argument checks.
if(false == poisson_detail::check_prob(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::quantile(const poisson_distribution<%1%>&, %1%)",
q,
- &result))
+ &result, Policy()))
{
return result;
}
@@ -454,18 +551,51 @@
if (dist.mean() == 0)
{ // if mean = 0 then p = 0, so k can be anything?
if (false == poisson_detail::check_mean_NZ(
- BOOST_CURRENT_FUNCTION,
+ "boost::math::quantile(const poisson_distribution<%1%>&, %1%)",
dist.mean(),
- &result))
+ &result, Policy()))
{
return result;
}
}
+ /*
if (-q <= boost::math::expm1(-dist.mean()))
{ // if q <= cdf(complement for 0 events, then quantile must be zero.
return 0;
}
- return gamma_p_inva(dist.mean(), q) -1;
+ return gamma_p_inva(dist.mean(), q, Policy()) -1;
+ */
+ typedef typename Policy::discrete_quantile_type discrete_type;
+ boost::uintmax_t max_iter = 200;
+ RealType guess, factor = 8;
+ RealType z = dist.mean();
+ if(z < 1)
+ guess = z;
+ else
+ guess = boost::math::detail::inverse_poisson_cornish_fisher(z, 1-q, q, Policy());
+ if(z > 5)
+ {
+ if(z > 1000)
+ factor = 1.01f;
+ else if(z > 50)
+ factor = 1.1f;
+ else if(guess > 10)
+ factor = 1.25f;
+ else
+ factor = 2;
+ if(guess < 1.1)
+ factor = 8;
+ }
+
+ return detail::inverse_discrete_quantile(
+ dist,
+ 1-q,
+ q,
+ guess,
+ factor,
+ RealType(1),
+ discrete_type(),
+ max_iter);
} // quantile complement.
} // namespace math
@@ -479,6 +609,7 @@
// 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>
+#include <boost/math/distributions/detail/inv_discrete_quantile.hpp>
#endif // BOOST_MATH_SPECIAL_POISSON_HPP
Modified: sandbox/math_toolkit/policy/boost/math/distributions/rayleigh.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/rayleigh.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/rayleigh.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -24,44 +24,45 @@
namespace detail
{ // Error checks:
- template <class RealType>
- inline bool verify_sigma(const char* function, RealType sigma, RealType* presult)
+ template <class RealType, class Policy>
+ inline bool verify_sigma(const char* function, RealType sigma, RealType* presult, const Policy& pol)
{
if(sigma <= 0)
{
- *presult = tools::domain_error<RealType>(
+ *presult = policy::raise_domain_error<RealType>(
function,
- "The scale parameter \"sigma\" must be > 0, but was: %1%.", sigma);
+ "The scale parameter \"sigma\" must be > 0, but was: %1%.", sigma, pol);
return false;
}
return true;
} // bool verify_sigma
- template <class RealType>
- inline bool verify_rayleigh_x(const char* function, RealType x, RealType* presult)
+ template <class RealType, class Policy>
+ inline bool verify_rayleigh_x(const char* function, RealType x, RealType* presult, const Policy& pol)
{
if(x < 0)
{
- *presult = tools::domain_error<RealType>(
+ *presult = policy::raise_domain_error<RealType>(
function,
- "The random variable must be >= 0, but was: %1%.", x);
+ "The random variable must be >= 0, but was: %1%.", x, pol);
return false;
}
return true;
} // bool verify_rayleigh_x
} // namespace detail
-template <class RealType = double>
+template <class RealType = double, class Policy = policy::policy<> >
class rayleigh_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
rayleigh_distribution(RealType sigma = 1)
: m_sigma(sigma)
{
RealType err;
- detail::verify_sigma(BOOST_CURRENT_FUNCTION, sigma, &err);
+ detail::verify_sigma("boost::math::rayleigh_distribution<%1%>::rayleigh_distribution", sigma, &err, Policy());
} // rayleigh_distribution
RealType sigma()const
@@ -75,33 +76,34 @@
typedef rayleigh_distribution<double> rayleigh;
-template <class RealType>
-inline const std::pair<RealType, RealType> range(const rayleigh_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> range(const rayleigh_distribution<RealType, Policy>& /*dist*/)
{ // Range of permissible values for random variable x.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(static_cast<RealType>(1), max_value<RealType>());
}
-template <class RealType>
-inline const std::pair<RealType, RealType> support(const rayleigh_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> support(const rayleigh_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>((1), max_value<RealType>());
}
-template <class RealType>
-inline RealType pdf(const rayleigh_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+inline RealType pdf(const rayleigh_distribution<RealType, Policy>& dist, const RealType& x)
{
using namespace std; // for ADL of std function exp.
RealType sigma = dist.sigma();
RealType result;
- if(false == detail::verify_sigma(BOOST_CURRENT_FUNCTION, sigma, &result))
+ static const char* function = "boost::math::pdf(const rayleigh_distribution<%1%>&, %1%)";
+ if(false == detail::verify_sigma(function, sigma, &result, Policy()))
{
return result;
}
- if(false == detail::verify_rayleigh_x(BOOST_CURRENT_FUNCTION, x, &result))
+ if(false == detail::verify_rayleigh_x(function, x, &result, Policy()))
{
return result;
}
@@ -110,35 +112,37 @@
return result;
} // pdf
-template <class RealType>
-inline RealType cdf(const rayleigh_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+inline RealType cdf(const rayleigh_distribution<RealType, Policy>& dist, const RealType& x)
{
using namespace std; // for ADL of std functions
RealType result;
RealType sigma = dist.sigma();
- if(false == detail::verify_sigma(BOOST_CURRENT_FUNCTION, sigma, &result))
+ static const char* function = "boost::math::cdf(const rayleigh_distribution<%1%>&, %1%)";
+ if(false == detail::verify_sigma(function, sigma, &result, Policy()))
{
return result;
}
- if(false == detail::verify_rayleigh_x(BOOST_CURRENT_FUNCTION, x, &result))
+ if(false == detail::verify_rayleigh_x(function, x, &result, Policy()))
{
return result;
}
- result = -boost::math::expm1(-x * x / ( 2 * sigma * sigma));
+ result = -boost::math::expm1(-x * x / ( 2 * sigma * sigma), Policy());
return result;
} // cdf
-template <class RealType>
-inline RealType quantile(const rayleigh_distribution<RealType>& dist, const RealType& p)
+template <class RealType, class Policy>
+inline RealType quantile(const rayleigh_distribution<RealType, Policy>& dist, const RealType& p)
{
using namespace std; // for ADL of std functions
RealType result;
RealType sigma = dist.sigma();
- if(false == detail::verify_sigma(BOOST_CURRENT_FUNCTION, sigma, &result))
+ static const char* function = "boost::math::quantile(const rayleigh_distribution<%1%>&, %1%)";
+ if(false == detail::verify_sigma(function, sigma, &result, Policy()))
return result;
- if(false == detail::check_probability(BOOST_CURRENT_FUNCTION, p, &result))
+ if(false == detail::check_probability(function, p, &result, Policy()))
return result;
if(p == 0)
@@ -147,25 +151,26 @@
}
if(p == 1)
{
- return tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return policy::raise_overflow_error<RealType>(function, 0, Policy());
}
- result = sqrt(-2 * sigma * sigma * boost::math::log1p(-p));
+ result = sqrt(-2 * sigma * sigma * boost::math::log1p(-p, Policy()));
return result;
} // quantile
-template <class RealType>
-inline RealType cdf(const complemented2_type<rayleigh_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType cdf(const complemented2_type<rayleigh_distribution<RealType, Policy>, RealType>& c)
{
using namespace std; // for ADL of std functions
RealType result;
RealType sigma = c.dist.sigma();
- if(false == detail::verify_sigma(BOOST_CURRENT_FUNCTION, sigma, &result))
+ static const char* function = "boost::math::cdf(const rayleigh_distribution<%1%>&, %1%)";
+ if(false == detail::verify_sigma(function, sigma, &result, Policy()))
{
return result;
}
RealType x = c.param;
- if(false == detail::verify_rayleigh_x(BOOST_CURRENT_FUNCTION, x, &result))
+ if(false == detail::verify_rayleigh_x(function, x, &result, Policy()))
{
return result;
}
@@ -173,19 +178,20 @@
return result;
} // cdf complement
-template <class RealType>
-inline RealType quantile(const complemented2_type<rayleigh_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType quantile(const complemented2_type<rayleigh_distribution<RealType, Policy>, RealType>& c)
{
using namespace std; // for ADL of std functions, log & sqrt.
RealType result;
RealType sigma = c.dist.sigma();
- if(false == detail::verify_sigma(BOOST_CURRENT_FUNCTION, sigma, &result))
+ static const char* function = "boost::math::quantile(const rayleigh_distribution<%1%>&, %1%)";
+ if(false == detail::verify_sigma(function, sigma, &result, Policy()))
{
return result;
}
RealType q = c.param;
- if(false == detail::check_probability(BOOST_CURRENT_FUNCTION, q, &result))
+ if(false == detail::check_probability(function, q, &result, Policy()))
{
return result;
}
@@ -195,18 +201,19 @@
}
if(q == 0)
{
- return tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return policy::raise_overflow_error<RealType>(function, 0, Policy());
}
result = sqrt(-2 * sigma * sigma * log(q));
return result;
} // quantile complement
-template <class RealType>
-inline RealType mean(const rayleigh_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mean(const rayleigh_distribution<RealType, Policy>& dist)
{
RealType result;
RealType sigma = dist.sigma();
- if(false == detail::verify_sigma(BOOST_CURRENT_FUNCTION, sigma, &result))
+ static const char* function = "boost::math::mean(const rayleigh_distribution<%1%>&, %1%)";
+ if(false == detail::verify_sigma(function, sigma, &result, Policy()))
{
return result;
}
@@ -214,12 +221,13 @@
return sigma * root_half_pi<RealType>();
} // mean
-template <class RealType>
-inline RealType variance(const rayleigh_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType variance(const rayleigh_distribution<RealType, Policy>& dist)
{
RealType result;
RealType sigma = dist.sigma();
- if(false == detail::verify_sigma(BOOST_CURRENT_FUNCTION, sigma, &result))
+ static const char* function = "boost::math::variance(const rayleigh_distribution<%1%>&, %1%)";
+ if(false == detail::verify_sigma(function, sigma, &result, Policy()))
{
return result;
}
@@ -227,21 +235,21 @@
return four_minus_pi<RealType>() * sigma * sigma / 2;
} // variance
-template <class RealType>
-inline RealType mode(const rayleigh_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mode(const rayleigh_distribution<RealType, Policy>& dist)
{
return dist.sigma();
}
-template <class RealType>
-inline RealType median(const rayleigh_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType median(const rayleigh_distribution<RealType, Policy>& dist)
{
using boost::math::constants::root_ln_four;
return root_ln_four<RealType>() * dist.sigma();
}
-template <class RealType>
-inline RealType skewness(const rayleigh_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType skewness(const rayleigh_distribution<RealType, Policy>& /*dist*/)
{
// using namespace boost::math::constants;
return static_cast<RealType>(0.63111065781893713819189935154422777984404221106391L);
@@ -249,8 +257,8 @@
// return 2 * root_pi<RealType>() * pi_minus_three<RealType>() / pow23_four_minus_pi<RealType>();
}
-template <class RealType>
-inline RealType kurtosis(const rayleigh_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType kurtosis(const rayleigh_distribution<RealType, Policy>& /*dist*/)
{
// using namespace boost::math::constants;
return static_cast<RealType>(3.2450893006876380628486604106197544154170667057995L);
@@ -259,8 +267,8 @@
// (four_minus_pi<RealType>() * four_minus_pi<RealType>());
}
-template <class RealType>
-inline RealType kurtosis_excess(const rayleigh_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType kurtosis_excess(const rayleigh_distribution<RealType, Policy>& /*dist*/)
{
//using namespace boost::math::constants;
// Computed using NTL at 150 bit, about 50 decimal digits.
Modified: sandbox/math_toolkit/policy/boost/math/distributions/students_t.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/students_t.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/students_t.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -23,17 +23,18 @@
namespace boost{ namespace math{
-template <class RealType = double>
+template <class RealType = double, class Policy = policy::policy<> >
class students_t_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
students_t_distribution(RealType i) : m_df(i)
{ // Constructor.
RealType result;
detail::check_df(
- BOOST_CURRENT_FUNCTION, m_df, &result);
+ "boost::math::students_t_distribution<%1%>::students_t_distribution", m_df, &result, Policy());
} // students_t_distribution
RealType degrees_of_freedom()const
@@ -58,23 +59,23 @@
typedef students_t_distribution<double> students_t;
-template <class RealType>
-inline const std::pair<RealType, RealType> range(const students_t_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> range(const students_t_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>());
}
-template <class RealType>
-inline const std::pair<RealType, RealType> support(const students_t_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> support(const students_t_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>(-max_value<RealType>(), max_value<RealType>());
}
-template <class RealType>
-inline RealType pdf(const students_t_distribution<RealType>& dist, const RealType& t)
+template <class RealType, class Policy>
+inline RealType pdf(const students_t_distribution<RealType, Policy>& dist, const RealType& t)
{
BOOST_FPU_EXCEPTION_GUARD
using namespace std; // for ADL of std functions
@@ -83,31 +84,31 @@
// Error check:
RealType error_result;
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, degrees_of_freedom, &error_result))
+ "boost::math::pdf(const students_t_distribution<%1%>&, %1%)", degrees_of_freedom, &error_result, Policy()))
return error_result;
// Might conceivably permit df = +infinity and use normal distribution.
RealType result;
RealType basem1 = t * t / degrees_of_freedom;
if(basem1 < 0.125)
{
- result = exp(-boost::math::log1p(basem1) * (1+degrees_of_freedom) / 2);
+ result = exp(-boost::math::log1p(basem1, Policy()) * (1+degrees_of_freedom) / 2);
}
else
{
result = pow(1 / (1 + basem1), (degrees_of_freedom + 1) / 2);
}
- result /= sqrt(degrees_of_freedom) * boost::math::beta(degrees_of_freedom / 2, RealType(0.5f));
+ result /= sqrt(degrees_of_freedom) * boost::math::beta(degrees_of_freedom / 2, RealType(0.5f), Policy());
return result;
} // pdf
-template <class RealType>
-inline RealType cdf(const students_t_distribution<RealType>& dist, const RealType& t)
+template <class RealType, class Policy>
+inline RealType cdf(const students_t_distribution<RealType, Policy>& dist, const RealType& t)
{
RealType degrees_of_freedom = dist.degrees_of_freedom();
// Error check:
RealType error_result;
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, degrees_of_freedom, &error_result))
+ "boost::math::cdf(const students_t_distribution<%1%>&, %1%)", degrees_of_freedom, &error_result, Policy()))
return error_result;
if (t == 0)
@@ -137,31 +138,18 @@
if(degrees_of_freedom > 2 * t2)
{
RealType z = t2 / (degrees_of_freedom + t2);
- probability = ibetac(static_cast<RealType>(0.5), degrees_of_freedom / 2, z) / 2;
+ probability = ibetac(static_cast<RealType>(0.5), degrees_of_freedom / 2, z, Policy()) / 2;
}
else
{
RealType z = degrees_of_freedom / (degrees_of_freedom + t2);
- probability = ibeta(degrees_of_freedom / 2, static_cast<RealType>(0.5), z) / 2;
- }
- // Check 0 <= probability probability <= 1.
- // Numerical errors might cause probability to be slightly outside the range < 0 or > 1.
- // This might cause trouble downstream, so warn, possibly throw exception, but constrain to the limits.
- if (probability < static_cast<RealType>(0.))
- {
- tools::logic_error<RealType>(BOOST_CURRENT_FUNCTION, "probability %1% is < 0, so has been constrained to zero !", probability);
- return static_cast<RealType>(0.); // Constrain to zero if logic_error does not throw.
- }
- if(probability > static_cast<RealType>(1.))
- {
- tools::logic_error<RealType>(BOOST_CURRENT_FUNCTION, "probability %1% is > 1, so has been constrained to unity!", probability);
- return static_cast<RealType>(1.); // Constrain to unity if logic_error does not throw.
+ probability = ibeta(degrees_of_freedom / 2, static_cast<RealType>(0.5), z, Policy()) / 2;
}
return (t > 0 ? 1 - probability : probability);
} // cdf
-template <class RealType>
-inline RealType quantile(const students_t_distribution<RealType>& dist, const RealType& p)
+template <class RealType, class Policy>
+inline RealType quantile(const students_t_distribution<RealType, Policy>& dist, const RealType& p)
{
using namespace std; // for ADL of std functions
//
@@ -172,17 +160,18 @@
//
// Check for domain errors:
//
+ static const char* function = "boost::math::quantile(const students_t_distribution<%1%>&, %1%)";
RealType error_result;
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, degrees_of_freedom, &error_result)
- && detail::check_probability(BOOST_CURRENT_FUNCTION, probability, &error_result))
+ function, degrees_of_freedom, &error_result, Policy())
+ && detail::check_probability(function, probability, &error_result, Policy()))
return error_result;
// Special cases, regardless of degrees_of_freedom.
if (probability == 0)
- return -tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return -policy::raise_overflow_error<RealType>(function, 0, Policy());
if (probability == 1)
- return tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return policy::raise_overflow_error<RealType>(function, 0, Policy());
if (probability == static_cast<RealType>(0.5))
return 0;
//
@@ -215,17 +204,17 @@
// and a couple of epsilon at double precision and in the central
// region where most use cases will occur...
//
- return boost::math::detail::fast_students_t_quantile(degrees_of_freedom, probability);
+ return boost::math::detail::fast_students_t_quantile(degrees_of_freedom, probability, Policy());
} // quantile
-template <class RealType>
-inline RealType cdf(const complemented2_type<students_t_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType cdf(const complemented2_type<students_t_distribution<RealType, Policy>, RealType>& c)
{
return cdf(c.dist, -c.param);
}
-template <class RealType>
-inline RealType quantile(const complemented2_type<students_t_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType quantile(const complemented2_type<students_t_distribution<RealType, Policy>, RealType>& c)
{
return -quantile(c.dist, c.param);
}
@@ -237,7 +226,7 @@
//
// Functors for finding degrees of freedom:
//
-template <class RealType>
+template <class RealType, class Policy>
struct sample_size_func
{
sample_size_func(RealType a, RealType b, RealType s, RealType d)
@@ -247,7 +236,7 @@
{
if(df <= tools::min_value<RealType>())
return 1;
- students_t_distribution<RealType> t(df);
+ students_t_distribution<RealType, Policy> t(df);
RealType qa = quantile(complement(t, alpha));
RealType qb = quantile(complement(t, beta));
qa += qb;
@@ -261,109 +250,110 @@
} // namespace detail
-template <class RealType>
-RealType students_t_distribution<RealType>::estimate_degrees_of_freedom(
+template <class RealType, class Policy>
+RealType students_t_distribution<RealType, Policy>::estimate_degrees_of_freedom(
RealType difference_from_mean,
RealType alpha,
RealType beta,
RealType sd,
RealType hint)
{
+ static const char* function = "boost::math::students_t_distribution<%1%>::estimate_degrees_of_freedom";
//
// Check for domain errors:
//
RealType error_result;
if(false == detail::check_probability(
- BOOST_CURRENT_FUNCTION, alpha, &error_result)
- && detail::check_probability(BOOST_CURRENT_FUNCTION, beta, &error_result))
+ function, alpha, &error_result, Policy())
+ && detail::check_probability(function, beta, &error_result, Policy()))
return error_result;
if(hint <= 0)
hint = 1;
- detail::sample_size_func<RealType> f(alpha, beta, sd, difference_from_mean);
- tools::eps_tolerance<RealType> tol(tools::digits<RealType>());
+ detail::sample_size_func<RealType, Policy> f(alpha, beta, sd, difference_from_mean);
+ tools::eps_tolerance<RealType> tol(policy::digits<RealType, Policy>());
boost::uintmax_t max_iter = 10000;
- std::pair<RealType, RealType> r = tools::bracket_and_solve_root(f, hint, RealType(2), false, tol, max_iter, policy::policy<>());
+ std::pair<RealType, RealType> r = tools::bracket_and_solve_root(f, hint, RealType(2), false, tol, max_iter, Policy());
RealType result = r.first + (r.second - r.first) / 2;
if(max_iter == 10000)
{
- tools::logic_error<RealType>(BOOST_CURRENT_FUNCTION, "Unable to locate solution in a reasonable time:"
+ policy::raise_evaluation_error<RealType>(function, "Unable to locate solution in a reasonable time:"
" either there is no answer to how many degrees of freedom are required"
- " or the answer is infinite. Current best guess is %1%", result);
+ " or the answer is infinite. Current best guess is %1%", result, Policy());
}
return result;
}
-template <class RealType>
-inline RealType mean(const students_t_distribution<RealType>& )
+template <class RealType, class Policy>
+inline RealType mean(const students_t_distribution<RealType, Policy>& )
{
return 0;
}
-template <class RealType>
-inline RealType variance(const students_t_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType variance(const students_t_distribution<RealType, Policy>& dist)
{
// Error check:
RealType error_result;
if(false == detail::check_df(
- BOOST_CURRENT_FUNCTION, dist.degrees_of_freedom(), &error_result))
+ "boost::math::variance(students_t_distribution<%1%> const&, %1%)", dist.degrees_of_freedom(), &error_result, Policy()))
return error_result;
RealType v = dist.degrees_of_freedom();
return v / (v - 2);
}
-template <class RealType>
-inline RealType mode(const students_t_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType mode(const students_t_distribution<RealType, Policy>& /*dist*/)
{
return 0;
}
-template <class RealType>
-inline RealType median(const students_t_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline RealType median(const students_t_distribution<RealType, Policy>& /*dist*/)
{
return 0;
}
-template <class RealType>
-inline RealType skewness(const students_t_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType skewness(const students_t_distribution<RealType, Policy>& dist)
{
if(dist.degrees_of_freedom() <= 3)
{
- tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION,
+ policy::raise_domain_error<RealType>(
+ "boost::math::skewness(students_t_distribution<%1%> const&, %1%)",
"Skewness is undefined for degrees of freedom <= 3, but got %1%.",
- dist.degrees_of_freedom());
+ dist.degrees_of_freedom(), Policy());
}
return 0;
}
-template <class RealType>
-inline RealType kurtosis(const students_t_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType kurtosis(const students_t_distribution<RealType, Policy>& dist)
{
RealType df = dist.degrees_of_freedom();
if(df <= 3)
{
- tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION,
+ policy::raise_domain_error<RealType>(
+ "boost::math::kurtosis(students_t_distribution<%1%> const&, %1%)",
"Skewness is undefined for degrees of freedom <= 3, but got %1%.",
- df);
+ df, Policy());
}
return 3 * (df - 2) / (df - 4);
}
-template <class RealType>
-inline RealType kurtosis_excess(const students_t_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType kurtosis_excess(const students_t_distribution<RealType, Policy>& dist)
{
// see http://mathworld.wolfram.com/Kurtosis.html
RealType df = dist.degrees_of_freedom();
if(df <= 3)
{
- tools::domain_error<RealType>(
- BOOST_CURRENT_FUNCTION,
+ policy::raise_domain_error<RealType>(
+ "boost::math::kurtosis_excess(students_t_distribution<%1%> const&, %1%)",
"Skewness is undefined for degrees of freedom <= 3, but got %1%.",
- df);
+ df, Policy());
}
return 6 / (df - 4);
}
Modified: sandbox/math_toolkit/policy/boost/math/distributions/triangular.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/triangular.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/triangular.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -21,11 +21,11 @@
{
namespace detail
{
- template <class RealType>
+ template <class RealType, class Policy>
inline bool check_triangular_lower(
const char* function,
RealType lower,
- RealType* result)
+ RealType* result, const Policy& pol)
{
if((boost::math::isfinite)(lower))
{ // Any finite value is OK.
@@ -33,18 +33,18 @@
}
else
{ // Not finite: infinity or NaN.
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Lower parameter is %1%, but must be finite!", lower);
+ "Lower parameter is %1%, but must be finite!", lower, pol);
return false;
}
} // bool check_triangular_lower(
- template <class RealType>
+ template <class RealType, class Policy>
inline bool check_triangular_mode(
const char* function,
RealType mode,
- RealType* result)
+ RealType* result, const Policy& pol)
{
if((boost::math::isfinite)(mode))
{ // any finite value is OK.
@@ -52,18 +52,18 @@
}
else
{ // Not finite: infinity or NaN.
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Mode parameter is %1%, but must be finite!", mode);
+ "Mode parameter is %1%, but must be finite!", mode, pol);
return false;
}
} // bool check_triangular_mode(
- template <class RealType>
+ template <class RealType, class Policy>
inline bool check_triangular_upper(
const char* function,
RealType upper,
- RealType* result)
+ RealType* result, const Policy& pol)
{
if((boost::math::isfinite)(upper))
{ // any finite value is OK.
@@ -71,18 +71,18 @@
}
else
{ // Not finite: infinity or NaN.
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Upper parameter is %1%, but must be finite!", upper);
+ "Upper parameter is %1%, but must be finite!", upper, pol);
return false;
}
} // bool check_triangular_upper(
- template <class RealType>
+ template <class RealType, class Policy>
inline bool check_triangular_x(
const char* function,
RealType const& x,
- RealType* result)
+ RealType* result, const Policy& pol)
{
if((boost::math::isfinite)(x))
{ // Any finite value is OK
@@ -90,58 +90,59 @@
}
else
{ // Not finite: infinity or NaN.
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "x parameter is %1%, but must be finite!", x);
+ "x parameter is %1%, but must be finite!", x, pol);
return false;
}
} // bool check_triangular_x
- template <class RealType>
+ template <class RealType, class Policy>
inline bool check_triangular(
const char* function,
RealType lower,
RealType mode,
RealType upper,
- RealType* result)
+ RealType* result, const Policy& pol)
{
- if(check_triangular_lower(function, lower, result)
- && check_triangular_mode(function, mode, result)
- && check_triangular_upper(function, upper, result)
+ if(check_triangular_lower(function, lower, result, pol)
+ && check_triangular_mode(function, mode, result, pol)
+ && check_triangular_upper(function, upper, result, pol)
&& (lower < upper) // lower == upper NOT useful.
)
{
if (mode < lower)
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "mode parameter is %1%, but must be >= than lower!", lower);
+ "mode parameter is %1%, but must be >= than lower!", lower, pol);
return false;
}
if (mode > upper )
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "mode parameter is %1%, but must be <= than upper!", upper);
+ "mode parameter is %1%, but must be <= than upper!", upper, pol);
return false;
}
return true;
}
else
{ // upper and lower have each been checked before, so must be lower >= upper.
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "lower parameter is %1%, but must be less than upper!", lower);
+ "lower parameter is %1%, but must be less than upper!", lower, pol);
return false;
}
} // bool check_triangular
} // namespace detail
- template <class RealType = double>
+ template <class RealType = double, class Policy = policy::policy<> >
class triangular_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
triangular_distribution(RealType lower = -1, RealType mode = 0, RealType upper = 1)
: m_lower(lower), m_mode(mode), m_upper(upper) // Constructor.
@@ -150,7 +151,7 @@
// But this is more useful in most applications to approximate normal distribution,
// where the central value is the most likely and deviations either side equally likely.
RealType result;
- detail::check_triangular(BOOST_CURRENT_FUNCTION,lower, mode, upper, &result);
+ detail::check_triangular("boost::math::triangular_distribution<%1%>::triangular_distribution",lower, mode, upper, &result, Policy());
}
// Accessor functions.
RealType lower()const
@@ -174,32 +175,33 @@
typedef triangular_distribution<double> triangular;
- template <class RealType>
- inline const std::pair<RealType, RealType> range(const triangular_distribution<RealType>& /* dist */)
+ template <class RealType, class Policy>
+ inline const std::pair<RealType, RealType> range(const triangular_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>());
}
- template <class RealType>
- inline const std::pair<RealType, RealType> support(const triangular_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline const std::pair<RealType, RealType> support(const triangular_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.
return std::pair<RealType, RealType>(dist.lower(), dist.upper());
}
- template <class RealType>
- RealType pdf(const triangular_distribution<RealType>& dist, const RealType& x)
+ template <class RealType, class Policy>
+ RealType pdf(const triangular_distribution<RealType, Policy>& dist, const RealType& x)
{
+ static const char* function = "boost::math::pdf(const triangular_distribution<%1%>&, %1%)";
RealType lower = dist.lower();
RealType mode = dist.mode();
RealType upper = dist.upper();
RealType result; // of checks.
- if(false == detail::check_triangular(BOOST_CURRENT_FUNCTION, lower, mode, upper, &result))
+ if(false == detail::check_triangular(function, lower, mode, upper, &result, Policy()))
{
return result;
}
- if(false == detail::check_triangular_x(BOOST_CURRENT_FUNCTION, x, &result))
+ if(false == detail::check_triangular_x(function, x, &result, Policy()))
{
return result;
}
@@ -223,20 +225,21 @@
{ // (x > mode)
return 2 * (upper - x) / ((upper - lower) * (upper - mode));
}
- } // RealType pdf(const triangular_distribution<RealType>& dist, const RealType& x)
+ } // RealType pdf(const triangular_distribution<RealType, Policy>& dist, const RealType& x)
- template <class RealType>
- inline RealType cdf(const triangular_distribution<RealType>& dist, const RealType& x)
+ template <class RealType, class Policy>
+ inline RealType cdf(const triangular_distribution<RealType, Policy>& dist, const RealType& x)
{
+ static const char* function = "boost::math::cdf(const triangular_distribution<%1%>&, %1%)";
RealType lower = dist.lower();
RealType mode = dist.mode();
RealType upper = dist.upper();
RealType result; // of checks.
- if(false == detail::check_triangular(BOOST_CURRENT_FUNCTION, lower, mode, upper, &result))
+ if(false == detail::check_triangular(function, lower, mode, upper, &result, Policy()))
{
return result;
}
- if(false == detail::check_triangular_x(BOOST_CURRENT_FUNCTION, x, &result))
+ if(false == detail::check_triangular_x(function, x, &result, Policy()))
{
return result;
}
@@ -257,21 +260,22 @@
{
return 1 - (upper - x) * (upper - x) / ((upper - lower) * (upper - mode));
}
- } // RealType cdf(const triangular_distribution<RealType>& dist, const RealType& x)
+ } // RealType cdf(const triangular_distribution<RealType, Policy>& dist, const RealType& x)
- template <class RealType>
- RealType quantile(const triangular_distribution<RealType>& dist, const RealType& p)
+ template <class RealType, class Policy>
+ RealType quantile(const triangular_distribution<RealType, Policy>& dist, const RealType& p)
{
using namespace std; // for ADL of std functions (sqrt).
+ static const char* function = "boost::math::quantile(const triangular_distribution<%1%>&, %1%)";
RealType lower = dist.lower();
RealType mode = dist.mode();
RealType upper = dist.upper();
RealType result; // of checks
- if(false == detail::check_triangular(BOOST_CURRENT_FUNCTION,lower, mode, upper, &result))
+ if(false == detail::check_triangular(function,lower, mode, upper, &result, Policy()))
{
return result;
}
- if(false == detail::check_probability(BOOST_CURRENT_FUNCTION, p, &result))
+ if(false == detail::check_probability(function, p, &result, Policy()))
{
return result;
}
@@ -299,21 +303,22 @@
}
return result;
- } // RealType quantile(const triangular_distribution<RealType>& dist, const RealType& q)
+ } // RealType quantile(const triangular_distribution<RealType, Policy>& dist, const RealType& q)
- template <class RealType>
- RealType cdf(const complemented2_type<triangular_distribution<RealType>, RealType>& c)
+ template <class RealType, class Policy>
+ RealType cdf(const complemented2_type<triangular_distribution<RealType, Policy>, RealType>& c)
{
+ static const char* function = "boost::math::cdf(const triangular_distribution<%1%>&, %1%)";
RealType lower = c.dist.lower();
RealType mode = c.dist.mode();
RealType upper = c.dist.upper();
RealType x = c.param;
RealType result; // of checks.
- if(false == detail::check_triangular(BOOST_CURRENT_FUNCTION, lower, mode, upper, &result))
+ if(false == detail::check_triangular(function, lower, mode, upper, &result, Policy()))
{
return result;
}
- if(false == detail::check_triangular_x(BOOST_CURRENT_FUNCTION, x, &result))
+ if(false == detail::check_triangular_x(function, x, &result, Policy()))
{
return result;
}
@@ -333,22 +338,23 @@
{
return (upper - x) * (upper - x) / ((upper - lower) * (upper - mode));
}
- } // RealType cdf(const complemented2_type<triangular_distribution<RealType>, RealType>& c)
+ } // RealType cdf(const complemented2_type<triangular_distribution<RealType, Policy>, RealType>& c)
- template <class RealType>
- RealType quantile(const complemented2_type<triangular_distribution<RealType>, RealType>& c)
+ template <class RealType, class Policy>
+ RealType quantile(const complemented2_type<triangular_distribution<RealType, Policy>, RealType>& c)
{
using namespace std; // Aid ADL for sqrt.
+ static const char* function = "boost::math::quantile(const triangular_distribution<%1%>&, %1%)";
RealType l = c.dist.lower();
RealType m = c.dist.mode();
RealType u = c.dist.upper();
RealType q = c.param; // probability 0 to 1.
RealType result; // of checks.
- if(false == detail::check_triangular(BOOST_CURRENT_FUNCTION, l, m, u, &result))
+ if(false == detail::check_triangular(function, l, m, u, &result, Policy()))
{
return result;
}
- if(false == detail::check_probability(BOOST_CURRENT_FUNCTION, q, &result))
+ if(false == detail::check_probability(function, q, &result, Policy()))
{
return result;
}
@@ -381,56 +387,60 @@
result = upper - sqrt((upper - lower) * (upper - mode) * q);
}
return result;
- } // RealType quantile(const complemented2_type<triangular_distribution<RealType>, RealType>& c)
+ } // RealType quantile(const complemented2_type<triangular_distribution<RealType, Policy>, RealType>& c)
- template <class RealType>
- inline RealType mean(const triangular_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType mean(const triangular_distribution<RealType, Policy>& dist)
{
+ static const char* function = "boost::math::mean(const triangular_distribution<%1%>&)";
RealType lower = dist.lower();
RealType mode = dist.mode();
RealType upper = dist.upper();
RealType result; // of checks.
- if(false == detail::check_triangular(BOOST_CURRENT_FUNCTION, lower, mode, upper, &result))
+ if(false == detail::check_triangular(function, lower, mode, upper, &result, Policy()))
{
return result;
}
return (lower + upper + mode) / 3;
- } // RealType mean(const triangular_distribution<RealType>& dist)
+ } // RealType mean(const triangular_distribution<RealType, Policy>& dist)
- template <class RealType>
- inline RealType variance(const triangular_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType variance(const triangular_distribution<RealType, Policy>& dist)
{
+ static const char* function = "boost::math::mean(const triangular_distribution<%1%>&)";
RealType lower = dist.lower();
RealType mode = dist.mode();
RealType upper = dist.upper();
RealType result; // of checks.
- if(false == detail::check_triangular(BOOST_CURRENT_FUNCTION, lower, mode, upper, &result))
+ if(false == detail::check_triangular(function, lower, mode, upper, &result, Policy()))
{
return result;
}
return (lower * lower + upper * upper + mode * mode - lower * upper - lower * mode - upper * mode) / 18;
- } // RealType variance(const triangular_distribution<RealType>& dist)
+ } // RealType variance(const triangular_distribution<RealType, Policy>& dist)
- template <class RealType>
- inline RealType mode(const triangular_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType mode(const triangular_distribution<RealType, Policy>& dist)
{
+ static const char* function = "boost::math::mode(const triangular_distribution<%1%>&)";
RealType mode = dist.mode();
RealType result; // of checks.
- if(false == detail::check_triangular_mode(BOOST_CURRENT_FUNCTION, mode, &result))
+ if(false == detail::check_triangular_mode(function, mode, &result, Policy()))
{ // This should never happen!
return result;
}
return mode;
} // RealType mode
- template <class RealType>
- inline RealType median(const triangular_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType median(const triangular_distribution<RealType, Policy>& dist)
{
using namespace std; // ADL of std functions.
+ static const char* function = "boost::math::median(const triangular_distribution<%1%>&)";
RealType mode = dist.mode();
RealType result; // of checks.
- if(false == detail::check_triangular_mode(BOOST_CURRENT_FUNCTION, mode, &result))
+ if(false == detail::check_triangular_mode(function, mode, &result, Policy()))
{ // This should never happen!
return result;
}
@@ -446,46 +456,49 @@
}
} // RealType mode
- template <class RealType>
- inline RealType skewness(const triangular_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType skewness(const triangular_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std functions
using namespace boost::math::constants; // for root_two
+ static const char* function = "boost::math::skewness(const triangular_distribution<%1%>&)";
RealType lower = dist.lower();
RealType mode = dist.mode();
RealType upper = dist.upper();
RealType result; // of checks.
- if(false == detail::check_triangular(BOOST_CURRENT_FUNCTION,lower, mode, upper, &result))
+ if(false == detail::check_triangular(function,lower, mode, upper, &result, Policy()))
{
return result;
}
return root_two<RealType>() * (lower + upper - 2 * mode) * (2 * lower - upper - mode) * (lower - 2 * upper + mode) /
(5 * pow((lower * lower + upper + upper + mode * mode - lower * upper - lower * mode - upper * mode), RealType(3)/RealType(2)));
- } // RealType skewness(const triangular_distribution<RealType>& dist)
+ } // RealType skewness(const triangular_distribution<RealType, Policy>& dist)
- template <class RealType>
- inline RealType kurtosis(const triangular_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType kurtosis(const triangular_distribution<RealType, Policy>& dist)
{ // These checks may be belt and braces as should have been checked on construction?
+ static const char* function = "boost::math::kurtosis(const triangular_distribution<%1%>&)";
RealType lower = dist.lower();
RealType upper = dist.upper();
RealType mode = dist.mode();
RealType result; // of checks.
- if(false == detail::check_triangular(BOOST_CURRENT_FUNCTION,lower, mode, upper, &result))
+ if(false == detail::check_triangular(function,lower, mode, upper, &result, Policy()))
{
return result;
}
return static_cast<RealType>(12)/5; // 12/5 = 2.4;
- } // RealType kurtosis_excess(const triangular_distribution<RealType>& dist)
+ } // RealType kurtosis_excess(const triangular_distribution<RealType, Policy>& dist)
- template <class RealType>
- inline RealType kurtosis_excess(const triangular_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType kurtosis_excess(const triangular_distribution<RealType, Policy>& dist)
{ // These checks may be belt and braces as should have been checked on construction?
+ static const char* function = "boost::math::kurtosis_excess(const triangular_distribution<%1%>&)";
RealType lower = dist.lower();
RealType upper = dist.upper();
RealType mode = dist.mode();
RealType result; // of checks.
- if(false == detail::check_triangular(BOOST_CURRENT_FUNCTION,lower, mode, upper, &result))
+ if(false == detail::check_triangular(function,lower, mode, upper, &result, Policy()))
{
return result;
}
Modified: sandbox/math_toolkit/policy/boost/math/distributions/uniform.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/uniform.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/uniform.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -15,8 +15,6 @@
// http://documents.wolfram.com/calculationcenter/v2/Functions/ListsMatrices/Statistics/UniformDistribution.html
// http://en.wikipedia.org/wiki/Uniform_distribution_%28continuous%29
-#include <boost/math/special_functions/gamma.hpp>
-#include <boost/math/special_functions/expm1.hpp>
#include <boost/math/distributions/detail/common_error_handling.hpp>
#include <boost/math/distributions/complement.hpp>
@@ -26,11 +24,11 @@
{
namespace detail
{
- template <class RealType>
+ template <class RealType, class Policy>
inline bool check_uniform_lower(
const char* function,
RealType lower,
- RealType* result)
+ RealType* result, const Policy& pol)
{
if((boost::math::isfinite)(lower))
{ // any finite value is OK.
@@ -38,18 +36,18 @@
}
else
{ // Not finite.
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Lower parameter is %1%, but must be finite!", lower);
+ "Lower parameter is %1%, but must be finite!", lower, pol);
return false;
}
} // bool check_uniform_lower(
- template <class RealType>
+ template <class RealType, class Policy>
inline bool check_uniform_upper(
const char* function,
RealType upper,
- RealType* result)
+ RealType* result, const Policy& pol)
{
if((boost::math::isfinite)(upper))
{ // Any finite value is OK.
@@ -57,18 +55,18 @@
}
else
{ // Not finite.
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Upper parameter is %1%, but must be finite!", upper);
+ "Upper parameter is %1%, but must be finite!", upper, pol);
return false;
}
} // bool check_uniform_upper(
- template <class RealType>
+ template <class RealType, class Policy>
inline bool check_uniform_x(
const char* function,
RealType const& x,
- RealType* result)
+ RealType* result, const Policy& pol)
{
if((boost::math::isfinite)(x))
{ // Any finite value is OK
@@ -76,48 +74,49 @@
}
else
{ // Not finite..
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "x parameter is %1%, but must be finite!", x);
+ "x parameter is %1%, but must be finite!", x, pol);
return false;
}
} // bool check_uniform_x
- template <class RealType>
+ template <class RealType, class Policy>
inline bool check_uniform(
const char* function,
RealType lower,
RealType upper,
- RealType* result)
+ RealType* result, const Policy& pol)
{
- if(check_uniform_lower(function, lower, result)
- && check_uniform_upper(function, upper, result)
+ if(check_uniform_lower(function, lower, result, pol)
+ && check_uniform_upper(function, upper, result, pol)
&& (lower < upper)) // If lower == upper then 1 / (upper-lower) = 1/0 = +infinity!
{
return true;
}
else
{ // upper and lower have been checked before, so must be lower >= upper.
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "lower parameter is %1%, but must be less than upper!", lower);
+ "lower parameter is %1%, but must be less than upper!", lower, pol);
return false;
}
} // bool check_uniform(
} // namespace detail
- template <class RealType = double>
+ template <class RealType = double, class Policy = policy::policy<> >
class uniform_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
uniform_distribution(RealType lower = 0, RealType upper = 1) // Constructor.
: m_lower(lower), m_upper(upper) // Default is standard uniform distribution.
{
RealType result;
- detail::check_uniform(BOOST_CURRENT_FUNCTION, lower, upper, &result);
+ detail::check_uniform("boost::math::uniform_distribution<%1%>::uniform_distribution", lower, upper, &result, Policy());
}
// Accessor functions.
RealType lower()const
@@ -137,32 +136,32 @@
typedef uniform_distribution<double> uniform;
- template <class RealType>
- inline const std::pair<RealType, RealType> range(const uniform_distribution<RealType>& /* dist */)
+ 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
}
- template <class RealType>
- inline const std::pair<RealType, RealType> support(const uniform_distribution<RealType>& dist)
+ 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>
- inline RealType pdf(const uniform_distribution<RealType>& dist, const RealType& x)
+ 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; // of checks.
- if(false == detail::check_uniform(BOOST_CURRENT_FUNCTION, lower, upper, &result))
+ 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_CURRENT_FUNCTION, x, &result))
+ if(false == detail::check_uniform_x("boost::math::pdf(const uniform_distribution<%1%>&, %1%)", x, &result, Policy()))
{
return result;
}
@@ -175,19 +174,19 @@
{
return 1 / (upper - lower);
}
- } // RealType pdf(const uniform_distribution<RealType>& dist, const RealType& x)
+ } // RealType pdf(const uniform_distribution<RealType, Policy>& dist, const RealType& x)
- template <class RealType>
- inline RealType cdf(const uniform_distribution<RealType>& 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; // of checks.
- if(false == detail::check_uniform(BOOST_CURRENT_FUNCTION,lower, upper, &result))
+ 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_CURRENT_FUNCTION, x, &result))
+ if(false == detail::check_uniform_x("boost::math::cdf(const uniform_distribution<%1%>&, %1%)", x, &result, Policy()))
{
return result;
}
@@ -200,19 +199,19 @@
return 1;
}
return (x - lower) / (upper - lower); // lower <= x <= upper
- } // RealType cdf(const uniform_distribution<RealType>& dist, const RealType& x)
+ } // RealType cdf(const uniform_distribution<RealType, Policy>& dist, const RealType& x)
- template <class RealType>
- inline RealType quantile(const uniform_distribution<RealType>& dist, const RealType& p)
+ 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; // of checks
- if(false == detail::check_uniform(BOOST_CURRENT_FUNCTION,lower, upper, &result))
+ 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_CURRENT_FUNCTION, p, &result))
+ if(false == detail::check_probability("boost::math::quantile(const uniform_distribution<%1%>&, %1%)", p, &result, Policy()))
{
return result;
}
@@ -225,20 +224,20 @@
return upper;
}
return p * (upper - lower) + lower;
- } // RealType quantile(const uniform_distribution<RealType>& dist, const RealType& p)
+ } // RealType quantile(const uniform_distribution<RealType, Policy>& dist, const RealType& p)
- template <class RealType>
- inline RealType cdf(const complemented2_type<uniform_distribution<RealType>, RealType>& c)
+ 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; // of checks.
- if(false == detail::check_uniform(BOOST_CURRENT_FUNCTION, lower, upper, &result))
+ 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_CURRENT_FUNCTION, x, &result))
+ if(false == detail::check_uniform_x("boost::math::cdf(const uniform_distribution<%1%>&, %1%)", x, &result, Policy()))
{
return result;
}
@@ -251,20 +250,20 @@
return 1;
}
return (upper - x) / (upper - lower);
- } // RealType cdf(const complemented2_type<uniform_distribution<RealType>, RealType>& c)
+ } // RealType cdf(const complemented2_type<uniform_distribution<RealType, Policy>, RealType>& c)
- template <class RealType>
- inline RealType quantile(const complemented2_type<uniform_distribution<RealType>, 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; // of checks.
- if(false == detail::check_uniform(BOOST_CURRENT_FUNCTION, lower, upper, &result))
+ 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_CURRENT_FUNCTION, q, &result))
+ if(false == detail::check_probability("boost::math::quantile(const uniform_distribution<%1%>&, %1%)", q, &result, Policy()))
if(q == 0)
{
return lower;
@@ -274,42 +273,42 @@
return upper;
}
return -q * (upper - lower) + upper;
- } // RealType quantile(const complemented2_type<uniform_distribution<RealType>, RealType>& c)
+ } // RealType quantile(const complemented2_type<uniform_distribution<RealType, Policy>, RealType>& c)
- template <class RealType>
- inline RealType mean(const uniform_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType mean(const uniform_distribution<RealType, Policy>& dist)
{
RealType lower = dist.lower();
RealType upper = dist.upper();
RealType result; // of checks.
- if(false == detail::check_uniform(BOOST_CURRENT_FUNCTION, lower, upper, &result))
+ 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>& dist)
+ } // RealType mean(const uniform_distribution<RealType, Policy>& dist)
- template <class RealType>
- inline RealType variance(const uniform_distribution<RealType>& 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; // of checks.
- if(false == detail::check_uniform(BOOST_CURRENT_FUNCTION, lower, upper, &result))
+ 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>& dist)
+ } // RealType variance(const uniform_distribution<RealType, Policy>& dist)
- template <class RealType>
- inline RealType mode(const uniform_distribution<RealType>& 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; // of checks.
- if(false == detail::check_uniform(BOOST_CURRENT_FUNCTION, lower, upper, &result))
+ if(false == detail::check_uniform("boost::math::mode(const uniform_distribution<%1%>&)", lower, upper, &result, Policy()))
{
return result;
}
@@ -317,46 +316,46 @@
return result;
}
- template <class RealType>
- inline RealType median(const uniform_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType median(const uniform_distribution<RealType, Policy>& dist)
{
RealType lower = dist.lower();
RealType upper = dist.upper();
RealType result; // of checks.
- if(false == detail::check_uniform(BOOST_CURRENT_FUNCTION, lower, upper, &result))
+ 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>
- inline RealType skewness(const uniform_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType skewness(const uniform_distribution<RealType, Policy>& dist)
{
RealType lower = dist.lower();
RealType upper = dist.upper();
RealType result; // of checks.
- if(false == detail::check_uniform(BOOST_CURRENT_FUNCTION,lower, upper, &result))
+ 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>& dist)
+ } // RealType skewness(const uniform_distribution<RealType, Policy>& dist)
- template <class RealType>
- inline RealType kurtosis_excess(const uniform_distribution<RealType>& 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; // of checks.
- if(false == detail::check_uniform(BOOST_CURRENT_FUNCTION, lower, upper, &result))
+ 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>& dist)
+ } // RealType kurtosis_excess(const uniform_distribution<RealType, Policy>& dist)
- template <class RealType>
- inline RealType kurtosis(const uniform_distribution<RealType>& dist)
+ template <class RealType, class Policy>
+ inline RealType kurtosis(const uniform_distribution<RealType, Policy>& dist)
{
return kurtosis_excess(dist) + 3;
}
Modified: sandbox/math_toolkit/policy/boost/math/distributions/weibull.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/distributions/weibull.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/distributions/weibull.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -10,6 +10,7 @@
// http://mathworld.wolfram.com/WeibullDistribution.html
#include <boost/math/special_functions/gamma.hpp>
+#include <boost/math/special_functions/log1p.hpp>
#include <boost/math/special_functions/expm1.hpp>
#include <boost/math/distributions/detail/common_error_handling.hpp>
#include <boost/math/distributions/complement.hpp>
@@ -20,61 +21,62 @@
{
namespace detail{
-template <class RealType>
+template <class RealType, class Policy>
inline bool check_weibull_shape(
const char* function,
RealType shape,
- RealType* result)
+ RealType* result, const Policy& pol)
{
if((shape < 0) || !(boost::math::isfinite)(shape))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Shape parameter is %1%, but must be > 0 !", shape);
+ "Shape parameter is %1%, but must be > 0 !", shape, pol);
return false;
}
return true;
}
-template <class RealType>
+template <class RealType, class Policy>
inline bool check_weibull_x(
const char* function,
RealType const& x,
- RealType* result)
+ RealType* result, const Policy& pol)
{
if((x < 0) || !(boost::math::isfinite)(x))
{
- *result = tools::domain_error<RealType>(
+ *result = policy::raise_domain_error<RealType>(
function,
- "Random variate is %1% but must be >= 0 !", x);
+ "Random variate is %1% but must be >= 0 !", x, pol);
return false;
}
return true;
}
-template <class RealType>
+template <class RealType, class Policy>
inline bool check_weibull(
const char* function,
RealType scale,
RealType shape,
- RealType* result)
+ RealType* result, const Policy& pol)
{
- return check_scale(function, scale, result) && check_weibull_shape(function, shape, result);
+ return check_scale(function, scale, result, pol) && check_weibull_shape(function, shape, result, pol);
}
} // namespace detail
-template <class RealType = double>
+template <class RealType = double, class Policy = policy::policy<> >
class weibull_distribution
{
public:
typedef RealType value_type;
+ typedef Policy policy_type;
weibull_distribution(RealType shape, RealType scale = 1)
: m_shape(shape), m_scale(scale)
{
RealType result;
- detail::check_weibull(BOOST_CURRENT_FUNCTION, scale, shape, &result);
+ detail::check_weibull("boost::math::weibull_distribution<%1%>::weibull_distribution", scale, shape, &result, Policy());
}
RealType shape()const
@@ -96,33 +98,35 @@
typedef weibull_distribution<double> weibull;
-template <class RealType>
-inline const std::pair<RealType, RealType> range(const weibull_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> range(const weibull_distribution<RealType, Policy>& /*dist*/)
{ // Range of permissible values for random variable x.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(0, max_value<RealType>());
}
-template <class RealType>
-inline const std::pair<RealType, RealType> support(const weibull_distribution<RealType>& /*dist*/)
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> support(const weibull_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>(0, max_value<RealType>());
}
-template <class RealType>
-inline RealType pdf(const weibull_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+inline RealType pdf(const weibull_distribution<RealType, Policy>& dist, const RealType& x)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::pdf(const weibull_distribution<%1%>, %1%)";
+
RealType shape = dist.shape();
RealType scale = dist.scale();
RealType result;
- if(false == detail::check_weibull(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_weibull(function, scale, shape, &result, Policy()))
return result;
- if(false == detail::check_weibull_x(BOOST_CURRENT_FUNCTION, x, &result))
+ if(false == detail::check_weibull_x(function, x, &result, Policy()))
return result;
if(x == 0)
@@ -134,59 +138,65 @@
return result;
}
-template <class RealType>
-inline RealType cdf(const weibull_distribution<RealType>& dist, const RealType& x)
+template <class RealType, class Policy>
+inline RealType cdf(const weibull_distribution<RealType, Policy>& dist, const RealType& x)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::cdf(const weibull_distribution<%1%>, %1%)";
+
RealType shape = dist.shape();
RealType scale = dist.scale();
RealType result;
- if(false == detail::check_weibull(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_weibull(function, scale, shape, &result, Policy()))
return result;
- if(false == detail::check_weibull_x(BOOST_CURRENT_FUNCTION, x, &result))
+ if(false == detail::check_weibull_x(function, x, &result, Policy()))
return result;
- result = -boost::math::expm1(-pow(x / scale, shape));
+ result = -boost::math::expm1(-pow(x / scale, shape), Policy());
return result;
}
-template <class RealType>
-inline RealType quantile(const weibull_distribution<RealType>& dist, const RealType& p)
+template <class RealType, class Policy>
+inline RealType quantile(const weibull_distribution<RealType, Policy>& dist, const RealType& p)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::quantile(const weibull_distribution<%1%>, %1%)";
+
RealType shape = dist.shape();
RealType scale = dist.scale();
RealType result;
- if(false == detail::check_weibull(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_weibull(function, scale, shape, &result, Policy()))
return result;
- if(false == detail::check_probability(BOOST_CURRENT_FUNCTION, p, &result))
+ if(false == detail::check_probability(function, p, &result, Policy()))
return result;
if(p == 1)
- return tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return policy::raise_overflow_error<RealType>(function, 0, Policy());
- result = scale * pow(-boost::math::log1p(-p), 1 / shape);
+ result = scale * pow(-boost::math::log1p(-p, Policy()), 1 / shape);
return result;
}
-template <class RealType>
-inline RealType cdf(const complemented2_type<weibull_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType cdf(const complemented2_type<weibull_distribution<RealType, Policy>, RealType>& c)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::cdf(const weibull_distribution<%1%>, %1%)";
+
RealType shape = c.dist.shape();
RealType scale = c.dist.scale();
RealType result;
- if(false == detail::check_weibull(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_weibull(function, scale, shape, &result, Policy()))
return result;
- if(false == detail::check_weibull_x(BOOST_CURRENT_FUNCTION, c.param, &result))
+ if(false == detail::check_weibull_x(function, c.param, &result, Policy()))
return result;
result = exp(-pow(c.param / scale, shape));
@@ -194,73 +204,81 @@
return result;
}
-template <class RealType>
-inline RealType quantile(const complemented2_type<weibull_distribution<RealType>, RealType>& c)
+template <class RealType, class Policy>
+inline RealType quantile(const complemented2_type<weibull_distribution<RealType, Policy>, RealType>& c)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::quantile(const weibull_distribution<%1%>, %1%)";
+
RealType shape = c.dist.shape();
RealType scale = c.dist.scale();
RealType q = c.param;
RealType result;
- if(false == detail::check_weibull(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_weibull(function, scale, shape, &result, Policy()))
return result;
- if(false == detail::check_probability(BOOST_CURRENT_FUNCTION, q, &result))
+ if(false == detail::check_probability(function, q, &result, Policy()))
return result;
if(q == 0)
- return tools::overflow_error<RealType>(BOOST_CURRENT_FUNCTION);
+ return policy::raise_overflow_error<RealType>(function, 0, Policy());
result = scale * pow(-log(q), 1 / shape);
return result;
}
-template <class RealType>
-inline RealType mean(const weibull_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mean(const weibull_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::mean(const weibull_distribution<%1%>)";
+
RealType shape = dist.shape();
RealType scale = dist.scale();
RealType result;
- if(false == detail::check_weibull(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_weibull(function, scale, shape, &result, Policy()))
return result;
- result = scale * boost::math::tgamma(1 + 1 / shape);
+ result = scale * boost::math::tgamma(1 + 1 / shape, Policy());
return result;
}
-template <class RealType>
-inline RealType variance(const weibull_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType variance(const weibull_distribution<RealType, Policy>& dist)
{
RealType shape = dist.shape();
RealType scale = dist.scale();
+ static const char* function = "boost::math::variance(const weibull_distribution<%1%>)";
+
RealType result;
- if(false == detail::check_weibull(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_weibull(function, scale, shape, &result, Policy()))
{
return result;
}
- result = boost::math::tgamma(1 + 1 / shape);
+ result = boost::math::tgamma(1 + 1 / shape, Policy());
result *= -result;
- result += boost::math::tgamma(1 + 2 / shape);
+ result += boost::math::tgamma(1 + 2 / shape, Policy());
result *= scale * scale;
return result;
}
-template <class RealType>
-inline RealType mode(const weibull_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType mode(const weibull_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std function pow.
+ static const char* function = "boost::math::mode(const weibull_distribution<%1%>)";
+
RealType shape = dist.shape();
RealType scale = dist.scale();
RealType result;
- if(false == detail::check_weibull(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_weibull(function, scale, shape, &result, Policy()))
{
return result;
}
@@ -268,16 +286,18 @@
return result;
}
-template <class RealType>
-inline RealType median(const weibull_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType median(const weibull_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std function pow.
+ static const char* function = "boost::math::median(const weibull_distribution<%1%>)";
+
RealType shape = dist.shape(); // Wikipedia k
RealType scale = dist.scale(); // Wikipedia lambda
RealType result;
- if(false == detail::check_weibull(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_weibull(function, scale, shape, &result, Policy()))
{
return result;
}
@@ -286,48 +306,52 @@
return result;
}
-template <class RealType>
-inline RealType skewness(const weibull_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType skewness(const weibull_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::skewness(const weibull_distribution<%1%>)";
+
RealType shape = dist.shape();
RealType scale = dist.scale();
RealType result;
- if(false == detail::check_weibull(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_weibull(function, scale, shape, &result, Policy()))
{
return result;
}
RealType g1, g2, g3, d;
- g1 = boost::math::tgamma(1 + 1 / shape);
- g2 = boost::math::tgamma(1 + 2 / shape);
- g3 = boost::math::tgamma(1 + 3 / shape);
+ g1 = boost::math::tgamma(1 + 1 / shape, Policy());
+ g2 = boost::math::tgamma(1 + 2 / shape, Policy());
+ g3 = boost::math::tgamma(1 + 3 / shape, Policy());
d = pow(g2 - g1 * g1, RealType(1.5));
result = (2 * g1 * g1 * g1 - 3 * g1 * g2 + g3) / d;
return result;
}
-template <class RealType>
-inline RealType kurtosis_excess(const weibull_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType kurtosis_excess(const weibull_distribution<RealType, Policy>& dist)
{
using namespace std; // for ADL of std functions
+ static const char* function = "boost::math::kurtosis_excess(const weibull_distribution<%1%>)";
+
RealType shape = dist.shape();
RealType scale = dist.scale();
RealType result;
- if(false == detail::check_weibull(BOOST_CURRENT_FUNCTION, scale, shape, &result))
+ if(false == detail::check_weibull(function, scale, shape, &result, Policy()))
return result;
RealType g1, g2, g3, g4, d, g1_2, g1_4;
- g1 = boost::math::tgamma(1 + 1 / shape);
- g2 = boost::math::tgamma(1 + 2 / shape);
- g3 = boost::math::tgamma(1 + 3 / shape);
- g4 = boost::math::tgamma(1 + 4 / shape);
+ g1 = boost::math::tgamma(1 + 1 / shape, Policy());
+ g2 = boost::math::tgamma(1 + 2 / shape, Policy());
+ g3 = boost::math::tgamma(1 + 3 / shape, Policy());
+ g4 = boost::math::tgamma(1 + 4 / shape, Policy());
g1_2 = g1 * g1;
g1_4 = g1_2 * g1_2;
d = g2 - g1_2;
@@ -338,8 +362,8 @@
return result;
}
-template <class RealType>
-inline RealType kurtosis(const weibull_distribution<RealType>& dist)
+template <class RealType, class Policy>
+inline RealType kurtosis(const weibull_distribution<RealType, Policy>& dist)
{
return kurtosis_excess(dist) + 3;
}
Modified: sandbox/math_toolkit/policy/boost/math/policy/error_handling.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/policy/error_handling.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/policy/error_handling.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -1,3 +1,7 @@
+// Copyright John Maddock 2007.
+// 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_MATH_POLICY_ERROR_HANDLING_HPP
#define BOOST_MATH_POLICY_ERROR_HANDLING_HPP
@@ -489,3 +493,4 @@
}} // namespaces boost/math
#endif // BOOST_MATH_POLICY_ERROR_HANDLING_HPP
+
Modified: sandbox/math_toolkit/policy/boost/math/policy/policy.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/policy/policy.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/policy/policy.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -1,3 +1,7 @@
+// Copyright John Maddock 2007.
+// 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_MATH_POLICY_HPP
#define BOOST_MATH_POLICY_HPP
@@ -56,6 +60,9 @@
#ifndef BOOST_MATH_DISCRETE_QUANTILE_POLICY
#define BOOST_MATH_DISCRETE_QUANTILE_POLICY integer_outside
#endif
+#ifndef BOOST_MATH_ASSERT_UNDEFINED_POLICY
+#define BOOST_MATH_ASSERT_UNDEFINED_POLICY true
+#endif
#if !defined(__BORLANDC__)
#define BOOST_MATH_META_INT(type, name, Default)\
@@ -155,6 +162,7 @@
//
BOOST_MATH_META_BOOL(promote_float, BOOST_MATH_PROMOTE_FLOAT_POLICY);
BOOST_MATH_META_BOOL(promote_double, BOOST_MATH_PROMOTE_DOUBLE_POLICY);
+BOOST_MATH_META_BOOL(assert_undefined, BOOST_MATH_ASSERT_UNDEFINED_POLICY);
//
// Policy types for discrete quantiles:
//
@@ -164,7 +172,8 @@
integer_outside,
integer_inside,
integer_below,
- integer_above
+ integer_above,
+ integer_nearest
};
BOOST_MATH_META_INT(discrete_quantile_policy_type, discrete_quantile, BOOST_MATH_DISCRETE_QUANTILE_POLICY);
@@ -375,6 +384,10 @@
// Discrete quantiles:
//
typedef typename detail::find_arg<arg_list, is_discrete_quantile<mpl::_1>, discrete_quantile<> >::type discrete_quantile_type;
+ //
+ // Mathematically undefined properties:
+ //
+ typedef typename detail::find_arg<arg_list, is_assert_undefined<mpl::_1>, discrete_quantile<> >::type assert_undefined_type;
};
//
// These full specializations are defined to reduce the amount of
@@ -399,6 +412,7 @@
typedef promote_float<> float_promote_type;
typedef promote_double<> double_promote_type;
typedef discrete_quantile<> discrete_quantile_type;
+ typedef assert_undefined<> assert_undefined_type;
};
template <>
@@ -419,6 +433,7 @@
typedef promote_float<false> float_promote_type;
typedef promote_double<false> double_promote_type;
typedef discrete_quantile<> discrete_quantile_type;
+ typedef assert_undefined<> assert_undefined_type;
};
template <class Policy,
@@ -459,6 +474,10 @@
//
typedef typename detail::find_arg<arg_list, is_discrete_quantile<mpl::_1>, typename Policy::discrete_quantile_type >::type discrete_quantile_type;
//
+ // Mathematically undefined properties:
+ //
+ typedef typename detail::find_arg<arg_list, is_assert_undefined<mpl::_1>, discrete_quantile<> >::type assert_undefined_type;
+ //
// Define a typelist of the policies:
//
typedef mpl::vector<
@@ -471,7 +490,8 @@
precision_type,
float_promote_type,
double_promote_type,
- discrete_quantile_type > result_list;
+ discrete_quantile_type,
+ assert_undefined_type> result_list;
//
// Remove all the policies that are the same as the default:
//
@@ -502,7 +522,7 @@
promote_float<false>,
promote_double<false>,
discrete_quantile<>,
- default_policy,
+ assert_undefined<>,
default_policy,
default_policy,
default_policy,
@@ -621,8 +641,8 @@
((::std::numeric_limits<Real>::digits <= precision_type::value)
|| (Policy::precision_type::value <= 0)),
#else
- ((::std::numeric_limits<Real>::digits <= ::boost::math::policy::precision::precision_type::value)
- || (::boost::math::policy::precision::precision_type::value <= 0)),
+ ((::std::numeric_limits<Real>::digits <= ::boost::math::policy::precision<Real, Policy>::precision_type::value)
+ || (::boost::math::policy::precision<Real, Policy>::precision_type::value <= 0)),
#endif
// Default case, full precision for RealType:
digits2< ::std::numeric_limits<Real>::digits>,
@@ -674,3 +694,4 @@
}}} // namespaces
#endif // BOOST_MATH_POLICY_HPP
+
Modified: sandbox/math_toolkit/policy/boost/math/special_functions/bessel.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/special_functions/bessel.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/special_functions/bessel.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -62,7 +62,7 @@
{
using namespace std;
mult = x / 2;
- term = pow(mult, v) / tgamma(v+1);
+ term = pow(mult, v) / boost::math::tgamma(v+1);
mult *= -mult;
}
T operator()()
@@ -89,7 +89,7 @@
{
using namespace std;
mult = x / 2;
- term = pow(mult, T(v)) / tgamma(v+1+T(0.5f));
+ term = pow(mult, T(v)) / boost::math::tgamma(v+1+T(0.5f));
mult *= -mult;
}
T operator()()
Modified: sandbox/math_toolkit/policy/boost/math/special_functions/beta.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/special_functions/beta.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/special_functions/beta.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -24,15 +24,15 @@
//
// Implementation of Beta(a,b) using the Lanczos approximation:
//
-template <class T, class L>
-T beta_imp(T a, T b, const L&)
+template <class T, class L, class Policy>
+T beta_imp(T a, T b, const L&, const Policy& pol)
{
using namespace std; // for ADL of std names
if(a <= 0)
- tools::domain_error<T>(BOOST_CURRENT_FUNCTION, "The arguments to the beta function must be greater than zero (got a=%1%).", a);
+ policy::raise_domain_error<T>("boost::math::beta<%1%>(%1%,%1%)", "The arguments to the beta function must be greater than zero (got a=%1%).", a, pol);
if(b <= 0)
- tools::domain_error<T>(BOOST_CURRENT_FUNCTION, "The arguments to the beta function must be greater than zero (got b=%1%).", b);
+ policy::raise_domain_error<T>("boost::math::beta<%1%>(%1%,%1%)", "The arguments to the beta function must be greater than zero (got b=%1%).", b, pol);
T result;
@@ -41,9 +41,9 @@
// Special cases:
if((c == a) && (b < tools::epsilon<T>()))
- return boost::math::tgamma(b);
+ return boost::math::tgamma(b, pol);
else if((c == b) && (a < tools::epsilon<T>()))
- return boost::math::tgamma(a);
+ return boost::math::tgamma(a, pol);
if(b == 1)
return 1/a;
else if(a == 1)
@@ -71,6 +71,7 @@
b += 1;
}
*/
+
if(a < b)
std::swap(a, b);
@@ -84,7 +85,7 @@
{
// Special case where the base of the power term is close to 1
// compute (1+x)^y instead:
- result *= exp(ambh * boost::math::log1p(-b / cgh));
+ result *= exp(ambh * boost::math::log1p(-b / cgh, pol));
}
else
{
@@ -107,15 +108,15 @@
// Generic implementation of Beta(a,b) without Lanczos approximation support
// (Caution this is slow!!!):
//
-template <class T>
-T beta_imp(T a, T b, const lanczos::undefined_lanczos& /* l */)
+template <class T, class Policy>
+T beta_imp(T a, T b, const lanczos::undefined_lanczos& /* l */, const Policy& pol)
{
using namespace std;
if(a <= 0)
- tools::domain_error<T>(BOOST_CURRENT_FUNCTION, "The arguments to the beta function must be greater than zero (got a=%1%).", a);
+ policy::raise_domain_error<T>("boost::math::beta<%1%>(%1%,%1%)", "The arguments to the beta function must be greater than zero (got a=%1%).", a, pol);
if(b <= 0)
- tools::domain_error<T>(BOOST_CURRENT_FUNCTION, "The arguments to the beta function must be greater than zero (got b=%1%).", b);
+ policy::raise_domain_error<T>("boost::math::beta<%1%>(%1%,%1%)", "The arguments to the beta function must be greater than zero (got b=%1%).", b, pol);
T result;
@@ -124,9 +125,9 @@
// special cases:
if((c == a) && (b < tools::epsilon<T>()))
- return boost::math::tgamma(b);
+ return boost::math::tgamma(b, pol);
else if((c == b) && (a < tools::epsilon<T>()))
- return boost::math::tgamma(a);
+ return boost::math::tgamma(a, pol);
if(b == 1)
return 1/a;
else if(a == 1)
@@ -154,12 +155,12 @@
T lc = (std::max)(T(10), a+b);
// calculate the fraction parts:
- T sa = detail::lower_gamma_series(a, la, ::boost::math::tools::digits<T>()) / a;
- sa += detail::upper_gamma_fraction(a, la, ::boost::math::tools::digits<T>());
- T sb = detail::lower_gamma_series(b, lb, ::boost::math::tools::digits<T>()) / b;
- sb += detail::upper_gamma_fraction(b, lb, ::boost::math::tools::digits<T>());
- T sc = detail::lower_gamma_series(c, lc, ::boost::math::tools::digits<T>()) / c;
- sc += detail::upper_gamma_fraction(c, lc, ::boost::math::tools::digits<T>());
+ T sa = detail::lower_gamma_series(a, la, pol) / a;
+ sa += detail::upper_gamma_fraction(a, la, ::boost::math::policy::digits<T, Policy>());
+ T sb = detail::lower_gamma_series(b, lb, pol) / b;
+ sb += detail::upper_gamma_fraction(b, lb, ::boost::math::policy::digits<T, Policy>());
+ T sc = detail::lower_gamma_series(c, lc, pol) / c;
+ sc += detail::upper_gamma_fraction(c, lc, ::boost::math::policy::digits<T, Policy>());
// and the exponent part:
result = exp(lc - la - lb) * pow(la/lc, a) * pow(lb/lc, b);
@@ -185,13 +186,14 @@
// powers are *hard* though, and using logarithms just leads to
// horrendous cancellation errors.
//
-template <class T, class L>
+template <class T, class L, class Policy>
T ibeta_power_terms(T a,
T b,
T x,
T y,
const L&,
- bool normalised)
+ bool normalised,
+ const Policy& pol)
{
using namespace std;
@@ -235,11 +237,11 @@
// since one of the power terms will evaluate to a number close to 1.
//
if(fabs(l1) < 0.1)
- result *= exp(a * boost::math::log1p(l1));
+ result *= exp(a * boost::math::log1p(l1, pol));
else
result *= pow((x * cgh) / agh, a);
if(fabs(l2) < 0.1)
- result *= exp(b * boost::math::log1p(l2));
+ result *= exp(b * boost::math::log1p(l2, pol));
else
result *= pow((y * cgh) / bgh, b);
}
@@ -268,30 +270,30 @@
T ratio = b / a;
if((small_a && (ratio * l2 < 0.1)) || (!small_a && (l1 / ratio > 0.1)))
{
- T l3 = boost::math::expm1(ratio * boost::math::log1p(l2));
+ T l3 = boost::math::expm1(ratio * boost::math::log1p(l2, pol), pol);
l3 = l1 + l3 + l3 * l1;
- l3 = a * boost::math::log1p(l3);
+ l3 = a * boost::math::log1p(l3, pol);
result *= exp(l3);
}
else
{
- T l3 = boost::math::expm1(boost::math::log1p(l1) / ratio);
+ T l3 = boost::math::expm1(boost::math::log1p(l1, pol) / ratio, pol);
l3 = l2 + l3 + l3 * l2;
- l3 = b * boost::math::log1p(l3);
+ l3 = b * boost::math::log1p(l3, pol);
result *= exp(l3);
}
}
else if(fabs(l1) < fabs(l2))
{
// First base near 1 only:
- T l = a * boost::math::log1p(l1)
+ T l = a * boost::math::log1p(l1, pol)
+ b * log((y * cgh) / bgh);
result *= exp(l);
}
else
{
// Second base near 1 only:
- T l = b * boost::math::log1p(l2)
+ T l = b * boost::math::log1p(l2, pol)
+ a * log((x * cgh) / agh);
result *= exp(l);
}
@@ -341,13 +343,14 @@
//
// This version is generic, slow, and does not use the Lanczos approximation.
//
-template <class T>
+template <class T, class Policy>
T ibeta_power_terms(T a,
T b,
T x,
T y,
const boost::math::lanczos::undefined_lanczos&,
- bool normalised)
+ bool normalised,
+ const Policy& pol)
{
using namespace std;
@@ -369,12 +372,12 @@
T lb = b + 5;
T lc = a + b + 5;
// gamma function partials:
- T sa = detail::lower_gamma_series(a, la, ::boost::math::tools::digits<T>()) / a;
- sa += detail::upper_gamma_fraction(a, la, ::boost::math::tools::digits<T>());
- T sb = detail::lower_gamma_series(b, lb, ::boost::math::tools::digits<T>()) / b;
- sb += detail::upper_gamma_fraction(b, lb, ::boost::math::tools::digits<T>());
- T sc = detail::lower_gamma_series(c, lc, ::boost::math::tools::digits<T>()) / c;
- sc += detail::upper_gamma_fraction(c, lc, ::boost::math::tools::digits<T>());
+ T sa = detail::lower_gamma_series(a, la, pol) / a;
+ sa += detail::upper_gamma_fraction(a, la, ::boost::math::policy::digits<T, Policy>());
+ T sb = detail::lower_gamma_series(b, lb, pol) / b;
+ sb += detail::upper_gamma_fraction(b, lb, ::boost::math::policy::digits<T, Policy>());
+ T sc = detail::lower_gamma_series(c, lc, pol) / c;
+ sc += detail::upper_gamma_fraction(c, lc, ::boost::math::policy::digits<T, Policy>());
// gamma function powers combined with incomplete beta powers:
T b1 = (x * lc) / la;
@@ -397,11 +400,11 @@
{
T p1, p2;
if((fabs(b1 - 1) * a < 10) && (a > 1))
- p1 = exp(a * boost::math::log1p((x * b - y * la) / la));
+ p1 = exp(a * boost::math::log1p((x * b - y * la) / la, pol));
else
p1 = pow(b1, a);
if((fabs(b2 - 1) * b < 10) && (b > 1))
- p2 = exp(b * boost::math::log1p((y * a - x * lb) / lb));
+ p2 = exp(b * boost::math::log1p((y * a - x * lb) / lb, pol));
else
p2 = pow(b2, b);
T p3 = exp(e1);
@@ -434,8 +437,8 @@
int n;
};
-template <class T, class L>
-T ibeta_series(T a, T b, T x, T s0, const L&, bool normalised, T* p_derivative, T y)
+template <class T, class L, class Policy>
+T ibeta_series(T a, T b, T x, T s0, const L&, bool normalised, T* p_derivative, T y, const Policy& pol)
{
using namespace std;
@@ -453,7 +456,7 @@
T cgh = c + L::g() - T(0.5);
result = L::lanczos_sum_expG_scaled(c) / (L::lanczos_sum_expG_scaled(a) * L::lanczos_sum_expG_scaled(b));
if(a * b < bgh * 10)
- result *= exp((b - 0.5f) * boost::math::log1p(a / bgh));
+ result *= exp((b - 0.5f) * boost::math::log1p(a / bgh, pol));
else
result *= pow(cgh / bgh, b - 0.5f);
result *= pow(x * cgh / agh, a);
@@ -474,15 +477,15 @@
return s0; // Safeguard: series can't cope with denorms.
ibeta_series_t<T> s(a, b, x, result);
boost::uintmax_t max_iter = BOOST_MATH_MAX_ITER;
- result = boost::math::tools::sum_series(s, boost::math::tools::digits<T>(), max_iter, s0);
- tools::check_series_iterations(BOOST_CURRENT_FUNCTION, max_iter);
+ result = boost::math::tools::sum_series(s, boost::math::policy::digits<T, Policy>(), max_iter, s0);
+ policy::check_series_iterations("boost::math::ibeta<%1%>(%1%, %1%, %1%)", max_iter, pol);
return result;
}
//
// Incomplete Beta series again, this time without Lanczos support:
//
-template <class T>
-T ibeta_series(T a, T b, T x, T s0, const boost::math::lanczos::undefined_lanczos&, bool normalised, T* p_derivative, T y)
+template <class T, class Policy>
+T ibeta_series(T a, T b, T x, T s0, const boost::math::lanczos::undefined_lanczos&, bool normalised, T* p_derivative, T y, const Policy& pol)
{
using namespace std;
@@ -503,12 +506,12 @@
T lc = a + b + 5;
// calculate the gamma parts:
- T sa = detail::lower_gamma_series(a, la, ::boost::math::tools::digits<T>()) / a;
- sa += detail::upper_gamma_fraction(a, la, ::boost::math::tools::digits<T>());
- T sb = detail::lower_gamma_series(b, lb, ::boost::math::tools::digits<T>()) / b;
- sb += detail::upper_gamma_fraction(b, lb, ::boost::math::tools::digits<T>());
- T sc = detail::lower_gamma_series(c, lc, ::boost::math::tools::digits<T>()) / c;
- sc += detail::upper_gamma_fraction(c, lc, ::boost::math::tools::digits<T>());
+ T sa = detail::lower_gamma_series(a, la, pol) / a;
+ sa += detail::upper_gamma_fraction(a, la, ::boost::math::policy::digits<T, Policy>());
+ T sb = detail::lower_gamma_series(b, lb, pol) / b;
+ sb += detail::upper_gamma_fraction(b, lb, ::boost::math::policy::digits<T, Policy>());
+ T sc = detail::lower_gamma_series(c, lc, pol) / c;
+ sc += detail::upper_gamma_fraction(c, lc, ::boost::math::policy::digits<T, Policy>());
// and their combined power-terms:
T b1 = (x * lc) / la;
@@ -531,7 +534,7 @@
{
result = pow(b1, a);
if(a * b < lb * 10)
- result *= exp(b * boost::math::log1p(a / lb));
+ result *= exp(b * boost::math::log1p(a / lb, pol));
else
result *= pow(b2, b);
result /= exp(e1);
@@ -550,10 +553,12 @@
// Non-normalised, just compute the power:
result = pow(x, a);
}
+ if(result < tools::min_value<T>())
+ return s0; // Safeguard: series can't cope with denorms.
ibeta_series_t<T> s(a, b, x, result);
boost::uintmax_t max_iter = BOOST_MATH_MAX_ITER;
- result = boost::math::tools::sum_series(s, boost::math::tools::digits<T>(), max_iter, s0);
- tools::check_series_iterations(BOOST_CURRENT_FUNCTION, max_iter);
+ result = boost::math::tools::sum_series(s, boost::math::policy::digits<T, Policy>(), max_iter, s0);
+ policy::check_series_iterations("boost::math::ibeta<%1%>(%1%, %1%, %1%)", max_iter, pol);
return result;
}
@@ -589,11 +594,12 @@
//
// Evaluate the incomplete beta via the continued fraction representation:
//
-template <class T, class L>
-inline T ibeta_fraction2(T a, T b, T x, T y, const L& l, bool normalised, T* p_derivative)
+template <class T, class Policy>
+inline T ibeta_fraction2(T a, T b, T x, T y, const Policy& pol, bool normalised, T* p_derivative)
{
+ typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
using namespace std;
- T result = ibeta_power_terms(a, b, x, y, l, normalised);
+ T result = ibeta_power_terms(a, b, x, y, lanczos_type(), normalised, pol);
if(p_derivative)
{
*p_derivative = result;
@@ -603,16 +609,17 @@
return result;
ibeta_fraction2_t<T> f(a, b, x);
- T fract = boost::math::tools::continued_fraction_b(f, boost::math::tools::digits<T>());
+ T fract = boost::math::tools::continued_fraction_b(f, boost::math::policy::digits<T, Policy>());
return result / fract;
}
//
// Computes the difference between ibeta(a,b,x) and ibeta(a+k,b,x):
//
-template <class T, class L>
-T ibeta_a_step(T a, T b, T x, T y, int k, const L& l, bool normalised, T* p_derivative)
+template <class T, class Policy>
+T ibeta_a_step(T a, T b, T x, T y, int k, const Policy& pol, bool normalised, T* p_derivative)
{
- T prefix = ibeta_power_terms(a, b, x, y, l, normalised);
+ typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
+ T prefix = ibeta_power_terms(a, b, x, y, lanczos_type(), normalised, pol);
if(p_derivative)
{
*p_derivative = prefix;
@@ -692,9 +699,10 @@
BOOST_STATIC_ASSERT(::boost::math::max_factorial<long double>::value >= 100);
};
-template <class T, class L>
-T beta_small_b_large_a_series(T a, T b, T x, T y, T s0, T mult, const L& l, bool normalised)
+template <class T, class Policy>
+T beta_small_b_large_a_series(T a, T b, T x, T y, T s0, T mult, const Policy& pol, bool normalised)
{
+ typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
using namespace std;
//
// This is DiDonato and Morris's BGRAT routine, see Eq's 9 through 9.6.
@@ -705,23 +713,23 @@
T t = a + bm1 / 2;
T lx, u;
if(y < 0.35)
- lx = boost::math::log1p(-y);
+ lx = boost::math::log1p(-y, pol);
else
lx = log(x);
u = -t * lx;
// and from from 9.2:
T prefix;
- T h = regularised_gamma_prefix(b, u, policy::policy<>(), l);
+ T h = regularised_gamma_prefix(b, u, pol, lanczos_type());
if(h <= tools::min_value<T>())
return s0;
if(normalised)
{
- prefix = h / tgamma_delta_ratio_imp(a, b, policy::policy<>());
+ prefix = h / tgamma_delta_ratio(a, b, pol);
prefix /= pow(t, b);
}
else
{
- prefix = full_igamma_prefix(b, u, policy::policy<>()) / pow(t, b);
+ prefix = full_igamma_prefix(b, u, pol) / pow(t, b);
}
prefix *= mult;
//
@@ -733,7 +741,7 @@
//
// Now an initial value for J, see 9.6:
//
- T j = gamma_q(b, u) / h;
+ T j = gamma_q(b, u, pol) / h;
//
// Now we can start to pull things together and evaluate the sum in Eq 9:
//
@@ -825,9 +833,11 @@
// input range and select the right implementation method for
// each domain:
//
-template <class T, class L>
-T ibeta_imp(T a, T b, T x, const L& l, bool inv, bool normalised, T* p_derivative)
+template <class T, class Policy>
+T ibeta_imp(T a, T b, T x, const Policy& pol, bool inv, bool normalised, T* p_derivative)
{
+ static const char* function = "boost::math::ibeta<%1%>(%1%, %1%, %1%)";
+ typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
using namespace std; // for ADL of std math functions.
bool invert = inv;
@@ -849,11 +859,11 @@
}
if(a <= 0)
- tools::domain_error<T>(BOOST_CURRENT_FUNCTION, "The argument a to the incomplete beta function must be greater than zero (got a=%1%).", a);
+ policy::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be greater than zero (got a=%1%).", a, pol);
if(b <= 0)
- tools::domain_error<T>(BOOST_CURRENT_FUNCTION, "The argument b to the incomplete beta function must be greater than zero (got b=%1%).", b);
+ policy::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be greater than zero (got b=%1%).", b, pol);
if((x < 0) || (x > 1))
- tools::domain_error<T>(BOOST_CURRENT_FUNCTION, "Parameter x outside the range [0,1] in the incomplete beta function (got x=%1%).", x);
+ policy::raise_domain_error<T>(function, "Parameter x outside the range [0,1] in the incomplete beta function (got x=%1%).", x, pol);
if(x == 0)
{
@@ -861,7 +871,7 @@
{
*p_derivative = (a == 1) ? 1 : (a < 1) ? tools::max_value<T>() / 2 : tools::min_value<T>() * 2;
}
- return (invert ? (normalised ? 1 : beta_imp(a, b, l)) : 0);
+ return (invert ? (normalised ? 1 : boost::math::beta(a, b, pol)) : 0);
}
if(x == 1)
{
@@ -869,7 +879,7 @@
{
*p_derivative = (b == 1) ? 1 : (b < 1) ? tools::max_value<T>() / 2 : tools::min_value<T>() * 2;
}
- return (invert == 0 ? (normalised ? 1 : beta_imp(a, b, l)) : 0);
+ return (invert == 0 ? (normalised ? 1 : boost::math::beta(a, b, pol)) : 0);
}
if((std::min)(a, b) <= 1)
@@ -886,12 +896,12 @@
if((a >= (std::min)(T(0.2), b)) || (pow(x, a) <= 0.9))
{
if(!invert)
- fract = ibeta_series(a, b, x, T(0), l, normalised, p_derivative, y);
+ fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol);
else
{
- fract = -(normalised ? 1 : beta_imp(a, b, l));
+ fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
invert = false;
- fract = -ibeta_series(a, b, x, fract, l, normalised, p_derivative, y);
+ fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol);
}
}
else
@@ -902,12 +912,12 @@
if(y >= 0.3)
{
if(!invert)
- fract = ibeta_series(a, b, x, T(0), l, normalised, p_derivative, y);
+ fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol);
else
{
- fract = -(normalised ? 1 : beta_imp(a, b, l));
+ fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
invert = false;
- fract = -ibeta_series(a, b, x, fract, l, normalised, p_derivative, y);
+ fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol);
}
}
else
@@ -922,14 +932,14 @@
{
prefix = 1;
}
- fract = ibeta_a_step(a, b, x, y, 20, l, normalised, p_derivative);
+ fract = ibeta_a_step(a, b, x, y, 20, pol, normalised, p_derivative);
if(!invert)
- fract = beta_small_b_large_a_series(a + 20, b, x, y, fract, prefix, l, normalised);
+ fract = beta_small_b_large_a_series(a + 20, b, x, y, fract, prefix, pol, normalised);
else
{
- fract -= (normalised ? 1 : beta_imp(a, b, l));
+ fract -= (normalised ? 1 : boost::math::beta(a, b, pol));
invert = false;
- fract = -beta_small_b_large_a_series(a + 20, b, x, y, fract, prefix, l, normalised);
+ fract = -beta_small_b_large_a_series(a + 20, b, x, y, fract, prefix, pol, normalised);
}
}
}
@@ -940,12 +950,12 @@
if((b <= 1) || ((x < 0.1) && (pow(b * x, a) <= 0.7)))
{
if(!invert)
- fract = ibeta_series(a, b, x, T(0), l, normalised, p_derivative, y);
+ fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol);
else
{
- fract = -(normalised ? 1 : beta_imp(a, b, l));
+ fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
invert = false;
- fract = -ibeta_series(a, b, x, fract, l, normalised, p_derivative, y);
+ fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol);
}
}
else
@@ -957,23 +967,23 @@
if(y >= 0.3)
{
if(!invert)
- fract = ibeta_series(a, b, x, T(0), l, normalised, p_derivative, y);
+ fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol);
else
{
- fract = -(normalised ? 1 : beta_imp(a, b, l));
+ fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
invert = false;
- fract = -ibeta_series(a, b, x, fract, l, normalised, p_derivative, y);
+ fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol);
}
}
else if(a >= 15)
{
if(!invert)
- fract = beta_small_b_large_a_series(a, b, x, y, T(0), T(1), l, normalised);
+ fract = beta_small_b_large_a_series(a, b, x, y, T(0), T(1), pol, normalised);
else
{
- fract = -(normalised ? 1 : beta_imp(a, b, l));
+ fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
invert = false;
- fract = -beta_small_b_large_a_series(a, b, x, y, fract, T(1), l, normalised);
+ fract = -beta_small_b_large_a_series(a, b, x, y, fract, T(1), pol, normalised);
}
}
else
@@ -988,14 +998,14 @@
{
prefix = 1;
}
- fract = ibeta_a_step(a, b, x, y, 20, l, normalised, p_derivative);
+ fract = ibeta_a_step(a, b, x, y, 20, pol, normalised, p_derivative);
if(!invert)
- fract = beta_small_b_large_a_series(a + 20, b, x, y, fract, prefix, l, normalised);
+ fract = beta_small_b_large_a_series(a + 20, b, x, y, fract, prefix, pol, normalised);
else
{
- fract -= (normalised ? 1 : beta_imp(a, b, l));
+ fract -= (normalised ? 1 : boost::math::beta(a, b, pol));
invert = false;
- fract = -beta_small_b_large_a_series(a + 20, b, x, y, fract, prefix, l, normalised);
+ fract = -beta_small_b_large_a_series(a + 20, b, x, y, fract, prefix, pol, normalised);
}
}
}
@@ -1029,17 +1039,17 @@
T n = b + k;
fract = binomial_ccdf(n, k, x, y);
if(!normalised)
- fract *= boost::math::beta(a, b);
+ fract *= boost::math::beta(a, b, pol);
}
else if(b * x <= 0.7)
{
if(!invert)
- fract = ibeta_series(a, b, x, T(0), l, normalised, p_derivative, y);
+ fract = ibeta_series(a, b, x, T(0), lanczos_type(), normalised, p_derivative, y, pol);
else
{
- fract = -(normalised ? 1 : beta_imp(a, b, l));
+ fract = -(normalised ? 1 : boost::math::beta(a, b, pol));
invert = false;
- fract = -ibeta_series(a, b, x, fract, l, normalised, p_derivative, y);
+ fract = -ibeta_series(a, b, x, fract, lanczos_type(), normalised, p_derivative, y, pol);
}
}
else if(a > 15)
@@ -1058,8 +1068,8 @@
{
prefix = 1;
}
- fract = ibeta_a_step(bbar, a, y, x, n, l, normalised, static_cast<T*>(0));
- fract = beta_small_b_large_a_series(a, bbar, x, y, fract, T(1), l, normalised);
+ fract = ibeta_a_step(bbar, a, y, x, n, pol, normalised, static_cast<T*>(0));
+ fract = beta_small_b_large_a_series(a, bbar, x, y, fract, T(1), pol, normalised);
fract /= prefix;
}
else if(normalised)
@@ -1074,12 +1084,12 @@
--n;
bbar += 1;
}
- fract = ibeta_a_step(bbar, a, y, x, n, l, normalised, static_cast<T*>(0));
- fract += ibeta_a_step(a, bbar, x, y, 20, l, normalised, static_cast<T*>(0));
+ fract = ibeta_a_step(bbar, a, y, x, n, pol, normalised, static_cast<T*>(0));
+ fract += ibeta_a_step(a, bbar, x, y, 20, pol, normalised, static_cast<T*>(0));
if(invert)
- fract -= (normalised ? 1 : beta_imp(a, b, l));
+ fract -= (normalised ? 1 : boost::math::beta(a, b, pol));
//fract = ibeta_series(a+20, bbar, x, fract, l, normalised, p_derivative, y);
- fract = beta_small_b_large_a_series(a+20, bbar, x, y, fract, T(1), l, normalised);
+ fract = beta_small_b_large_a_series(a+20, bbar, x, y, fract, T(1), pol, normalised);
if(invert)
{
fract = -fract;
@@ -1087,16 +1097,16 @@
}
}
else
- fract = ibeta_fraction2(a, b, x, y, l, normalised, p_derivative);
+ fract = ibeta_fraction2(a, b, x, y, pol, normalised, p_derivative);
}
else
- fract = ibeta_fraction2(a, b, x, y, l, normalised, p_derivative);
+ fract = ibeta_fraction2(a, b, x, y, pol, normalised, p_derivative);
}
if(p_derivative)
{
if(*p_derivative < 0)
{
- *p_derivative = ibeta_power_terms(a, b, x, y, l, true);
+ *p_derivative = ibeta_power_terms(a, b, x, y, lanczos_type(), true, pol);
}
T div = y * x;
@@ -1113,44 +1123,46 @@
}
}
}
- return invert ? (normalised ? 1 : beta_imp(a, b, l)) - fract : fract;
+ return invert ? (normalised ? 1 : boost::math::beta(a, b, pol)) - fract : fract;
} // template <class T, class L>T ibeta_imp(T a, T b, T x, const L& l, bool inv, bool normalised)
-template <class T, class L>
-inline T ibeta_imp(T a, T b, T x, const L& l, bool inv, bool normalised)
+template <class T, class Policy>
+inline T ibeta_imp(T a, T b, T x, const Policy& pol, bool inv, bool normalised)
{
- return ibeta_imp(a, b, x, l, inv, normalised, static_cast<T*>(0));
+ return ibeta_imp(a, b, x, pol, inv, normalised, static_cast<T*>(0));
}
-template <class T, class L>
-T ibeta_derivative_imp(T a, T b, T x, const L& l)
+template <class T, class Policy>
+T ibeta_derivative_imp(T a, T b, T x, const Policy& pol)
{
+ static const char* function = "ibeta_derivative<%1%>(%1%,%1%,%1%)";
//
// start with the usual error checks:
//
if(a <= 0)
- tools::domain_error<T>(BOOST_CURRENT_FUNCTION, "The argument a to the incomplete beta function must be greater than zero (got a=%1%).", a);
+ policy::raise_domain_error<T>(function, "The argument a to the incomplete beta function must be greater than zero (got a=%1%).", a, pol);
if(b <= 0)
- tools::domain_error<T>(BOOST_CURRENT_FUNCTION, "The argument b to the incomplete beta function must be greater than zero (got b=%1%).", b);
+ policy::raise_domain_error<T>(function, "The argument b to the incomplete beta function must be greater than zero (got b=%1%).", b, pol);
if((x < 0) || (x > 1))
- tools::domain_error<T>(BOOST_CURRENT_FUNCTION, "Parameter x outside the range [0,1] in the incomplete beta function (got x=%1%).", x);
+ policy::raise_domain_error<T>(function, "Parameter x outside the range [0,1] in the incomplete beta function (got x=%1%).", x, pol);
//
// Now the corner cases:
//
if(x == 0)
{
return (a > 1) ? 0 :
- (a == 1) ? 1 / boost::math::beta(a, b) : tools::overflow_error<T>(BOOST_CURRENT_FUNCTION);
+ (a == 1) ? 1 / boost::math::beta(a, b, pol) : policy::raise_overflow_error<T>(function, 0, pol);
}
else if(x == 1)
{
return (b > 1) ? 0 :
- (b == 1) ? 1 / boost::math::beta(a, b) : tools::overflow_error<T>(BOOST_CURRENT_FUNCTION);
+ (b == 1) ? 1 / boost::math::beta(a, b, pol) : policy::raise_overflow_error<T>(function, 0, pol);
}
//
// Now the regular cases:
//
- T f1 = ibeta_power_terms(a, b, x, 1 - x, l, true);
+ typedef typename lanczos::lanczos<T, Policy>::type lanczos_type;
+ T f1 = ibeta_power_terms(a, b, x, 1 - x, lanczos_type(), true, pol);
T y = (1 - x) * x;
if(f1 == 0)
@@ -1159,14 +1171,39 @@
if((tools::max_value<T>() * y < f1))
{
// overflow:
- return tools::overflow_error<T>(BOOST_CURRENT_FUNCTION);
+ return policy::raise_overflow_error<T>(function, 0, pol);
}
f1 /= y;
return f1;
}
+//
+// Some forwarding functions that dis-ambiguate the third argument type:
+//
+template <class RT1, class RT2, class Policy>
+inline typename tools::promote_args<RT1, RT2>::type
+ beta(RT1 a, RT2 b, const Policy&, const mpl::true_*)
+{
+ BOOST_FPU_EXCEPTION_GUARD
+ typedef typename tools::promote_args<RT1, RT2>::type result_type;
+ typedef typename policy::evaluation<result_type, Policy>::type value_type;
+ typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(detail::beta_imp(static_cast<value_type>(a), static_cast<value_type>(b), evaluation_type(), forwarding_policy()), "boost::math::beta<%1%>(%1%,%1%)");
+}
+template <class RT1, class RT2, class RT3>
+inline typename tools::promote_args<RT1, RT2, RT3>::type
+ beta(RT1 a, RT2 b, RT3 x, const mpl::false_*)
+{
+ return boost::math::beta(a, b, x, policy::policy<>());
+}
} // namespace detail
//
@@ -1174,70 +1211,130 @@
// which Lanczos approximation to use
// and forward to the implementation functions:
//
+template <class RT1, class RT2, class A>
+inline typename tools::promote_args<RT1, RT2, A>::type
+ beta(RT1 a, RT2 b, A arg)
+{
+ typedef typename policy::is_policy<A>::type tag;
+ return boost::math::detail::beta(a, b, arg, static_cast<tag*>(0));
+}
+
template <class RT1, class RT2>
inline typename tools::promote_args<RT1, RT2>::type
beta(RT1 a, RT2 b)
{
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<RT1, RT2>::type result_type;
- typedef typename lanczos::lanczos_traits<result_type>::value_type value_type;
- typedef typename lanczos::lanczos_traits<result_type>::evaluation_type evaluation_type;
- return tools::checked_narrowing_cast<result_type>(detail::beta_imp(static_cast<value_type>(a), static_cast<value_type>(b), evaluation_type()), BOOST_CURRENT_FUNCTION);
+ return boost::math::beta(a, b, policy::policy<>());
}
-template <class RT1, class RT2, class RT3>
+template <class RT1, class RT2, class RT3, class Policy>
inline typename tools::promote_args<RT1, RT2, RT3>::type
- beta(RT1 a, RT2 b, RT3 x)
+ beta(RT1 a, RT2 b, RT3 x, const Policy&)
{
BOOST_FPU_EXCEPTION_GUARD
typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type;
- typedef typename lanczos::lanczos_traits<result_type>::value_type value_type;
- typedef typename lanczos::lanczos_traits<result_type>::evaluation_type evaluation_type;
- return tools::checked_narrowing_cast<result_type>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), evaluation_type(), false, false), BOOST_CURRENT_FUNCTION);
+ typedef typename policy::evaluation<result_type, Policy>::type value_type;
+ typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
+
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy(), false, false), "boost::math::beta<%1%>(%1%,%1%,%1%)");
}
+template <class RT1, class RT2, class RT3, class Policy>
+inline typename tools::promote_args<RT1, RT2, RT3>::type
+ betac(RT1 a, RT2 b, RT3 x, const Policy&)
+{
+ BOOST_FPU_EXCEPTION_GUARD
+ typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type;
+ typedef typename policy::evaluation<result_type, Policy>::type value_type;
+ typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
+
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy(), true, false), "boost::math::betac<%1%>(%1%,%1%,%1%)");
+}
template <class RT1, class RT2, class RT3>
inline typename tools::promote_args<RT1, RT2, RT3>::type
betac(RT1 a, RT2 b, RT3 x)
{
+ return boost::math::betac(a, b, x, policy::policy<>());
+}
+
+template <class RT1, class RT2, class RT3, class Policy>
+inline typename tools::promote_args<RT1, RT2, RT3>::type
+ ibeta(RT1 a, RT2 b, RT3 x, const Policy&)
+{
BOOST_FPU_EXCEPTION_GUARD
typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type;
- typedef typename lanczos::lanczos_traits<result_type>::value_type value_type;
- typedef typename lanczos::lanczos_traits<result_type>::evaluation_type evaluation_type;
- return tools::checked_narrowing_cast<result_type>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), evaluation_type(), true, false), BOOST_CURRENT_FUNCTION);
-}
+ typedef typename policy::evaluation<result_type, Policy>::type value_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy(), false, true), "boost::math::ibeta<%1%>(%1%,%1%,%1%)");
+}
template <class RT1, class RT2, class RT3>
inline typename tools::promote_args<RT1, RT2, RT3>::type
ibeta(RT1 a, RT2 b, RT3 x)
{
+ return boost::math::ibeta(a, b, x, policy::policy<>());
+}
+
+template <class RT1, class RT2, class RT3, class Policy>
+inline typename tools::promote_args<RT1, RT2, RT3>::type
+ ibetac(RT1 a, RT2 b, RT3 x, const Policy&)
+{
BOOST_FPU_EXCEPTION_GUARD
typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type;
- typedef typename lanczos::lanczos_traits<result_type>::value_type value_type;
- typedef typename lanczos::lanczos_traits<result_type>::evaluation_type evaluation_type;
- return tools::checked_narrowing_cast<result_type>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), evaluation_type(), false, true), BOOST_CURRENT_FUNCTION);
-}
+ typedef typename policy::evaluation<result_type, Policy>::type value_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy(), true, true), "boost::math::ibetac<%1%>(%1%,%1%,%1%)");
+}
template <class RT1, class RT2, class RT3>
inline typename tools::promote_args<RT1, RT2, RT3>::type
ibetac(RT1 a, RT2 b, RT3 x)
{
+ return boost::math::ibetac(a, b, x, policy::policy<>());
+}
+
+template <class RT1, class RT2, class RT3, class Policy>
+inline typename tools::promote_args<RT1, RT2, RT3>::type
+ ibeta_derivative(RT1 a, RT2 b, RT3 x, const Policy&)
+{
BOOST_FPU_EXCEPTION_GUARD
typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type;
- typedef typename lanczos::lanczos_traits<result_type>::value_type value_type;
- typedef typename lanczos::lanczos_traits<result_type>::evaluation_type evaluation_type;
- return tools::checked_narrowing_cast<result_type>(detail::ibeta_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), evaluation_type(), true, true), BOOST_CURRENT_FUNCTION);
-}
+ typedef typename policy::evaluation<result_type, Policy>::type value_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(detail::ibeta_derivative_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), forwarding_policy()), "boost::math::ibeta_derivative<%1%>(%1%,%1%,%1%)");
+}
template <class RT1, class RT2, class RT3>
inline typename tools::promote_args<RT1, RT2, RT3>::type
ibeta_derivative(RT1 a, RT2 b, RT3 x)
{
- BOOST_FPU_EXCEPTION_GUARD
- typedef typename tools::promote_args<RT1, RT2, RT3>::type result_type;
- typedef typename lanczos::lanczos_traits<result_type>::value_type value_type;
- typedef typename lanczos::lanczos_traits<result_type>::evaluation_type evaluation_type;
- return tools::checked_narrowing_cast<result_type>(detail::ibeta_derivative_imp(static_cast<value_type>(a), static_cast<value_type>(b), static_cast<value_type>(x), evaluation_type()), BOOST_CURRENT_FUNCTION);
+ return boost::math::ibeta_derivative(a, b, x, policy::policy<>());
}
} // namespace math
Modified: sandbox/math_toolkit/policy/boost/math/special_functions/detail/erf_inv.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/special_functions/detail/erf_inv.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/special_functions/detail/erf_inv.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -365,11 +365,18 @@
// precision internally if it's appropriate:
//
typedef typename policy::evaluation<result_type, Policy>::type eval_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
+
//
// And get the result, negating where required:
//
- return s * policy::checked_narrowing_cast<result_type, Policy>(
- detail::erf_inv_imp(static_cast<eval_type>(p), static_cast<eval_type>(q), pol, static_cast<tag_type const*>(0)), function);
+ return s * policy::checked_narrowing_cast<result_type, forwarding_policy>(
+ detail::erf_inv_imp(static_cast<eval_type>(p), static_cast<eval_type>(q), forwarding_policy(), static_cast<tag_type const*>(0)), function);
}
template <class T, class Policy>
@@ -421,6 +428,12 @@
// precision internally if it's appropriate:
//
typedef typename policy::evaluation<result_type, Policy>::type eval_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
//
// Likewise use internal promotion, so we evaluate at a higher
// precision internally if it's appropriate:
@@ -429,8 +442,8 @@
//
// And get the result, negating where required:
//
- return s * policy::checked_narrowing_cast<result_type, Policy>(
- detail::erf_inv_imp(static_cast<eval_type>(p), static_cast<eval_type>(q), pol, static_cast<tag_type const*>(0)), function);
+ return s * policy::checked_narrowing_cast<result_type, forwarding_policy>(
+ detail::erf_inv_imp(static_cast<eval_type>(p), static_cast<eval_type>(q), forwarding_policy(), static_cast<tag_type const*>(0)), function);
}
template <class T>
Modified: sandbox/math_toolkit/policy/boost/math/special_functions/detail/ibeta_inv_ab.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/special_functions/detail/ibeta_inv_ab.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/special_functions/detail/ibeta_inv_ab.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -18,23 +18,23 @@
namespace boost{ namespace math{ namespace detail{
-template <class T>
+template <class T, class Policy>
struct beta_inv_ab_t
{
beta_inv_ab_t(T b_, T z_, T p_, bool invert_, bool swap_ab_) : b(b_), z(z_), p(p_), invert(invert_), swap_ab(swap_ab_) {}
T operator()(T a)
{
return invert ?
- p - boost::math::ibetac(swap_ab ? b : a, swap_ab ? a : b, z)
- : boost::math::ibeta(swap_ab ? b : a, swap_ab ? a : b, z) - p;
+ p - boost::math::ibetac(swap_ab ? b : a, swap_ab ? a : b, z, Policy())
+ : boost::math::ibeta(swap_ab ? b : a, swap_ab ? a : b, z, Policy()) - p;
}
private:
T b, z, p;
bool invert, swap_ab;
};
-template <class T>
-T inverse_negative_binomial_cornish_fisher(T n, T sf, T sfc, T p, T q)
+template <class T, class Policy>
+T inverse_negative_binomial_cornish_fisher(T n, T sf, T sfc, T p, T q, const Policy& pol)
{
using namespace std;
// mean:
@@ -47,7 +47,7 @@
// kurtosis:
T k = (6 - sf * (5+sfc)) / (n * (sfc));
// Get the inverse of a std normal distribution:
- T x = boost::math::erfc_inv(p > q ? 2 * q : 2 * p) * constants::root_two<T>();
+ T x = boost::math::erfc_inv(p > q ? 2 * q : 2 * p, pol) * constants::root_two<T>();
// Set the sign:
if(p < 0.5)
x = -x;
@@ -66,8 +66,8 @@
return w;
}
-template <class T>
-T ibeta_inv_ab_imp(const T& b, const T& z, const T& p, const T& q, bool swap_ab)
+template <class T, class Policy>
+T ibeta_inv_ab_imp(const T& b, const T& z, const T& p, const T& q, bool swap_ab, const Policy& pol)
{
using namespace std; // for ADL of std lib math functions
//
@@ -86,11 +86,11 @@
// Function object, this is the functor whose root
// we have to solve:
//
- beta_inv_ab_t<T> f(b, z, (p < q) ? p : q, (p < q) ? false : true, swap_ab);
+ beta_inv_ab_t<T, Policy> f(b, z, (p < q) ? p : q, (p < q) ? false : true, swap_ab);
//
// Tolerance: full precision.
//
- tools::eps_tolerance<T> tol(tools::digits<T>());
+ tools::eps_tolerance<T> tol(policy::digits<T, Policy>());
//
// Now figure out a starting guess for what a may be,
// we'll start out with a value that'll put p or q
@@ -124,7 +124,7 @@
}
}
if(n * n * n * u * sf > 0.005)
- guess = 1 + inverse_negative_binomial_cornish_fisher(n, sf, sfc, u, v);
+ guess = 1 + inverse_negative_binomial_cornish_fisher(n, sf, sfc, u, v, pol);
if(guess < 10)
{
@@ -147,36 +147,60 @@
// Max iterations permitted:
//
boost::uintmax_t max_iter = 200;
- std::pair<T, T> r = bracket_and_solve_root(f, guess, factor, swap_ab ? true : false, tol, max_iter, policy::policy<>());
+ std::pair<T, T> r = bracket_and_solve_root(f, guess, factor, swap_ab ? true : false, tol, max_iter, pol);
if(max_iter >= 200)
- tools::logic_error<T>(BOOST_CURRENT_FUNCTION, "Unable to locate the root within a reasonable number of iterations, closest approximation so far was %1%", r.first);
+ policy::raise_evaluation_error<T>("boost::math::ibeta_invab_imp<%1%>(%1%,%1%,%1%)", "Unable to locate the root within a reasonable number of iterations, closest approximation so far was %1%", r.first, pol);
return (r.first + r.second) / 2;
}
} // namespace detail
+template <class T, class Policy>
+inline T ibeta_inva(T b, T x, T p, const Policy& pol)
+{
+ return detail::ibeta_inv_ab_imp(b, x, p, 1 - p, false, pol);
+}
+
+template <class T, class Policy>
+inline T ibetac_inva(T b, T x, T q, const Policy& pol)
+{
+ return detail::ibeta_inv_ab_imp(b, x, 1 - q, q, false, pol);
+}
+
+template <class T, class Policy>
+inline T ibeta_invb(T b, T x, T p, const Policy& pol)
+{
+ return detail::ibeta_inv_ab_imp(b, x, p, 1 - p, true, pol);
+}
+
+template <class T, class Policy>
+inline T ibetac_invb(T b, T x, T q, const Policy& pol)
+{
+ return detail::ibeta_inv_ab_imp(b, x, 1 - q, q, true, pol);
+}
+
template <class T>
inline T ibeta_inva(T b, T x, T p)
{
- return detail::ibeta_inv_ab_imp(b, x, p, 1 - p, false);
+ return detail::ibeta_inv_ab_imp(b, x, p, 1 - p, false, policy::policy<>());
}
template <class T>
inline T ibetac_inva(T b, T x, T q)
{
- return detail::ibeta_inv_ab_imp(b, x, 1 - q, q, false);
+ return detail::ibeta_inv_ab_imp(b, x, 1 - q, q, false, policy::policy<>());
}
template <class T>
inline T ibeta_invb(T b, T x, T p)
{
- return detail::ibeta_inv_ab_imp(b, x, p, 1 - p, true);
+ return detail::ibeta_inv_ab_imp(b, x, p, 1 - p, true, policy::policy<>());
}
template <class T>
inline T ibetac_invb(T b, T x, T q)
{
- return detail::ibeta_inv_ab_imp(b, x, 1 - q, q, true);
+ return detail::ibeta_inv_ab_imp(b, x, 1 - q, q, true, policy::policy<>());
}
} // namespace math
Modified: sandbox/math_toolkit/policy/boost/math/special_functions/detail/ibeta_inverse.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/special_functions/detail/ibeta_inverse.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/special_functions/detail/ibeta_inverse.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -51,8 +51,8 @@
// Journal of Computation and Applied Mathematics 41 (1992) 145-157.
// Section 2.
//
-template <class T>
-T temme_method_1_ibeta_inverse(T a, T b, T z)
+template <class T, class Policy>
+T temme_method_1_ibeta_inverse(T a, T b, T z, const Policy& pol)
{
using namespace std; // ADL of std names
@@ -61,7 +61,7 @@
// get the first approximation for eta from the inverse
// error function (Eq: 2.9 and 2.10).
//
- T eta0 = boost::math::erfc_inv(2 * z);
+ T eta0 = boost::math::erfc_inv(2 * z, pol);
eta0 /= -sqrt(a / 2);
T terms[4] = { eta0 };
@@ -129,8 +129,8 @@
// Journal of Computation and Applied Mathematics 41 (1992) 145-157.
// Section 3.
//
-template <class T>
-T temme_method_2_ibeta_inverse(T /*a*/, T /*b*/, T z, T r, T theta)
+template <class T, class Policy>
+T temme_method_2_ibeta_inverse(T /*a*/, T /*b*/, T z, T r, T theta, const Policy& pol)
{
using namespace std; // ADL of std names
@@ -138,7 +138,7 @@
// Get first estimate for eta, see Eq 3.9 and 3.10,
// but note there is a typo in Eq 3.10:
//
- T eta0 = boost::math::erfc_inv(2 * z);
+ T eta0 = boost::math::erfc_inv(2 * z, pol);
eta0 /= -sqrt(r / 2);
T s = sin(theta);
@@ -295,7 +295,7 @@
// And iterate:
//
x = tools::newton_raphson_iterate(
- temme_root_finder<T>(-lu, alpha), x, lower, upper, tools::digits<T>() / 2);
+ temme_root_finder<T>(-lu, alpha), x, lower, upper, policy::digits<T, Policy>() / 2);
return x;
}
@@ -306,8 +306,8 @@
// Journal of Computation and Applied Mathematics 41 (1992) 145-157.
// Section 4.
//
-template <class T>
-T temme_method_3_ibeta_inverse(T a, T b, T p, T q)
+template <class T, class Policy>
+T temme_method_3_ibeta_inverse(T a, T b, T p, T q, const Policy& pol)
{
using namespace std; // ADL of std names
@@ -317,9 +317,9 @@
//
T eta0;
if(p < q)
- eta0 = boost::math::gamma_q_inv(b, p);
+ eta0 = boost::math::gamma_q_inv(b, p, pol);
else
- eta0 = boost::math::gamma_p_inv(b, q);
+ eta0 = boost::math::gamma_p_inv(b, q, pol);
eta0 /= a;
//
// Define the variables and powers we'll need later on:
@@ -398,14 +398,14 @@
T upper = eta < mu ? 1 : cross;
T x = (lower + upper) / 2;
x = tools::newton_raphson_iterate(
- temme_root_finder<T>(u, mu), x, lower, upper, tools::digits<T>() / 2);
+ temme_root_finder<T>(u, mu), x, lower, upper, policy::digits<T, Policy>() / 2);
#ifdef BOOST_INSTRUMENT
std::cout << "Estimating x with Temme method 3: " << x << std::endl;
#endif
return x;
}
-template <class T, class L>
+template <class T, class Policy>
struct ibeta_roots
{
ibeta_roots(T _a, T _b, T t, bool inv = false)
@@ -419,7 +419,7 @@
T f1;
T y = 1 - x;
- T f = ibeta_imp(a, b, x, L(), invert, true, &f1) - target;
+ T f = ibeta_imp(a, b, x, Policy(), invert, true, &f1) - target;
if(invert)
f1 = -f1;
if(y == 0)
@@ -444,8 +444,8 @@
bool invert;
};
-template <class T, class L>
-T ibeta_inv_imp(T a, T b, T p, T q, const L& l, T* py)
+template <class T, class Policy>
+T ibeta_inv_imp(T a, T b, T p, T q, const Policy& pol, T* py)
{
using namespace std; // For ADL of math functions.
@@ -497,7 +497,7 @@
{
//
// We have a Student's T distribution:
- x = estimate_ibeta_inv_from_t_dist(a, p, q, &y, l);
+ x = estimate_ibeta_inv_from_t_dist(a, p, q, &y, pol);
}
else if(a + b > 5)
{
@@ -525,7 +525,7 @@
// for x will never be much larger than p, so we don't have
// to worry about cancellation as long as p is small.
//
- x = temme_method_1_ibeta_inverse(a, b, p);
+ x = temme_method_1_ibeta_inverse(a, b, p, pol);
y = 1 - x;
}
else
@@ -546,10 +546,10 @@
T ppa = pow(p, 1/a);
if((ppa < 0.0025) && (a + b < 200))
{
- x = ppa * pow(a * boost::math::beta(a, b), 1/a);
+ x = ppa * pow(a * boost::math::beta(a, b, pol), 1/a);
}
else
- x = temme_method_2_ibeta_inverse(a, b, p, r, theta);
+ x = temme_method_2_ibeta_inverse(a, b, p, r, theta, pol);
y = 1 - x;
}
else
@@ -574,7 +574,7 @@
//
T bet = 0;
if(b < 2)
- bet = boost::math::beta(a, b);
+ bet = boost::math::beta(a, b, pol);
if(bet != 0)
{
y = pow(b * q * bet, 1/b);
@@ -584,7 +584,7 @@
y = 1;
if(y > 1e-5)
{
- x = temme_method_3_ibeta_inverse(a, b, p, q);
+ x = temme_method_3_ibeta_inverse(a, b, p, q, pol);
y = 1 - x;
}
}
@@ -601,7 +601,7 @@
// Now we need to ensure that we start our iteration from the
// right side of the inflection point:
//
- T fs = boost::math::ibeta(a, b, xs) - p;
+ T fs = boost::math::ibeta(a, b, xs, pol) - p;
if(fabs(fs) / p < tools::epsilon<T>() * 3)
{
// The result is at the point of inflection, best just return it:
@@ -615,7 +615,7 @@
invert = true;
xs = 1 - xs;
}
- T xg = pow(a * p * boost::math::beta(a, b), 1/a);
+ T xg = pow(a * p * boost::math::beta(a, b, pol), 1/a);
x = xg / (1 + xg);
y = 1 / (1 + xg);
//
@@ -637,7 +637,7 @@
//
T xs = (a - 1) / (a + b - 2);
T xs2 = (b - 1) / (a + b - 2);
- T ps = boost::math::ibeta(a, b, xs) - p;
+ T ps = boost::math::ibeta(a, b, xs, pol) - p;
if(ps < 0)
{
@@ -650,9 +650,9 @@
// Estimate x and y, using expm1 to get a good estimate
// for y when it's very small:
//
- T lx = log(p * a * boost::math::beta(a, b)) / a;
+ T lx = log(p * a * boost::math::beta(a, b, pol)) / a;
x = exp(lx);
- y = x < 0.9 ? 1 - x : -boost::math::expm1(lx);
+ y = x < 0.9 ? 1 - x : -boost::math::expm1(lx, pol);
if((b < a) && (x < 0.2))
{
@@ -712,7 +712,7 @@
}
if(pow(p, 1/a) < 0.5)
{
- x = pow(p * a * boost::math::beta(a, b), 1 / a);
+ x = pow(p * a * boost::math::beta(a, b, pol), 1 / a);
if(x == 0)
x = boost::math::tools::min_value<T>();
y = 1 - x;
@@ -720,7 +720,7 @@
else /*if(pow(q, 1/b) < 0.1)*/
{
// model a distorted quarter circle:
- y = pow(1 - pow(p, b*beta(a, b)), 1/b);
+ y = pow(1 - pow(p, b * boost::math::beta(a, b, pol)), 1/b);
if(y == 0)
y = boost::math::tools::min_value<T>();
x = 1 - y;
@@ -768,7 +768,7 @@
//
// Figure out how many digits to iterate towards:
//
- int digits = boost::math::tools::digits<T>() / 2;
+ int digits = boost::math::policy::digits<T, Policy>() / 2;
if((x < 1e-50) && ((a < 1) || (b < 1)))
{
//
@@ -788,7 +788,7 @@
// depending on which is smaller:
//
x = boost::math::tools::halley_iterate(
- boost::math::detail::ibeta_roots<T, L>(a, b, (p < q ? p : q), (p < q ? false : true)), x, lower, upper, digits);
+ boost::math::detail::ibeta_roots<T, Policy>(a, b, (p < q ? p : q), (p < q ? false : true)), x, lower, upper, digits);
//
// We don't really want these asserts here, but they are useful for sanity
// checking that we have the limits right, uncomment if you suspect bugs *only*.
@@ -807,21 +807,27 @@
} // namespace detail
-template <class T1, class T2, class T3, class T4>
+template <class T1, class T2, class T3, class T4, class Policy>
inline typename tools::promote_args<T1, T2, T3, T4>::type
- ibeta_inv(T1 a, T2 b, T3 p, T4* py)
+ ibeta_inv(T1 a, T2 b, T3 p, T4* py, const Policy& pol)
{
+ static const char* function = "boost::math::ibeta_inv<%1%>(%1%,%1%,%1%)";
BOOST_FPU_EXCEPTION_GUARD
typedef typename tools::promote_args<T1, T2, T3, T4>::type result_type;
- typedef typename lanczos::lanczos_traits<result_type>::value_type value_type;
- typedef typename lanczos::lanczos_traits<result_type>::evaluation_type evaluation_type;
+ typedef typename policy::evaluation<result_type, Policy>::type value_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
if(a <= 0)
- return tools::domain_error<result_type>(BOOST_CURRENT_FUNCTION, "The argument a to the incomplete beta function inverse must be greater than zero (got a=%1%).", a);
+ return policy::raise_domain_error<result_type>(function, "The argument a to the incomplete beta function inverse must be greater than zero (got a=%1%).", a, pol);
if(b <= 0)
- return tools::domain_error<result_type>(BOOST_CURRENT_FUNCTION, "The argument b to the incomplete beta function inverse must be greater than zero (got b=%1%).", b);
+ return policy::raise_domain_error<result_type>(function, "The argument b to the incomplete beta function inverse must be greater than zero (got b=%1%).", b, pol);
if((p < 0) || (p > 1))
- return tools::domain_error<result_type>(BOOST_CURRENT_FUNCTION, "Argument p outside the range [0,1] in the incomplete beta function inverse (got p=%1%).", p);
+ return policy::raise_domain_error<result_type>(function, "Argument p outside the range [0,1] in the incomplete beta function inverse (got p=%1%).", p, pol);
value_type rx, ry;
@@ -830,10 +836,17 @@
static_cast<value_type>(b),
static_cast<value_type>(p),
static_cast<value_type>(1 - p),
- evaluation_type(), &ry);
+ forwarding_policy(), &ry);
- if(py) *py = tools::checked_narrowing_cast<T4>(ry, BOOST_CURRENT_FUNCTION);
- return tools::checked_narrowing_cast<result_type>(rx, BOOST_CURRENT_FUNCTION);
+ if(py) *py = policy::checked_narrowing_cast<T4, forwarding_policy>(ry, function);
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(rx, function);
+}
+
+template <class T1, class T2, class T3, class T4>
+inline typename tools::promote_args<T1, T2, T3, T4>::type
+ ibeta_inv(T1 a, T2 b, T3 p, T4* py)
+{
+ return ibeta_inv(a, b, p, py, policy::policy<>());
}
template <class T1, class T2, class T3>
@@ -841,24 +854,30 @@
ibeta_inv(T1 a, T2 b, T3 p)
{
BOOST_FPU_EXCEPTION_GUARD
- return ibeta_inv(a, b, p, static_cast<T1*>(0));
+ return ibeta_inv(a, b, p, static_cast<T1*>(0), policy::policy<>());
}
-template <class T1, class T2, class T3, class T4>
+template <class T1, class T2, class T3, class T4, class Policy>
inline typename tools::promote_args<T1, T2, T3, T4>::type
- ibetac_inv(T1 a, T2 b, T3 q, T4* py)
+ ibetac_inv(T1 a, T2 b, T3 q, T4* py, const Policy& pol)
{
+ static const char* function = "boost::math::ibetac_inv<%1%>(%1%,%1%,%1%)";
BOOST_FPU_EXCEPTION_GUARD
typedef typename tools::promote_args<T1, T2, T3, T4>::type result_type;
- typedef typename lanczos::lanczos_traits<result_type>::value_type value_type;
- typedef typename lanczos::lanczos_traits<result_type>::evaluation_type evaluation_type;
+ typedef typename policy::evaluation<result_type, Policy>::type value_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
if(a <= 0)
- tools::domain_error<result_type>(BOOST_CURRENT_FUNCTION, "The argument a to the incomplete beta function inverse must be greater than zero (got a=%1%).", a);
+ policy::raise_domain_error<result_type>(function, "The argument a to the incomplete beta function inverse must be greater than zero (got a=%1%).", a, pol);
if(b <= 0)
- tools::domain_error<result_type>(BOOST_CURRENT_FUNCTION, "The argument b to the incomplete beta function inverse must be greater than zero (got b=%1%).", b);
+ policy::raise_domain_error<result_type>(function, "The argument b to the incomplete beta function inverse must be greater than zero (got b=%1%).", b, pol);
if((q < 0) || (q > 1))
- tools::domain_error<result_type>(BOOST_CURRENT_FUNCTION, "Argument q outside the range [0,1] in the incomplete beta function inverse (got q=%1%).", q);
+ policy::raise_domain_error<result_type>(function, "Argument q outside the range [0,1] in the incomplete beta function inverse (got q=%1%).", q, pol);
value_type rx, ry;
@@ -867,18 +886,24 @@
static_cast<value_type>(b),
static_cast<value_type>(1 - q),
static_cast<value_type>(q),
- evaluation_type(), &ry);
+ forwarding_policy(), &ry);
+
+ if(py) *py = policy::checked_narrowing_cast<T4, forwarding_policy>(ry, function);
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(rx, function);
+}
- if(py) *py = tools::checked_narrowing_cast<T4>(ry, BOOST_CURRENT_FUNCTION);
- return tools::checked_narrowing_cast<result_type>(rx, BOOST_CURRENT_FUNCTION);
+template <class T1, class T2, class T3, class T4>
+inline typename tools::promote_args<T1, T2, T3, T4>::type
+ ibetac_inv(T1 a, T2 b, T3 q, T4* py)
+{
+ return ibetac_inv(a, b, q, py, policy::policy<>());
}
template <class RT1, class RT2, class RT3>
inline typename tools::promote_args<RT1, RT2, RT3>::type
ibetac_inv(RT1 a, RT2 b, RT3 q)
{
- BOOST_FPU_EXCEPTION_GUARD
- return ibetac_inv(a, b, q, static_cast<RT1*>(0));
+ return ibetac_inv(a, b, q, static_cast<RT1*>(0), policy::policy<>());
}
} // namespace math
Modified: sandbox/math_toolkit/policy/boost/math/special_functions/detail/igamma_inverse.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/special_functions/detail/igamma_inverse.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/special_functions/detail/igamma_inverse.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -292,8 +292,14 @@
// Calculate P(x) - p and the first two derivates, or if the invert
// flag is set, then Q(x) - q and it's derivatives.
//
- typedef typename lanczos::lanczos_traits<T>::value_type value_type;
- typedef typename lanczos::lanczos_traits<T>::evaluation_type evaluation_type;
+ typedef typename policy::evaluation<T, Policy>::type value_type;
+ typedef typename lanczos::lanczos<T, Policy>::type evaluation_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
using namespace std; // For ADL of std functions.
@@ -303,7 +309,7 @@
static_cast<value_type>(a),
static_cast<value_type>(x),
true, invert,
- Policy(), &ft));
+ forwarding_policy(), &ft));
f1 = static_cast<T>(ft);
T f2;
T div = (a - x - 1) / x;
Modified: sandbox/math_toolkit/policy/boost/math/special_functions/detail/t_distribution_inv.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/special_functions/detail/t_distribution_inv.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/special_functions/detail/t_distribution_inv.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -16,8 +16,8 @@
// G. W. Hill, Algorithm 396, Student’s t-Quantiles,
// Communications of the ACM, 13(10): 619-620, Oct., 1970.
//
-template <class T>
-T inverse_students_t_hill(T ndf, T u)
+template <class T, class Policy>
+T inverse_students_t_hill(T ndf, T u, const Policy& pol)
{
using namespace std;
BOOST_ASSERT(u <= 0.5);
@@ -25,7 +25,7 @@
T a, b, c, d, q, x, y;
if (ndf > 1e20f)
- return -boost::math::erfc_inv(2 * u) * constants::root_two<T>();
+ return -boost::math::erfc_inv(2 * u, pol) * constants::root_two<T>();
a = 1 / (ndf - 0.5f);
b = 48 / (a * a);
@@ -38,14 +38,14 @@
//
// Asymptotic inverse expansion about normal:
//
- x = -boost::math::erfc_inv(2 * u) * constants::root_two<T>();
+ x = -boost::math::erfc_inv(2 * u, pol) * constants::root_two<T>();
y = x * x;
if (ndf < 5)
c += 0.3f * (ndf - 4.5f) * (x + 0.6f);
c += (((0.05f * d * x - 5) * x - 7) * x - 2) * x + b;
y = (((((0.4f * y + 6.3f) * y + 36) * y + 94.5f) / c - y - 3) / b + 1) * x;
- y = boost::math::expm1(a * y * y);
+ y = boost::math::expm1(a * y * y, pol);
}
else
{
@@ -66,13 +66,13 @@
// the inverse cumulative distribution function."
// Journal of Computational Finance, Vol 9 Issue 4, pp 37-73, Summer 2006
//
-template <class T, class L>
-T inverse_students_t_tail_series(T df, T v, T u, const L& l)
+template <class T, class Policy>
+T inverse_students_t_tail_series(T df, T v, T u, const Policy& pol)
{
using namespace std;
// Tail series expansion, see section 6 of Shaw's paper.
// w is calculated using Eq 60:
- T w = detail::tgamma_delta_ratio_imp(df / 2, constants::half<T>(), policy::policy<>())
+ T w = boost::math::tgamma_delta_ratio(df / 2, constants::half<T>(), pol)
* sqrt(df * constants::pi<T>()) * v;
// define some variables:
T np2 = df + 2;
@@ -117,8 +117,8 @@
return -result;
}
-template <class T, class L>
-T inverse_students_t_body_series(T df, T u, const L& l)
+template <class T, class Policy>
+T inverse_students_t_body_series(T df, T u, const Policy& pol)
{
using namespace std;
//
@@ -126,7 +126,7 @@
//
// Start with Eq 56 of Shaw:
//
- T v = detail::tgamma_delta_ratio_imp(df / 2, constants::half<T>(), policy::policy<>())
+ T v = boost::math::tgamma_delta_ratio(df / 2, constants::half<T>(), pol)
* sqrt(df * constants::pi<T>()) * (u - constants::half<T>());
//
// Workspace for the polynomial coefficients:
@@ -171,8 +171,8 @@
return tools::evaluate_odd_polynomial(c, v);
}
-template <class T, class L>
-T inverse_students_t(T df, T u, T v, const L& l, bool* pexact = 0)
+template <class T, class Policy>
+T inverse_students_t(T df, T u, T v, const Policy& pol, bool* pexact = 0)
{
//
// df = number of degrees of freedom.
@@ -207,8 +207,6 @@
// df = 1 is the same as the Cauchy distribution, see
// Shaw Eq 35:
//
- // FIXME: fails when u is small!!!
- result = tan(constants::pi<T>() * (u - constants::half<T>()));
if(u == 0.5)
result = 0;
else
@@ -247,7 +245,7 @@
// We get numeric overflow in this area:
//
if(u < 1e-150)
- return (invert ? -1 : 1) * inverse_students_t_hill(df, u);
+ return (invert ? -1 : 1) * inverse_students_t_hill(df, u, pol);
//
// Newton-Raphson iteration of a polynomial case,
// choice of seed value is taken from Shaw's online
@@ -351,11 +349,11 @@
T crossover = 0.2742f - df * 0.0242143f;
if(u > crossover)
{
- result = boost::math::detail::inverse_students_t_body_series(df, u, l);
+ result = boost::math::detail::inverse_students_t_body_series(df, u, pol);
}
else
{
- result = boost::math::detail::inverse_students_t_tail_series(df, u, v, l);
+ result = boost::math::detail::inverse_students_t_tail_series(df, u, v, pol);
}
}
else
@@ -368,31 +366,31 @@
T crossover = ldexp(1.0f, tools::real_cast<int>(df / -0.654f));
if(u > crossover)
{
- result = boost::math::detail::inverse_students_t_hill(df, u);
+ result = boost::math::detail::inverse_students_t_hill(df, u, pol);
}
else
{
- result = boost::math::detail::inverse_students_t_tail_series(df, u, v, l);
+ result = boost::math::detail::inverse_students_t_tail_series(df, u, v, pol);
}
}
}
return invert ? -result : result;
}
-template <class T, class L>
-inline T estimate_ibeta_inv_from_t_dist(T a, T p, T q, T* py, const L& l)
+template <class T, class Policy>
+inline T estimate_ibeta_inv_from_t_dist(T a, T p, T q, T* py, const Policy& pol)
{
T u = (p > q) ? 0.5f - q / 2 : p / 2;
T v = 1 - u; // u < 0.5 so no cancellation error
T df = a * 2;
- T t = boost::math::detail::inverse_students_t(df, u, v, l);
+ T t = boost::math::detail::inverse_students_t(df, u, v, pol);
T x = df / (df + t * t);
*py = t * t / (df + t * t);
return x;
}
-template <class T, class L>
-inline T fast_students_t_quantile_imp(T df, T p, const L& l, const mpl::false_*)
+template <class T, class Policy>
+inline T fast_students_t_quantile_imp(T df, T p, const Policy& pol, const mpl::false_*)
{
using namespace std;
//
@@ -401,9 +399,9 @@
//
T probability = (p > 0.5) ? 1 - p : p;
T t, x, y;
- x = ibeta_inv(df / 2, T(0.5), 2 * probability, &y);
+ x = ibeta_inv(df / 2, T(0.5), 2 * probability, &y, pol);
if(df * y > tools::max_value<T>() * x)
- t = tools::overflow_error<T>(BOOST_CURRENT_FUNCTION);
+ t = policy::raise_overflow_error<T>("boost::math::students_t_quantile<%1%>(%1%,%1%)", 0, pol);
else
t = sqrt(df * y / x);
//
@@ -414,13 +412,13 @@
return t;
}
-template <class T, class L>
-T fast_students_t_quantile_imp(T df, T p, const L& l, const mpl::true_*)
+template <class T, class Policy>
+T fast_students_t_quantile_imp(T df, T p, const Policy& pol, const mpl::true_*)
{
using namespace std;
bool invert = false;
if((df < 2) && (floor(df) != df))
- return boost::math::detail::fast_students_t_quantile_imp(df, p, l, static_cast<mpl::false_*>(0));
+ return boost::math::detail::fast_students_t_quantile_imp(df, p, pol, static_cast<mpl::false_*>(0));
if(p > 0.5)
{
p = 1 - p;
@@ -430,7 +428,7 @@
// Get an estimate of the result:
//
bool exact;
- T t = inverse_students_t(df, p, 1-p, l, &exact);
+ T t = inverse_students_t(df, p, 1-p, pol, &exact);
if((t == 0) || exact)
return invert ? -t : t; // can't do better!
//
@@ -450,8 +448,8 @@
// Get incomplete beta and it's derivative:
//
T f1;
- T f0 = xb < y ? ibeta_imp(a, constants::half<T>(), xb, l, false, true, &f1)
- : ibeta_imp(constants::half<T>(), a, y, l, true, true, &f1);
+ T f0 = xb < y ? ibeta_imp(a, constants::half<T>(), xb, pol, false, true, &f1)
+ : ibeta_imp(constants::half<T>(), a, y, pol, true, true, &f1);
// Get cdf from incomplete beta result:
T p0 = f0 / 2 - p;
@@ -485,16 +483,22 @@
return !invert ? -t : t;
}
-template <class T>
-inline T fast_students_t_quantile(T df, T p)
+template <class T, class Policy>
+inline T fast_students_t_quantile(T df, T p, const Policy& pol)
{
- typedef typename lanczos::lanczos_traits<T>::value_type value_type;
- typedef typename lanczos::lanczos_traits<T>::evaluation_type evaluation_type;
+ typedef typename policy::evaluation<T, Policy>::type value_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
+
typedef mpl::bool_<
(std::numeric_limits<T>::digits <= 53)
&&
(std::numeric_limits<T>::is_specialized)> tag_type;
- return tools::checked_narrowing_cast<T>(fast_students_t_quantile_imp(static_cast<value_type>(df), static_cast<value_type>(p), evaluation_type(), static_cast<tag_type*>(0)), BOOST_CURRENT_FUNCTION);
+ return policy::checked_narrowing_cast<T, forwarding_policy>(fast_students_t_quantile_imp(static_cast<value_type>(df), static_cast<value_type>(p), pol, static_cast<tag_type*>(0)), "boost::math::students_t_quantile<%1%>(%1%,%1%,%1%)");
}
}}} // namespaces
Modified: sandbox/math_toolkit/policy/boost/math/special_functions/erf.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/special_functions/erf.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/special_functions/erf.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -742,6 +742,12 @@
typedef typename tools::promote_args<T>::type result_type;
typedef typename policy::evaluation<result_type, Policy>::type value_type;
typedef typename policy::precision<result_type, Policy>::type precision_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
typedef typename mpl::if_<
mpl::less_equal<precision_type, mpl::int_<0> >,
@@ -761,10 +767,10 @@
>::type
>::type tag_type;
- return tools::checked_narrowing_cast<result_type>(detail::erf_imp(
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(detail::erf_imp(
static_cast<value_type>(z),
false,
- pol,
+ forwarding_policy(),
tag_type()), "boost::math::erf<%1%>(%1%, %1%)");
}
@@ -774,6 +780,12 @@
typedef typename tools::promote_args<T>::type result_type;
typedef typename policy::evaluation<result_type, Policy>::type value_type;
typedef typename policy::precision<result_type, Policy>::type precision_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
typedef typename mpl::if_<
mpl::less_equal<precision_type, mpl::int_<0> >,
@@ -793,10 +805,10 @@
>::type
>::type tag_type;
- return tools::checked_narrowing_cast<result_type>(detail::erf_imp(
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(detail::erf_imp(
static_cast<value_type>(z),
true,
- pol,
+ forwarding_policy(),
tag_type()), "boost::math::erfc<%1%>(%1%, %1%)");
}
Modified: sandbox/math_toolkit/policy/boost/math/special_functions/expm1.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/special_functions/expm1.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/special_functions/expm1.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -191,6 +191,12 @@
typedef typename tools::promote_args<T>::type result_type;
typedef typename policy::evaluation<result_type, Policy>::type value_type;
typedef typename policy::precision<result_type, Policy>::type precision_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
typedef typename mpl::if_c<
::std::numeric_limits<result_type>::is_specialized == 0,
@@ -210,9 +216,9 @@
>::type
>::type tag_type;
- return tools::checked_narrowing_cast<result_type>(detail::expm1_imp(
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(detail::expm1_imp(
static_cast<value_type>(x),
- tag_type(), pol), BOOST_CURRENT_FUNCTION);
+ tag_type(), forwarding_policy()), BOOST_CURRENT_FUNCTION);
}
#ifdef expm1
Modified: sandbox/math_toolkit/policy/boost/math/special_functions/gamma.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/special_functions/gamma.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/special_functions/gamma.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -1137,8 +1137,14 @@
BOOST_FPU_EXCEPTION_GUARD
typedef typename tools::promote_args<T>::type result_type;
typedef typename policy::evaluation<result_type, Policy>::type value_type;
- typedef typename lanczos::lanczos<result_type, Policy>::type evaluation_type;
- return policy::checked_narrowing_cast<result_type, Policy>(detail::gamma_imp(static_cast<value_type>(z), pol, evaluation_type()), "boost::math::tgamma<%1%>(%1%)");
+ typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(detail::gamma_imp(static_cast<value_type>(z), forwarding_policy(), evaluation_type()), "boost::math::tgamma<%1%>(%1%)");
}
template <class T1, class T2, class Policy>
@@ -1148,11 +1154,17 @@
BOOST_FPU_EXCEPTION_GUARD
typedef typename tools::promote_args<T1, T2>::type result_type;
typedef typename policy::evaluation<result_type, Policy>::type value_type;
- typedef typename lanczos::lanczos<result_type, Policy>::type evaluation_type;
- return policy::checked_narrowing_cast<result_type, Policy>(
+ typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(
detail::gamma_incomplete_imp(static_cast<value_type>(a),
static_cast<value_type>(z), false, true,
- pol, static_cast<value_type*>(0)), "boost::math::tgamma<%1%>(%1%, %1%)");
+ forwarding_policy(), static_cast<value_type*>(0)), "boost::math::tgamma<%1%>(%1%, %1%)");
}
template <class T1, class T2>
@@ -1178,8 +1190,14 @@
BOOST_FPU_EXCEPTION_GUARD
typedef typename tools::promote_args<T>::type result_type;
typedef typename policy::evaluation<result_type, Policy>::type value_type;
- typedef typename lanczos::lanczos<result_type, Policy>::type evaluation_type;
- return policy::checked_narrowing_cast<result_type, Policy>(detail::lgamma_imp(static_cast<value_type>(z), pol, evaluation_type(), sign), "boost::math::lgamma<%1%>(%1%)");
+ typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(detail::lgamma_imp(static_cast<value_type>(z), forwarding_policy(), evaluation_type(), sign), "boost::math::lgamma<%1%>(%1%)");
}
template <class T>
@@ -1210,9 +1228,15 @@
BOOST_FPU_EXCEPTION_GUARD
typedef typename tools::promote_args<T>::type result_type;
typedef typename policy::evaluation<result_type, Policy>::type value_type;
- typedef typename lanczos::lanczos<result_type, Policy>::type evaluation_type;
+ typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
- return policy::checked_narrowing_cast<typename remove_cv<result_type>::type, Policy>(detail::tgammap1m1_imp(static_cast<value_type>(z), pol, evaluation_type()), "boost::math::tgamma1pm1<%!%>(%1%)");
+ return policy::checked_narrowing_cast<typename remove_cv<result_type>::type, forwarding_policy>(detail::tgammap1m1_imp(static_cast<value_type>(z), forwarding_policy(), evaluation_type()), "boost::math::tgamma1pm1<%!%>(%1%)");
}
template <class T>
@@ -1252,11 +1276,18 @@
BOOST_FPU_EXCEPTION_GUARD
typedef typename tools::promote_args<T1, T2>::type result_type;
typedef typename policy::evaluation<result_type, Policy>::type value_type;
- typedef typename lanczos::lanczos<result_type, Policy>::type evaluation_type;
- return policy::checked_narrowing_cast<result_type, Policy>(
+ typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
+
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(
detail::gamma_incomplete_imp(static_cast<value_type>(a),
static_cast<value_type>(z), false, false,
- pol, static_cast<value_type*>(0)), "tgamma_lower<%1%>(%1%, %1%)");
+ forwarding_policy(), static_cast<value_type*>(0)), "tgamma_lower<%1%>(%1%, %1%)");
}
template <class T1, class T2>
inline typename tools::promote_args<T1, T2>::type
@@ -1274,11 +1305,18 @@
BOOST_FPU_EXCEPTION_GUARD
typedef typename tools::promote_args<T1, T2>::type result_type;
typedef typename policy::evaluation<result_type, Policy>::type value_type;
- typedef typename lanczos::lanczos<result_type, Policy>::type evaluation_type;
- return policy::checked_narrowing_cast<result_type, Policy>(
+ typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
+
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(
detail::gamma_incomplete_imp(static_cast<value_type>(a),
static_cast<value_type>(z), true, true,
- pol, static_cast<value_type*>(0)), "gamma_q<%1%>(%1%, %1%)");
+ forwarding_policy(), static_cast<value_type*>(0)), "gamma_q<%1%>(%1%, %1%)");
}
template <class T1, class T2>
inline typename tools::promote_args<T1, T2>::type
@@ -1296,11 +1334,18 @@
BOOST_FPU_EXCEPTION_GUARD
typedef typename tools::promote_args<T1, T2>::type result_type;
typedef typename policy::evaluation<result_type, Policy>::type value_type;
- typedef typename lanczos::lanczos<result_type, Policy>::type evaluation_type;
- return policy::checked_narrowing_cast<result_type, Policy>(
+ typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
+
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(
detail::gamma_incomplete_imp(static_cast<value_type>(a),
static_cast<value_type>(z), true, false,
- pol, static_cast<value_type*>(0)), "gamma_p<%1%>(%1%, %1%)");
+ forwarding_policy(), static_cast<value_type*>(0)), "gamma_p<%1%>(%1%, %1%)");
}
template <class T1, class T2>
inline typename tools::promote_args<T1, T2>::type
@@ -1317,7 +1362,14 @@
BOOST_FPU_EXCEPTION_GUARD
typedef typename tools::promote_args<T1, T2>::type result_type;
typedef typename policy::evaluation<result_type, Policy>::type value_type;
- return policy::checked_narrowing_cast<result_type, Policy>(detail::tgamma_delta_ratio_imp(static_cast<value_type>(z), static_cast<value_type>(delta), pol), "boost::math::tgamma_delta_ratio<%1%>(%1%, %1%)");
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
+
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(detail::tgamma_delta_ratio_imp(static_cast<value_type>(z), static_cast<value_type>(delta), forwarding_policy()), "boost::math::tgamma_delta_ratio<%1%>(%1%, %1%)");
}
template <class T1, class T2>
inline typename tools::promote_args<T1, T2>::type
@@ -1331,7 +1383,14 @@
{
typedef typename tools::promote_args<T1, T2>::type result_type;
typedef typename policy::evaluation<result_type, Policy>::type value_type;
- return policy::checked_narrowing_cast<result_type, Policy>(detail::tgamma_delta_ratio_imp(static_cast<value_type>(a), static_cast<value_type>(b) - static_cast<value_type>(a), pol), "boost::math::tgamma_delta_ratio<%1%>(%1%, %1%)");
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
+
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(detail::tgamma_delta_ratio_imp(static_cast<value_type>(a), static_cast<value_type>(b) - static_cast<value_type>(a), forwarding_policy()), "boost::math::tgamma_delta_ratio<%1%>(%1%, %1%)");
}
template <class T1, class T2>
inline typename tools::promote_args<T1, T2>::type
@@ -1347,7 +1406,14 @@
BOOST_FPU_EXCEPTION_GUARD
typedef typename tools::promote_args<T1, T2>::type result_type;
typedef typename policy::evaluation<result_type, Policy>::type value_type;
- return policy::checked_narrowing_cast<result_type, Policy>(detail::gamma_p_derivative_imp(static_cast<value_type>(a), static_cast<value_type>(x), pol), "boost::math::gamma_p_derivative<%1%>(%1%, %1%)");
+ typedef typename policy::normalise<
+ Policy,
+ policy::promote_float<false>,
+ policy::promote_double<false>,
+ policy::discrete_quantile<>,
+ policy::assert_undefined<> >::type forwarding_policy;
+
+ return policy::checked_narrowing_cast<result_type, forwarding_policy>(detail::gamma_p_derivative_imp(static_cast<value_type>(a), static_cast<value_type>(x), forwarding_policy()), "boost::math::gamma_p_derivative<%1%>(%1%, %1%)");
}
template <class T1, class T2>
inline typename tools::promote_args<T1, T2>::type
Modified: sandbox/math_toolkit/policy/boost/math/special_functions/lanczos.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/special_functions/lanczos.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/special_functions/lanczos.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -1286,9 +1286,9 @@
typedef mpl::list<
lanczos6m24,
- lanczos6,
+/* lanczos6, */
lanczos13m53,
- lanczos13,
+/* lanczos13, */
lanczos17m64,
lanczos24m113,
lanczos22,
Modified: sandbox/math_toolkit/policy/boost/math/special_functions/math_fwd.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/special_functions/math_fwd.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/special_functions/math_fwd.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -32,14 +32,18 @@
typename tools::promote_args<RT1, RT2>::type
beta(RT1 a, RT2 b); // Beta function (2 arguments).
- template <class RT1, class RT2, class RT3>
- typename tools::promote_args<RT1, RT2, RT3>::type
- beta(RT1 a, RT2 b, RT3 x); // Beta function (3 arguments).
+ template <class RT1, class RT2, class A>
+ typename tools::promote_args<RT1, RT2, A>::type
+ beta(RT1 a, RT2 b, A x); // Beta function (3 arguments).
template <class RT1, class RT2, class RT3>
typename tools::promote_args<RT1, RT2, RT3>::type
betac(RT1 a, RT2 b, RT3 x);
+ template <class RT1, class RT2, class RT3, class Policy>
+ inline typename tools::promote_args<RT1, RT2, RT3>::type
+ beta(RT1 a, RT2 b, RT3 x, const Policy&);
+
template <class RT1, class RT2, class RT3>
typename tools::promote_args<RT1, RT2, RT3>::type
ibeta(RT1 a, RT2 b, RT3 x); // Incomplete beta function.
Modified: sandbox/math_toolkit/policy/boost/math/tools/ntl.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/tools/ntl.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/tools/ntl.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -11,6 +11,7 @@
#include <boost/math/tools/real_cast.hpp>
#include <boost/math/tools/precision.hpp>
#include <boost/math/constants/constants.hpp>
+#include <boost/math/policy/policy.hpp>
namespace NTL
{
@@ -177,6 +178,22 @@
} // namespace tools
+namespace policy{
+
+template<>
+inline int digits<NTL::RR, boost::math::policy::policy<> >(BOOST_EXPLICIT_TEMPLATE_TYPE_SPEC(NTL::RR))
+{
+ return NTL::RR::precision();
+}
+
+template<>
+inline int digits<NTL::RR, boost::math::policy::policy<boost::math::policy::detail::forwarding_arg1, boost::math::policy::detail::forwarding_arg2> >(BOOST_EXPLICIT_TEMPLATE_TYPE_SPEC(NTL::RR))
+{
+ return NTL::RR::precision();
+}
+
+}
+
//
// The number of digits precision in RR can vary with each call
// so we need to recalculate these with each call:
Modified: sandbox/math_toolkit/policy/boost/math/tools/toms748_solve.hpp
==============================================================================
--- sandbox/math_toolkit/policy/boost/math/tools/toms748_solve.hpp (original)
+++ sandbox/math_toolkit/policy/boost/math/tools/toms748_solve.hpp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -55,6 +55,17 @@
}
};
+struct equal_nearest_integer
+{
+ equal_nearest_integer(){}
+ template <class T>
+ bool operator()(const T& a, const T& b)
+ {
+ using namespace std;
+ return floor(a + 0.5f) == floor(b + 0.5f);
+ }
+};
+
namespace detail{
template <class F, class T>
@@ -275,6 +286,17 @@
"Parameters a and b out of order: a=%1%", a, pol);
fa = fax;
fb = fbx;
+
+ if(tol(a, b) || (fa == 0) || (fb == 0))
+ {
+ max_iter = 0;
+ if(fa == 0)
+ b = a;
+ else if(fb == 0)
+ a = b;
+ return std::make_pair(a, b);
+ }
+
if(boost::math::sign(fa) * boost::math::sign(fb) > 0)
policy::raise_domain_error(
BOOST_CURRENT_FUNCTION,
@@ -292,7 +314,7 @@
--count;
BOOST_MATH_INSTRUMENT_CODE(" a = " << a << " b = " << b);
- if(count && (fa != 0))
+ if(count && (fa != 0) && !tol(a, b))
{
//
// On the second step we take a quadratic interpolation:
Modified: sandbox/math_toolkit/policy/libs/math/test/Jamfile.v2
==============================================================================
--- sandbox/math_toolkit/policy/libs/math/test/Jamfile.v2 (original)
+++ sandbox/math_toolkit/policy/libs/math/test/Jamfile.v2 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -56,6 +56,7 @@
run test_minima.cpp ;
run test_negative_binomial.cpp ;
run test_normal.cpp ;
+run test_pareto.cpp ;
run test_poisson.cpp ;
run test_rayleigh.cpp ;
run test_rationals.cpp test_rational_float.cpp test_rational_double.cpp test_rational_ldouble.cpp ;
@@ -161,3 +162,5 @@
+
+
Added: sandbox/math_toolkit/policy/libs/math/test/binomial_quantile.ipp
==============================================================================
--- (empty file)
+++ sandbox/math_toolkit/policy/libs/math/test/binomial_quantile.ipp 2007-07-12 11:57:07 EDT (Thu, 12 Jul 2007)
@@ -0,0 +1,4037 @@
+#define SC_(x) static_cast<T>(BOOST_JOIN(x, L))
+ static const boost::array<boost::array<T, 5>, 4032> binomial_quantile_data = {{
+ { SC_(2), SC_(0.12698681652545928955078125), SC_(0.12698681652545928955078125), SC_(0), SC_(0.28467385230321224203411154382440248724380832183117) },
+ { SC_(2), SC_(0.12698681652545928955078125), SC_(0.135477006435394287109375), SC_(0), SC_(0.25727865882740919932840773421531232758964168093055) },
+ { SC_(2), SC_(0.12698681652545928955078125), SC_(0.22103404998779296875), SC_(0), SC_(0.035694410305790976496105074803969225386555435216338) },
+ { SC_(2), SC_(0.12698681652545928955078125), SC_(0.814723670482635498046875), SC_(0.11873939407970113038114981488058971337236924303007), SC_(0) },
+ { SC_(2), SC_(0.12698681652545928955078125), SC_(0.835008561611175537109375), SC_(0.17128223695871555977493584741313475336874139582588), SC_(0) },
+ { SC_(2), SC_(0.12698681652545928955078125), SC_(0.905791938304901123046875), SC_(0.40618092349808500975883593147831009145063213747834), SC_(0) },
+ { SC_(2), SC_(0.12698681652545928955078125), SC_(0.9133758544921875), SC_(0.43899397179953045991755739555886582435275603281127), SC_(0) },
+ { SC_(2), SC_(0.12698681652545928955078125), SC_(0.968867778778076171875), SC_(0.799870552103486022724664124290614736962329408812), SC_(0) },
+ { SC_(2), SC_(0.135477006435394287109375), SC_(0.12698681652545928955078125), SC_(0), SC_(0.31872738789970909485536768848150766202976148899251) },
+ { SC_(2), SC_(0.135477006435394287109375), SC_(0.135477006435394287109375), SC_(0), SC_(0.29102994230646182726533783572628827290811626372966) },
+ { SC_(2), SC_(0.135477006435394287109375), SC_(0.22103404998779296875), SC_(0), SC_(0.066564891771854913273348344758795546234545331752506) },
+ { SC_(2), SC_(0.135477006435394287109375), SC_(0.814723670482635498046875), SC_(0.15078204185386621729912132630692143434650445884609), SC_(0) },
+ { SC_(2), SC_(0.135477006435394287109375), SC_(0.835008561611175537109375), SC_(0.20400864316514337235281173322687950297863712869268), SC_(0) },
+ { SC_(2), SC_(0.135477006435394287109375), SC_(0.905791938304901123046875), SC_(0.44143516661223776441613153671576118711196945856282), SC_(0) },
+ { SC_(2), SC_(0.135477006435394287109375), SC_(0.9133758544921875), SC_(0.47453330316861439745293287393350226948540566881404), SC_(0) },
+ { SC_(2), SC_(0.135477006435394287109375), SC_(0.968867778778076171875), SC_(0.83739716340650425258932397703845268032687863038399), SC_(0) },
+ { SC_(2), SC_(0.22103404998779296875), SC_(0.12698681652545928955078125), SC_(0), SC_(0.62037836131298603609519052823209625564881710064378) },
+ { SC_(2), SC_(0.22103404998779296875), SC_(0.135477006435394287109375), SC_(0), SC_(0.59093627733744182629509254823619511720015775666619) },
+ { SC_(2), SC_(0.22103404998779296875), SC_(0.22103404998779296875), SC_(0), SC_(0.34807449373182945948809948184050473370388203786438) },
+ { SC_(2), SC_(0.22103404998779296875), SC_(0.814723670482635498046875), SC_(0.44009477935063047177182669621147331809907557267519), SC_(0) },
+ { SC_(2), SC_(0.22103404998779296875), SC_(0.835008561611175537109375), SC_(0.49769020155560349641877333505982794296467077593034), SC_(0) },
+ { SC_(2), SC_(0.22103404998779296875), SC_(0.905791938304901123046875), SC_(0.74944500698304949182235362474586290610889103220154), SC_(0) },
+ { SC_(2), SC_(0.22103404998779296875), SC_(0.9133758544921875), SC_(0.78387321971706370473245717801953625642542459567953), SC_(0) },
+ { SC_(2), SC_(0.22103404998779296875), SC_(0.968867778778076171875), SC_(1.1498981366557770839693825192073836593340168170678), SC_(0) },
+ { SC_(2), SC_(0.814723670482635498046875), SC_(0.12698681652545928955078125), SC_(0.49788422454509726888212532584283407165868239438731), SC_(1.7926192943764322245525372122405254834085320140091) },
+ { SC_(2), SC_(0.814723670482635498046875), SC_(0.135477006435394287109375), SC_(0.52684446645645143763351083479730514213286478982046), SC_(1.7800376961833357223696231469588443580528305056426) },
+ { SC_(2), SC_(0.814723670482635498046875), SC_(0.22103404998779296875), SC_(0.76404470698225093423433928273194254681576983826729), SC_(1.6575789550348265198775169987571194771809264616601) },
+ { SC_(2), SC_(0.814723670482635498046875), SC_(0.814723670482635498046875), SC_(1.7079778135930259197017395920782252633535682554395), SC_(0.67451997209260747234500120079260379985847433758707) },
+ { SC_(2), SC_(0.814723670482635498046875), SC_(0.835008561611175537109375), SC_(1.7370140616146297876215882640682879489503844226303), SC_(0.61826978524366906854726038797379514512007309468525) },
+ { SC_(2), SC_(0.814723670482635498046875), SC_(0.905791938304901123046875), SC_(1.8422676954366467819691658272374144020837995309592), SC_(0.37038562663058272269915604803279695742811766811068) },
+ { SC_(2), SC_(0.814723670482635498046875), SC_(0.9133758544921875), SC_(1.8540370189939540680880864847938744361486513005951), SC_(0.33622087984946386620856678308455255506401496039699) },
+ { SC_(2), SC_(0.814723670482635498046875), SC_(0.968867778778076171875), SC_(1.9445446166763026262975190991518462099527425413065), SC_(0) },
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