[Boost-commit] svn:boost r39310 - sandbox/math_toolkit/boost/math/distributions

From: pbristow_at_[hidden]
Date: 2007-09-16 06:09:52

Author: pbristow
Date: 2007-09-16 06:09:51 EDT (Sun, 16 Sep 2007)
New Revision: 39310
URL: http://svn.boost.org/trac/boost/changeset/39310

Log:
changed to allow pdf and cdf infinity.
Text files modified: 
   sandbox/math_toolkit/boost/math/distributions/normal.hpp |    24 ++++++++++++++++++++++++                
   1 files changed, 24 insertions(+), 0 deletions(-)

Modified: sandbox/math_toolkit/boost/math/distributions/normal.hpp
==============================================================================
--- sandbox/math_toolkit/boost/math/distributions/normal.hpp	(original)
+++ sandbox/math_toolkit/boost/math/distributions/normal.hpp	2007-09-16 06:09:51 EDT (Sun, 16 Sep 2007)
@@ -96,6 +96,11 @@
 
    static const char* function = "boost::math::pdf(const normal_distribution<%1%>&, %1%)";
 
+   if(std::numeric_limits<RealType>::has_infinity && abs(x) == std::numeric_limits<RealType>::infinity())
+   { // pdf + and - infinity is zero.
+     return 0;
+   }
+
    RealType result;
    if(false == detail::check_scale(function, sd, &result, Policy()))
       return result;
@@ -122,6 +127,16 @@
    RealType sd = dist.standard_deviation();
    RealType mean = dist.mean();
    static const char* function = "boost::math::cdf(const normal_distribution<%1%>&, %1%)";
+
+   if(std::numeric_limits<RealType>::has_infinity && x == std::numeric_limits<RealType>::infinity())
+   { // cdf +infinity is unity.
+     return 1;
+   }
+   if(std::numeric_limits<RealType>::has_infinity && x == -std::numeric_limits<RealType>::infinity())
+   { // cdf -infinity is zero.
+     return 0;
+   }
+
    RealType result;
    if(false == detail::check_scale(function, sd, &result, Policy()))
       return result;
@@ -169,6 +184,15 @@
    RealType mean = c.dist.mean();
    RealType x = c.param;
    static const char* function = "boost::math::cdf(const complement(normal_distribution<%1%>&), %1%)";
+
+   if(std::numeric_limits<RealType>::has_infinity && x == std::numeric_limits<RealType>::infinity())
+   { // cdf +infinity is zero.
+     return 0;
+   }
+   if(std::numeric_limits<RealType>::has_infinity && x == -std::numeric_limits<RealType>::infinity())
+   { // cdf -infinity is unity.
+     return 1;
+   }
    RealType result;
    if(false == detail::check_scale(function, sd, &result, Policy()))
       return result;