[Boost-commit] svn:boost r47262 - sandbox/SOC/2008/parrallel_math/boost/math/distributions

From: gautamcool88_at_[hidden]
Date: 2008-07-09 08:16:20

Author: s.gautam
Date: 2008-07-09 08:16:20 EDT (Wed, 09 Jul 2008)
New Revision: 47262
URL: http://svn.boost.org/trac/boost/changeset/47262

Log:
Added Logistic distribution
Added:
   sandbox/SOC/2008/parrallel_math/boost/math/distributions/gsoc_logistic.hpp   (contents, props changed)

Added: sandbox/SOC/2008/parrallel_math/boost/math/distributions/gsoc_logistic.hpp
==============================================================================
--- (empty file)
+++ sandbox/SOC/2008/parrallel_math/boost/math/distributions/gsoc_logistic.hpp	2008-07-09 08:16:20 EDT (Wed, 09 Jul 2008)
@@ -0,0 +1,256 @@
+
+
+
+
+
+#include <boost/math/distributions/fwd.hpp>
+#include <boost/math/distributions/detail/common_error_handling.hpp>
+#include <boost/math/distributions/complement.hpp>
+#include <boost/math/special_functions/log1p.hpp>
+#include <boost/math/special_functions/expm1.hpp>
+
+#include <boost/math/constants/constants.hpp>
+#include <utility>
+
+namespace boost { namespace math { 
+    template <class RealType = double, class Policy = policies::policy<> >
+    class logistic_distribution
+    {
+    public:
+      typedef RealType value_type;
+      typedef Policy policy_type;
+      
+      logistic_distribution(RealType location=0, RealType scale=1) // Constructor.
+	: m_location(location), m_scale(scale) 
+      {
+	static const char* function = "boost::math::logistic_distribution<%1%>::logistic_distribution";
+	
+	RealType result;
+	detail::check_scale(function, scale, &result, Policy());
+	detail::check_location(function, location, &result, Policy());
+      }
+      // Accessor functions.
+      RealType scale()const
+      {
+	return m_scale;
+      }
+      
+      RealType location()const
+      {
+	return m_location;
+      }
+    private:
+      // Data members:
+      RealType m_location;  // distribution location aka mu.
+      RealType m_scale;  // distribution scale aka s.
+    }; // class logistic_distribution
+    
+    
+    typedef logistic_distribution<double> logistic;
+    
+    template <class RealType, class Policy>
+    inline const std::pair<RealType, RealType> range(const logistic_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, class Policy>
+    inline const std::pair<RealType, RealType> support(const logistic_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, class Policy>
+    inline RealType pdf(const logistic_distribution<RealType, Policy>& dist, const RealType& x)
+    {
+      RealType scale = dist.scale();
+      RealType location = dist.location();
+      
+      static const char* function = "boost::math::pdf(const logistic_distribution<%1%>&, %1%)";
+      if((boost::math::isinf)(x))
+	{
+	  return 0; // pdf + and - infinity is zero.
+	}
+      
+      
+      RealType result;
+      if(false == detail::check_scale(function, scale , &result, Policy()))
+	{
+	  return result;
+	}
+      if(false == detail::check_location(function, location, &result, Policy()))
+	{
+	  return result;
+	}
+      if(false == detail::check_x(function, x, &result, Policy()))
+	{
+	  return result;
+	}
+      
+      
+      RealType power=(location-x)/scale;
+      return ( 1+expm1(power) )/ ( scale*(2+expm1(power))*(2+expm1(power) ) );
+      
+      
+    } 
+    
+    template <class RealType, class Policy>
+    inline RealType cdf(const logistic_distribution<RealType, Policy>& dist, const RealType& x)
+    {
+      RealType scale = dist.scale();
+      RealType location = dist.location();
+      RealType result; // of checks.
+      static const char* function = "boost::math::cdf(const logistic_distribution<%1%>&, %1%)";
+      if(false == detail::check_scale(function, scale, &result, Policy()))
+	{
+	  return result;
+	}
+      
+      if(false == detail::check_location(function, location, &result, Policy()))
+	{
+	  return result;
+	}
+      
+      if((boost::math::isinf)(x))
+	{
+	  if(x < 0) return 0; // -infinity
+	  return 1; // + infinity
+	}
+      
+      if(false == detail::check_x(function, x, &result, Policy()))
+	{
+	  return result;
+	}
+      
+      RealType power=(location-x)/scale;
+      return 1/( 2+expm1(power) ); 
+    } 
+    
+    template <class RealType, class Policy>
+    inline RealType quantile(const logistic_distribution<RealType, Policy>& dist, const RealType& p)
+    {
+      RealType location = dist.location();
+      RealType scale = dist.scale();
+      
+      static const char* function = "boost::math::quantile(const logistic_distribution<%1%>&, %1%)";
+      
+      RealType result;
+      if(false == detail::check_scale(function, scale, &result, Policy()))
+	return result;
+      if(false == detail::check_location(function, location, &result, Policy()))
+	return result;
+      if(false == detail::check_probability(function, p, &result, Policy()))
+	return result;
+      
+      using boost::math::tools::max_value;
+      if(p == 0)
+	{
+	  return -max_value<RealType>();
+	}
+      if(p == 1)
+	{
+	  return max_value<RealType>();
+	}
+      return scale*log1p((2*p-1)/(1-p)) + location;
+    } // RealType quantile(const logistic_distribution<RealType, Policy>& dist, const RealType& p)
+    
+    template <class RealType, class Policy>
+    inline RealType cdf(const complemented2_type<logistic_distribution<RealType, Policy>, RealType>& c)
+    {
+      RealType location = c.dist.location();
+      RealType scale = c.dist.scale();
+      RealType x = c.param;
+      static const char* function = "boost::math::cdf(const complement(logistic_distribution<%1%>&), %1%)";
+      
+      if((boost::math::isinf)(x))
+	{
+	  if(x < 0) return 1; // cdf complement -infinity is unity.
+	  return 0; // cdf complement +infinity is zero
+	}
+      RealType result;
+      if(false == detail::check_scale(function, scale, &result, Policy()))
+	return result;
+      if(false == detail::check_location(function, location, &result, Policy()))
+	return result;
+      if(false == detail::check_x(function, x, &result, Policy()))
+	return result;
+      
+      RealType power=(x-location)/scale;
+      return 1/( 2+expm1(power) ); 
+      
+    } 
+      template <class RealType, class Policy>
+  inline RealType quantile(const complemented2_type<logistic_distribution<RealType, Policy>, RealType>& c)
+  {
+   RealType scale = c.dist.scale();
+   RealType location = c.dist.location();
+   static const char* function = "boost::math::quantile(const complement(logistic_distribution<%1%>&), %1%)";
+   RealType result;
+   if(false == detail::check_scale(function, scale, &result, Policy()))
+      return result;
+   if(false == detail::check_location(function, location, &result, Policy()))
+      return result;
+   RealType q = c.param;
+   if(false == detail::check_probability(function, q, &result, Policy()))
+      return result;
+   using boost::math::tools::max_value;
+
+
+      if(q == 0)
+	{
+	  return max_value<RealType>();
+	}
+      if(q == 1)
+	{
+	  return -max_value<RealType>();
+	}
+  
+   return location+scale*log1p((1-2*q)/(q));
+  } 
+    
+    template <class RealType, class Policy>
+    inline RealType mean(const logistic_distribution<RealType, Policy>& dist)
+    {
+      return dist.location();
+    } // RealType mean(const logistic_distribution<RealType, Policy>& dist)
+    
+    template <class RealType, class Policy>
+    inline RealType variance(const logistic_distribution<RealType, Policy>& dist)
+    {
+      BOOST_MATH_STD_USING
+      RealType location = dist.location();
+      return boost::math::constants::pi<RealType>()*boost::math::constants::pi<RealType>()*location*location/3;
+      
+    } // RealType variance(const logistic_distribution<RealType, Policy>& dist)
+    
+    template <class RealType, class Policy>
+    inline RealType mode(const logistic_distribution<RealType, Policy>& dist)
+    {
+      
+      return dist.location();
+    }
+    
+    template <class RealType, class Policy>
+    inline RealType median(const logistic_distribution<RealType, Policy>& dist)
+    {
+      
+      return dist.location();
+    }
+    template <class RealType, class Policy>
+    inline RealType skewness(const logistic_distribution<RealType, Policy>& dist)
+    {
+      
+      return 0;
+    } // RealType skewness(const logistic_distribution<RealType, Policy>& dist)
+    
+    template <class RealType, class Policy>
+    inline RealType kurtosis_excess(const logistic_distribution<RealType, Policy>& dist)
+    {
+      
+      return static_cast<RealType>(6)/5; 
+    } // RealType kurtosis_excess(const logistic_distribution<RealType, Policy>& dist)
+  }}