[Boost-commit] svn:boost r50313 - in sandbox/math_toolkit: boost/math/distributions boost/math/distributions/detail libs/math/doc/sf_and_dist libs/math/test

Subject: [Boost-commit] svn:boost r50313 - in sandbox/math_toolkit: boost/math/distributions boost/math/distributions/detail libs/math/doc/sf_and_dist libs/math/test
From: john_at_[hidden]
Date: 2008-12-18 07:27:42

Author: johnmaddock
Date: 2008-12-18 07:27:41 EST (Thu, 18 Dec 2008)
New Revision: 50313
URL: http://svn.boost.org/trac/boost/changeset/50313

Log:
Added initial version of hypergeometric distribution.
Added:
   sandbox/math_toolkit/boost/math/distributions/detail/hypergeometric_cdf.hpp   (contents, props changed)
   sandbox/math_toolkit/boost/math/distributions/detail/hypergeometric_pdf.hpp   (contents, props changed)
   sandbox/math_toolkit/boost/math/distributions/detail/hypergeometric_quantile.hpp   (contents, props changed)
   sandbox/math_toolkit/boost/math/distributions/hypergeometric.hpp   (contents, props changed)
   sandbox/math_toolkit/libs/math/test/hypergeometric_test_data.ipp   (contents, props changed)
   sandbox/math_toolkit/libs/math/test/test_hypergeometric_dist.cpp   (contents, props changed)
Text files modified: 
   sandbox/math_toolkit/libs/math/doc/sf_and_dist/Jamfile.v2 |     5 +++++                                   
   1 files changed, 5 insertions(+), 0 deletions(-)

Added: sandbox/math_toolkit/boost/math/distributions/detail/hypergeometric_cdf.hpp
==============================================================================
--- (empty file)
+++ sandbox/math_toolkit/boost/math/distributions/detail/hypergeometric_cdf.hpp	2008-12-18 07:27:41 EST (Thu, 18 Dec 2008)
@@ -0,0 +1,83 @@
+// Copyright 2008 John Maddock
+//
+// 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_HG_CDF_HPP
+#define BOOST_MATH_DISTRIBUTIONS_DETAIL_HG_CDF_HPP
+
+#include <boost/math/policies/error_handling.hpp>
+#include <boost/math/distributions/detail/hypergeometric_pdf.hpp>
+
+namespace boost{ namespace math{ namespace detail{
+
+template <class T, class Policy>
+T hypergeometric_cdf_imp(unsigned x, unsigned r, unsigned n, unsigned N, bool invert, const Policy& pol)
+{
+#ifdef BOOST_MSVC
+#  pragma warning(push)
+#  pragma warning(disable:4267)
+#endif
+   BOOST_MATH_STD_USING
+   T result;
+   T mean = T(r * n) / N;
+   if(x < mean)
+   {
+      result = hypergeometric_pdf<T>(x, r, n, N, pol);
+      T diff = result;
+      unsigned lower_limit = static_cast<unsigned>((std::max)(0, (int)(n + r) - (int)(N)));
+      while(result / diff > tools::epsilon<T>())
+      {
+         diff = x * (N + x - n - r) * diff / ((1 + n - x) * (1 + r - x));
+         if(x == lower_limit)
+            break;
+         --x;
+         result += diff;
+      }
+   }
+   else
+   {
+      invert = !invert;
+      ++x;
+      result = hypergeometric_pdf<T>(x, r, n, N, pol);
+      T diff = result;
+      unsigned upper_limit = (std::min)(r, n);
+      while((x <= upper_limit) && (result / diff > tools::epsilon<T>()))
+      {
+         diff = (n - x) * (r - x) * diff / ((x + 1) * (N + x + 1 - n - r));
+         ++x;
+         result += diff;
+      }
+   }
+   if(invert)
+      result = 1 - result;
+   return result;
+#ifdef BOOST_MSVC
+#  pragma warning(pop)
+#endif
+}
+
+template <class T, class Policy>
+inline T hypergeometric_cdf(unsigned x, unsigned r, unsigned n, unsigned N, bool invert, const Policy&)
+{
+   BOOST_FPU_EXCEPTION_GUARD
+   typedef typename tools::promote_args<T>::type result_type;
+   typedef typename policies::evaluation<result_type, Policy>::type value_type;
+   typedef typename policies::normalise<
+      Policy, 
+      policies::promote_float<false>, 
+      policies::promote_double<false>, 
+      policies::discrete_quantile<>,
+      policies::assert_undefined<> >::type forwarding_policy;
+
+   value_type result;
+   result = detail::hypergeometric_cdf_imp<value_type>(x, r, n, N, invert, forwarding_policy());
+   return policies::checked_narrowing_cast<result_type, forwarding_policy>(result, "boost::math::hypergeometric_cdf<%1%>(%1%,%1%,%1%,%1%)");
+}
+
+}}} // namespaces
+
+#endif
+

Added: sandbox/math_toolkit/boost/math/distributions/detail/hypergeometric_pdf.hpp
==============================================================================
--- (empty file)
+++ sandbox/math_toolkit/boost/math/distributions/detail/hypergeometric_pdf.hpp	2008-12-18 07:27:41 EST (Thu, 18 Dec 2008)
@@ -0,0 +1,389 @@
+// Copyright 2008 Gautam Sewani
+// Copyright 2008 John Maddock
+//
+// 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_HG_PDF_HPP
+#define BOOST_MATH_DISTRIBUTIONS_DETAIL_HG_PDF_HPP
+
+#include <boost/math/constants/constants.hpp>
+#include <boost/math/special_functions/lanczos.hpp>
+#include <boost/math/special_functions/gamma.hpp>
+#include <boost/math/special_functions/pow.hpp>
+#include <boost/math/special_functions/prime.hpp>
+#include <boost/math/policies/error_handling.hpp>
+
+namespace boost{ namespace math{ namespace detail{
+
+template <class T, class Func>
+void bubble_down_one(T* first, T* last, Func f)
+{
+   using std::swap;
+   T* next = first;
+   ++next;
+   while((next != last) && (!f(*first, *next)))
+   {
+      swap(*first, *next);
+      ++first;
+      ++next;
+   }
+}
+
+template <class T>
+struct sort_functor
+{
+   sort_functor(const T* exponents) : m_exponents(exponents){}
+   bool operator()(int i, int j)
+   {
+      return m_exponents[i] > m_exponents[j];
+   }
+private:
+   const T* m_exponents;
+};
+
+template <class T, class Lanczos, class Policy>
+T hypergeometric_pdf_lanczos_imp(unsigned x, unsigned r, unsigned n, unsigned N, const Lanczos&, const Policy&)
+{
+   BOOST_MATH_STD_USING
+
+   T bases[9] = {
+      T(n) + Lanczos::g() + 0.5f,
+      T(r) + Lanczos::g() + 0.5f,
+      T(N - n) + Lanczos::g() + 0.5f,
+      T(N - r) + Lanczos::g() + 0.5f,
+      1 / (T(N) + Lanczos::g() + 0.5f),
+      1 / (T(x) + Lanczos::g() + 0.5f),
+      1 / (T(n - x) + Lanczos::g() + 0.5f),
+      1 / (T(r - x) + Lanczos::g() + 0.5f),
+      1 / (T(N - n - r + x) + Lanczos::g() + 0.5f)
+   };
+   T exponents[9] = {
+      n + 0.5f,
+      r + 0.5f,
+      N - n + 0.5f,
+      N - r + 0.5f,
+      N + 0.5f,
+      x + 0.5f,
+      n - x + 0.5f,
+      r - x + 0.5f,
+      N - n - r + x + 0.5f
+   };
+   int base_e_factors[9] = {
+      -1, -1, -1, -1, 1, 1, 1, 1, 1
+   };
+   int sorted_indexes[9] = {
+      0, 1, 2, 3, 4, 5, 6, 7, 8
+   };
+   std::sort(sorted_indexes, sorted_indexes + 9, sort_functor<T>(exponents));
+
+   do{
+      exponents[sorted_indexes[0]] -= exponents[sorted_indexes[1]];
+      bases[sorted_indexes[1]] *= bases[sorted_indexes[0]];
+      base_e_factors[sorted_indexes[1]] += base_e_factors[sorted_indexes[0]];
+      bubble_down_one(sorted_indexes, sorted_indexes + 9, sort_functor<T>(exponents));
+   }while(exponents[sorted_indexes[1]] > 1);
+
+   //
+   // Combine equal powers:
+   //
+   int j = 8;
+   while(exponents[sorted_indexes[j]] == 0) --j;
+   while(j)
+   {
+      while(j && (exponents[sorted_indexes[j-1]] == exponents[sorted_indexes[j]]))
+      {
+         bases[sorted_indexes[j-1]] *= bases[sorted_indexes[j]];
+         exponents[sorted_indexes[j]] = 0;
+         base_e_factors[sorted_indexes[j-1]] += base_e_factors[sorted_indexes[j]];
+         bubble_down_one(sorted_indexes + j, sorted_indexes + 9, sort_functor<T>(exponents));
+         --j;
+      }
+      --j;
+   }
+
+   T result = pow(bases[sorted_indexes[0]] * exp(static_cast<T>(base_e_factors[sorted_indexes[0]])), exponents[sorted_indexes[0]]);
+   for(unsigned i = 1; (i < 9) && (exponents[sorted_indexes[i]] > 0); ++i)
+   {
+      if(exponents[sorted_indexes[i]] == 1)
+         result *= bases[sorted_indexes[i]] * exp(static_cast<T>(base_e_factors[sorted_indexes[i]]));
+      else if(exponents[sorted_indexes[i]] == 0.5f)
+         result *= sqrt(bases[sorted_indexes[i]] * exp(static_cast<T>(base_e_factors[sorted_indexes[i]])));
+      else
+         result *= pow(bases[sorted_indexes[i]] * exp(static_cast<T>(base_e_factors[sorted_indexes[i]])), exponents[sorted_indexes[i]]);
+   }
+
+   result *= Lanczos::lanczos_sum_expG_scaled(static_cast<T>(n + 1))
+      * Lanczos::lanczos_sum_expG_scaled(static_cast<T>(r + 1))
+      * Lanczos::lanczos_sum_expG_scaled(static_cast<T>(N - n + 1))
+      * Lanczos::lanczos_sum_expG_scaled(static_cast<T>(N - r + 1))
+      / 
+      ( Lanczos::lanczos_sum_expG_scaled(static_cast<T>(N + 1))
+         * Lanczos::lanczos_sum_expG_scaled(static_cast<T>(x + 1))
+         * Lanczos::lanczos_sum_expG_scaled(static_cast<T>(n - x + 1))
+         * Lanczos::lanczos_sum_expG_scaled(static_cast<T>(r - x + 1))
+         * Lanczos::lanczos_sum_expG_scaled(static_cast<T>(N - n - r + x + 1)));
+   
+   return result;
+}
+
+template <class T, class Policy>
+T hypergeometric_pdf_lanczos_imp(unsigned x, unsigned r, unsigned n, unsigned N, const boost::math::lanczos::undefined_lanczos&, const Policy& pol)
+{
+   return exp(
+      boost::math::lgamma(T(n + 1), pol)
+      + boost::math::lgamma(T(r + 1), pol)
+      + boost::math::lgamma(T(N - n + 1), pol)
+      + boost::math::lgamma(T(N - r + 1), pol)
+      - boost::math::lgamma(T(N + 1), pol)
+      - boost::math::lgamma(T(x + 1), pol)
+      - boost::math::lgamma(T(n - x + 1), pol)
+      - boost::math::lgamma(T(r - x + 1), pol)
+      - boost::math::lgamma(T(N - n - r + x + 1), pol));
+}
+
+template <class T>
+inline T integer_power(const T& x, int ex)
+{
+   if(ex < 0)
+      return 1 / integer_power(x, -ex);
+   switch(ex)
+   {
+   case 0:
+      return 1;
+   case 1:
+      return x;
+   case 2:
+      return x * x;
+   case 3:
+      return x * x * x;
+   case 4:
+      return boost::math::pow<4>(x);
+   case 5:
+      return boost::math::pow<5>(x);
+   case 6:
+      return boost::math::pow<6>(x);
+   case 7:
+      return boost::math::pow<7>(x);
+   case 8:
+      return boost::math::pow<8>(x);
+   }
+   BOOST_MATH_STD_USING
+   return pow(x, ex);
+}
+template <class T>
+struct hypergeometric_pdf_prime_loop_result_entry
+{
+   T value;
+   const hypergeometric_pdf_prime_loop_result_entry* next;
+};
+
+#ifdef BOOST_MSVC
+#pragma warning(push)
+#pragma warning(disable:4510 4512 4610)
+#endif
+
+struct hypergeometric_pdf_prime_loop_data
+{
+   const unsigned x;
+   const unsigned r;
+   const unsigned n;
+   const unsigned N;
+   unsigned prime_index;
+   unsigned current_prime;
+};
+
+#ifdef BOOST_MSVC
+#pragma warning(pop)
+#endif
+
+template <class T>
+T hypergeometric_pdf_prime_loop_imp(hypergeometric_pdf_prime_loop_data& data, hypergeometric_pdf_prime_loop_result_entry<T>& result)
+{
+   while(data.current_prime <= data.N)
+   {
+      unsigned base = data.current_prime;
+      int prime_powers = 0;
+      while(base <= data.N)
+      {
+         prime_powers += data.n / base;
+         prime_powers += data.r / base;
+         prime_powers += (data.N - data.n) / base;
+         prime_powers += (data.N - data.r) / base;
+         prime_powers -= data.N / base;
+         prime_powers -= data.x / base;
+         prime_powers -= (data.n - data.x) / base;
+         prime_powers -= (data.r - data.x) / base;
+         prime_powers -= (data.N - data.n - data.r + data.x) / base;
+         base *= data.current_prime;
+      }
+      if(prime_powers)
+      {
+         T p = integer_power<T>(data.current_prime, prime_powers);
+         if((p > 1) && (tools::max_value<T>() / p < result.value))
+         {
+            //
+            // The next calculation would overflow, use recursion
+            // to sidestep the issue:
+            //
+            hypergeometric_pdf_prime_loop_result_entry<T> t = { p, &result };
+            data.current_prime = prime(++data.prime_index);
+            return hypergeometric_pdf_prime_loop_imp<T>(data, t);
+         }
+         if((p < 1) && (tools::min_value<T>() / p > result.value))
+         {
+            //
+            // The next calculation would underflow, use recursion
+            // to sidestep the issue:
+            //
+            hypergeometric_pdf_prime_loop_result_entry<T> t = { p, &result };
+            data.current_prime = prime(++data.prime_index);
+            return hypergeometric_pdf_prime_loop_imp<T>(data, t);
+         }
+         result.value *= p;
+      }
+      data.current_prime = prime(++data.prime_index);
+   }
+   //
+   // When we get to here we have run out of prime factors,
+   // the overall result is the product of all the partial
+   // results we have accumulated on the stack so far, these
+   // are in a linked list starting with "data.head" and ending
+   // with "result".
+   //
+   // All that remains is to multiply them together, taking
+   // care not to overflow or underflow.
+   //
+   // Enumerate partial results >= 1 in variable i
+   // and partial results < 1 in variable j:
+   //
+   hypergeometric_pdf_prime_loop_result_entry<T> const *i, *j;
+   i = &result;
+   while(i && i->value < 1)
+      i = i->next;
+   j = &result;
+   while(j && j->value >= 1)
+      j = j->next;
+
+   T prod = 1;
+
+   while(i || j)
+   {
+      while(i && ((prod <= 1) || (j == 0)))
+      {
+         prod *= i->value;
+         i = i->next;
+         while(i && i->value < 1)
+            i = i->next;
+      }
+      while(j && ((prod >= 1) || (i == 0)))
+      {
+         prod *= j->value;
+         j = j->next;
+         while(j && j->value >= 1)
+            j = j->next;
+      }
+   }
+
+   return prod;
+}
+
+template <class T, class Policy>
+inline T hypergeometric_pdf_prime_imp(unsigned x, unsigned r, unsigned n, unsigned N, const Policy&)
+{
+   hypergeometric_pdf_prime_loop_result_entry<T> result = { 1 };
+   hypergeometric_pdf_prime_loop_data data = { x, r, n, N, 0, prime(0) };
+   return hypergeometric_pdf_prime_loop_imp<T>(data, result);
+}
+
+template <class T, class Policy>
+T hypergeometric_pdf_factorial_imp(unsigned x, unsigned r, unsigned n, unsigned N, const Policy&)
+{
+   BOOST_MATH_STD_USING
+   BOOST_ASSERT(N < boost::math::max_factorial<T>::value);
+   T result = boost::math::unchecked_factorial<T>(n);
+   T num[3] = {
+      boost::math::unchecked_factorial<T>(r),
+      boost::math::unchecked_factorial<T>(N - n),
+      boost::math::unchecked_factorial<T>(N - r)
+   };
+   T denom[5] = {
+      boost::math::unchecked_factorial<T>(N),
+      boost::math::unchecked_factorial<T>(x),
+      boost::math::unchecked_factorial<T>(n - x),
+      boost::math::unchecked_factorial<T>(r - x),
+      boost::math::unchecked_factorial<T>(N - n - r + x)
+   };
+   int i = 0;
+   int j = 0;
+   while((i < 3) || (j < 5))
+   {
+      while((j < 5) && ((result >= 1) || (i >= 3)))
+      {
+         result /= denom[j];
+         ++j;
+      }
+      while((i < 3) && ((result <= 1) || (j >= 5)))
+      {
+         result *= num[i];
+         ++i;
+      }
+   }
+   return result;
+}
+
+
+template <class T, class Policy>
+inline typename tools::promote_args<T>::type 
+   hypergeometric_pdf(unsigned x, unsigned r, unsigned n, unsigned N, const Policy&)
+{
+   BOOST_FPU_EXCEPTION_GUARD
+   typedef typename tools::promote_args<T>::type result_type;
+   typedef typename policies::evaluation<result_type, Policy>::type value_type;
+   typedef typename lanczos::lanczos<value_type, Policy>::type evaluation_type;
+   typedef typename policies::normalise<
+      Policy, 
+      policies::promote_float<false>, 
+      policies::promote_double<false>, 
+      policies::discrete_quantile<>,
+      policies::assert_undefined<> >::type forwarding_policy;
+
+   value_type result;
+   if(N <= boost::math::max_factorial<value_type>::value)
+   {
+      //
+      // If N is small enough then we can evaluate the PDF via the factorials
+      // directly: table lookup of the factorials gives the best performance
+      // of the methods available:
+      //
+      result = detail::hypergeometric_pdf_factorial_imp<value_type>(x, r, n, N, forwarding_policy());
+   }
+   else if(N <= boost::math::prime(boost::math::max_prime - 1))
+   {
+      //
+      // If N is no larger than the largest prime number in our lookup table
+      // (104729) then we can use prime factorisation to evaluate the PDF,
+      // this is slow but accurate:
+      //
+      result = detail::hypergeometric_pdf_prime_imp<value_type>(x, r, n, N, forwarding_policy());
+   }
+   else
+   {
+      //
+      // Catch all case - use the lanczos approximation - where available - 
+      // to evaluate the ratio of factorials.  This is reasonably fast
+      // (almost as quick as using logarithmic evaluation in terms of lgamma)
+      // but only a few digits better in accuracy than using lgamma:
+      //
+      result = detail::hypergeometric_pdf_lanczos_imp<value_type>(x, r, n, N, evaluation_type(), forwarding_policy());
+   }
+
+   return policies::checked_narrowing_cast<result_type, forwarding_policy>(result, "boost::math::hypergeometric_pdf<%1%>(%1%,%1%,%1%,%1%)");
+}
+
+}}} // namespaces
+
+#endif
+

Added: sandbox/math_toolkit/boost/math/distributions/detail/hypergeometric_quantile.hpp
==============================================================================
--- (empty file)
+++ sandbox/math_toolkit/boost/math/distributions/detail/hypergeometric_quantile.hpp	2008-12-18 07:27:41 EST (Thu, 18 Dec 2008)
@@ -0,0 +1,140 @@
+// Copyright 2008 John Maddock
+//
+// 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_HG_QUANTILE_HPP
+#define BOOST_MATH_DISTRIBUTIONS_DETAIL_HG_QUANTILE_HPP
+
+#include <boost/math/policies/error_handling.hpp>
+#include <boost/math/distributions/detail/hypergeometric_pdf.hpp>
+
+namespace boost{ namespace math{ namespace detail{
+
+template <class T>
+inline unsigned round_x_from_p(unsigned x, T p, T cum, T fudge_factor, const policies::discrete_quantile<policies::integer_round_down>&)
+{
+   if(p * fudge_factor <= cum)
+      return x;
+   return --x;
+}
+
+template <class T>
+inline unsigned round_x_from_p(unsigned x, T p, T cum, T /*fudge_factor*/, const policies::discrete_quantile<policies::integer_round_up>&)
+{
+   if(cum < p)
+      return ++x;
+   return x;
+}
+
+template <class T>
+inline unsigned round_x_from_p(unsigned x, T p, T cum, T fudge_factor, const policies::discrete_quantile<policies::integer_round_inwards>&)
+{
+   if((p > 0.5) && (p * fudge_factor <= cum))
+      return --x;
+   return x;
+}
+
+template <class T>
+inline unsigned round_x_from_p(unsigned x, T p, T cum, T fudge_factor, const policies::discrete_quantile<policies::integer_round_outwards>&)
+{
+   if((p < 0.5) && (p * fudge_factor <= cum))
+      return --x;
+   return x;
+}
+
+template <class T>
+inline unsigned round_x_from_q(unsigned x, T /*q*/, T /*cum*/, T /*fudge_factor*/, const policies::discrete_quantile<policies::integer_round_down>&)
+{
+   return x;
+}
+
+template <class T>
+inline unsigned round_x_from_q(unsigned x, T q, T cum, T fudge_factor, const policies::discrete_quantile<policies::integer_round_up>&)
+{
+   if((q * fudge_factor <= cum) && (q < 0.5))
+      return ++x;
+   return x;
+}
+
+template <class T>
+inline unsigned round_x_from_q(unsigned x, T q, T cum, T fudge_factor, const policies::discrete_quantile<policies::integer_round_inwards>&)
+{
+   if((q > 0.5) && (q * fudge_factor <= cum))
+      return ++x;
+   return x;
+}
+
+template <class T>
+inline unsigned round_x_from_q(unsigned x, T q, T cum, T fudge_factor, const policies::discrete_quantile<policies::integer_round_outwards>&)
+{
+   if((q < 0.5) && (q * fudge_factor <= cum))
+      return ++x;
+   return x;
+}
+
+template <class T, class Policy>
+unsigned hypergeometric_quantile_imp(T p, T q, unsigned r, unsigned n, unsigned N, const Policy& pol)
+{
+#ifdef BOOST_MSVC
+#  pragma warning(push)
+#  pragma warning(disable:4267)
+#endif
+   typedef typename Policy::discrete_quantile_type discrete_quantile_type;
+   BOOST_MATH_STD_USING
+   T result;
+   T fudge_factor = 1 + tools::epsilon<T>() * 50;
+   if(p <= 0.5)
+   {
+      unsigned base = static_cast<unsigned>((std::max)(0, (int)(n + r) - (int)(N)));
+      unsigned x = base;
+      result = hypergeometric_pdf<T>(x, r, n, N, pol);
+      T diff = result;
+      while(result * fudge_factor < p)
+      {
+         diff = (n - x) * (r - x) * diff / ((x + 1) * (N + x + 1 - n - r));
+         ++x;
+         result += diff;
+      }
+      return x == base ? x : round_x_from_p(x, p, fudge_factor, result, discrete_quantile_type());
+   }
+   else
+   {
+      unsigned lim = (std::min)(r, n);
+      unsigned x = lim;
+      result = 0;
+      T diff = hypergeometric_pdf<T>(x, r, n, N, pol);
+      while(result * fudge_factor <= q)
+      {
+         result += diff;
+         diff = x * (N + x - n - r) * diff / ((1 + n - x) * (1 + r - x));
+         --x;
+      }
+      return x == lim ? x : round_x_from_q(x, q, result, fudge_factor, discrete_quantile_type());
+   }
+#ifdef BOOST_MSVC
+#  pragma warning(pop)
+#endif
+}
+
+template <class T, class Policy>
+inline unsigned hypergeometric_quantile(T p, T q, unsigned r, unsigned n, unsigned N, const Policy&)
+{
+   BOOST_FPU_EXCEPTION_GUARD
+   typedef typename tools::promote_args<T>::type result_type;
+   typedef typename policies::evaluation<result_type, Policy>::type value_type;
+   typedef typename policies::normalise<
+      Policy, 
+      policies::promote_float<false>, 
+      policies::promote_double<false>, 
+      policies::assert_undefined<> >::type forwarding_policy;
+
+   return detail::hypergeometric_quantile_imp<value_type>(p, q, r, n, N, forwarding_policy());
+}
+
+}}} // namespaces
+
+#endif
+

Added: sandbox/math_toolkit/boost/math/distributions/hypergeometric.hpp
==============================================================================
--- (empty file)
+++ sandbox/math_toolkit/boost/math/distributions/hypergeometric.hpp	2008-12-18 07:27:41 EST (Thu, 18 Dec 2008)
@@ -0,0 +1,286 @@
+// Copyright 2008 Gautam Sewani
+// Copyright 2008 John Maddock
+//
+// 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)
+
+#include <boost/math/distributions/detail/common_error_handling.hpp>
+#include <boost/math/distributions/complement.hpp>
+#include <boost/math/distributions/detail/hypergeometric_pdf.hpp>
+#include <boost/math/distributions/detail/hypergeometric_cdf.hpp>
+#include <boost/math/distributions/detail/hypergeometric_quantile.hpp>
+#include <boost/math/special_functions/fpclassify.hpp>
+
+
+namespace boost { namespace math {
+
+   template <class RealType = double, class Policy = policies::policy<> >
+   class hypergeometric_distribution
+   {
+   public:
+      typedef RealType value_type;
+      typedef Policy policy_type;
+
+      hypergeometric_distribution(unsigned r, unsigned n, unsigned N) // Constructor.
+         : m_r(r), m_n(n), m_N(N)
+      {
+         static const char* function = "boost::math::hypergeometric_distribution<%1%>::hypergeometric_distribution";
+         RealType ret;
+         check_params(function, &ret);
+      }
+      // Accessor functions.
+      unsigned total()const
+      {
+         return m_N;
+      }
+
+      unsigned defective()const
+      {
+         return m_n;
+      }
+
+      unsigned sample_count()const
+      {
+         return m_r;
+      }
+
+      bool check_params(const char* function, RealType* result)const
+      {
+         if(m_r > m_N)
+         {
+            *result = boost::math::policies::raise_domain_error<RealType>(
+               function, "Parameter r out of range: must be <= N but got %1%", static_cast<RealType>(m_r), Policy());
+            return false;
+         }
+         if(m_n > m_N)
+         {
+            *result = boost::math::policies::raise_domain_error<RealType>(
+               function, "Parameter n out of range: must be <= N but got %1%", static_cast<RealType>(m_n), Policy());
+            return false;
+         }
+         return true;
+      }
+      bool check_x(unsigned x, const char* function, RealType* result)const
+      {
+         if(x < static_cast<unsigned>((std::max)(0, (int)(m_n + m_r) - (int)(m_N))))
+         {
+            *result = boost::math::policies::raise_domain_error<RealType>(
+               function, "Random variable out of range: must be > 0 and > m + r - N but got %1%", static_cast<RealType>(x), Policy());
+            return false;
+         }
+         if(x > (std::min)(m_r, m_n))
+         {
+            *result = boost::math::policies::raise_domain_error<RealType>(
+               function, "Random variable out of range: must be less than both n and r but got %1%", static_cast<RealType>(x), Policy());
+            return false;
+         }
+         return true;
+      }
+
+   private:
+      // Data members:
+      unsigned m_n;  // number of "defective" items
+      unsigned m_N; // number of "total" items
+      unsigned m_r; // number of items picked
+
+   }; // class hypergeometric_distribution
+
+   typedef hypergeometric_distribution<double> hypergeometric;
+
+   template <class RealType, class Policy>
+   inline const std::pair<unsigned, unsigned> range(const hypergeometric_distribution<RealType, Policy>& dist)
+   { // Range of permissible values for random variable x.
+#ifdef BOOST_MSVC
+#  pragma warning(push)
+#  pragma warning(disable:4267)
+#endif
+      unsigned r = dist.sample_count();
+      unsigned n = dist.defective();
+      unsigned N = dist.total();
+      unsigned l = static_cast<unsigned>((std::max)(0, (int)(n + r) - (int)(N)));
+      unsigned u = (std::min)(r, n);
+      return std::pair<unsigned, unsigned>(l, u);
+#ifdef BOOST_MSVC
+#  pragma warning(pop)
+#endif
+   }
+
+   template <class RealType, class Policy>
+   inline const std::pair<RealType, RealType> support(const hypergeometric_distribution<RealType, Policy>& d)
+   { 
+      return range(d);
+   }
+
+   template <class RealType, class Policy>
+   inline RealType pdf(const hypergeometric_distribution<RealType, Policy>& dist, const unsigned& x)
+   {
+      static const char* function = "boost::math::pdf(const hypergeometric_distribution<%1%>&, const %1%&)";
+      RealType result;
+      if(!dist.check_params(function, &result))
+         return result;
+      if(!dist.check_x(x, function, &result))
+         return result;
+
+      return boost::math::detail::hypergeometric_pdf<RealType>(
+         x, dist.sample_count(), dist.defective(), dist.total(), Policy());
+   }
+
+   template <class RealType, class Policy, class U>
+   inline RealType pdf(const hypergeometric_distribution<RealType, Policy>& dist, const U& x)
+   {
+      static const char* function = "boost::math::pdf(const hypergeometric_distribution<%1%>&, const %1%&)";
+      RealType r = x;
+      unsigned u = boost::math::itrunc(r);
+      if(u != r)
+      {
+         return boost::math::policies::raise_domain_error<RealType>(
+            function, "Random variable out of range: must be an integer but got %1%", r, Policy());
+      }
+      return pdf(dist, u);
+   }
+
+   template <class RealType, class Policy>
+   inline RealType cdf(const hypergeometric_distribution<RealType, Policy>& dist, const unsigned& x)
+   {
+      static const char* function = "boost::math::cdf(const hypergeometric_distribution<%1%>&, const %1%&)";
+      RealType result;
+      if(!dist.check_params(function, &result))
+         return result;
+      if(!dist.check_x(x, function, &result))
+         return result;
+
+      return boost::math::detail::hypergeometric_cdf<RealType>(
+         x, dist.sample_count(), dist.defective(), dist.total(), false, Policy());
+   }
+
+   template <class RealType, class Policy, class U>
+   inline RealType cdf(const hypergeometric_distribution<RealType, Policy>& dist, const U& x)
+   {
+      static const char* function = "boost::math::cdf(const hypergeometric_distribution<%1%>&, const %1%&)";
+      RealType r = x;
+      unsigned u = boost::math::itrunc(r);
+      if(u != r)
+      {
+         return boost::math::policies::raise_domain_error<RealType>(
+            function, "Random variable out of range: must be an integer but got %1%", r, Policy());
+      }
+      return cdf(dist, u);
+   }
+
+   template <class RealType, class Policy>
+   inline RealType cdf(const complemented2_type<hypergeometric_distribution<RealType, Policy>, unsigned>& c)
+   {
+      static const char* function = "boost::math::cdf(const hypergeometric_distribution<%1%>&, const %1%&)";
+      RealType result;
+      if(!c.dist.check_params(function, &result))
+         return result;
+      if(!c.dist.check_x(c.param, function, &result))
+         return result;
+
+      return boost::math::detail::hypergeometric_cdf<RealType>(
+         c.param, c.dist.sample_count(), c.dist.defective(), c.dist.total(), true, Policy());
+   }
+
+   template <class RealType, class Policy, class U>
+   inline RealType cdf(const complemented2_type<hypergeometric_distribution<RealType, Policy>, U>& c)
+   {
+      static const char* function = "boost::math::cdf(const hypergeometric_distribution<%1%>&, const %1%&)";
+      RealType r = c.param;
+      unsigned u = boost::math::itrunc(r);
+      if(u != r)
+      {
+         return boost::math::policies::raise_domain_error<RealType>(
+            function, "Random variable out of range: must be an integer but got %1%", r, Policy());
+      }
+      return cdf(complement(c.dist, u));
+   }
+
+   template <class RealType, class Policy>
+   inline RealType quantile(const hypergeometric_distribution<RealType, Policy>& dist, const RealType& p)
+   {
+      BOOST_MATH_STD_USING // for ADL of std functions
+
+         // Checking function argument
+         RealType result;
+      const char* function = "boost::math::quantile(const hypergeometric_distribution<%1%>&, %1%)";
+      if (false == dist.check_params(function, &result)) return result;
+      if(false == detail::check_probability(function, p, &result, Policy())) return result;
+
+      return static_cast<RealType>(detail::hypergeometric_quantile(p, 1 - p, dist.sample_count(), dist.defective(), dist.total(), Policy()));
+   } // quantile
+
+   template <class RealType, class Policy>
+   inline RealType quantile(const complemented2_type<hypergeometric_distribution<RealType, Policy>, RealType>& c)
+   {
+      BOOST_MATH_STD_USING // for ADL of std functions
+
+      // Checking function argument
+      RealType result;
+      const char* function = "quantile(const complemented2_type<hypergeometric_distribution<%1%>, %1%>&)";
+      if (false == c.dist.check_params(function, &result)) return result;
+      if(false == detail::check_probability(function, c.param, &result, Policy())) return result;
+
+      return static_cast<RealType>(detail::hypergeometric_quantile(1 - c.param, c.param, c.dist.sample_count(), c.dist.defective(), c.dist.total(), Policy()));
+   } // quantile
+
+   template <class RealType, class Policy>
+   inline RealType mean(const hypergeometric_distribution<RealType, Policy>& dist)
+   {
+      return static_cast<RealType>(dist.sample_count() * dist.defective()) / dist.total();
+   } // RealType mean(const hypergeometric_distribution<RealType, Policy>& dist)
+
+   template <class RealType, class Policy>
+   inline RealType variance(const hypergeometric_distribution<RealType, Policy>& dist)
+   {
+      RealType r = static_cast<RealType>(dist.sample_count());
+      RealType n = static_cast<RealType>(dist.defective());
+      RealType N = static_cast<RealType>(dist.total());
+      return r * (n / N) * (1 - n / N) * (N - r) / (N - 1);
+   } // RealType variance(const hypergeometric_distribution<RealType, Policy>& dist)
+
+   template <class RealType, class Policy>
+   inline RealType mode(const hypergeometric_distribution<RealType, Policy>& dist)
+   {
+      BOOST_MATH_STD_USING
+      RealType r = static_cast<RealType>(dist.sample_count());
+      RealType n = static_cast<RealType>(dist.defective());
+      RealType N = static_cast<RealType>(dist.total());
+      return floor((r + 1) * (n + 1) / (N + 2));
+   }
+
+   template <class RealType, class Policy>
+   inline RealType median(const hypergeometric_distribution<RealType, Policy>& dist)
+   {
+      // TODO:
+      return 0;
+   }
+   template <class RealType, class Policy>
+   inline RealType skewness(const hypergeometric_distribution<RealType, Policy>& dist)
+   {
+      RealType r = static_cast<RealType>(dist.sample_count());
+      RealType n = static_cast<RealType>(dist.defective());
+      RealType N = static_cast<RealType>(dist.total());
+      return (N - 2 * n) * sqrt(N - 1) * (N - 2 * r) / (sqrt(n * r * (N - n) * (N - r)) * (N - 2));
+   } // RealType skewness(const hypergeometric_distribution<RealType, Policy>& dist)
+
+   template <class RealType, class Policy>
+   inline RealType kurtosis_excess(const hypergeometric_distribution<RealType, Policy>& dist)
+   {
+      RealType r = static_cast<RealType>(dist.sample_count());
+      RealType n = static_cast<RealType>(dist.defective());
+      RealType N = static_cast<RealType>(dist.total());
+      RealType t1 = N * N * (N - 1) / (r * (N - 2) * (N - 3) * (N - r));
+      RealType t2 = (N * (N + 1) - 6 * N * (N - r)) / (n * (N - n))
+         + 3 * r * (N - r) * (N + 6) / (N * N) - 6;
+      return t1 * t2;
+   } // RealType kurtosis_excess(const hypergeometric_distribution<RealType, Policy>& dist)
+
+   template <class RealType, class Policy>
+   inline RealType kurtosis(const hypergeometric_distribution<RealType, Policy>& dist)
+   {
+      return kurtosis_excess(dist) + 3;
+   } // RealType kurtosis_excess(const hypergeometric_distribution<RealType, Policy>& dist)
+}} // namespaces
+

Modified: sandbox/math_toolkit/libs/math/doc/sf_and_dist/Jamfile.v2
==============================================================================
--- sandbox/math_toolkit/libs/math/doc/sf_and_dist/Jamfile.v2	(original)
+++ sandbox/math_toolkit/libs/math/doc/sf_and_dist/Jamfile.v2	2008-12-18 07:27:41 EST (Thu, 18 Dec 2008)
@@ -36,7 +36,12 @@
         <xsl:param>toc.max.depth=4
         # How far down we go with TOC's
         <xsl:param>generate.section.toc.level=10
+        # Index on type:
+        <xsl:param>index.on.type=1
+        
         #<xsl:param>root.filename="sf_dist_and_tools"
+        #<xsl:param>graphicsize.extension=1
+        #<xsl:param>use.extensions=1
         
         # PDF Options:
         # TOC Generation: this is needed for FOP-0.9 and later:

Added: sandbox/math_toolkit/libs/math/test/hypergeometric_test_data.ipp
==============================================================================
--- (empty file)
+++ sandbox/math_toolkit/libs/math/test/hypergeometric_test_data.ipp	2008-12-18 07:27:41 EST (Thu, 18 Dec 2008)
@@ -0,0 +1,394 @@
+// Copyright John Maddock 
+// Copyright Paul A. Bristow 
+// Copyright Gautam Sewani
+
+// 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)
+#define SC_(x) static_cast<T>(BOOST_JOIN(x, L))
+  static const boost::array<boost::array<T, 6>, 382> hypergeometric_test_data = {{
+     {SC_(1),SC_(1),SC_(3),SC_(0),SC_(0.6666666666666666666666666666666666666667),SC_(0.3333333333333333333333333333333333333333)},
+     {SC_(4),SC_(1),SC_(6),SC_(1),SC_(0.6666666666666666666666666666666666666667),SC_(0.3333333333333333333333333333333333333333)},
+     {SC_(1),SC_(1),SC_(9),SC_(1),SC_(0.1111111111111111111111111111111111111111),SC_(0.8888888888888888888888888888888888888889)},
+     {SC_(5),SC_(20),SC_(22),SC_(3),SC_(0.04329004329004329004329004329004329004329),SC_(0.9567099567099567099567099567099567099567)},
+     {SC_(5),SC_(20),SC_(22),SC_(5),SC_(0.5887445887445887445887445887445887445887),SC_(0.4112554112554112554112554112554112554113)},
+     {SC_(7),SC_(20),SC_(22),SC_(7),SC_(0.4545454545454545454545454545454545454545),SC_(0.5454545454545454545454545454545454545455)},
+     {SC_(7),SC_(20),SC_(22),SC_(5),SC_(0.09090909090909090909090909090909090909091),SC_(0.9090909090909090909090909090909090909091)},
+     {SC_(11),SC_(18),SC_(22),SC_(8),SC_(0.2481203007518796992481203007518796992481),SC_(0.7518796992481203007518796992481203007519)},
+     {SC_(11),SC_(18),SC_(22),SC_(10),SC_(0.2481203007518796992481203007518796992481),SC_(0.7518796992481203007518796992481203007519)},
+     {SC_(11),SC_(18),SC_(22),SC_(11),SC_(0.04511278195488721804511278195488721804511),SC_(0.9548872180451127819548872180451127819549)},
+     {SC_(11),SC_(18),SC_(22),SC_(11),SC_(0.04511278195488721804511278195488721804511),SC_(0.9548872180451127819548872180451127819549)},
+     {SC_(11),SC_(18),SC_(22),SC_(7),SC_(0.04511278195488721804511278195488721804511),SC_(0.9548872180451127819548872180451127819549)},
+     {SC_(11),SC_(18),SC_(22),SC_(10),SC_(0.2481203007518796992481203007518796992481),SC_(0.7518796992481203007518796992481203007519)},
+     {SC_(11),SC_(18),SC_(22),SC_(9),SC_(0.4135338345864661654135338345864661654135),SC_(0.5864661654135338345864661654135338345865)},
+     {SC_(11),SC_(18),SC_(22),SC_(7),SC_(0.04511278195488721804511278195488721804511),SC_(0.9548872180451127819548872180451127819549)},
+     {SC_(18),SC_(38),SC_(39),SC_(18),SC_(0.5384615384615384615384615384615384615385),SC_(0.4615384615384615384615384615384615384615)},
+     {SC_(27),SC_(38),SC_(39),SC_(26),SC_(0.6923076923076923076923076923076923076923),SC_(0.3076923076923076923076923076923076923077)},
+     {SC_(34),SC_(23),SC_(39),SC_(21),SC_(0.2460760355497197602460760355497197602461),SC_(0.7539239644502802397539239644502802397539)},
+     {SC_(34),SC_(23),SC_(39),SC_(18),SC_(0.05844305844305844305844305844305844305844),SC_(0.9415569415569415569415569415569415569416)},
+     {SC_(34),SC_(23),SC_(39),SC_(22),SC_(0.0727042832305990200727042832305990200727),SC_(0.9272957167694009799272957167694009799273)},
+     {SC_(34),SC_(23),SC_(39),SC_(19),SC_(0.2460760355497197602460760355497197602461),SC_(0.7539239644502802397539239644502802397539)},
+     {SC_(34),SC_(23),SC_(39),SC_(18),SC_(0.05844305844305844305844305844305844305844),SC_(0.9415569415569415569415569415569415569416)},
+     {SC_(3),SC_(23),SC_(39),SC_(1),SC_(0.302002407265565160302002407265565160302),SC_(0.697997592734434839697997592734434839698)},
+     {SC_(3),SC_(23),SC_(39),SC_(3),SC_(0.1937848779954043111937848779954043111938),SC_(0.8062151220045956888062151220045956888062)},
+     {SC_(3),SC_(23),SC_(39),SC_(2),SC_(0.4429368639894955684429368639894955684429),SC_(0.5570631360105044315570631360105044315571)},
+     {SC_(67),SC_(11),SC_(83),SC_(0),SC_(2.706010904925464182482716257932309854258e-10),SC_(0.999999999729398909507453581751728374207)},
+     {SC_(67),SC_(11),SC_(83),SC_(8),SC_(0.2262766859900854134484883831426249086592),SC_(0.7737233140099145865515116168573750913408)},
+     {SC_(67),SC_(11),SC_(83),SC_(4),SC_(0.0005432175148209516107734018078852267959049),SC_(0.9994567824851790483892265981921147732041)},
+     {SC_(67),SC_(11),SC_(83),SC_(2),SC_(1.566973600445052723384812907361231142033e-6),SC_(0.9999984330263995549472766151870926387689)},
+     {SC_(67),SC_(11),SC_(83),SC_(1),SC_(3.323883394883445170816269803493520604313e-8),SC_(0.9999999667611660511655482918373019650648)},
+     {SC_(67),SC_(11),SC_(83),SC_(2),SC_(1.566973600445052723384812907361231142033e-6),SC_(0.9999984330263995549472766151870926387689)},
+     {SC_(67),SC_(11),SC_(83),SC_(4),SC_(0.0005432175148209516107734018078852267959049),SC_(0.9994567824851790483892265981921147732041)},
+     {SC_(67),SC_(11),SC_(83),SC_(0),SC_(2.706010904925464182482716257932309854258e-10),SC_(0.999999999729398909507453581751728374207)},
+     {SC_(67),SC_(11),SC_(83),SC_(9),SC_(0.3178648684146437950824003477479730859737),SC_(0.6821351315853562049175996522520269140263)},
+     {SC_(67),SC_(11),SC_(83),SC_(0),SC_(2.706010904925464182482716257932309854258e-10),SC_(0.999999999729398909507453581751728374207)},
+     {SC_(9),SC_(11),SC_(83),SC_(3),SC_(0.07842995151148810292298334259976836196471),SC_(0.9215700484885118970770166574002316380353)},
+     {SC_(9),SC_(11),SC_(83),SC_(8),SC_(3.614308741089731253405074149125083530063e-8),SC_(0.9999999638569125891026874659492585087492)},
+     {SC_(9),SC_(11),SC_(83),SC_(9),SC_(1.673291083837838543243089883854205337992e-10),SC_(0.999999999832670891616216145675691011615)},
+     {SC_(9),SC_(11),SC_(83),SC_(9),SC_(1.673291083837838543243089883854205337992e-10),SC_(0.999999999832670891616216145675691011615)},
+     {SC_(9),SC_(11),SC_(83),SC_(0),SC_(0.2589433319744369112377862739801876077565),SC_(0.7410566680255630887622137260198123922435)},
+     {SC_(9),SC_(11),SC_(83),SC_(2),SC_(0.2464941333218197520436619338849862804605),SC_(0.7535058666781802479563380661150137195395)},
+     {SC_(9),SC_(11),SC_(83),SC_(8),SC_(3.614308741089731253405074149125083530063e-8),SC_(0.9999999638569125891026874659492585087492)},
+     {SC_(9),SC_(11),SC_(83),SC_(5),SC_(0.001446030712678885128518569090952709044125),SC_(0.9985539692873211148714814309090472909559)},
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+     {SC_(31),SC_(60),SC_(83),SC_(26),SC_(0.03953018579388072863610698273330011012019),SC_(0.9604698142061192713638930172666998898798)},
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+     {SC_(5645),SC_(6918),SC_(7776),SC_(5450),SC_(9.797773634274213577396819664503555714912e-233),SC_(1)},
+     {SC_(5645),SC_(6918),SC_(7776),SC_(5320),SC_(2.378026131973153674445617336213805008549e-114),SC_(1)},
+     {SC_(6669),SC_(3183),SC_(15101),SC_(1362),SC_(0.003432580010140186174603454179412088610313),SC_(0.9965674199898598138253965458205879113897)},
+     {SC_(6669),SC_(3183),SC_(15101),SC_(2732),SC_(1.150363157673488590403425946451609747128e-655),SC_(1)},
+     {SC_(6669),SC_(3183),SC_(15101),SC_(190),SC_(9.756359070916522203384162804726944632025e-623),SC_(1)},
+     {SC_(6669),SC_(3183),SC_(15101),SC_(1416),SC_(0.0147039488396557078726551412596523314875),SC_(0.9852960511603442921273448587403476685125)},
+     {SC_(6669),SC_(3183),SC_(15101),SC_(2316),SC_(1.245823054358362073354829091080361533244e-296),SC_(1)},
+     {SC_(6669),SC_(3183),SC_(15101),SC_(2439),SC_(3.475581912009749797735424219312901732426e-385),SC_(1)},
+     {SC_(6669),SC_(3183),SC_(15101),SC_(889),SC_(1.917460588612326199471240983672408229536e-99),SC_(1)},
+     {SC_(6669),SC_(3183),SC_(15101),SC_(493),SC_(2.798437958796681291779177253703181903241e-323),SC_(1)},
+     {SC_(6669),SC_(3183),SC_(15101),SC_(2516),SC_(1.222402743641579429852094136190878254222e-447),SC_(1)},
+     {SC_(6669),SC_(3183),SC_(15101),SC_(1398),SC_(0.01528558210088525686595338622074431863466),SC_(0.9847144178991147431340466137792556813653)},
+     {SC_(7501),SC_(3183),SC_(15101),SC_(1537),SC_(0.003392774859500490860071777302510963220477),SC_(0.9966072251404995091399282226974890367795)},
+     {SC_(7501),SC_(3183),SC_(15101),SC_(304),SC_(2.922840434477501415001842954927414318709e-637),SC_(1)},
+     {SC_(7501),SC_(3183),SC_(15101),SC_(1618),SC_(0.005374015022472183234572722335025013239405),SC_(0.9946259849775278167654272776649749867606)},
+     {SC_(7501),SC_(3183),SC_(15101),SC_(147),SC_(1.166140591626696944317279521641537820299e-844),SC_(1)},
+     {SC_(7501),SC_(3183),SC_(15101),SC_(994),SC_(4.082339797092165474084031080999678071138e-124),SC_(1)},
+     {SC_(7501),SC_(3183),SC_(15101),SC_(1435),SC_(6.549227779469151096964159774687501788647e-10),SC_(0.999999999345077222053084890303584022531)},
+     {SC_(7501),SC_(3183),SC_(15101),SC_(1177),SC_(1.637225473461215456443219391937428290614e-59),SC_(1)},
+     {SC_(7501),SC_(3183),SC_(15101),SC_(557),SC_(1.876292866781179175774369051175441052695e-390),SC_(1)},
+     {SC_(7501),SC_(3183),SC_(15101),SC_(2537),SC_(1.349738493709665520706245824145504252837e-335),SC_(1)},
+     {SC_(7501),SC_(3183),SC_(15101),SC_(2208),SC_(3.219213438312908791435341543462297273839e-141),SC_(1)},
+     {SC_(11777),SC_(4180),SC_(15101),SC_(3610),SC_(1.484099988688860324347110865494150425591e-57),SC_(1)},
+     {SC_(11777),SC_(4180),SC_(15101),SC_(3044),SC_(1.995689560016418540040642569853698309135e-21),SC_(0.99999999999999999999800431043998358146)},
+     {SC_(11777),SC_(4180),SC_(15101),SC_(1620),SC_(1.849015649864215552545803362852000903264e-1044),SC_(1)},
+     {SC_(11777),SC_(4180),SC_(15101),SC_(2595),SC_(5.208768449067478990782182771081425868904e-175),SC_(1)},
+     {SC_(11777),SC_(4180),SC_(15101),SC_(2535),SC_(7.546528069748636143178314406947992570196e-207),SC_(1)},
+     {SC_(11777),SC_(4180),SC_(15101),SC_(2760),SC_(3.770613903956560255235614346005457556285e-101),SC_(1)},
+     {SC_(11777),SC_(4180),SC_(15101),SC_(2649),SC_(1.25626420882160707497519705726113064134e-148),SC_(1)},
+     {SC_(11777),SC_(4180),SC_(15101),SC_(876),SC_(1.108046167104653252216718665282221499239e-2462),SC_(1)},
+     {SC_(11777),SC_(4180),SC_(15101),SC_(2483),SC_(1.339313699164546044660688747310956476095e-236),SC_(1)},
+     {SC_(11777),SC_(4180),SC_(15101),SC_(2390),SC_(7.787214194767040239756445935466698827643e-295),SC_(1)},
+     {SC_(4240),SC_(4180),SC_(15101),SC_(171),SC_(8.332028361418658536444080754686162054419e-454),SC_(1)},
+     {SC_(4240),SC_(4180),SC_(15101),SC_(3613),SC_(1.425616764328894993104213898464695349173e-2132),SC_(1)},
+     {SC_(4240),SC_(4180),SC_(15101),SC_(160),SC_(1.512285651977504731078922849218810350619e-466),SC_(1)},
+     {SC_(4240),SC_(4180),SC_(15101),SC_(629),SC_(4.372449642211059530015191537976655830715e-117),SC_(1)},
+     {SC_(4240),SC_(4180),SC_(15101),SC_(1355),SC_(5.022431956222962772603321495219683924569e-14),SC_(0.999999999999949775680437770372273966785)},
+     {SC_(4240),SC_(4180),SC_(15101),SC_(202),SC_(1.135912133968950827962709304975328663493e-419),SC_(1)},
+     {SC_(4240),SC_(4180),SC_(15101),SC_(1401),SC_(1.570131491327047266407185069305435311167e-20),SC_(0.999999999999999999984298685086729527336)},
+     {SC_(4240),SC_(4180),SC_(15101),SC_(1705),SC_(6.623846214643720087055001577389756029752e-99),SC_(1)},
+     {SC_(4240),SC_(4180),SC_(15101),SC_(2579),SC_(7.669309688657428097790112921774177164257e-666),SC_(1)},
+     {SC_(4240),SC_(4180),SC_(15101),SC_(668),SC_(1.809042752187027963539721406668874696593e-100),SC_(1)},
+     {SC_(11499),SC_(12934),SC_(24657),SC_(2512),SC_(2.598292076822219967179491085454243653849e-1869),SC_(1)},
+     {SC_(11499),SC_(12934),SC_(24657),SC_(3937),SC_(2.514948995863659130299872409921862164027e-637),SC_(1)},
+     {SC_(11499),SC_(12934),SC_(24657),SC_(6198),SC_(1.236938277579975399540504737729374988483e-6),SC_(0.999998763061722420024600459495262270625)},
+     {SC_(11499),SC_(12934),SC_(24657),SC_(3006),SC_(2.913319733060924056282277158911969263952e-1358),SC_(1)},
+     {SC_(11499),SC_(12934),SC_(24657),SC_(2143),SC_(1.225964079424653575588709697137289470527e-2317),SC_(1)},
+     {SC_(11499),SC_(12934),SC_(24657),SC_(3982),SC_(7.962168082309776222321536217568968116598e-610),SC_(1)},
+     {SC_(11499),SC_(12934),SC_(24657),SC_(7342),SC_(2.0332524868416741849991473068146099976e-248),SC_(1)},
+     {SC_(11499),SC_(12934),SC_(24657),SC_(2806),SC_(1.41730974838248657865578519761872225563e-1553),SC_(1)},
+     {SC_(11499),SC_(12934),SC_(24657),SC_(9959),SC_(4.691748551708249174612474072544044064791e-2391),SC_(1)},
+     {SC_(11499),SC_(12934),SC_(24657),SC_(2221),SC_(9.292899039910742714594775474886352211364e-2218),SC_(1)},
+     {SC_(3726),SC_(12934),SC_(24657),SC_(3400),SC_(5.522963046899528154226901175475577295199e-667),SC_(1)},
+     {SC_(3726),SC_(12934),SC_(24657),SC_(2361),SC_(1.218226249726881097121490663821885226072e-48),SC_(1)},
+     {SC_(3726),SC_(12934),SC_(24657),SC_(3252),SC_(5.390845446111834412654354015587937116027e-520),SC_(1)},
+     {SC_(3726),SC_(12934),SC_(24657),SC_(1047),SC_(2.508605363205525039885287901237636584153e-234),SC_(1)},
+     {SC_(3726),SC_(12934),SC_(24657),SC_(3001),SC_(1.564917041595683869684752506952078902376e-325),SC_(1)},
+     {SC_(3726),SC_(12934),SC_(24657),SC_(446),SC_(3.905867526809265795951997940309987248544e-689),SC_(1)},
+     {SC_(3726),SC_(12934),SC_(24657),SC_(2945),SC_(8.561936437191530114441731269328784940435e-290),SC_(1)},
+     {SC_(3726),SC_(12934),SC_(24657),SC_(2112),SC_(2.01433597453552096261460076357092434246e-9),SC_(0.9999999979856640254644790373853992364291)},
+     {SC_(3726),SC_(12934),SC_(24657),SC_(2206),SC_(4.33248370298740736694721596763121257435e-20),SC_(0.999999999999999999956675162970125926331)},
+     {SC_(3726),SC_(12934),SC_(24657),SC_(2586),SC_(2.621275241290113469688641859152460833984e-115),SC_(1)},
+     {SC_(9214),SC_(22320),SC_(24657),SC_(8235),SC_(2.572092392197672328633928766428875851368e-7),SC_(0.9999997427907607802327671366071233571124)},
+     {SC_(9214),SC_(22320),SC_(24657),SC_(6912),SC_(2.995220242304922530946556501112035078386e-1001),SC_(1)},
+     {SC_(9214),SC_(22320),SC_(24657),SC_(8065),SC_(6.823500307899326592600239536232296999914e-35),SC_(0.999999999999999999999999999999999931765)},
+     {SC_(9214),SC_(22320),SC_(24657),SC_(7400),SC_(6.143694779188174664532181043531732390736e-382),SC_(1)},
+     {SC_(9214),SC_(22320),SC_(24657),SC_(8197),SC_(2.196969620238744261631579608996504657964e-11),SC_(0.99999999997803030379761255738368420391)},
+     {SC_(9214),SC_(22320),SC_(24657),SC_(9066),SC_(2.392808605571506258100931040620965664663e-292),SC_(1)},
+     {SC_(9214),SC_(22320),SC_(24657),SC_(7659),SC_(9.864908397518906691400357324055299644024e-199),SC_(1)},
+     {SC_(9214),SC_(22320),SC_(24657),SC_(8367),SC_(0.008940500850727833031683102955269025524831),SC_(0.9910594991492721669683168970447309744752)},
+     {SC_(9214),SC_(22320),SC_(24657),SC_(7722),SC_(5.639251875364654279561827347396897861953e-164),SC_(1)},
+     {SC_(9214),SC_(22320),SC_(24657),SC_(9205),SC_(1.542676519665671321015042144728609471195e-483),SC_(1)},
+     {SC_(5114),SC_(22320),SC_(24657),SC_(4820),SC_(1.477063508628490542021440118682826058188e-27),SC_(0.999999999999999999999999998522936491372)},
+     {SC_(5114),SC_(22320),SC_(24657),SC_(3410),SC_(3.045373335617048845328113579500020782746e-732),SC_(1)},
+     {SC_(5114),SC_(22320),SC_(24657),SC_(2871),SC_(2.241317040202664236604200007822733526021e-1577),SC_(1)},
+     {SC_(5114),SC_(22320),SC_(24657),SC_(3636),SC_(2.683599854064377251178684551679527365742e-493),SC_(1)},
+     {SC_(5114),SC_(22320),SC_(24657),SC_(3319),SC_(1.059220384879855641700051419405729847713e-843),SC_(1)},
+     {SC_(5114),SC_(22320),SC_(24657),SC_(4648),SC_(0.01304651023656202084023981765832181182544),SC_(0.9869534897634379791597601823416781881746)},
+     {SC_(5114),SC_(22320),SC_(24657),SC_(5016),SC_(4.119075881733889814385613977586581391744e-127),SC_(1)},
+     {SC_(5114),SC_(22320),SC_(24657),SC_(3714),SC_(2.582371744065788637208257378851197609461e-422),SC_(1)},
+     {SC_(5114),SC_(22320),SC_(24657),SC_(4256),SC_(4.163937028620596203170694042834733586806e-79),SC_(1)},
+     {SC_(5114),SC_(22320),SC_(24657),SC_(3234),SC_(9.15934913376235224214900202826706132587e-957),SC_(1)}
+  }};
+#undef SC_

Added: sandbox/math_toolkit/libs/math/test/test_hypergeometric_dist.cpp
==============================================================================
--- (empty file)
+++ sandbox/math_toolkit/libs/math/test/test_hypergeometric_dist.cpp	2008-12-18 07:27:41 EST (Thu, 18 Dec 2008)
@@ -0,0 +1,202 @@
+// Copyright John Maddock 
+// Copyright Paul A. Bristow 
+// Copyright Gautam Sewani
+
+// 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)
+
+#define BOOST_MATH_OVERFLOW_ERROR_POLICY throw_on_error
+#include <boost/math/concepts/real_concept.hpp> // for real_concept
+#include <boost/math/distributions/hypergeometric.hpp>
+
+#include <boost/test/included/test_exec_monitor.hpp> // Boost.Test
+#include <boost/test/floating_point_comparison.hpp>
+
+#include <iostream>
+   using std::cout;
+   using std::endl;
+   using std::setprecision;
+
+#include <boost/array.hpp>
+#include "functor.hpp"
+#include "handle_test_result.hpp"
+
+#define BOOST_CHECK_EX(a) \
+   {\
+      unsigned int failures = boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed;\
+      BOOST_CHECK(a); \
+      if(failures != boost::unit_test::results_collector.results( boost::unit_test::framework::current_test_case().p_id ).p_assertions_failed)\
+      {\
+         std::cerr << "Failure was with data ";\
+         std::cerr << std::setprecision(35); \
+         std::cerr << "x = " << x << ", r = " << r << ", n = " << n\
+         << ", N = " << N << ", p = " << cp << ", q = " << ccp << std::endl;\
+      }\
+   }
+
+   void expected_results()
+{
+   //
+   // Define the max and mean errors expected for
+   // various compilers and platforms.
+   //
+   const char* largest_type;
+#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
+   if(boost::math::policies::digits<double, boost::math::policies::policy<> >() == boost::math::policies::digits<long double, boost::math::policies::policy<> >())
+   {
+      largest_type = "(long\\s+)?double|real_concept";
+   }
+   else
+   {
+      largest_type = "long double|real_concept";
+   }
+#else
+   largest_type = "(long\\s+)?double";
+#endif
+
+   add_expected_result(
+      ".*",                          // compiler
+      ".*",                          // stdlib
+      ".*",                          // platform
+      largest_type,                  // test type(s)
+      ".*",                          // test data group
+      ".*", 50, 20);                 // test function
+}
+
+template <class T>
+inline unsigned make_unsigned(T x)
+{
+   return static_cast<unsigned>(x);
+}
+template<>
+inline unsigned make_unsigned(boost::math::concepts::real_concept x)
+{
+   return static_cast<unsigned>(x.value());
+}
+
+template <class T>
+T pdf_tester(T r, T n, T N, T x)
+{
+   boost::math::hypergeometric_distribution<T> d(make_unsigned(r), make_unsigned(n), make_unsigned(N));
+   return pdf(d, x);
+}
+
+template <class T>
+void do_test_hypergeometric(const T& data, const char* type_name, const char* test_name)
+{
+   typedef typename T::value_type row_type;
+   typedef typename row_type::value_type value_type;
+
+   typedef value_type (*pg)(value_type, value_type, value_type, value_type);
+#if defined(BOOST_MATH_NO_DEDUCED_FUNCTION_POINTERS)
+   pg funcp = pdf_tester<value_type>;
+#else
+   pg funcp = pdf_tester;
+#endif
+
+   boost::math::tools::test_result<value_type> result;
+
+   std::cout << "Testing " << test_name << " with type " << type_name
+      << "\n~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~\n";
+
+   //
+   // test hypergeometric against data:
+   //
+   result = boost::math::tools::test(
+      data, 
+      bind_func(funcp, 0, 1, 2, 3), 
+      extract_result(4));
+   handle_test_result(result, data[result.worst()], result.worst(), type_name, "hypergeometric PDF", test_name);
+   std::cout << std::endl;
+}
+
+template <class RealType>
+void test_spot(unsigned x, unsigned n, unsigned r, unsigned N, 
+               RealType p, RealType cp, RealType ccp, RealType tol)
+{
+   boost::math::hypergeometric_distribution<RealType> d(r, n, N);
+
+   std::pair<unsigned, unsigned> extent = range(d);
+
+   BOOST_CHECK_CLOSE(pdf(d, x), p, tol);
+   BOOST_CHECK_CLOSE(cdf(d, x), cp, tol);
+   BOOST_CHECK_CLOSE(cdf(complement(d, x)), ccp, tol);
+   // Again with real-value arguments:
+   BOOST_CHECK_CLOSE(pdf(d, static_cast<RealType>(x)), p, tol);
+   BOOST_CHECK_CLOSE(cdf(d, static_cast<RealType>(x)), cp, tol);
+   BOOST_CHECK_CLOSE(cdf(complement(d, static_cast<RealType>(x))), ccp, tol);
+   // quantiles:
+   if(boost::math::tools::digits<RealType>() > 50)
+   {
+      using namespace boost::math::policies;
+      boost::math::hypergeometric_distribution<RealType, 
+         policy<discrete_quantile<integer_round_up> > > du(r, n, N);
+      BOOST_CHECK_EX(quantile(du, cp) >= x);
+      BOOST_CHECK_EX(quantile(complement(du, ccp)) >= x);
+
+      boost::math::hypergeometric_distribution<RealType, 
+         policy<discrete_quantile<integer_round_down> > > dl(r, n, N);
+      BOOST_CHECK_EX(quantile(dl, cp) <= x);
+      BOOST_CHECK_EX(quantile(complement(dl, ccp)) <= x);
+   }
+}
+
+template <class RealType>
+void test_spots(RealType /*T*/, const char* type_name)
+{
+   // Basic sanity checks.
+   // 50 eps as a percentage, up to a maximum of double precision
+   // Test data taken from Mathematica 6
+#define T RealType
+#include "hypergeometric_test_data.ipp"
+   do_test_hypergeometric(hypergeometric_test_data, type_name, "Mathematica data");
+
+   RealType tolerance = (std::max)(
+      static_cast<RealType>(2e-16L),    // limit of test data
+      boost::math::tools::epsilon<RealType>());
+   cout<<"Absolute tolerance:"<<tolerance<<endl;
+   
+   tolerance *= 50 * 100; // 50eps as a persentage
+   cout << "Tolerance for type " << typeid(RealType).name()  << " is " << tolerance << " %" << endl;
+
+   test_spot(20, 200, 50, 500, static_cast<T>(0.120748236361163), static_cast<T>(0.563532430195156), static_cast<T>(1 - 0.563532430195156), tolerance);
+   test_spot(53, 452, 64, 500, static_cast<T>(0.0184749573044286), static_cast<T>(0.0299118078796907), static_cast<T>(1 - 0.0299118078796907), tolerance);
+   test_spot(32, 1287, 128, 5000, static_cast<T>(0.0807012167418264), static_cast<T>(0.469768774237742), static_cast<T>(1 - 0.469768774237742), tolerance);
+   test_spot(1, 13, 4, 26, static_cast<T>(0.248695652173913), static_cast<T>(0.296521739130435), static_cast<T>(1 - 0.296521739130435), tolerance);
+   test_spot(2, 13, 4, 26, static_cast<T>(0.40695652173913), static_cast<T>(0.703478260869565), static_cast<T>(1 - 0.703478260869565), tolerance);
+   test_spot(3, 13, 4, 26, static_cast<T>(0.248695652173913), static_cast<T>(0.952173913043478), static_cast<T>(1 - 0.952173913043478), tolerance);
+
+   boost::math::hypergeometric_distribution<RealType> d(50, 200, 500);
+   BOOST_CHECK_EQUAL(range(d).first, 0u);
+   BOOST_CHECK_EQUAL(range(d).second, 50u);
+   BOOST_CHECK_CLOSE(mean(d), static_cast<RealType>(20), tolerance);
+   BOOST_CHECK_CLOSE(mode(d), static_cast<RealType>(20), tolerance);
+   BOOST_CHECK_CLOSE(variance(d), static_cast<RealType>(10.821643286573146292585170340681L), tolerance);
+   BOOST_CHECK_CLOSE(skewness(d), static_cast<RealType>(0.048833071022952084732902910189366L), tolerance);
+   BOOST_CHECK_CLOSE(kurtosis_excess(d), static_cast<RealType>(2.5155486690782804816404001878293L), tolerance);
+   BOOST_CHECK_CLOSE(kurtosis(d), kurtosis_excess(d) + 3, tolerance);
+}
+
+
+int test_main(int, char* [])
+{
+   expected_results();
+   // Basic sanity-check spot values.
+   // (Parameter value, arbitrarily zero, only communicates the floating point type).
+   test_spots(0.0F, "float"); // Test float. OK at decdigits = 0 tolerance = 0.0001 %
+   test_spots(0.0, "double"); // Test double. OK at decdigits 7, tolerance = 1e07 %
+#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
+   test_spots(0.0L, "long double"); // Test long double.
+   test_spots(boost::math::concepts::real_concept(0), "real_concept"); // Test real_concept.
+#else
+   std::cout << "<note>The long double tests have been disabled on this platform "
+      "either because the long double overloads of the usual math functions are "
+      "not available at all, or because they are too inaccurate for these tests "
+      "to pass.</note>" << std::cout;
+#endif
+
+   return 0;
+} // int test_main(int, char* [])
+