comparison any/include/boost/math/distributions/uniform.hpp @ 160:cff480c41f97

Add some cross-platform Boost headers

+//  Copyright John Maddock 2006.
+//  Copyright Paul A. Bristow 2006.
+//  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)
+
+// TODO deal with infinity as special better - or remove.
+//
+
+#ifndef BOOST_STATS_UNIFORM_HPP
+#define BOOST_STATS_UNIFORM_HPP
+
+// http://www.itl.nist.gov/div898/handbook/eda/section3/eda3668.htm
+// http://mathworld.wolfram.com/UniformDistribution.html
+// http://documents.wolfram.com/calculationcenter/v2/Functions/ListsMatrices/Statistics/UniformDistribution.html
+// http://en.wikipedia.org/wiki/Uniform_distribution_%28continuous%29
+
+#include <boost/math/distributions/fwd.hpp>
+#include <boost/math/distributions/detail/common_error_handling.hpp>
+#include <boost/math/distributions/complement.hpp>
+
+#include <utility>
+
+namespace boost{ namespace math
+{
+  namespace detail
+  {
+    template <class RealType, class Policy>
+    inline bool check_uniform_lower(
+      const char* function,
+      RealType lower,
+      RealType* result, const Policy& pol)
+    {
+      if((boost::math::isfinite)(lower))
+      { // any finite value is OK.
+        return true;
+      }
+      else
+      { // Not finite.
+        *result = policies::raise_domain_error<RealType>(
+          function,
+          "Lower parameter is %1%, but must be finite!", lower, pol);
+        return false;
+      }
+    } // bool check_uniform_lower(
+
+    template <class RealType, class Policy>
+    inline bool check_uniform_upper(
+      const char* function,
+      RealType upper,
+      RealType* result, const Policy& pol)
+    {
+      if((boost::math::isfinite)(upper))
+      { // Any finite value is OK.
+        return true;
+      }
+      else
+      { // Not finite.
+        *result = policies::raise_domain_error<RealType>(
+          function,
+          "Upper parameter is %1%, but must be finite!", upper, pol);
+        return false;
+      }
+    } // bool check_uniform_upper(
+
+    template <class RealType, class Policy>
+    inline bool check_uniform_x(
+      const char* function,
+      RealType const& x,
+      RealType* result, const Policy& pol)
+    {
+      if((boost::math::isfinite)(x))
+      { // Any finite value is OK
+        return true;
+      }
+      else
+      { // Not finite..
+        *result = policies::raise_domain_error<RealType>(
+          function,
+          "x parameter is %1%, but must be finite!", x, pol);
+        return false;
+      }
+    } // bool check_uniform_x
+
+    template <class RealType, class Policy>
+    inline bool check_uniform(
+      const char* function,
+      RealType lower,
+      RealType upper,
+      RealType* result, const Policy& pol)
+    {
+      if((check_uniform_lower(function, lower, result, pol) == false)
+        || (check_uniform_upper(function, upper, result, pol) == false))
+      {
+        return false;
+      }
+      else if (lower >= upper) // If lower == upper then 1 / (upper-lower) = 1/0 = +infinity!
+      { // upper and lower have been checked before, so must be lower >= upper.
+        *result = policies::raise_domain_error<RealType>(
+          function,
+          "lower parameter is %1%, but must be less than upper!", lower, pol);
+        return false;
+      }
+      else
+      { // All OK,
+        return true;
+      }
+    } // bool check_uniform(
+
+  } // namespace detail
+
+  template <class RealType = double, class Policy = policies::policy<> >
+  class uniform_distribution
+  {
+  public:
+    typedef RealType value_type;
+    typedef Policy policy_type;
+
+    uniform_distribution(RealType l_lower = 0, RealType l_upper = 1) // Constructor.
+      : m_lower(l_lower), m_upper(l_upper) // Default is standard uniform distribution.
+    {
+      RealType result;
+      detail::check_uniform("boost::math::uniform_distribution<%1%>::uniform_distribution", l_lower, l_upper, &result, Policy());
+    }
+    // Accessor functions.
+    RealType lower()const
+    {
+      return m_lower;
+    }
+
+    RealType upper()const
+    {
+      return m_upper;
+    }
+  private:
+    // Data members:
+    RealType m_lower;  // distribution lower aka a.
+    RealType m_upper;  // distribution upper aka b.
+  }; // class uniform_distribution
+
+  typedef uniform_distribution<double> uniform;
+
+  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'.
+     // Note RealType infinity is NOT permitted, only max_value.
+  }
+
+  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, class Policy>
+  inline RealType pdf(const uniform_distribution<RealType, Policy>& dist, const RealType& x)
+  {
+    RealType lower = dist.lower();
+    RealType upper = dist.upper();
+    RealType result = 0; // of checks.
+    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::math::pdf(const uniform_distribution<%1%>&, %1%)", x, &result, Policy()))
+    {
+      return result;
+    }
+
+    if((x < lower) || (x > upper) )
+    {
+      return 0;
+    }
+    else
+    {
+      return 1 / (upper - lower);
+    }
+  } // RealType pdf(const uniform_distribution<RealType, Policy>& 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 = 0; // of checks.
+    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::math::cdf(const uniform_distribution<%1%>&, %1%)", x, &result, Policy()))
+    {
+      return result;
+    }
+    if (x < lower)
+    {
+      return 0;
+    }
+    if (x > upper)
+    {
+      return 1;
+    }
+    return (x - lower) / (upper - lower); // lower <= x <= upper
+  } // RealType cdf(const uniform_distribution<RealType, Policy>& dist, const RealType& x)
+
+  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 = 0; // of checks
+    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::math::quantile(const uniform_distribution<%1%>&, %1%)", p, &result, Policy()))
+    {
+      return result;
+    }
+    if(p == 0)
+    {
+      return lower;
+    }
+    if(p == 1)
+    {
+      return upper;
+    }
+    return p * (upper - lower) + lower;
+  } // RealType quantile(const uniform_distribution<RealType, Policy>& dist, const RealType& p)
+
+  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 = 0; // of checks.
+    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::math::cdf(const uniform_distribution<%1%>&, %1%)", x, &result, Policy()))
+    {
+      return result;
+    }
+    if (x < lower)
+    {
+      return 1;
+    }
+    if (x > upper)
+    {
+      return 0;
+    }
+    return (upper - x) / (upper - lower);
+  } // RealType cdf(const complemented2_type<uniform_distribution<RealType, Policy>, 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 = 0; // of checks.
+    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::math::quantile(const uniform_distribution<%1%>&, %1%)", q, &result, Policy()))
+    {
+       return result;
+    }
+    if(q == 0)
+    {
+       return upper;
+    }
+    if(q == 1)
+    {
+       return lower;
+    }
+    return -q * (upper - lower) + upper;
+  } // RealType quantile(const complemented2_type<uniform_distribution<RealType, Policy>, RealType>& c)
+
+  template <class RealType, class Policy>
+  inline RealType mean(const uniform_distribution<RealType, Policy>& dist)
+  {
+    RealType lower = dist.lower();
+    RealType upper = dist.upper();
+    RealType result = 0;  // of checks.
+    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, Policy>& 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 = 0; // of checks.
+    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, Policy>& 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 = 0; // of checks.
+    if(false == detail::check_uniform("boost::math::mode(const uniform_distribution<%1%>&)", lower, upper, &result, Policy()))
+    {
+      return result;
+    }
+    result = lower; // Any value [lower, upper] but arbitrarily choose lower.
+    return result;
+  }
+
+  template <class RealType, class Policy>
+  inline RealType median(const uniform_distribution<RealType, Policy>& dist)
+  {
+    RealType lower = dist.lower();
+    RealType upper = dist.upper();
+    RealType result = 0; // of checks.
+    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, class Policy>
+  inline RealType skewness(const uniform_distribution<RealType, Policy>& dist)
+  {
+    RealType lower = dist.lower();
+    RealType upper = dist.upper();
+    RealType result = 0; // of checks.
+    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, Policy>& 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 = 0;  // of checks.
+    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, Policy>& dist)
+
+  template <class RealType, class Policy>
+  inline RealType kurtosis(const uniform_distribution<RealType, Policy>& dist)
+  {
+    return kurtosis_excess(dist) + 3;
+  }
+
+} // namespace math
+} // namespace boost
+
+// This include must be at the end, *after* the accessors
+// 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>
+
+#endif // BOOST_STATS_UNIFORM_HPP
+
+
+