diff any/include/boost/math/distributions/normal.hpp @ 160:cff480c41f97

Add some cross-platform Boost headers

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/any/include/boost/math/distributions/normal.hpp	Sat Feb 16 16:31:25 2019 +0000
@@ -0,0 +1,329 @@
+//  Copyright John Maddock 2006, 2007.
+//  Copyright Paul A. Bristow 2006, 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_STATS_NORMAL_HPP
+#define BOOST_STATS_NORMAL_HPP
+
+// http://en.wikipedia.org/wiki/Normal_distribution
+// http://www.itl.nist.gov/div898/handbook/eda/section3/eda3661.htm
+// Also:
+// Weisstein, Eric W. "Normal Distribution."
+// From MathWorld--A Wolfram Web Resource.
+// http://mathworld.wolfram.com/NormalDistribution.html
+
+#include <boost/math/distributions/fwd.hpp>
+#include <boost/math/special_functions/erf.hpp> // for erf/erfc.
+#include <boost/math/distributions/complement.hpp>
+#include <boost/math/distributions/detail/common_error_handling.hpp>
+
+#include <utility>
+
+namespace boost{ namespace math{
+
+template <class RealType = double, class Policy = policies::policy<> >
+class normal_distribution
+{
+public:
+   typedef RealType value_type;
+   typedef Policy policy_type;
+
+   normal_distribution(RealType l_mean = 0, RealType sd = 1)
+      : m_mean(l_mean), m_sd(sd)
+   { // Default is a 'standard' normal distribution N01.
+     static const char* function = "boost::math::normal_distribution<%1%>::normal_distribution";
+
+     RealType result;
+     detail::check_scale(function, sd, &result, Policy());
+     detail::check_location(function, l_mean, &result, Policy());
+   }
+
+   RealType mean()const
+   { // alias for location.
+      return m_mean;
+   }
+
+   RealType standard_deviation()const
+   { // alias for scale.
+      return m_sd;
+   }
+
+   // Synonyms, provided to allow generic use of find_location and find_scale.
+   RealType location()const
+   { // location.
+      return m_mean;
+   }
+   RealType scale()const
+   { // scale.
+      return m_sd;
+   }
+
+private:
+   //
+   // Data members:
+   //
+   RealType m_mean;  // distribution mean or location.
+   RealType m_sd;    // distribution standard deviation or scale.
+}; // class normal_distribution
+
+typedef normal_distribution<double> normal;
+
+#ifdef BOOST_MSVC
+#pragma warning(push)
+#pragma warning(disable:4127)
+#endif
+
+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.
+  if (std::numeric_limits<RealType>::has_infinity)
+  { 
+     return std::pair<RealType, RealType>(-std::numeric_limits<RealType>::infinity(), std::numeric_limits<RealType>::infinity()); // - to + infinity.
+  }
+  else
+  { // Can only use max_value.
+    using boost::math::tools::max_value;
+    return std::pair<RealType, RealType>(-max_value<RealType>(), max_value<RealType>()); // - to + max value.
+  }
+}
+
+template <class RealType, class Policy>
+inline const std::pair<RealType, RealType> support(const normal_distribution<RealType, Policy>& /*dist*/)
+{ // This is range values for random variable x where cdf rises from 0 to 1, and outside it, the pdf is zero.
+  if (std::numeric_limits<RealType>::has_infinity)
+  { 
+     return std::pair<RealType, RealType>(-std::numeric_limits<RealType>::infinity(), std::numeric_limits<RealType>::infinity()); // - to + infinity.
+  }
+  else
+  { // Can only use max_value.
+   using boost::math::tools::max_value;
+   return std::pair<RealType, RealType>(-max_value<RealType>(),  max_value<RealType>()); // - to + max value.
+  }
+}
+
+#ifdef BOOST_MSVC
+#pragma warning(pop)
+#endif
+
+template <class RealType, class Policy>
+inline RealType pdf(const normal_distribution<RealType, Policy>& dist, const RealType& x)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions
+
+   RealType sd = dist.standard_deviation();
+   RealType mean = dist.mean();
+
+   static const char* function = "boost::math::pdf(const normal_distribution<%1%>&, %1%)";
+
+   RealType result = 0;
+   if(false == detail::check_scale(function, sd, &result, Policy()))
+   {
+      return result;
+   }
+   if(false == detail::check_location(function, mean, &result, Policy()))
+   {
+      return result;
+   }
+   if((boost::math::isinf)(x))
+   {
+     return 0; // pdf + and - infinity is zero.
+   }
+   // Below produces MSVC 4127 warnings, so the above used instead.
+   //if(std::numeric_limits<RealType>::has_infinity && abs(x) == std::numeric_limits<RealType>::infinity())
+   //{ // pdf + and - infinity is zero.
+   //  return 0;
+   //}
+   if(false == detail::check_x(function, x, &result, Policy()))
+   {
+      return result;
+   }
+
+   RealType exponent = x - mean;
+   exponent *= -exponent;
+   exponent /= 2 * sd * sd;
+
+   result = exp(exponent);
+   result /= sd * sqrt(2 * constants::pi<RealType>());
+
+   return result;
+} // pdf
+
+template <class RealType, class Policy>
+inline RealType cdf(const normal_distribution<RealType, Policy>& dist, const RealType& x)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions
+
+   RealType sd = dist.standard_deviation();
+   RealType mean = dist.mean();
+   static const char* function = "boost::math::cdf(const normal_distribution<%1%>&, %1%)";
+   RealType result = 0;
+   if(false == detail::check_scale(function, sd, &result, Policy()))
+   {
+      return result;
+   }
+   if(false == detail::check_location(function, mean, &result, Policy()))
+   {
+      return result;
+   }
+   if((boost::math::isinf)(x))
+   {
+     if(x < 0) return 0; // -infinity
+     return 1; // + infinity
+   }
+   // These produce MSVC 4127 warnings, so the above used instead.
+   //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;
+   //}
+   if(false == detail::check_x(function, x, &result, Policy()))
+   {
+     return result;
+   }
+   RealType diff = (x - mean) / (sd * constants::root_two<RealType>());
+   result = boost::math::erfc(-diff, Policy()) / 2;
+   return result;
+} // cdf
+
+template <class RealType, class Policy>
+inline RealType quantile(const normal_distribution<RealType, Policy>& dist, const RealType& p)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions
+
+   RealType sd = dist.standard_deviation();
+   RealType mean = dist.mean();
+   static const char* function = "boost::math::quantile(const normal_distribution<%1%>&, %1%)";
+
+   RealType result = 0;
+   if(false == detail::check_scale(function, sd, &result, Policy()))
+      return result;
+   if(false == detail::check_location(function, mean, &result, Policy()))
+      return result;
+   if(false == detail::check_probability(function, p, &result, Policy()))
+      return result;
+
+   result= boost::math::erfc_inv(2 * p, Policy());
+   result = -result;
+   result *= sd * constants::root_two<RealType>();
+   result += mean;
+   return result;
+} // quantile
+
+template <class RealType, class Policy>
+inline RealType cdf(const complemented2_type<normal_distribution<RealType, Policy>, RealType>& c)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions
+
+   RealType sd = c.dist.standard_deviation();
+   RealType mean = c.dist.mean();
+   RealType x = c.param;
+   static const char* function = "boost::math::cdf(const complement(normal_distribution<%1%>&), %1%)";
+
+   RealType result = 0;
+   if(false == detail::check_scale(function, sd, &result, Policy()))
+      return result;
+   if(false == detail::check_location(function, mean, &result, Policy()))
+      return result;
+   if((boost::math::isinf)(x))
+   {
+     if(x < 0) return 1; // cdf complement -infinity is unity.
+     return 0; // cdf complement +infinity is zero
+   }
+   // These produce MSVC 4127 warnings, so the above used instead.
+   //if(std::numeric_limits<RealType>::has_infinity && x == std::numeric_limits<RealType>::infinity())
+   //{ // cdf complement +infinity is zero.
+   //  return 0;
+   //}
+   //if(std::numeric_limits<RealType>::has_infinity && x == -std::numeric_limits<RealType>::infinity())
+   //{ // cdf complement -infinity is unity.
+   //  return 1;
+   //}
+   if(false == detail::check_x(function, x, &result, Policy()))
+      return result;
+
+   RealType diff = (x - mean) / (sd * constants::root_two<RealType>());
+   result = boost::math::erfc(diff, Policy()) / 2;
+   return result;
+} // cdf complement
+
+template <class RealType, class Policy>
+inline RealType quantile(const complemented2_type<normal_distribution<RealType, Policy>, RealType>& c)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions
+
+   RealType sd = c.dist.standard_deviation();
+   RealType mean = c.dist.mean();
+   static const char* function = "boost::math::quantile(const complement(normal_distribution<%1%>&), %1%)";
+   RealType result = 0;
+   if(false == detail::check_scale(function, sd, &result, Policy()))
+      return result;
+   if(false == detail::check_location(function, mean, &result, Policy()))
+      return result;
+   RealType q = c.param;
+   if(false == detail::check_probability(function, q, &result, Policy()))
+      return result;
+   result = boost::math::erfc_inv(2 * q, Policy());
+   result *= sd * constants::root_two<RealType>();
+   result += mean;
+   return result;
+} // quantile
+
+template <class RealType, class Policy>
+inline RealType mean(const normal_distribution<RealType, Policy>& dist)
+{
+   return dist.mean();
+}
+
+template <class RealType, class Policy>
+inline RealType standard_deviation(const normal_distribution<RealType, Policy>& dist)
+{
+   return dist.standard_deviation();
+}
+
+template <class RealType, class Policy>
+inline RealType mode(const normal_distribution<RealType, Policy>& dist)
+{
+   return dist.mean();
+}
+
+template <class RealType, class Policy>
+inline RealType median(const normal_distribution<RealType, Policy>& dist)
+{
+   return dist.mean();
+}
+
+template <class RealType, class Policy>
+inline RealType skewness(const normal_distribution<RealType, Policy>& /*dist*/)
+{
+   return 0;
+}
+
+template <class RealType, class Policy>
+inline RealType kurtosis(const normal_distribution<RealType, Policy>& /*dist*/)
+{
+   return 3;
+}
+
+template <class RealType, class Policy>
+inline RealType kurtosis_excess(const normal_distribution<RealType, Policy>& /*dist*/)
+{
+   return 0;
+}
+
+} // 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_NORMAL_HPP
+
+