comparison DEPENDENCIES/generic/include/boost/math/distributions/logistic.hpp @ 16:2665513ce2d3

Add boost headers

+// Copyright 2008 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)
+
+#ifndef BOOST_MATH_DISTRIBUTIONS_LOGISTIC
+#define BOOST_MATH_DISTRIBUTIONS_LOGISTIC
+
+#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/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 l_location=0, RealType l_scale=1) // Constructor.
+        : m_location(l_location), m_scale(l_scale) 
+      {
+        static const char* function = "boost::math::logistic_distribution<%1%>::logistic_distribution";
+        
+        RealType result;
+        detail::check_scale(function, l_scale, &result, Policy());
+        detail::check_location(function, l_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>(
+         std::numeric_limits<RealType>::has_infinity ? -std::numeric_limits<RealType>::infinity() : -max_value<RealType>(), 
+         std::numeric_limits<RealType>::has_infinity ? std::numeric_limits<RealType>::infinity() : max_value<RealType>());
+    }
+    
+    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)
+    {
+       static const char* function = "boost::math::pdf(const logistic_distribution<%1%>&, %1%)";
+       RealType scale = dist.scale();
+       RealType location = dist.location();
+       RealType result = 0;
+
+       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))
+       {
+          return 0; // pdf + and - infinity is zero.
+       }
+
+       if(false == detail::check_x(function, x, &result, Policy()))
+       {
+          return result;
+       }
+
+       BOOST_MATH_STD_USING
+       RealType exp_term = (location - x) / scale;
+       if(fabs(exp_term) > tools::log_max_value<RealType>())
+          return 0;
+       exp_term = exp(exp_term);
+       if((exp_term * scale > 1) && (exp_term > tools::max_value<RealType>() / (scale * exp_term)))
+          return 1 / (scale * exp_term);
+       return (exp_term) / (scale * (1 + exp_term) * (1 + exp_term));
+    } 
+    
+    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 = 0; // 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;
+       }
+       BOOST_MATH_STD_USING
+       RealType power = (location - x) / scale;
+       if(power > tools::log_max_value<RealType>())
+          return 0;
+       if(power < -tools::log_max_value<RealType>())
+          return 1;
+       return 1 / (1 + exp(power)); 
+    } 
+    
+    template <class RealType, class Policy>
+    inline RealType quantile(const logistic_distribution<RealType, Policy>& dist, const RealType& p)
+    {
+       BOOST_MATH_STD_USING
+       RealType location = dist.location();
+       RealType scale = dist.scale();
+
+       static const char* function = "boost::math::quantile(const logistic_distribution<%1%>&, %1%)";
+
+       RealType result = 0;
+       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;
+
+       if(p == 0)
+       {
+          return -policies::raise_overflow_error<RealType>(function,"probability argument is 0, must be >0 and <1",Policy());
+       }
+       if(p == 1)
+       {
+          return policies::raise_overflow_error<RealType>(function,"probability argument is 1, must be >0 and <1",Policy());
+       }
+       //Expressions to try
+       //return location+scale*log(p/(1-p));
+       //return location+scale*log1p((2*p-1)/(1-p));
+
+       //return location - scale*log( (1-p)/p);
+       //return location - scale*log1p((1-2*p)/p);
+
+       //return -scale*log(1/p-1) + location;
+       return location - scale * log((1 - p) / p);
+     } // 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)
+    {
+       BOOST_MATH_STD_USING
+       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%)";
+
+       RealType result = 0;
+       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 1; // cdf complement -infinity is unity.
+          return 0; // cdf complement +infinity is zero.
+       }
+       if(false == detail::check_x(function, x, &result, Policy()))
+       {
+          return result;
+       }
+       RealType power = (x - location) / scale;
+       if(power > tools::log_max_value<RealType>())
+          return 0;
+       if(power < -tools::log_max_value<RealType>())
+          return 1;
+       return 1 / (1 + exp(power)); 
+    } 
+
+    template <class RealType, class Policy>
+    inline RealType quantile(const complemented2_type<logistic_distribution<RealType, Policy>, RealType>& c)
+    {
+       BOOST_MATH_STD_USING
+       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 = 0;
+       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 == 1)
+       {
+          return -policies::raise_overflow_error<RealType>(function,"probability argument is 1, but must be >0 and <1",Policy());
+       }
+       if(q == 0)
+       {
+          return policies::raise_overflow_error<RealType>(function,"probability argument is 0, but must be >0 and <1",Policy());
+       }
+       //Expressions to try 
+       //return location+scale*log((1-q)/q);
+       return location + scale * log((1 - q) / q);
+
+       //return location-scale*log(q/(1-q));
+       //return location-scale*log1p((2*q-1)/(1-q));
+
+       //return location+scale*log(1/q-1);
+       //return location+scale*log1p(1/q-2);
+    } 
+    
+    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 scale = dist.scale();
+      return boost::math::constants::pi<RealType>()*boost::math::constants::pi<RealType>()*scale*scale/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)
+
+    template <class RealType, class Policy>
+    inline RealType kurtosis(const logistic_distribution<RealType, Policy>& dist)
+    {
+      return kurtosis_excess(dist) + 3;
+    } // RealType kurtosis_excess(const logistic_distribution<RealType, Policy>& dist)
+  }}
+
+
+// Must come at the end:
+#include <boost/math/distributions/detail/derived_accessors.hpp>
+
+#endif // BOOST_MATH_DISTRIBUTIONS_LOGISTIC