Chris@16: //  Copyright John Maddock 2006.
Chris@16: //  Use, modification and distribution are subject to the
Chris@16: //  Boost Software License, Version 1.0. (See accompanying file
Chris@16: //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
Chris@16: 
Chris@16: // distributions.hpp provides definitions of the concept of a distribution
Chris@16: // and non-member accessor functions that must be implemented by all distributions.
Chris@16: // This is used to verify that
Chris@16: // all the features of a distributions have been fully implemented.
Chris@16: 
Chris@16: #ifndef BOOST_MATH_DISTRIBUTION_CONCEPT_HPP
Chris@16: #define BOOST_MATH_DISTRIBUTION_CONCEPT_HPP
Chris@16: 
Chris@16: #include <boost/math/distributions/complement.hpp>
Chris@16: #include <boost/math/distributions/fwd.hpp>
Chris@16: #ifdef BOOST_MSVC
Chris@16: #pragma warning(push)
Chris@16: #pragma warning(disable: 4100)
Chris@16: #pragma warning(disable: 4510)
Chris@16: #pragma warning(disable: 4610)
Chris@16: #pragma warning(disable: 4189) // local variable is initialized but not referenced.
Chris@16: #endif
Chris@16: #include <boost/concept_check.hpp>
Chris@16: #ifdef BOOST_MSVC
Chris@16: #pragma warning(pop)
Chris@16: #endif
Chris@16: #include <utility>
Chris@16: 
Chris@16: namespace boost{
Chris@16: namespace math{
Chris@16: 
Chris@16: namespace concepts
Chris@16: {
Chris@16: // Begin by defining a concept archetype
Chris@16: // for a distribution class:
Chris@16: //
Chris@16: template <class RealType>
Chris@16: class distribution_archetype
Chris@16: {
Chris@16: public:
Chris@16:    typedef RealType value_type;
Chris@16: 
Chris@16:    distribution_archetype(const distribution_archetype&); // Copy constructible.
Chris@16:    distribution_archetype& operator=(const distribution_archetype&); // Assignable.
Chris@16: 
Chris@16:    // There is no default constructor,
Chris@16:    // but we need a way to instantiate the archetype:
Chris@16:    static distribution_archetype& get_object()
Chris@16:    {
Chris@16:       // will never get caled:
Chris@16:       return *reinterpret_cast<distribution_archetype*>(0);
Chris@16:    }
Chris@16: }; // template <class RealType>class distribution_archetype
Chris@16: 
Chris@16: // Non-member accessor functions:
Chris@16: // (This list defines the functions that must be implemented by all distributions).
Chris@16: 
Chris@16: template <class RealType>
Chris@16: RealType pdf(const distribution_archetype<RealType>& dist, const RealType& x);
Chris@16: 
Chris@16: template <class RealType>
Chris@16: RealType cdf(const distribution_archetype<RealType>& dist, const RealType& x);
Chris@16: 
Chris@16: template <class RealType>
Chris@16: RealType quantile(const distribution_archetype<RealType>& dist, const RealType& p);
Chris@16: 
Chris@16: template <class RealType>
Chris@16: RealType cdf(const complemented2_type<distribution_archetype<RealType>, RealType>& c);
Chris@16: 
Chris@16: template <class RealType>
Chris@16: RealType quantile(const complemented2_type<distribution_archetype<RealType>, RealType>& c);
Chris@16: 
Chris@16: template <class RealType>
Chris@16: RealType mean(const distribution_archetype<RealType>& dist);
Chris@16: 
Chris@16: template <class RealType>
Chris@16: RealType standard_deviation(const distribution_archetype<RealType>& dist);
Chris@16: 
Chris@16: template <class RealType>
Chris@16: RealType variance(const distribution_archetype<RealType>& dist);
Chris@16: 
Chris@16: template <class RealType>
Chris@16: RealType hazard(const distribution_archetype<RealType>& dist);
Chris@16: 
Chris@16: template <class RealType>
Chris@16: RealType chf(const distribution_archetype<RealType>& dist);
Chris@16: // http://en.wikipedia.org/wiki/Characteristic_function_%28probability_theory%29
Chris@16: 
Chris@16: template <class RealType>
Chris@16: RealType coefficient_of_variation(const distribution_archetype<RealType>& dist);
Chris@16: 
Chris@16: template <class RealType>
Chris@16: RealType mode(const distribution_archetype<RealType>& dist);
Chris@16: 
Chris@16: template <class RealType>
Chris@16: RealType skewness(const distribution_archetype<RealType>& dist);
Chris@16: 
Chris@16: template <class RealType>
Chris@16: RealType kurtosis_excess(const distribution_archetype<RealType>& dist);
Chris@16: 
Chris@16: template <class RealType>
Chris@16: RealType kurtosis(const distribution_archetype<RealType>& dist);
Chris@16: 
Chris@16: template <class RealType>
Chris@16: RealType median(const distribution_archetype<RealType>& dist);
Chris@16: 
Chris@16: template <class RealType>
Chris@16: std::pair<RealType, RealType> range(const distribution_archetype<RealType>& dist);
Chris@16: 
Chris@16: template <class RealType>
Chris@16: std::pair<RealType, RealType> support(const distribution_archetype<RealType>& dist);
Chris@16: 
Chris@16: //
Chris@16: // Next comes the concept checks for verifying that a class
Chris@16: // fullfils the requirements of a Distribution:
Chris@16: //
Chris@16: template <class Distribution>
Chris@16: struct DistributionConcept
Chris@16: {
Chris@16:    typedef typename Distribution::value_type value_type;
Chris@16: 
Chris@16:    void constraints()
Chris@16:    {
Chris@16:       function_requires<CopyConstructibleConcept<Distribution> >();
Chris@16:       function_requires<AssignableConcept<Distribution> >();
Chris@16: 
Chris@16:       const Distribution& dist = DistributionConcept<Distribution>::get_object();
Chris@16: 
Chris@16:       value_type x = 0;
Chris@16:        // The result values are ignored in all these checks.
Chris@16:        value_type v = cdf(dist, x);
Chris@16:       v = cdf(complement(dist, x));
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = pdf(dist, x);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = quantile(dist, x);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = quantile(complement(dist, x));
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = mean(dist);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = mode(dist);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = standard_deviation(dist);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = variance(dist);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = hazard(dist, x);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = chf(dist, x);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = coefficient_of_variation(dist);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = skewness(dist);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = kurtosis(dist);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = kurtosis_excess(dist);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = median(dist);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       std::pair<value_type, value_type> pv;
Chris@16:       pv = range(dist);
Chris@16:       suppress_unused_variable_warning(pv);
Chris@16:       pv = support(dist);
Chris@16:       suppress_unused_variable_warning(pv);
Chris@16: 
Chris@16:       float f = 1;
Chris@16:       v = cdf(dist, f);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = cdf(complement(dist, f));
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = pdf(dist, f);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = quantile(dist, f);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = quantile(complement(dist, f));
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = hazard(dist, f);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = chf(dist, f);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       double d = 1;
Chris@16:       v = cdf(dist, d);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = cdf(complement(dist, d));
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = pdf(dist, d);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = quantile(dist, d);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = quantile(complement(dist, d));
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = hazard(dist, d);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = chf(dist, d);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16: #ifndef TEST_MPFR
Chris@16:       long double ld = 1;
Chris@16:       v = cdf(dist, ld);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = cdf(complement(dist, ld));
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = pdf(dist, ld);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = quantile(dist, ld);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = quantile(complement(dist, ld));
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = hazard(dist, ld);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = chf(dist, ld);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16: #endif
Chris@16:       int i = 1;
Chris@16:       v = cdf(dist, i);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = cdf(complement(dist, i));
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = pdf(dist, i);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = quantile(dist, i);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = quantile(complement(dist, i));
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = hazard(dist, i);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = chf(dist, i);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       unsigned long li = 1;
Chris@16:       v = cdf(dist, li);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = cdf(complement(dist, li));
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = pdf(dist, li);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = quantile(dist, li);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = quantile(complement(dist, li));
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = hazard(dist, li);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       v = chf(dist, li);
Chris@16:       suppress_unused_variable_warning(v);
Chris@16:       test_extra_members(dist);
Chris@16:    }
Chris@16:    template <class D>
Chris@16:    static void test_extra_members(const D&)
Chris@16:    {}
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::bernoulli_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.success_fraction();
Chris@16:       (void)r; // warning suppression
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::beta_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r1 = d.alpha();
Chris@16:       value_type r2 = d.beta();
Chris@16:       r1 = boost::math::beta_distribution<R, P>::find_alpha(r1, r2);
Chris@16:       suppress_unused_variable_warning(r1);
Chris@16:       r1 = boost::math::beta_distribution<R, P>::find_beta(r1, r2);
Chris@16:       suppress_unused_variable_warning(r1);
Chris@16:       r1 = boost::math::beta_distribution<R, P>::find_alpha(r1, r2, r1);
Chris@16:       suppress_unused_variable_warning(r1);
Chris@16:       r1 = boost::math::beta_distribution<R, P>::find_beta(r1, r2, r1);
Chris@16:       suppress_unused_variable_warning(r1);
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::binomial_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.success_fraction();
Chris@16:       r = d.trials();
Chris@16:       r = Distribution::find_lower_bound_on_p(r, r, r);
Chris@16:       r = Distribution::find_lower_bound_on_p(r, r, r, Distribution::clopper_pearson_exact_interval);
Chris@16:       r = Distribution::find_lower_bound_on_p(r, r, r, Distribution::jeffreys_prior_interval);
Chris@16:       r = Distribution::find_upper_bound_on_p(r, r, r);
Chris@16:       r = Distribution::find_upper_bound_on_p(r, r, r, Distribution::clopper_pearson_exact_interval);
Chris@16:       r = Distribution::find_upper_bound_on_p(r, r, r, Distribution::jeffreys_prior_interval);
Chris@16:       r = Distribution::find_minimum_number_of_trials(r, r, r);
Chris@16:       r = Distribution::find_maximum_number_of_trials(r, r, r);
Chris@16:       suppress_unused_variable_warning(r);
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::cauchy_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.location();
Chris@16:       r = d.scale();
Chris@16:       suppress_unused_variable_warning(r);
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::chi_squared_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.degrees_of_freedom();
Chris@16:       r = Distribution::find_degrees_of_freedom(r, r, r, r);
Chris@16:       r = Distribution::find_degrees_of_freedom(r, r, r, r, r);
Chris@16:       suppress_unused_variable_warning(r);
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::exponential_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.lambda();
Chris@16:       suppress_unused_variable_warning(r);
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::extreme_value_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.scale();
Chris@16:       r = d.location();
Chris@16:       suppress_unused_variable_warning(r);
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::fisher_f_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.degrees_of_freedom1();
Chris@16:       r = d.degrees_of_freedom2();
Chris@16:       suppress_unused_variable_warning(r);
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::gamma_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.scale();
Chris@16:       r = d.shape();
Chris@16:       suppress_unused_variable_warning(r);
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::inverse_chi_squared_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.scale();
Chris@16:       r = d.degrees_of_freedom();
Chris@16:       suppress_unused_variable_warning(r);
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::inverse_gamma_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.scale();
Chris@16:       r = d.shape();
Chris@16:       suppress_unused_variable_warning(r);
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::hypergeometric_distribution<R, P>& d)
Chris@16:    {
Chris@16:       unsigned u = d.defective();
Chris@16:       u = d.sample_count();
Chris@16:       u = d.total();
Chris@16:       suppress_unused_variable_warning(u);
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::laplace_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.scale();
Chris@16:       r = d.location();
Chris@16:       suppress_unused_variable_warning(r);
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::logistic_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.scale();
Chris@16:       r = d.location();
Chris@16:       suppress_unused_variable_warning(r);
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::lognormal_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.scale();
Chris@16:       r = d.location();
Chris@16:       suppress_unused_variable_warning(r);
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::negative_binomial_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.success_fraction();
Chris@16:       r = d.successes();
Chris@16:       r = Distribution::find_lower_bound_on_p(r, r, r);
Chris@16:       r = Distribution::find_upper_bound_on_p(r, r, r);
Chris@16:       r = Distribution::find_minimum_number_of_trials(r, r, r);
Chris@16:       r = Distribution::find_maximum_number_of_trials(r, r, r);
Chris@16:       suppress_unused_variable_warning(r);
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::non_central_beta_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r1 = d.alpha();
Chris@16:       value_type r2 = d.beta();
Chris@16:       r1 = d.non_centrality();
Chris@16:       (void)r1; // warning suppression
Chris@16:       (void)r2; // warning suppression
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::non_central_chi_squared_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.degrees_of_freedom();
Chris@16:       r = d.non_centrality();
Chris@16:       r = Distribution::find_degrees_of_freedom(r, r, r);
Chris@16:       r = Distribution::find_degrees_of_freedom(boost::math::complement(r, r, r));
Chris@16:       r = Distribution::find_non_centrality(r, r, r);
Chris@16:       r = Distribution::find_non_centrality(boost::math::complement(r, r, r));
Chris@16:       (void)r; // warning suppression
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::non_central_f_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.degrees_of_freedom1();
Chris@16:       r = d.degrees_of_freedom2();
Chris@16:       r = d.non_centrality();
Chris@16:       (void)r; // warning suppression
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::non_central_t_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.degrees_of_freedom();
Chris@16:       r = d.non_centrality();
Chris@16:       (void)r; // warning suppression
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::normal_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.scale();
Chris@16:       r = d.location();
Chris@16:       r = d.mean();
Chris@16:       r = d.standard_deviation();
Chris@16:       (void)r; // warning suppression
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::pareto_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.scale();
Chris@16:       r = d.shape();
Chris@16:       (void)r; // warning suppression
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::poisson_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.mean();
Chris@16:       (void)r; // warning suppression
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::rayleigh_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.sigma();
Chris@16:       (void)r; // warning suppression
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::students_t_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.degrees_of_freedom();
Chris@16:       r = d.find_degrees_of_freedom(r, r, r, r);
Chris@16:       r = d.find_degrees_of_freedom(r, r, r, r, r);
Chris@16:       (void)r; // warning suppression
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::triangular_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.lower();
Chris@16:       r = d.mode();
Chris@16:       r = d.upper();
Chris@16:       (void)r; // warning suppression
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::weibull_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.scale();
Chris@16:       r = d.shape();
Chris@16:       (void)r; // warning suppression
Chris@16:    }
Chris@16:    template <class R, class P>
Chris@16:    static void test_extra_members(const boost::math::uniform_distribution<R, P>& d)
Chris@16:    {
Chris@16:       value_type r = d.lower();
Chris@16:       r = d.upper();
Chris@16:       (void)r; // warning suppression
Chris@16:    }
Chris@16: private:
Chris@16:    static Distribution* pd;
Chris@16:    static Distribution& get_object()
Chris@16:    {
Chris@16:       // In reality this will never get called:
Chris@16:       return *pd;
Chris@16:    }
Chris@16: }; // struct DistributionConcept
Chris@16: 
Chris@16: template <class Distribution>
Chris@16: Distribution* DistributionConcept<Distribution>::pd = 0;
Chris@16: 
Chris@16: } // namespace concepts
Chris@16: } // namespace math
Chris@16: } // namespace boost
Chris@16: 
Chris@16: #endif // BOOST_MATH_DISTRIBUTION_CONCEPT_HPP
Chris@16: