SV platform dependency builds

//  Copyright John Maddock 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)

#ifndef BOOST_STATS_EXPONENTIAL_HPP

#define BOOST_STATS_EXPONENTIAL_HPP

#include <boost/math/distributions/fwd.hpp>

#include <boost/math/constants/constants.hpp>

#include <boost/math/special_functions/log1p.hpp>

#include <boost/math/special_functions/expm1.hpp>

#include <boost/math/distributions/complement.hpp>

#include <boost/math/distributions/detail/common_error_handling.hpp>

#include <boost/config/no_tr1/cmath.hpp>

#ifdef BOOST_MSVC

# pragma warning(push)

# pragma warning(disable: 4127) // conditional expression is constant

# pragma warning(disable: 4702) // unreachable code (return after domain_error throw).

#endif

#include <utility>

namespace boost{ namespace math{

namespace detail{

//

// Error check:

//

template <class RealType, class Policy>

inline bool verify_lambda(const char* function, RealType l, RealType* presult, const Policy& pol)

{

   if((l <= 0) || !(boost::math::isfinite)(l))

   {

      *presult = policies::raise_domain_error<RealType>(

         function,

         "The scale parameter \"lambda\" must be > 0, but was: %1%.", l, pol);

      return false;

   }

   return true;

}

template <class RealType, class Policy>

inline bool verify_exp_x(const char* function, RealType x, RealType* presult, const Policy& pol)

{

   if((x < 0) || (boost::math::isnan)(x))

   {

      *presult = policies::raise_domain_error<RealType>(

         function,

         "The random variable must be >= 0, but was: %1%.", x, pol);

      return false;

   }

   return true;

}

} // namespace detail

template <class RealType = double, class Policy = policies::policy<> >

class exponential_distribution

{

public:

   typedef RealType value_type;

   typedef Policy policy_type;

   exponential_distribution(RealType l_lambda = 1)

      : m_lambda(l_lambda)

   {

      RealType err;

      detail::verify_lambda("boost::math::exponential_distribution<%1%>::exponential_distribution", l_lambda, &err, Policy());

   } // exponential_distribution

   RealType lambda()const { return m_lambda; }

private:

   RealType m_lambda;

};

typedef exponential_distribution<double> exponential;

template <class RealType, class Policy>

inline const std::pair<RealType, RealType> range(const exponential_distribution<RealType, Policy>& /*dist*/)

{ // Range of permissible values for random variable x.

  if (std::numeric_limits<RealType>::has_infinity)

  { 

    return std::pair<RealType, RealType>(static_cast<RealType>(0), std::numeric_limits<RealType>::infinity()); // 0 to + infinity.

  }

  else

  {

   using boost::math::tools::max_value;

   return std::pair<RealType, RealType>(static_cast<RealType>(0), max_value<RealType>()); // 0 to + max

  }

}

template <class RealType, class Policy>

inline const std::pair<RealType, RealType> support(const exponential_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;

   using boost::math::tools::min_value;

   return std::pair<RealType, RealType>(min_value<RealType>(),  max_value<RealType>());

   // min_value<RealType>() to avoid a discontinuity at x = 0.

}

template <class RealType, class Policy>

inline RealType pdf(const exponential_distribution<RealType, Policy>& dist, const RealType& x)

{

   BOOST_MATH_STD_USING // for ADL of std functions

   static const char* function = "boost::math::pdf(const exponential_distribution<%1%>&, %1%)";

   RealType lambda = dist.lambda();

   RealType result = 0;

   if(0 == detail::verify_lambda(function, lambda, &result, Policy()))

      return result;

   if(0 == detail::verify_exp_x(function, x, &result, Policy()))

      return result;

   // Workaround for VC11/12 bug:

   if ((boost::math::isinf)(x))

      return 0;

   result = lambda * exp(-lambda * x);

   return result;

} // pdf

template <class RealType, class Policy>

inline RealType cdf(const exponential_distribution<RealType, Policy>& dist, const RealType& x)

{

   BOOST_MATH_STD_USING // for ADL of std functions

   static const char* function = "boost::math::cdf(const exponential_distribution<%1%>&, %1%)";

   RealType result = 0;

   RealType lambda = dist.lambda();

   if(0 == detail::verify_lambda(function, lambda, &result, Policy()))

      return result;

   if(0 == detail::verify_exp_x(function, x, &result, Policy()))

      return result;

   result = -boost::math::expm1(-x * lambda, Policy());

   return result;

} // cdf

template <class RealType, class Policy>

inline RealType quantile(const exponential_distribution<RealType, Policy>& dist, const RealType& p)

{

   BOOST_MATH_STD_USING // for ADL of std functions

   static const char* function = "boost::math::quantile(const exponential_distribution<%1%>&, %1%)";

   RealType result = 0;

   RealType lambda = dist.lambda();

   if(0 == detail::verify_lambda(function, lambda, &result, Policy()))

      return result;

   if(0 == detail::check_probability(function, p, &result, Policy()))

      return result;

   if(p == 0)

      return 0;

   if(p == 1)

      return policies::raise_overflow_error<RealType>(function, 0, Policy());

   result = -boost::math::log1p(-p, Policy()) / lambda;

   return result;

} // quantile

template <class RealType, class Policy>

inline RealType cdf(const complemented2_type<exponential_distribution<RealType, Policy>, RealType>& c)

{

   BOOST_MATH_STD_USING // for ADL of std functions

   static const char* function = "boost::math::cdf(const exponential_distribution<%1%>&, %1%)";

   RealType result = 0;

   RealType lambda = c.dist.lambda();

   if(0 == detail::verify_lambda(function, lambda, &result, Policy()))

      return result;

   if(0 == detail::verify_exp_x(function, c.param, &result, Policy()))

      return result;

   // Workaround for VC11/12 bug:

   if (c.param >= tools::max_value<RealType>())

      return 0;

   result = exp(-c.param * lambda);

   return result;

}

template <class RealType, class Policy>

inline RealType quantile(const complemented2_type<exponential_distribution<RealType, Policy>, RealType>& c)

{

   BOOST_MATH_STD_USING // for ADL of std functions

   static const char* function = "boost::math::quantile(const exponential_distribution<%1%>&, %1%)";

   RealType result = 0;

   RealType lambda = c.dist.lambda();

   if(0 == detail::verify_lambda(function, lambda, &result, Policy()))

      return result;

   RealType q = c.param;

   if(0 == detail::check_probability(function, q, &result, Policy()))

      return result;

   if(q == 1)

      return 0;

   if(q == 0)

      return policies::raise_overflow_error<RealType>(function, 0, Policy());

   result = -log(q) / lambda;

   return result;

}

template <class RealType, class Policy>

inline RealType mean(const exponential_distribution<RealType, Policy>& dist)

{

   RealType result = 0;

   RealType lambda = dist.lambda();

   if(0 == detail::verify_lambda("boost::math::mean(const exponential_distribution<%1%>&)", lambda, &result, Policy()))

      return result;

   return 1 / lambda;

}

template <class RealType, class Policy>

inline RealType standard_deviation(const exponential_distribution<RealType, Policy>& dist)

{

   RealType result = 0;

   RealType lambda = dist.lambda();

   if(0 == detail::verify_lambda("boost::math::standard_deviation(const exponential_distribution<%1%>&)", lambda, &result, Policy()))

      return result;

   return 1 / lambda;

}

template <class RealType, class Policy>

inline RealType mode(const exponential_distribution<RealType, Policy>& /*dist*/)

{

   return 0;

}

template <class RealType, class Policy>

inline RealType median(const exponential_distribution<RealType, Policy>& dist)

{

   using boost::math::constants::ln_two;

   return ln_two<RealType>() / dist.lambda(); // ln(2) / lambda

}

template <class RealType, class Policy>

inline RealType skewness(const exponential_distribution<RealType, Policy>& /*dist*/)

{

   return 2;

}

template <class RealType, class Policy>

inline RealType kurtosis(const exponential_distribution<RealType, Policy>& /*dist*/)

{

   return 9;

}

template <class RealType, class Policy>

inline RealType kurtosis_excess(const exponential_distribution<RealType, Policy>& /*dist*/)

{

   return 6;

}

} // namespace math

} // namespace boost

#ifdef BOOST_MSVC

# pragma warning(pop)

#endif

// 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_EXPONENTIAL_HPP