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_GAMMA_HPP

#define BOOST_STATS_GAMMA_HPP

// http://www.itl.nist.gov/div898/handbook/eda/section3/eda366b.htm

// http://mathworld.wolfram.com/GammaDistribution.html

// http://en.wikipedia.org/wiki/Gamma_distribution

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

#include <boost/math/special_functions/gamma.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_gamma_shape(

      const char* function,

      RealType shape,

      RealType* result, const Policy& pol)

{

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

   {

      *result = policies::raise_domain_error<RealType>(

         function,

         "Shape parameter is %1%, but must be > 0 !", shape, pol);

      return false;

   }

   return true;

}

template <class RealType, class Policy>

inline bool check_gamma_x(

      const char* function,

      RealType const& x,

      RealType* result, const Policy& pol)

{

   if((x < 0) || !(boost::math::isfinite)(x))

   {

      *result = policies::raise_domain_error<RealType>(

         function,

         "Random variate is %1% but must be >= 0 !", x, pol);

      return false;

   }

   return true;

}

template <class RealType, class Policy>

inline bool check_gamma(

      const char* function,

      RealType scale,

      RealType shape,

      RealType* result, const Policy& pol)

{

   return check_scale(function, scale, result, pol) && check_gamma_shape(function, shape, result, pol);

}

} // namespace detail

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

class gamma_distribution

{

public:

   typedef RealType value_type;

   typedef Policy policy_type;

   gamma_distribution(RealType l_shape, RealType l_scale = 1)

      : m_shape(l_shape), m_scale(l_scale)

   {

      RealType result;

      detail::check_gamma("boost::math::gamma_distribution<%1%>::gamma_distribution", l_scale, l_shape, &result, Policy());

   }

   RealType shape()const

   {

      return m_shape;

   }

   RealType scale()const

   {

      return m_scale;

   }

private:

   //

   // Data members:

   //

   RealType m_shape;     // distribution shape

   RealType m_scale;     // distribution scale

};

// NO typedef because of clash with name of gamma function.

template <class RealType, class Policy>

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

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

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

   return std::pair<RealType, RealType>(static_cast<RealType>(0), max_value<RealType>());

}

template <class RealType, class Policy>

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

}

template <class RealType, class Policy>

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

{

   BOOST_MATH_STD_USING  // for ADL of std functions

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

   RealType shape = dist.shape();

   RealType scale = dist.scale();

   RealType result = 0;

   if(false == detail::check_gamma(function, scale, shape, &result, Policy()))

      return result;

   if(false == detail::check_gamma_x(function, x, &result, Policy()))

      return result;

   if(x == 0)

   {

      return 0;

   }

   result = gamma_p_derivative(shape, x / scale, Policy()) / scale;

   return result;

} // pdf

template <class RealType, class Policy>

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

{

   BOOST_MATH_STD_USING  // for ADL of std functions

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

   RealType shape = dist.shape();

   RealType scale = dist.scale();

   RealType result = 0;

   if(false == detail::check_gamma(function, scale, shape, &result, Policy()))

      return result;

   if(false == detail::check_gamma_x(function, x, &result, Policy()))

      return result;

   result = boost::math::gamma_p(shape, x / scale, Policy());

   return result;

} // cdf

template <class RealType, class Policy>

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

{

   BOOST_MATH_STD_USING  // for ADL of std functions

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

   RealType shape = dist.shape();

   RealType scale = dist.scale();

   RealType result = 0;

   if(false == detail::check_gamma(function, scale, shape, &result, Policy()))

      return result;

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

      return result;

   if(p == 1)

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

   result = gamma_p_inv(shape, p, Policy()) * scale;

   return result;

}

template <class RealType, class Policy>

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

{

   BOOST_MATH_STD_USING  // for ADL of std functions

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

   RealType shape = c.dist.shape();

   RealType scale = c.dist.scale();

   RealType result = 0;

   if(false == detail::check_gamma(function, scale, shape, &result, Policy()))

      return result;

   if(false == detail::check_gamma_x(function, c.param, &result, Policy()))

      return result;

   result = gamma_q(shape, c.param / scale, Policy());

   return result;

}

template <class RealType, class Policy>

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

{

   BOOST_MATH_STD_USING  // for ADL of std functions

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

   RealType shape = c.dist.shape();

   RealType scale = c.dist.scale();

   RealType q = c.param;

   RealType result = 0;

   if(false == detail::check_gamma(function, scale, shape, &result, Policy()))

      return result;

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

      return result;

   if(q == 0)

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

   result = gamma_q_inv(shape, q, Policy()) * scale;

   return result;

}

template <class RealType, class Policy>

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

{

   BOOST_MATH_STD_USING  // for ADL of std functions

   static const char* function = "boost::math::mean(const gamma_distribution<%1%>&)";

   RealType shape = dist.shape();

   RealType scale = dist.scale();

   RealType result = 0;

   if(false == detail::check_gamma(function, scale, shape, &result, Policy()))

      return result;

   result = shape * scale;

   return result;

}

template <class RealType, class Policy>

inline RealType variance(const gamma_distribution<RealType, Policy>& dist)

{

   BOOST_MATH_STD_USING  // for ADL of std functions

   static const char* function = "boost::math::variance(const gamma_distribution<%1%>&)";

   RealType shape = dist.shape();

   RealType scale = dist.scale();

   RealType result = 0;

   if(false == detail::check_gamma(function, scale, shape, &result, Policy()))

      return result;

   result = shape * scale * scale;

   return result;

}

template <class RealType, class Policy>

inline RealType mode(const gamma_distribution<RealType, Policy>& dist)

{

   BOOST_MATH_STD_USING  // for ADL of std functions

   static const char* function = "boost::math::mode(const gamma_distribution<%1%>&)";

   RealType shape = dist.shape();

   RealType scale = dist.scale();

   RealType result = 0;

   if(false == detail::check_gamma(function, scale, shape, &result, Policy()))

      return result;

   if(shape < 1)

      return policies::raise_domain_error<RealType>(

         function,

         "The mode of the gamma distribution is only defined for values of the shape parameter >= 1, but got %1%.",

         shape, Policy());

   result = (shape - 1) * scale;

   return result;

}

//template <class RealType, class Policy>

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

//{  // Rely on default definition in derived accessors.

//}

template <class RealType, class Policy>

inline RealType skewness(const gamma_distribution<RealType, Policy>& dist)

{

   BOOST_MATH_STD_USING  // for ADL of std functions

   static const char* function = "boost::math::skewness(const gamma_distribution<%1%>&)";

   RealType shape = dist.shape();

   RealType scale = dist.scale();

   RealType result = 0;

   if(false == detail::check_gamma(function, scale, shape, &result, Policy()))

      return result;

   result = 2 / sqrt(shape);

   return result;

}

template <class RealType, class Policy>

inline RealType kurtosis_excess(const gamma_distribution<RealType, Policy>& dist)

{

   BOOST_MATH_STD_USING  // for ADL of std functions

   static const char* function = "boost::math::kurtosis_excess(const gamma_distribution<%1%>&)";

   RealType shape = dist.shape();

   RealType scale = dist.scale();

   RealType result = 0;

   if(false == detail::check_gamma(function, scale, shape, &result, Policy()))

      return result;

   result = 6 / shape;

   return result;

}

template <class RealType, class Policy>

inline RealType kurtosis(const gamma_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_GAMMA_HPP