SV platform dependency builds

//  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