SV platform dependency builds

//  Copyright Paul A. Bristow 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_rayleigh_HPP

#define BOOST_STATS_rayleigh_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: 4702) // unreachable code (return after domain_error throw).

#endif

#include <utility>

namespace boost{ namespace math{

namespace detail

{ // Error checks:

  template <class RealType, class Policy>

  inline bool verify_sigma(const char* function, RealType sigma, RealType* presult, const Policy& pol)

  {

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

     {

        *presult = policies::raise_domain_error<RealType>(

           function,

           "The scale parameter \"sigma\" must be > 0 and finite, but was: %1%.", sigma, pol);

        return false;

     }

     return true;

  } // bool verify_sigma

  template <class RealType, class Policy>

  inline bool verify_rayleigh_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;

  } // bool verify_rayleigh_x

} // namespace detail

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

class rayleigh_distribution

{

public:

   typedef RealType value_type;

   typedef Policy policy_type;

   rayleigh_distribution(RealType l_sigma = 1)

      : m_sigma(l_sigma)

   {

      RealType err;

      detail::verify_sigma("boost::math::rayleigh_distribution<%1%>::rayleigh_distribution", l_sigma, &err, Policy());

   } // rayleigh_distribution

   RealType sigma()const

   { // Accessor.

     return m_sigma;

   }

private:

   RealType m_sigma;

}; // class rayleigh_distribution

typedef rayleigh_distribution<double> rayleigh;

template <class RealType, class Policy>

inline const std::pair<RealType, RealType> range(const rayleigh_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), 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 rayleigh_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>(static_cast<RealType>(0),  max_value<RealType>());

}

template <class RealType, class Policy>

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

{

   BOOST_MATH_STD_USING // for ADL of std function exp.

   RealType sigma = dist.sigma();

   RealType result = 0;

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

   if(false == detail::verify_sigma(function, sigma, &result, Policy()))

   {

      return result;

   }

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

   {

      return result;

   }

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

   {

      return 0;

   }

   RealType sigmasqr = sigma * sigma;

   result = x * (exp(-(x * x) / ( 2 * sigmasqr))) / sigmasqr;

   return result;

} // pdf

template <class RealType, class Policy>

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

{

   BOOST_MATH_STD_USING // for ADL of std functions

   RealType result = 0;

   RealType sigma = dist.sigma();

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

   if(false == detail::verify_sigma(function, sigma, &result, Policy()))

   {

      return result;

   }

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

   {

      return result;

   }

   result = -boost::math::expm1(-x * x / ( 2 * sigma * sigma), Policy());

   return result;

} // cdf

template <class RealType, class Policy>

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

{

   BOOST_MATH_STD_USING // for ADL of std functions

   RealType result = 0;

   RealType sigma = dist.sigma();

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

   if(false == detail::verify_sigma(function, sigma, &result, Policy()))

      return result;

   if(false == 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 = sqrt(-2 * sigma * sigma * boost::math::log1p(-p, Policy()));

   return result;

} // quantile

template <class RealType, class Policy>

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

{

   BOOST_MATH_STD_USING // for ADL of std functions

   RealType result = 0;

   RealType sigma = c.dist.sigma();

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

   if(false == detail::verify_sigma(function, sigma, &result, Policy()))

   {

      return result;

   }

   RealType x = c.param;

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

   {

      return result;

   }

   RealType ea = x * x / (2 * sigma * sigma);

   // Fix for VC11/12 x64 bug in exp(float):

   if (ea >= tools::max_value<RealType>())

      return 0;

   result =  exp(-ea);

   return result;

} // cdf complement

template <class RealType, class Policy>

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

{

   BOOST_MATH_STD_USING // for ADL of std functions, log & sqrt.

   RealType result = 0;

   RealType sigma = c.dist.sigma();

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

   if(false == detail::verify_sigma(function, sigma, &result, Policy()))

   {

      return result;

   }

   RealType q = c.param;

   if(false == 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 = sqrt(-2 * sigma * sigma * log(q));

   return result;

} // quantile complement

template <class RealType, class Policy>

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

{

   RealType result = 0;

   RealType sigma = dist.sigma();

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

   if(false == detail::verify_sigma(function, sigma, &result, Policy()))

   {

      return result;

   }

   using boost::math::constants::root_half_pi;

   return sigma * root_half_pi<RealType>();

} // mean

template <class RealType, class Policy>

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

{

   RealType result = 0;

   RealType sigma = dist.sigma();

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

   if(false == detail::verify_sigma(function, sigma, &result, Policy()))

   {

      return result;

   }

   using boost::math::constants::four_minus_pi;

   return four_minus_pi<RealType>() * sigma * sigma / 2;

} // variance

template <class RealType, class Policy>

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

{

   return dist.sigma();

}

template <class RealType, class Policy>

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

{

   using boost::math::constants::root_ln_four;

   return root_ln_four<RealType>() * dist.sigma();

}

template <class RealType, class Policy>

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

{

  // using namespace boost::math::constants;

  return static_cast<RealType>(0.63111065781893713819189935154422777984404221106391L);

  // Computed using NTL at 150 bit, about 50 decimal digits.

  // return 2 * root_pi<RealType>() * pi_minus_three<RealType>() / pow23_four_minus_pi<RealType>();

}

template <class RealType, class Policy>

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

{

  // using namespace boost::math::constants;

  return static_cast<RealType>(3.2450893006876380628486604106197544154170667057995L);

  // Computed using NTL at 150 bit, about 50 decimal digits.

  // return 3 - (6 * pi<RealType>() * pi<RealType>() - 24 * pi<RealType>() + 16) /

  // (four_minus_pi<RealType>() * four_minus_pi<RealType>());

}

template <class RealType, class Policy>

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

{

  //using namespace boost::math::constants;

  // Computed using NTL at 150 bit, about 50 decimal digits.

  return static_cast<RealType>(0.2450893006876380628486604106197544154170667057995L);

  // return -(6 * pi<RealType>() * pi<RealType>() - 24 * pi<RealType>() + 16) /

  //   (four_minus_pi<RealType>() * four_minus_pi<RealType>());

} // kurtosis

} // 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_rayleigh_HPP