| // Copyright John Maddock 2007. |
| // Copyright Paul A. Bristow 2007, 2009, 2012. |
| |
| // 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) |
| |
| // boost_math.cpp This is the main DLL file. |
| |
| //#define BOOST_MATH_OVERFLOW_ERROR_POLICY errno_on_error |
| //#define BOOST_MATH_ASSERT_UNDEFINED_POLICY false |
| // These are now defined in project properties |
| // to avoid complications with pre-compiled headers: |
| // "BOOST_MATH_ASSERT_UNDEFINED_POLICY=0" |
| // "BOOST_MATH_OVERFLOW_ERROR_POLICY="errno_on_error"" |
| // so command line shows: |
| // /D "BOOST_MATH_ASSERT_UNDEFINED_POLICY=0" |
| // /D "BOOST_MATH_OVERFLOW_ERROR_POLICY="errno_on_error"" |
| |
| #include "stdafx.h" |
| |
| #ifdef _MSC_VER |
| # pragma warning(disable: 4400) // 'const boost_math::any_distribution ^' : const/volatile qualifiers on this type are not supported |
| # pragma warning(disable: 4244) // 'argument' : conversion from 'double' to 'unsigned int', possible loss of data |
| # pragma warning(disable: 4512) // assignment operator could not be generated |
| // hypergeometric expects integer parameters. |
| # pragma warning(disable: 4127) // constant |
| #endif |
| |
| #include "boost_math.h" |
| |
| namespace boost_math |
| { |
| |
| any_distribution::any_distribution(int t, double arg1, double arg2, double arg3) |
| { |
| TRANSLATE_EXCEPTIONS_BEGIN |
| // This is where all the work gets done: |
| switch(t) // index of distribution to distribution_info distributions[] |
| { // New entries must match distribution names, parameter name(s) and defaults defined below. |
| case 0: |
| this->reset(new concrete_distribution<boost::math::bernoulli>(boost::math::bernoulli(arg1))); |
| break; |
| case 1: |
| this->reset(new concrete_distribution<boost::math::beta_distribution<> >(boost::math::beta_distribution<>(arg1, arg2))); |
| break; // Note - no typedef, so need explicit type <> but rely on default = double. |
| case 2: |
| this->reset(new concrete_distribution<boost::math::binomial_distribution<> >(boost::math::binomial_distribution<>(arg1, arg2))); |
| break; // Note - no typedef, so need explicit type <> but rely on default = double. |
| case 3: |
| this->reset(new concrete_distribution<boost::math::cauchy>(boost::math::cauchy(arg1, arg2))); |
| break; |
| case 4: |
| this->reset(new concrete_distribution<boost::math::chi_squared>(boost::math::chi_squared(arg1))); |
| break; |
| case 5: |
| this->reset(new concrete_distribution<boost::math::exponential>(boost::math::exponential(arg1))); |
| break; |
| case 6: |
| this->reset(new concrete_distribution<boost::math::extreme_value>(boost::math::extreme_value(arg1))); |
| break; |
| case 7: |
| this->reset(new concrete_distribution<boost::math::fisher_f >(boost::math::fisher_f(arg1, arg2))); |
| break; |
| case 8: |
| this->reset(new concrete_distribution<boost::math::gamma_distribution<> >(boost::math::gamma_distribution<>(arg1, arg2))); |
| break; |
| case 9: |
| this->reset(new concrete_distribution<boost::math::geometric_distribution<> >(boost::math::geometric_distribution<>(arg1))); |
| break; |
| case 10: |
| this->reset(new concrete_distribution<boost::math::hypergeometric_distribution<> >(boost::math::hypergeometric_distribution<>(arg1, arg2, arg3))); |
| break; |
| case 11: |
| this->reset(new concrete_distribution<boost::math::inverse_chi_squared_distribution<> >(boost::math::inverse_chi_squared_distribution<>(arg1, arg2))); |
| break; |
| case 12: |
| this->reset(new concrete_distribution<boost::math::inverse_gamma_distribution<> >(boost::math::inverse_gamma_distribution<>(arg1, arg2))); |
| break; |
| case 13: |
| this->reset(new concrete_distribution<boost::math::inverse_gaussian_distribution<> >(boost::math::inverse_gaussian_distribution<>(arg1, arg2))); |
| break; |
| case 14: |
| this->reset(new concrete_distribution<boost::math::laplace_distribution<> >(boost::math::laplace_distribution<>(arg1, arg2))); |
| break; |
| case 15: |
| this->reset(new concrete_distribution<boost::math::logistic_distribution<> >(boost::math::logistic_distribution<>(arg1, arg2))); |
| break; |
| case 16: |
| this->reset(new concrete_distribution<boost::math::lognormal_distribution<> >(boost::math::lognormal_distribution<>(arg1, arg2))); |
| break; |
| case 17: |
| this->reset(new concrete_distribution<boost::math::negative_binomial_distribution<> >(boost::math::negative_binomial_distribution<>(arg1, arg2))); |
| break; |
| case 18: |
| this->reset(new concrete_distribution<boost::math::non_central_beta_distribution<> >(boost::math::non_central_beta_distribution<>(arg1, arg2, arg3))); |
| break; |
| case 19: |
| this->reset(new concrete_distribution<boost::math::non_central_chi_squared_distribution<> >(boost::math::non_central_chi_squared_distribution<>(arg1, arg2))); |
| break; |
| case 20: |
| this->reset(new concrete_distribution<boost::math::non_central_f_distribution<> >(boost::math::non_central_f_distribution<>(arg1, arg2, arg3))); |
| break; |
| case 21: |
| this->reset(new concrete_distribution<boost::math::non_central_t_distribution<> >(boost::math::non_central_t_distribution<>(arg1, arg2))); |
| break; |
| case 22: |
| this->reset(new concrete_distribution<boost::math::normal_distribution<> >(boost::math::normal_distribution<>(arg1, arg2))); |
| break; |
| case 23: |
| this->reset(new concrete_distribution<boost::math::pareto>(boost::math::pareto(arg1, arg2))); |
| break; |
| case 24: |
| this->reset(new concrete_distribution<boost::math::poisson>(boost::math::poisson(arg1))); |
| break; |
| case 25: |
| this->reset(new concrete_distribution<boost::math::rayleigh>(boost::math::rayleigh(arg1))); |
| break; |
| case 26: |
| this->reset(new concrete_distribution<boost::math::skew_normal>(boost::math::skew_normal(arg1, arg2, arg3))); |
| break; |
| case 27: |
| this->reset(new concrete_distribution<boost::math::students_t>(boost::math::students_t(arg1))); |
| break; |
| case 28: |
| this->reset(new concrete_distribution<boost::math::triangular>(boost::math::triangular(arg1, arg2, arg3))); |
| break; |
| case 29: |
| this->reset(new concrete_distribution<boost::math::uniform>(boost::math::uniform(arg1, arg2))); |
| break; |
| case 30: |
| this->reset(new concrete_distribution<boost::math::weibull>(boost::math::weibull(arg1, arg2))); |
| break; |
| |
| |
| default: |
| // TODO Need some proper error handling here? |
| assert(0); |
| } |
| TRANSLATE_EXCEPTIONS_END |
| } // any_distribution constructor. |
| |
| struct distribution_info |
| { |
| const char* name; // of distribution. |
| const char* first_param; // Parameters' name like "degrees of freedom", |
| const char* second_param; // if required, else "", |
| const char* third_param; // if required, else "". |
| // triangular and non-centrals need 3 parameters. |
| // (Only the Bi-Weibull would need 5 parameters?) |
| double first_default; // distribution parameter value, often 0, 0.5 or 1. |
| double second_default; // 0 if there isn't a second argument. |
| // Note that defaults below follow default argument in constructors, |
| // if any, but need not be the same. |
| double third_default; // 0 if there isn't a third argument. |
| }; |
| |
| distribution_info distributions[] = |
| { // distribution name, parameter name(s) and default(s) |
| // Order must match any_distribution constructor above! |
| // Null string "" and zero default for un-used arguments. |
| { "Bernoulli", "Probability", "", "",0.5, 0, 0}, // case 0 |
| { "Beta", "Alpha", "Beta", "", 1, 1, 0}, // case 1 |
| { "Binomial", "Trials", "Probability of success", "", 1, 0.5, 0}, // case 2 |
| { "Cauchy", "Location", "Scale", "", 0, 1, 0}, // case 3 |
| { "Chi_squared", "Degrees of freedom", "", "", 1, 0, 0}, // case 4 |
| { "Exponential", "lambda", "", "", 1, 0, 0}, // case 5 |
| { "Extreme value", "Location", "Scale", "", 0, 1, 0}, // case 6 |
| { "Fisher-F", "Degrees of freedom 1", "Degrees of freedom 2", "", 1, 1, 0}, // case 7 |
| { "Gamma (Erlang)", "Shape", "Scale", "", 1, 1, 0}, // case 8 |
| { "Geometric", "Probability", "", "", 1, 0, 0}, // case 9 |
| { "HyperGeometric", "Defects", "Samples", "Objects", 1, 0, 1}, // case 10 |
| { "InverseChiSq", "Degrees of Freedom", "Scale", "", 1, 1, 0}, // case 11 |
| { "InverseGamma", "Shape", "Scale", "", 1, 1, 0}, // case 12 |
| { "InverseGaussian", "Mean", "Scale", "", 1, 1, 0}, // case 13 |
| { "Laplace", "Location", "Scale", "", 0, 1, 0}, // case 14 |
| { "Logistic", "Location", "Scale", "", 0, 1, 0}, // case 15 |
| { "LogNormal", "Location", "Scale", "", 0, 1, 0}, // case 16 |
| { "Negative Binomial", "Successes", "Probability of success", "", 1, 0.5, 0}, // case 17 |
| { "Noncentral Beta", "Shape alpha", "Shape beta", "Non-centrality", 1, 1, 0}, // case 18 |
| { "Noncentral ChiSquare", "Degrees of Freedom", "Non-centrality", "", 1, 0, 0}, // case 19 |
| { "Noncentral F", "Degrees of Freedom 1", "Degrees of Freedom 2", "Non-centrality", 1, 1, 0}, // case 20 |
| { "Noncentral t", "Degrees of Freedom", "Non-centrality", "", 1, 0, 0}, // case 21 |
| { "Normal (Gaussian)", "Mean", "Standard Deviation", "", 0, 1, 0}, // case 22 |
| { "Pareto", "Location", "Shape","", 1, 1, 0}, // case 23 |
| { "Poisson", "Mean", "", "", 1, 0, 0}, // case 24 |
| { "Rayleigh", "Shape", "", "", 1, 0, 0}, // case 25 |
| { "Skew Normal", "Location", "Shape", "Skew", 0, 1, 0}, // case 27 (defaults to Gaussian). |
| { "Student's t", "Degrees of Freedom", "", "", 1, 0, 0}, // case 28 |
| { "Triangular", "Lower", "Mode", "Upper", -1, 0, +1 }, // case 29 3rd parameter! |
| // 0, 0.5, 1 also said to be 'standard' but this is most like an approximation to Gaussian distribution. |
| { "Uniform", "Lower", "Upper", "", 0, 1, 0}, // case 30 |
| { "Weibull", "Shape", "Scale", "", 1, 1, 0}, // case 31 |
| }; |
| |
| // How many distributions are supported: |
| int any_distribution::size() |
| { |
| return sizeof(distributions) / sizeof(distributions[0]); |
| } |
| |
| // Display name of i'th distribution: |
| System::String^ any_distribution::distribution_name(int i) |
| { |
| if(i >= size()) |
| return ""; |
| return gcnew System::String(distributions[i].name); |
| } |
| // Name of first distribution parameter, or null if not supported: |
| System::String^ any_distribution::first_param_name(int i) |
| { |
| if(i >= size()) |
| return ""; |
| return gcnew System::String(distributions[i].first_param); |
| } |
| // Name of second distribution parameter, or null if not supported: |
| System::String^ any_distribution::second_param_name(int i) |
| { |
| if(i >= size()) |
| return ""; |
| return gcnew System::String(distributions[i].second_param); |
| } |
| // Name of third distribution parameter, or null if not supported: |
| System::String^ any_distribution::third_param_name(int i) |
| { |
| if(i >= size()) |
| return ""; |
| return gcnew System::String(distributions[i].third_param); |
| } |
| // default value for first parameter: |
| double any_distribution::first_param_default(int i) |
| { |
| if(i >= size()) |
| return 0; |
| return distributions[i].first_default; |
| } |
| // default value for second parameter: |
| double any_distribution::second_param_default(int i) |
| { |
| if(i >= size()) |
| return 0; |
| return distributions[i].second_default; |
| } |
| // default value for third parameter: |
| double any_distribution::third_param_default(int i) |
| { |
| if(i >= size()) |
| return 0; |
| return distributions[i].third_default; |
| } |
| |
| } // namespace boost_math |
| |
| |