| // Copyright 2008 John Maddock |
| // |
| // 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_MATH_DISTRIBUTIONS_DETAIL_HG_CDF_HPP |
| #define BOOST_MATH_DISTRIBUTIONS_DETAIL_HG_CDF_HPP |
| |
| #include <boost/math/policies/error_handling.hpp> |
| #include <boost/math/distributions/detail/hypergeometric_pdf.hpp> |
| |
| namespace boost{ namespace math{ namespace detail{ |
| |
| template <class T, class Policy> |
| T hypergeometric_cdf_imp(unsigned x, unsigned r, unsigned n, unsigned N, bool invert, const Policy& pol) |
| { |
| #ifdef BOOST_MSVC |
| # pragma warning(push) |
| # pragma warning(disable:4267) |
| #endif |
| BOOST_MATH_STD_USING |
| T result = 0; |
| T mode = floor(T(r + 1) * T(n + 1) / (N + 2)); |
| if(x < mode) |
| { |
| result = hypergeometric_pdf<T>(x, r, n, N, pol); |
| T diff = result; |
| unsigned lower_limit = static_cast<unsigned>((std::max)(0, (int)(n + r) - (int)(N))); |
| while(diff > (invert ? T(1) : result) * tools::epsilon<T>()) |
| { |
| diff = T(x) * T((N + x) - n - r) * diff / (T(1 + n - x) * T(1 + r - x)); |
| result += diff; |
| BOOST_MATH_INSTRUMENT_VARIABLE(x); |
| BOOST_MATH_INSTRUMENT_VARIABLE(diff); |
| BOOST_MATH_INSTRUMENT_VARIABLE(result); |
| if(x == lower_limit) |
| break; |
| --x; |
| } |
| } |
| else |
| { |
| invert = !invert; |
| unsigned upper_limit = (std::min)(r, n); |
| if(x != upper_limit) |
| { |
| ++x; |
| result = hypergeometric_pdf<T>(x, r, n, N, pol); |
| T diff = result; |
| while((x <= upper_limit) && (diff > (invert ? T(1) : result) * tools::epsilon<T>())) |
| { |
| diff = T(n - x) * T(r - x) * diff / (T(x + 1) * T((N + x + 1) - n - r)); |
| result += diff; |
| ++x; |
| BOOST_MATH_INSTRUMENT_VARIABLE(x); |
| BOOST_MATH_INSTRUMENT_VARIABLE(diff); |
| BOOST_MATH_INSTRUMENT_VARIABLE(result); |
| } |
| } |
| } |
| if(invert) |
| result = 1 - result; |
| return result; |
| #ifdef BOOST_MSVC |
| # pragma warning(pop) |
| #endif |
| } |
| |
| template <class T, class Policy> |
| inline T hypergeometric_cdf(unsigned x, unsigned r, unsigned n, unsigned N, bool invert, const Policy&) |
| { |
| BOOST_FPU_EXCEPTION_GUARD |
| typedef typename tools::promote_args<T>::type result_type; |
| typedef typename policies::evaluation<result_type, Policy>::type value_type; |
| typedef typename policies::normalise< |
| Policy, |
| policies::promote_float<false>, |
| policies::promote_double<false>, |
| policies::discrete_quantile<>, |
| policies::assert_undefined<> >::type forwarding_policy; |
| |
| value_type result; |
| result = detail::hypergeometric_cdf_imp<value_type>(x, r, n, N, invert, forwarding_policy()); |
| if(result > 1) |
| { |
| result = 1; |
| } |
| if(result < 0) |
| { |
| result = 0; |
| } |
| return policies::checked_narrowing_cast<result_type, forwarding_policy>(result, "boost::math::hypergeometric_cdf<%1%>(%1%,%1%,%1%,%1%)"); |
| } |
| |
| }}} // namespaces |
| |
| #endif |
| |