| // Copyright 2008 Gautam Sewani |
| // |
| // 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) |
| |
| #include <boost/math/distributions/fwd.hpp> |
| #include <boost/math/distributions/detail/common_error_handling.hpp> |
| #include <boost/math/distributions/complement.hpp> |
| #include <boost/math/special_functions/log1p.hpp> |
| #include <boost/math/constants/constants.hpp> |
| #include <utility> |
| |
| namespace boost { namespace math { |
| |
| template <class RealType = double, class Policy = policies::policy<> > |
| class logistic_distribution |
| { |
| public: |
| typedef RealType value_type; |
| typedef Policy policy_type; |
| |
| logistic_distribution(RealType location=0, RealType scale=1) // Constructor. |
| : m_location(location), m_scale(scale) |
| { |
| static const char* function = "boost::math::logistic_distribution<%1%>::logistic_distribution"; |
| |
| RealType result; |
| detail::check_scale(function, scale, &result, Policy()); |
| detail::check_location(function, location, &result, Policy()); |
| } |
| // Accessor functions. |
| RealType scale()const |
| { |
| return m_scale; |
| } |
| |
| RealType location()const |
| { |
| return m_location; |
| } |
| private: |
| // Data members: |
| RealType m_location; // distribution location aka mu. |
| RealType m_scale; // distribution scale aka s. |
| }; // class logistic_distribution |
| |
| |
| typedef logistic_distribution<double> logistic; |
| |
| template <class RealType, class Policy> |
| inline const std::pair<RealType, RealType> range(const logistic_distribution<RealType, Policy>& /* dist */) |
| { // Range of permissible values for random variable x. |
| using boost::math::tools::max_value; |
| return std::pair<RealType, RealType>(-max_value<RealType>(), max_value<RealType>()); // - to + infinity |
| } |
| |
| template <class RealType, class Policy> |
| inline const std::pair<RealType, RealType> support(const logistic_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>(-max_value<RealType>(), max_value<RealType>()); // - to + infinity |
| } |
| |
| |
| template <class RealType, class Policy> |
| inline RealType pdf(const logistic_distribution<RealType, Policy>& dist, const RealType& x) |
| { |
| RealType scale = dist.scale(); |
| RealType location = dist.location(); |
| |
| static const char* function = "boost::math::pdf(const logistic_distribution<%1%>&, %1%)"; |
| if((boost::math::isinf)(x)) |
| { |
| return 0; // pdf + and - infinity is zero. |
| } |
| |
| RealType result; |
| if(false == detail::check_scale(function, scale , &result, Policy())) |
| { |
| return result; |
| } |
| if(false == detail::check_location(function, location, &result, Policy())) |
| { |
| return result; |
| } |
| if(false == detail::check_x(function, x, &result, Policy())) |
| { |
| return result; |
| } |
| |
| BOOST_MATH_STD_USING |
| RealType exp_term = (location - x) / scale; |
| if(fabs(exp_term) > tools::log_max_value<RealType>()) |
| return 0; |
| exp_term = exp(exp_term); |
| if((exp_term * scale > 1) && (exp_term > tools::max_value<RealType>() / (scale * exp_term))) |
| return 1 / (scale * exp_term); |
| return (exp_term) / (scale * (1 + exp_term) * (1 + exp_term)); |
| } |
| |
| template <class RealType, class Policy> |
| inline RealType cdf(const logistic_distribution<RealType, Policy>& dist, const RealType& x) |
| { |
| RealType scale = dist.scale(); |
| RealType location = dist.location(); |
| RealType result; // of checks. |
| static const char* function = "boost::math::cdf(const logistic_distribution<%1%>&, %1%)"; |
| if(false == detail::check_scale(function, scale, &result, Policy())) |
| { |
| return result; |
| } |
| if(false == detail::check_location(function, location, &result, Policy())) |
| { |
| return result; |
| } |
| |
| if((boost::math::isinf)(x)) |
| { |
| if(x < 0) return 0; // -infinity |
| return 1; // + infinity |
| } |
| |
| if(false == detail::check_x(function, x, &result, Policy())) |
| { |
| return result; |
| } |
| BOOST_MATH_STD_USING |
| RealType power = (location - x) / scale; |
| if(power > tools::log_max_value<RealType>()) |
| return 0; |
| if(power < -tools::log_max_value<RealType>()) |
| return 1; |
| return 1 / (1 + exp(power)); |
| } |
| |
| template <class RealType, class Policy> |
| inline RealType quantile(const logistic_distribution<RealType, Policy>& dist, const RealType& p) |
| { |
| BOOST_MATH_STD_USING |
| RealType location = dist.location(); |
| RealType scale = dist.scale(); |
| |
| static const char* function = "boost::math::quantile(const logistic_distribution<%1%>&, %1%)"; |
| |
| RealType result; |
| if(false == detail::check_scale(function, scale, &result, Policy())) |
| return result; |
| if(false == detail::check_location(function, location, &result, Policy())) |
| return result; |
| if(false == detail::check_probability(function, p, &result, Policy())) |
| return result; |
| |
| if(p == 0) |
| { |
| return -policies::raise_overflow_error<RealType>(function,"probability argument is 0, must be >0 and <1",Policy()); |
| } |
| if(p == 1) |
| { |
| return policies::raise_overflow_error<RealType>(function,"probability argument is 1, must be >0 and <1",Policy()); |
| } |
| //Expressions to try |
| //return location+scale*log(p/(1-p)); |
| //return location+scale*log1p((2*p-1)/(1-p)); |
| |
| //return location - scale*log( (1-p)/p); |
| //return location - scale*log1p((1-2*p)/p); |
| |
| //return -scale*log(1/p-1) + location; |
| return location - scale * log((1 - p) / p); |
| } // RealType quantile(const logistic_distribution<RealType, Policy>& dist, const RealType& p) |
| |
| template <class RealType, class Policy> |
| inline RealType cdf(const complemented2_type<logistic_distribution<RealType, Policy>, RealType>& c) |
| { |
| BOOST_MATH_STD_USING |
| RealType location = c.dist.location(); |
| RealType scale = c.dist.scale(); |
| RealType x = c.param; |
| static const char* function = "boost::math::cdf(const complement(logistic_distribution<%1%>&), %1%)"; |
| |
| if((boost::math::isinf)(x)) |
| { |
| if(x < 0) return 1; // cdf complement -infinity is unity. |
| return 0; // cdf complement +infinity is zero |
| } |
| RealType result; |
| if(false == detail::check_scale(function, scale, &result, Policy())) |
| return result; |
| if(false == detail::check_location(function, location, &result, Policy())) |
| return result; |
| if(false == detail::check_x(function, x, &result, Policy())) |
| return result; |
| RealType power = (x - location) / scale; |
| if(power > tools::log_max_value<RealType>()) |
| return 0; |
| if(power < -tools::log_max_value<RealType>()) |
| return 1; |
| return 1 / (1 + exp(power)); |
| } |
| |
| template <class RealType, class Policy> |
| inline RealType quantile(const complemented2_type<logistic_distribution<RealType, Policy>, RealType>& c) |
| { |
| BOOST_MATH_STD_USING |
| RealType scale = c.dist.scale(); |
| RealType location = c.dist.location(); |
| static const char* function = "boost::math::quantile(const complement(logistic_distribution<%1%>&), %1%)"; |
| RealType result; |
| if(false == detail::check_scale(function, scale, &result, Policy())) |
| return result; |
| if(false == detail::check_location(function, location, &result, Policy())) |
| return result; |
| RealType q = c.param; |
| if(false == detail::check_probability(function, q, &result, Policy())) |
| return result; |
| using boost::math::tools::max_value; |
| |
| if(q == 1) |
| { |
| return -policies::raise_overflow_error<RealType>(function,"probability argument is 1, but must be >0 and <1",Policy()); |
| } |
| if(q == 0) |
| { |
| return policies::raise_overflow_error<RealType>(function,"probability argument is 0, but must be >0 and <1",Policy()); |
| } |
| //Expressions to try |
| //return location+scale*log((1-q)/q); |
| return location + scale * log((1 - q) / q); |
| |
| //return location-scale*log(q/(1-q)); |
| //return location-scale*log1p((2*q-1)/(1-q)); |
| |
| //return location+scale*log(1/q-1); |
| //return location+scale*log1p(1/q-2); |
| } |
| |
| template <class RealType, class Policy> |
| inline RealType mean(const logistic_distribution<RealType, Policy>& dist) |
| { |
| return dist.location(); |
| } // RealType mean(const logistic_distribution<RealType, Policy>& dist) |
| |
| template <class RealType, class Policy> |
| inline RealType variance(const logistic_distribution<RealType, Policy>& dist) |
| { |
| BOOST_MATH_STD_USING |
| RealType scale = dist.scale(); |
| return boost::math::constants::pi<RealType>()*boost::math::constants::pi<RealType>()*scale*scale/3; |
| } // RealType variance(const logistic_distribution<RealType, Policy>& dist) |
| |
| template <class RealType, class Policy> |
| inline RealType mode(const logistic_distribution<RealType, Policy>& dist) |
| { |
| return dist.location(); |
| } |
| |
| template <class RealType, class Policy> |
| inline RealType median(const logistic_distribution<RealType, Policy>& dist) |
| { |
| return dist.location(); |
| } |
| template <class RealType, class Policy> |
| inline RealType skewness(const logistic_distribution<RealType, Policy>& /*dist*/) |
| { |
| return 0; |
| } // RealType skewness(const logistic_distribution<RealType, Policy>& dist) |
| |
| template <class RealType, class Policy> |
| inline RealType kurtosis_excess(const logistic_distribution<RealType, Policy>& /*dist*/) |
| { |
| return static_cast<RealType>(6)/5; |
| } // RealType kurtosis_excess(const logistic_distribution<RealType, Policy>& dist) |
| |
| template <class RealType, class Policy> |
| inline RealType kurtosis(const logistic_distribution<RealType, Policy>& dist) |
| { |
| return kurtosis_excess(dist) + 3; |
| } // RealType kurtosis_excess(const logistic_distribution<RealType, Policy>& dist) |
| }} |
| |
| |
| // Must come at the end: |
| #include <boost/math/distributions/detail/derived_accessors.hpp> |
| |