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// Copyright John Maddock 2006.
// 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)
// distributions.hpp provides definitions of the concept of a distribution
// and non-member accessor functions that must be implemented by all distributions.
// This is used to verify that
// all the features of a distributions have been fully implemented.
#ifndef BOOST_MATH_DISTRIBUTION_CONCEPT_HPP
#define BOOST_MATH_DISTRIBUTION_CONCEPT_HPP
#include <boost/math/distributions/complement.hpp>
#ifdef BOOST_MSVC
#pragma warning(push)
#pragma warning(disable: 4100)
#pragma warning(disable: 4510)
#pragma warning(disable: 4610)
#endif
#include <boost/concept_check.hpp>
#ifdef BOOST_MSVC
#pragma warning(pop)
#endif
#include <utility>
namespace boost{
namespace math{
namespace concepts
{
// Begin by defining a concept archetype
// for a distribution class:
//
template <class RealType>
class distribution_archetype
{
public:
typedef RealType value_type;
distribution_archetype(const distribution_archetype&); // Copy constructible.
distribution_archetype& operator=(const distribution_archetype&); // Assignable.
// There is no default constructor,
// but we need a way to instantiate the archetype:
static distribution_archetype& get_object()
{
// will never get caled:
return *reinterpret_cast<distribution_archetype*>(0);
}
}; // template <class RealType>class distribution_archetype
// Non-member accessor functions:
// (This list defines the functions that must be implemented by all distributions).
template <class RealType>
RealType pdf(const distribution_archetype<RealType>& dist, const RealType& x);
template <class RealType>
RealType cdf(const distribution_archetype<RealType>& dist, const RealType& x);
template <class RealType>
RealType quantile(const distribution_archetype<RealType>& dist, const RealType& p);
template <class RealType>
RealType cdf(const complemented2_type<distribution_archetype<RealType>, RealType>& c);
template <class RealType>
RealType quantile(const complemented2_type<distribution_archetype<RealType>, RealType>& c);
template <class RealType>
RealType mean(const distribution_archetype<RealType>& dist);
template <class RealType>
RealType standard_deviation(const distribution_archetype<RealType>& dist);
template <class RealType>
RealType variance(const distribution_archetype<RealType>& dist);
template <class RealType>
RealType hazard(const distribution_archetype<RealType>& dist);
template <class RealType>
RealType chf(const distribution_archetype<RealType>& dist);
// http://en.wikipedia.org/wiki/Characteristic_function_%28probability_theory%29
template <class RealType>
RealType coefficient_of_variation(const distribution_archetype<RealType>& dist);
template <class RealType>
RealType mode(const distribution_archetype<RealType>& dist);
template <class RealType>
RealType skewness(const distribution_archetype<RealType>& dist);
template <class RealType>
RealType kurtosis_excess(const distribution_archetype<RealType>& dist);
template <class RealType>
RealType kurtosis(const distribution_archetype<RealType>& dist);
template <class RealType>
RealType median(const distribution_archetype<RealType>& dist);
template <class RealType>
std::pair<RealType, RealType> range(const distribution_archetype<RealType>& dist);
template <class RealType>
std::pair<RealType, RealType> support(const distribution_archetype<RealType>& dist);
//
// Next comes the concept checks for verifying that a class
// fullfils the requirements of a Distribution:
//
template <class Distribution>
struct DistributionConcept
{
void constraints()
{
function_requires<CopyConstructibleConcept<Distribution> >();
function_requires<AssignableConcept<Distribution> >();
typedef typename Distribution::value_type value_type;
const Distribution& dist = DistributionConcept<Distribution>::get_object();
value_type x = 0;
// The result values are ignored in all these checks.
value_type v = cdf(dist, x);
v = cdf(complement(dist, x));
v = pdf(dist, x);
v = quantile(dist, x);
v = quantile(complement(dist, x));
v = mean(dist);
v = mode(dist);
v = standard_deviation(dist);
v = variance(dist);
v = hazard(dist, x);
v = chf(dist, x);
v = coefficient_of_variation(dist);
v = skewness(dist);
v = kurtosis(dist);
v = kurtosis_excess(dist);
v = median(dist);
std::pair<value_type, value_type> pv;
pv = range(dist);
pv = support(dist);
float f = 1;
v = cdf(dist, f);
v = cdf(complement(dist, f));
v = pdf(dist, f);
v = quantile(dist, f);
v = quantile(complement(dist, f));
v = hazard(dist, f);
v = chf(dist, f);
double d = 1;
v = cdf(dist, d);
v = cdf(complement(dist, d));
v = pdf(dist, d);
v = quantile(dist, d);
v = quantile(complement(dist, d));
v = hazard(dist, d);
v = chf(dist, d);
#ifndef TEST_MPFR
long double ld = 1;
v = cdf(dist, ld);
v = cdf(complement(dist, ld));
v = pdf(dist, ld);
v = quantile(dist, ld);
v = quantile(complement(dist, ld));
v = hazard(dist, ld);
v = chf(dist, ld);
#endif
int i = 1;
v = cdf(dist, i);
v = cdf(complement(dist, i));
v = pdf(dist, i);
v = quantile(dist, i);
v = quantile(complement(dist, i));
v = hazard(dist, i);
v = chf(dist, i);
unsigned long li = 1;
v = cdf(dist, li);
v = cdf(complement(dist, li));
v = pdf(dist, li);
v = quantile(dist, li);
v = quantile(complement(dist, li));
v = hazard(dist, li);
v = chf(dist, li);
}
private:
static Distribution& get_object()
{
// will never get called:
static char buf[sizeof(Distribution)];
return * reinterpret_cast<Distribution*>(buf);
}
}; // struct DistributionConcept
} // namespace concepts
} // namespace math
} // namespace boost
#endif // BOOST_MATH_DISTRIBUTION_CONCEPT_HPP