| // Copyright John Maddock 2006. |
| // Copyright Paul A. Bristow 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) |
| |
| // TODO deal with infinity as special better - or remove. |
| // |
| |
| #ifndef BOOST_STATS_UNIFORM_HPP |
| #define BOOST_STATS_UNIFORM_HPP |
| |
| // http://www.itl.nist.gov/div898/handbook/eda/section3/eda3668.htm |
| // http://mathworld.wolfram.com/UniformDistribution.html |
| // http://documents.wolfram.com/calculationcenter/v2/Functions/ListsMatrices/Statistics/UniformDistribution.html |
| // http://en.wikipedia.org/wiki/Uniform_distribution_%28continuous%29 |
| |
| #include <boost/math/distributions/fwd.hpp> |
| #include <boost/math/distributions/detail/common_error_handling.hpp> |
| #include <boost/math/distributions/complement.hpp> |
| |
| #include <utility> |
| |
| namespace boost{ namespace math |
| { |
| namespace detail |
| { |
| template <class RealType, class Policy> |
| inline bool check_uniform_lower( |
| const char* function, |
| RealType lower, |
| RealType* result, const Policy& pol) |
| { |
| if((boost::math::isfinite)(lower)) |
| { // any finite value is OK. |
| return true; |
| } |
| else |
| { // Not finite. |
| *result = policies::raise_domain_error<RealType>( |
| function, |
| "Lower parameter is %1%, but must be finite!", lower, pol); |
| return false; |
| } |
| } // bool check_uniform_lower( |
| |
| template <class RealType, class Policy> |
| inline bool check_uniform_upper( |
| const char* function, |
| RealType upper, |
| RealType* result, const Policy& pol) |
| { |
| if((boost::math::isfinite)(upper)) |
| { // Any finite value is OK. |
| return true; |
| } |
| else |
| { // Not finite. |
| *result = policies::raise_domain_error<RealType>( |
| function, |
| "Upper parameter is %1%, but must be finite!", upper, pol); |
| return false; |
| } |
| } // bool check_uniform_upper( |
| |
| template <class RealType, class Policy> |
| inline bool check_uniform_x( |
| const char* function, |
| RealType const& x, |
| RealType* result, const Policy& pol) |
| { |
| if((boost::math::isfinite)(x)) |
| { // Any finite value is OK |
| return true; |
| } |
| else |
| { // Not finite.. |
| *result = policies::raise_domain_error<RealType>( |
| function, |
| "x parameter is %1%, but must be finite!", x, pol); |
| return false; |
| } |
| } // bool check_uniform_x |
| |
| template <class RealType, class Policy> |
| inline bool check_uniform( |
| const char* function, |
| RealType lower, |
| RealType upper, |
| RealType* result, const Policy& pol) |
| { |
| if((check_uniform_lower(function, lower, result, pol) == false) |
| || (check_uniform_upper(function, upper, result, pol) == false)) |
| { |
| return false; |
| } |
| else if (lower >= upper) // If lower == upper then 1 / (upper-lower) = 1/0 = +infinity! |
| { // upper and lower have been checked before, so must be lower >= upper. |
| *result = policies::raise_domain_error<RealType>( |
| function, |
| "lower parameter is %1%, but must be less than upper!", lower, pol); |
| return false; |
| } |
| else |
| { // All OK, |
| return true; |
| } |
| } // bool check_uniform( |
| |
| } // namespace detail |
| |
| template <class RealType = double, class Policy = policies::policy<> > |
| class uniform_distribution |
| { |
| public: |
| typedef RealType value_type; |
| typedef Policy policy_type; |
| |
| uniform_distribution(RealType lower = 0, RealType upper = 1) // Constructor. |
| : m_lower(lower), m_upper(upper) // Default is standard uniform distribution. |
| { |
| RealType result; |
| detail::check_uniform("boost::math::uniform_distribution<%1%>::uniform_distribution", lower, upper, &result, Policy()); |
| } |
| // Accessor functions. |
| RealType lower()const |
| { |
| return m_lower; |
| } |
| |
| RealType upper()const |
| { |
| return m_upper; |
| } |
| private: |
| // Data members: |
| RealType m_lower; // distribution lower aka a. |
| RealType m_upper; // distribution upper aka b. |
| }; // class uniform_distribution |
| |
| typedef uniform_distribution<double> uniform; |
| |
| template <class RealType, class Policy> |
| inline const std::pair<RealType, RealType> range(const uniform_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'. |
| // Note RealType infinity is NOT permitted, only max_value. |
| } |
| |
| template <class RealType, class Policy> |
| inline const std::pair<RealType, RealType> support(const uniform_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>(dist.lower(), dist.upper()); |
| } |
| |
| template <class RealType, class Policy> |
| inline RealType pdf(const uniform_distribution<RealType, Policy>& dist, const RealType& x) |
| { |
| RealType lower = dist.lower(); |
| RealType upper = dist.upper(); |
| RealType result; // of checks. |
| if(false == detail::check_uniform("boost::math::pdf(const uniform_distribution<%1%>&, %1%)", lower, upper, &result, Policy())) |
| { |
| return result; |
| } |
| if(false == detail::check_uniform_x("boost::math::pdf(const uniform_distribution<%1%>&, %1%)", x, &result, Policy())) |
| { |
| return result; |
| } |
| |
| if((x < lower) || (x > upper) ) |
| { |
| return 0; |
| } |
| else |
| { |
| return 1 / (upper - lower); |
| } |
| } // RealType pdf(const uniform_distribution<RealType, Policy>& dist, const RealType& x) |
| |
| template <class RealType, class Policy> |
| inline RealType cdf(const uniform_distribution<RealType, Policy>& dist, const RealType& x) |
| { |
| RealType lower = dist.lower(); |
| RealType upper = dist.upper(); |
| RealType result; // of checks. |
| if(false == detail::check_uniform("boost::math::cdf(const uniform_distribution<%1%>&, %1%)",lower, upper, &result, Policy())) |
| { |
| return result; |
| } |
| if(false == detail::check_uniform_x("boost::math::cdf(const uniform_distribution<%1%>&, %1%)", x, &result, Policy())) |
| { |
| return result; |
| } |
| if (x < lower) |
| { |
| return 0; |
| } |
| if (x > upper) |
| { |
| return 1; |
| } |
| return (x - lower) / (upper - lower); // lower <= x <= upper |
| } // RealType cdf(const uniform_distribution<RealType, Policy>& dist, const RealType& x) |
| |
| template <class RealType, class Policy> |
| inline RealType quantile(const uniform_distribution<RealType, Policy>& dist, const RealType& p) |
| { |
| RealType lower = dist.lower(); |
| RealType upper = dist.upper(); |
| RealType result; // of checks |
| if(false == detail::check_uniform("boost::math::quantile(const uniform_distribution<%1%>&, %1%)",lower, upper, &result, Policy())) |
| { |
| return result; |
| } |
| if(false == detail::check_probability("boost::math::quantile(const uniform_distribution<%1%>&, %1%)", p, &result, Policy())) |
| { |
| return result; |
| } |
| if(p == 0) |
| { |
| return lower; |
| } |
| if(p == 1) |
| { |
| return upper; |
| } |
| return p * (upper - lower) + lower; |
| } // RealType quantile(const uniform_distribution<RealType, Policy>& dist, const RealType& p) |
| |
| template <class RealType, class Policy> |
| inline RealType cdf(const complemented2_type<uniform_distribution<RealType, Policy>, RealType>& c) |
| { |
| RealType lower = c.dist.lower(); |
| RealType upper = c.dist.upper(); |
| RealType x = c.param; |
| RealType result; // of checks. |
| if(false == detail::check_uniform("boost::math::cdf(const uniform_distribution<%1%>&, %1%)", lower, upper, &result, Policy())) |
| { |
| return result; |
| } |
| if(false == detail::check_uniform_x("boost::math::cdf(const uniform_distribution<%1%>&, %1%)", x, &result, Policy())) |
| { |
| return result; |
| } |
| if (x < lower) |
| { |
| return 0; |
| } |
| if (x > upper) |
| { |
| return 1; |
| } |
| return (upper - x) / (upper - lower); |
| } // RealType cdf(const complemented2_type<uniform_distribution<RealType, Policy>, RealType>& c) |
| |
| template <class RealType, class Policy> |
| inline RealType quantile(const complemented2_type<uniform_distribution<RealType, Policy>, RealType>& c) |
| { |
| RealType lower = c.dist.lower(); |
| RealType upper = c.dist.upper(); |
| RealType q = c.param; |
| RealType result; // of checks. |
| if(false == detail::check_uniform("boost::math::quantile(const uniform_distribution<%1%>&, %1%)", lower, upper, &result, Policy())) |
| { |
| return result; |
| } |
| if(false == detail::check_probability("boost::math::quantile(const uniform_distribution<%1%>&, %1%)", q, &result, Policy())) |
| if(q == 0) |
| { |
| return lower; |
| } |
| if(q == 1) |
| { |
| return upper; |
| } |
| return -q * (upper - lower) + upper; |
| } // RealType quantile(const complemented2_type<uniform_distribution<RealType, Policy>, RealType>& c) |
| |
| template <class RealType, class Policy> |
| inline RealType mean(const uniform_distribution<RealType, Policy>& dist) |
| { |
| RealType lower = dist.lower(); |
| RealType upper = dist.upper(); |
| RealType result; // of checks. |
| if(false == detail::check_uniform("boost::math::mean(const uniform_distribution<%1%>&)", lower, upper, &result, Policy())) |
| { |
| return result; |
| } |
| return (lower + upper ) / 2; |
| } // RealType mean(const uniform_distribution<RealType, Policy>& dist) |
| |
| template <class RealType, class Policy> |
| inline RealType variance(const uniform_distribution<RealType, Policy>& dist) |
| { |
| RealType lower = dist.lower(); |
| RealType upper = dist.upper(); |
| RealType result; // of checks. |
| if(false == detail::check_uniform("boost::math::variance(const uniform_distribution<%1%>&)", lower, upper, &result, Policy())) |
| { |
| return result; |
| } |
| return (upper - lower) * ( upper - lower) / 12; |
| // for standard uniform = 0.833333333333333333333333333333333333333333; |
| } // RealType variance(const uniform_distribution<RealType, Policy>& dist) |
| |
| template <class RealType, class Policy> |
| inline RealType mode(const uniform_distribution<RealType, Policy>& dist) |
| { |
| RealType lower = dist.lower(); |
| RealType upper = dist.upper(); |
| RealType result; // of checks. |
| if(false == detail::check_uniform("boost::math::mode(const uniform_distribution<%1%>&)", lower, upper, &result, Policy())) |
| { |
| return result; |
| } |
| result = lower; // Any value [lower, upper] but arbitrarily choose lower. |
| return result; |
| } |
| |
| template <class RealType, class Policy> |
| inline RealType median(const uniform_distribution<RealType, Policy>& dist) |
| { |
| RealType lower = dist.lower(); |
| RealType upper = dist.upper(); |
| RealType result; // of checks. |
| if(false == detail::check_uniform("boost::math::median(const uniform_distribution<%1%>&)", lower, upper, &result, Policy())) |
| { |
| return result; |
| } |
| return (lower + upper) / 2; // |
| } |
| template <class RealType, class Policy> |
| inline RealType skewness(const uniform_distribution<RealType, Policy>& dist) |
| { |
| RealType lower = dist.lower(); |
| RealType upper = dist.upper(); |
| RealType result; // of checks. |
| if(false == detail::check_uniform("boost::math::skewness(const uniform_distribution<%1%>&)",lower, upper, &result, Policy())) |
| { |
| return result; |
| } |
| return 0; |
| } // RealType skewness(const uniform_distribution<RealType, Policy>& dist) |
| |
| template <class RealType, class Policy> |
| inline RealType kurtosis_excess(const uniform_distribution<RealType, Policy>& dist) |
| { |
| RealType lower = dist.lower(); |
| RealType upper = dist.upper(); |
| RealType result; // of checks. |
| if(false == detail::check_uniform("boost::math::kurtosis_execess(const uniform_distribution<%1%>&)", lower, upper, &result, Policy())) |
| { |
| return result; |
| } |
| return static_cast<RealType>(-6)/5; // -6/5 = -1.2; |
| } // RealType kurtosis_excess(const uniform_distribution<RealType, Policy>& dist) |
| |
| template <class RealType, class Policy> |
| inline RealType kurtosis(const uniform_distribution<RealType, Policy>& dist) |
| { |
| return kurtosis_excess(dist) + 3; |
| } |
| |
| } // namespace math |
| } // namespace boost |
| |
| // 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_UNIFORM_HPP |
| |
| |
| |