492 lines
17 KiB
C++
492 lines
17 KiB
C++
// 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>
|
|
#include <boost/math/distributions/fwd.hpp>
|
|
#ifdef BOOST_MSVC
|
|
#pragma warning(push)
|
|
#pragma warning(disable: 4100)
|
|
#pragma warning(disable: 4510)
|
|
#pragma warning(disable: 4610)
|
|
#pragma warning(disable: 4189) // local variable is initialized but not referenced.
|
|
#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
|
|
{
|
|
typedef typename Distribution::value_type value_type;
|
|
|
|
void constraints()
|
|
{
|
|
function_requires<CopyConstructibleConcept<Distribution> >();
|
|
function_requires<AssignableConcept<Distribution> >();
|
|
|
|
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));
|
|
suppress_unused_variable_warning(v);
|
|
v = pdf(dist, x);
|
|
suppress_unused_variable_warning(v);
|
|
v = quantile(dist, x);
|
|
suppress_unused_variable_warning(v);
|
|
v = quantile(complement(dist, x));
|
|
suppress_unused_variable_warning(v);
|
|
v = mean(dist);
|
|
suppress_unused_variable_warning(v);
|
|
v = mode(dist);
|
|
suppress_unused_variable_warning(v);
|
|
v = standard_deviation(dist);
|
|
suppress_unused_variable_warning(v);
|
|
v = variance(dist);
|
|
suppress_unused_variable_warning(v);
|
|
v = hazard(dist, x);
|
|
suppress_unused_variable_warning(v);
|
|
v = chf(dist, x);
|
|
suppress_unused_variable_warning(v);
|
|
v = coefficient_of_variation(dist);
|
|
suppress_unused_variable_warning(v);
|
|
v = skewness(dist);
|
|
suppress_unused_variable_warning(v);
|
|
v = kurtosis(dist);
|
|
suppress_unused_variable_warning(v);
|
|
v = kurtosis_excess(dist);
|
|
suppress_unused_variable_warning(v);
|
|
v = median(dist);
|
|
suppress_unused_variable_warning(v);
|
|
std::pair<value_type, value_type> pv;
|
|
pv = range(dist);
|
|
suppress_unused_variable_warning(pv);
|
|
pv = support(dist);
|
|
suppress_unused_variable_warning(pv);
|
|
|
|
float f = 1;
|
|
v = cdf(dist, f);
|
|
suppress_unused_variable_warning(v);
|
|
v = cdf(complement(dist, f));
|
|
suppress_unused_variable_warning(v);
|
|
v = pdf(dist, f);
|
|
suppress_unused_variable_warning(v);
|
|
v = quantile(dist, f);
|
|
suppress_unused_variable_warning(v);
|
|
v = quantile(complement(dist, f));
|
|
suppress_unused_variable_warning(v);
|
|
v = hazard(dist, f);
|
|
suppress_unused_variable_warning(v);
|
|
v = chf(dist, f);
|
|
suppress_unused_variable_warning(v);
|
|
double d = 1;
|
|
v = cdf(dist, d);
|
|
suppress_unused_variable_warning(v);
|
|
v = cdf(complement(dist, d));
|
|
suppress_unused_variable_warning(v);
|
|
v = pdf(dist, d);
|
|
suppress_unused_variable_warning(v);
|
|
v = quantile(dist, d);
|
|
suppress_unused_variable_warning(v);
|
|
v = quantile(complement(dist, d));
|
|
suppress_unused_variable_warning(v);
|
|
v = hazard(dist, d);
|
|
suppress_unused_variable_warning(v);
|
|
v = chf(dist, d);
|
|
suppress_unused_variable_warning(v);
|
|
#ifndef TEST_MPFR
|
|
long double ld = 1;
|
|
v = cdf(dist, ld);
|
|
suppress_unused_variable_warning(v);
|
|
v = cdf(complement(dist, ld));
|
|
suppress_unused_variable_warning(v);
|
|
v = pdf(dist, ld);
|
|
suppress_unused_variable_warning(v);
|
|
v = quantile(dist, ld);
|
|
suppress_unused_variable_warning(v);
|
|
v = quantile(complement(dist, ld));
|
|
suppress_unused_variable_warning(v);
|
|
v = hazard(dist, ld);
|
|
suppress_unused_variable_warning(v);
|
|
v = chf(dist, ld);
|
|
suppress_unused_variable_warning(v);
|
|
#endif
|
|
int i = 1;
|
|
v = cdf(dist, i);
|
|
suppress_unused_variable_warning(v);
|
|
v = cdf(complement(dist, i));
|
|
suppress_unused_variable_warning(v);
|
|
v = pdf(dist, i);
|
|
suppress_unused_variable_warning(v);
|
|
v = quantile(dist, i);
|
|
suppress_unused_variable_warning(v);
|
|
v = quantile(complement(dist, i));
|
|
suppress_unused_variable_warning(v);
|
|
v = hazard(dist, i);
|
|
suppress_unused_variable_warning(v);
|
|
v = chf(dist, i);
|
|
suppress_unused_variable_warning(v);
|
|
unsigned long li = 1;
|
|
v = cdf(dist, li);
|
|
suppress_unused_variable_warning(v);
|
|
v = cdf(complement(dist, li));
|
|
suppress_unused_variable_warning(v);
|
|
v = pdf(dist, li);
|
|
suppress_unused_variable_warning(v);
|
|
v = quantile(dist, li);
|
|
suppress_unused_variable_warning(v);
|
|
v = quantile(complement(dist, li));
|
|
suppress_unused_variable_warning(v);
|
|
v = hazard(dist, li);
|
|
suppress_unused_variable_warning(v);
|
|
v = chf(dist, li);
|
|
suppress_unused_variable_warning(v);
|
|
test_extra_members(dist);
|
|
}
|
|
template <class D>
|
|
static void test_extra_members(const D&)
|
|
{}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::bernoulli_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.success_fraction();
|
|
(void)r; // warning suppression
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::beta_distribution<R, P>& d)
|
|
{
|
|
value_type r1 = d.alpha();
|
|
value_type r2 = d.beta();
|
|
r1 = boost::math::beta_distribution<R, P>::find_alpha(r1, r2);
|
|
suppress_unused_variable_warning(r1);
|
|
r1 = boost::math::beta_distribution<R, P>::find_beta(r1, r2);
|
|
suppress_unused_variable_warning(r1);
|
|
r1 = boost::math::beta_distribution<R, P>::find_alpha(r1, r2, r1);
|
|
suppress_unused_variable_warning(r1);
|
|
r1 = boost::math::beta_distribution<R, P>::find_beta(r1, r2, r1);
|
|
suppress_unused_variable_warning(r1);
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::binomial_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.success_fraction();
|
|
r = d.trials();
|
|
r = Distribution::find_lower_bound_on_p(r, r, r);
|
|
r = Distribution::find_lower_bound_on_p(r, r, r, Distribution::clopper_pearson_exact_interval);
|
|
r = Distribution::find_lower_bound_on_p(r, r, r, Distribution::jeffreys_prior_interval);
|
|
r = Distribution::find_upper_bound_on_p(r, r, r);
|
|
r = Distribution::find_upper_bound_on_p(r, r, r, Distribution::clopper_pearson_exact_interval);
|
|
r = Distribution::find_upper_bound_on_p(r, r, r, Distribution::jeffreys_prior_interval);
|
|
r = Distribution::find_minimum_number_of_trials(r, r, r);
|
|
r = Distribution::find_maximum_number_of_trials(r, r, r);
|
|
suppress_unused_variable_warning(r);
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::cauchy_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.location();
|
|
r = d.scale();
|
|
suppress_unused_variable_warning(r);
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::chi_squared_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.degrees_of_freedom();
|
|
r = Distribution::find_degrees_of_freedom(r, r, r, r);
|
|
r = Distribution::find_degrees_of_freedom(r, r, r, r, r);
|
|
suppress_unused_variable_warning(r);
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::exponential_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.lambda();
|
|
suppress_unused_variable_warning(r);
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::extreme_value_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.scale();
|
|
r = d.location();
|
|
suppress_unused_variable_warning(r);
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::fisher_f_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.degrees_of_freedom1();
|
|
r = d.degrees_of_freedom2();
|
|
suppress_unused_variable_warning(r);
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::gamma_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.scale();
|
|
r = d.shape();
|
|
suppress_unused_variable_warning(r);
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::inverse_chi_squared_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.scale();
|
|
r = d.degrees_of_freedom();
|
|
suppress_unused_variable_warning(r);
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::inverse_gamma_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.scale();
|
|
r = d.shape();
|
|
suppress_unused_variable_warning(r);
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::hypergeometric_distribution<R, P>& d)
|
|
{
|
|
unsigned u = d.defective();
|
|
u = d.sample_count();
|
|
u = d.total();
|
|
suppress_unused_variable_warning(u);
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::laplace_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.scale();
|
|
r = d.location();
|
|
suppress_unused_variable_warning(r);
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::logistic_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.scale();
|
|
r = d.location();
|
|
suppress_unused_variable_warning(r);
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::lognormal_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.scale();
|
|
r = d.location();
|
|
suppress_unused_variable_warning(r);
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::negative_binomial_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.success_fraction();
|
|
r = d.successes();
|
|
r = Distribution::find_lower_bound_on_p(r, r, r);
|
|
r = Distribution::find_upper_bound_on_p(r, r, r);
|
|
r = Distribution::find_minimum_number_of_trials(r, r, r);
|
|
r = Distribution::find_maximum_number_of_trials(r, r, r);
|
|
suppress_unused_variable_warning(r);
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::non_central_beta_distribution<R, P>& d)
|
|
{
|
|
value_type r1 = d.alpha();
|
|
value_type r2 = d.beta();
|
|
r1 = d.non_centrality();
|
|
(void)r1; // warning suppression
|
|
(void)r2; // warning suppression
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::non_central_chi_squared_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.degrees_of_freedom();
|
|
r = d.non_centrality();
|
|
r = Distribution::find_degrees_of_freedom(r, r, r);
|
|
r = Distribution::find_degrees_of_freedom(boost::math::complement(r, r, r));
|
|
r = Distribution::find_non_centrality(r, r, r);
|
|
r = Distribution::find_non_centrality(boost::math::complement(r, r, r));
|
|
(void)r; // warning suppression
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::non_central_f_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.degrees_of_freedom1();
|
|
r = d.degrees_of_freedom2();
|
|
r = d.non_centrality();
|
|
(void)r; // warning suppression
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::non_central_t_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.degrees_of_freedom();
|
|
r = d.non_centrality();
|
|
(void)r; // warning suppression
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::normal_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.scale();
|
|
r = d.location();
|
|
r = d.mean();
|
|
r = d.standard_deviation();
|
|
(void)r; // warning suppression
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::pareto_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.scale();
|
|
r = d.shape();
|
|
(void)r; // warning suppression
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::poisson_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.mean();
|
|
(void)r; // warning suppression
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::rayleigh_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.sigma();
|
|
(void)r; // warning suppression
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::students_t_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.degrees_of_freedom();
|
|
r = d.find_degrees_of_freedom(r, r, r, r);
|
|
r = d.find_degrees_of_freedom(r, r, r, r, r);
|
|
(void)r; // warning suppression
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::triangular_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.lower();
|
|
r = d.mode();
|
|
r = d.upper();
|
|
(void)r; // warning suppression
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::weibull_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.scale();
|
|
r = d.shape();
|
|
(void)r; // warning suppression
|
|
}
|
|
template <class R, class P>
|
|
static void test_extra_members(const boost::math::uniform_distribution<R, P>& d)
|
|
{
|
|
value_type r = d.lower();
|
|
r = d.upper();
|
|
(void)r; // warning suppression
|
|
}
|
|
private:
|
|
static Distribution* pd;
|
|
static Distribution& get_object()
|
|
{
|
|
// In reality this will never get called:
|
|
return *pd;
|
|
}
|
|
}; // struct DistributionConcept
|
|
|
|
template <class Distribution>
|
|
Distribution* DistributionConcept<Distribution>::pd = 0;
|
|
|
|
} // namespace concepts
|
|
} // namespace math
|
|
} // namespace boost
|
|
|
|
#endif // BOOST_MATH_DISTRIBUTION_CONCEPT_HPP
|
|
|