294 lines
12 KiB
C++
294 lines
12 KiB
C++
|
// Copyright 2008 Gautam Sewani
|
||
|
|
// 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_HYPERGEOMETRIC_HPP
|
||
|
|
#define BOOST_MATH_DISTRIBUTIONS_HYPERGEOMETRIC_HPP
|
||
|
|
|
||
|
|
#include <boost/math/distributions/detail/common_error_handling.hpp>
|
||
|
|
#include <boost/math/distributions/complement.hpp>
|
||
|
|
#include <boost/math/distributions/detail/hypergeometric_pdf.hpp>
|
||
|
|
#include <boost/math/distributions/detail/hypergeometric_cdf.hpp>
|
||
|
|
#include <boost/math/distributions/detail/hypergeometric_quantile.hpp>
|
||
|
|
#include <boost/math/special_functions/fpclassify.hpp>
|
||
|
|
|
||
|
|
|
||
|
|
namespace boost { namespace math {
|
||
|
|
|
||
|
|
template <class RealType = double, class Policy = policies::policy<> >
|
||
|
|
class hypergeometric_distribution
|
||
|
|
{
|
||
|
|
public:
|
||
|
|
typedef RealType value_type;
|
||
|
|
typedef Policy policy_type;
|
||
|
|
|
||
|
|
hypergeometric_distribution(unsigned r, unsigned n, unsigned N) // Constructor.
|
||
|
|
: m_n(n), m_N(N), m_r(r)
|
||
|
|
{
|
||
|
|
static const char* function = "boost::math::hypergeometric_distribution<%1%>::hypergeometric_distribution";
|
||
|
|
RealType ret;
|
||
|
|
check_params(function, &ret);
|
||
|
|
}
|
||
|
|
// Accessor functions.
|
||
|
|
unsigned total()const
|
||
|
|
{
|
||
|
|
return m_N;
|
||
|
|
}
|
||
|
|
|
||
|
|
unsigned defective()const
|
||
|
|
{
|
||
|
|
return m_r;
|
||
|
|
}
|
||
|
|
|
||
|
|
unsigned sample_count()const
|
||
|
|
{
|
||
|
|
return m_n;
|
||
|
|
}
|
||
|
|
|
||
|
|
bool check_params(const char* function, RealType* result)const
|
||
|
|
{
|
||
|
|
if(m_r > m_N)
|
||
|
|
{
|
||
|
|
*result = boost::math::policies::raise_domain_error<RealType>(
|
||
|
|
function, "Parameter r out of range: must be <= N but got %1%", static_cast<RealType>(m_r), Policy());
|
||
|
|
return false;
|
||
|
|
}
|
||
|
|
if(m_n > m_N)
|
||
|
|
{
|
||
|
|
*result = boost::math::policies::raise_domain_error<RealType>(
|
||
|
|
function, "Parameter n out of range: must be <= N but got %1%", static_cast<RealType>(m_n), Policy());
|
||
|
|
return false;
|
||
|
|
}
|
||
|
|
return true;
|
||
|
|
}
|
||
|
|
bool check_x(unsigned x, const char* function, RealType* result)const
|
||
|
|
{
|
||
|
|
if(x < static_cast<unsigned>((std::max)(0, (int)(m_n + m_r) - (int)(m_N))))
|
||
|
|
{
|
||
|
|
*result = boost::math::policies::raise_domain_error<RealType>(
|
||
|
|
function, "Random variable out of range: must be > 0 and > m + r - N but got %1%", static_cast<RealType>(x), Policy());
|
||
|
|
return false;
|
||
|
|
}
|
||
|
|
if(x > (std::min)(m_r, m_n))
|
||
|
|
{
|
||
|
|
*result = boost::math::policies::raise_domain_error<RealType>(
|
||
|
|
function, "Random variable out of range: must be less than both n and r but got %1%", static_cast<RealType>(x), Policy());
|
||
|
|
return false;
|
||
|
|
}
|
||
|
|
return true;
|
||
|
|
}
|
||
|
|
|
||
|
|
private:
|
||
|
|
// Data members:
|
||
|
|
unsigned m_n; // number of items picked
|
||
|
|
unsigned m_N; // number of "total" items
|
||
|
|
unsigned m_r; // number of "defective" items
|
||
|
|
|
||
|
|
}; // class hypergeometric_distribution
|
||
|
|
|
||
|
|
typedef hypergeometric_distribution<double> hypergeometric;
|
||
|
|
|
||
|
|
template <class RealType, class Policy>
|
||
|
|
inline const std::pair<unsigned, unsigned> range(const hypergeometric_distribution<RealType, Policy>& dist)
|
||
|
|
{ // Range of permissible values for random variable x.
|
||
|
|
#ifdef BOOST_MSVC
|
||
|
|
# pragma warning(push)
|
||
|
|
# pragma warning(disable:4267)
|
||
|
|
#endif
|
||
|
|
unsigned r = dist.defective();
|
||
|
|
unsigned n = dist.sample_count();
|
||
|
|
unsigned N = dist.total();
|
||
|
|
unsigned l = static_cast<unsigned>((std::max)(0, (int)(n + r) - (int)(N)));
|
||
|
|
unsigned u = (std::min)(r, n);
|
||
|
|
return std::pair<unsigned, unsigned>(l, u);
|
||
|
|
#ifdef BOOST_MSVC
|
||
|
|
# pragma warning(pop)
|
||
|
|
#endif
|
||
|
|
}
|
||
|
|
|
||
|
|
template <class RealType, class Policy>
|
||
|
|
inline const std::pair<unsigned, unsigned> support(const hypergeometric_distribution<RealType, Policy>& d)
|
||
|
|
{
|
||
|
|
return range(d);
|
||
|
|
}
|
||
|
|
|
||
|
|
template <class RealType, class Policy>
|
||
|
|
inline RealType pdf(const hypergeometric_distribution<RealType, Policy>& dist, const unsigned& x)
|
||
|
|
{
|
||
|
|
static const char* function = "boost::math::pdf(const hypergeometric_distribution<%1%>&, const %1%&)";
|
||
|
|
RealType result = 0;
|
||
|
|
if(!dist.check_params(function, &result))
|
||
|
|
return result;
|
||
|
|
if(!dist.check_x(x, function, &result))
|
||
|
|
return result;
|
||
|
|
|
||
|
|
return boost::math::detail::hypergeometric_pdf<RealType>(
|
||
|
|
x, dist.defective(), dist.sample_count(), dist.total(), Policy());
|
||
|
|
}
|
||
|
|
|
||
|
|
template <class RealType, class Policy, class U>
|
||
|
|
inline RealType pdf(const hypergeometric_distribution<RealType, Policy>& dist, const U& x)
|
||
|
|
{
|
||
|
|
BOOST_MATH_STD_USING
|
||
|
|
static const char* function = "boost::math::pdf(const hypergeometric_distribution<%1%>&, const %1%&)";
|
||
|
|
RealType r = static_cast<RealType>(x);
|
||
|
|
unsigned u = itrunc(r, typename policies::normalise<Policy, policies::rounding_error<policies::ignore_error> >::type());
|
||
|
|
if(u != r)
|
||
|
|
{
|
||
|
|
return boost::math::policies::raise_domain_error<RealType>(
|
||
|
|
function, "Random variable out of range: must be an integer but got %1%", r, Policy());
|
||
|
|
}
|
||
|
|
return pdf(dist, u);
|
||
|
|
}
|
||
|
|
|
||
|
|
template <class RealType, class Policy>
|
||
|
|
inline RealType cdf(const hypergeometric_distribution<RealType, Policy>& dist, const unsigned& x)
|
||
|
|
{
|
||
|
|
static const char* function = "boost::math::cdf(const hypergeometric_distribution<%1%>&, const %1%&)";
|
||
|
|
RealType result = 0;
|
||
|
|
if(!dist.check_params(function, &result))
|
||
|
|
return result;
|
||
|
|
if(!dist.check_x(x, function, &result))
|
||
|
|
return result;
|
||
|
|
|
||
|
|
return boost::math::detail::hypergeometric_cdf<RealType>(
|
||
|
|
x, dist.defective(), dist.sample_count(), dist.total(), false, Policy());
|
||
|
|
}
|
||
|
|
|
||
|
|
template <class RealType, class Policy, class U>
|
||
|
|
inline RealType cdf(const hypergeometric_distribution<RealType, Policy>& dist, const U& x)
|
||
|
|
{
|
||
|
|
BOOST_MATH_STD_USING
|
||
|
|
static const char* function = "boost::math::cdf(const hypergeometric_distribution<%1%>&, const %1%&)";
|
||
|
|
RealType r = static_cast<RealType>(x);
|
||
|
|
unsigned u = itrunc(r, typename policies::normalise<Policy, policies::rounding_error<policies::ignore_error> >::type());
|
||
|
|
if(u != r)
|
||
|
|
{
|
||
|
|
return boost::math::policies::raise_domain_error<RealType>(
|
||
|
|
function, "Random variable out of range: must be an integer but got %1%", r, Policy());
|
||
|
|
}
|
||
|
|
return cdf(dist, u);
|
||
|
|
}
|
||
|
|
|
||
|
|
template <class RealType, class Policy>
|
||
|
|
inline RealType cdf(const complemented2_type<hypergeometric_distribution<RealType, Policy>, unsigned>& c)
|
||
|
|
{
|
||
|
|
static const char* function = "boost::math::cdf(const hypergeometric_distribution<%1%>&, const %1%&)";
|
||
|
|
RealType result = 0;
|
||
|
|
if(!c.dist.check_params(function, &result))
|
||
|
|
return result;
|
||
|
|
if(!c.dist.check_x(c.param, function, &result))
|
||
|
|
return result;
|
||
|
|
|
||
|
|
return boost::math::detail::hypergeometric_cdf<RealType>(
|
||
|
|
c.param, c.dist.defective(), c.dist.sample_count(), c.dist.total(), true, Policy());
|
||
|
|
}
|
||
|
|
|
||
|
|
template <class RealType, class Policy, class U>
|
||
|
|
inline RealType cdf(const complemented2_type<hypergeometric_distribution<RealType, Policy>, U>& c)
|
||
|
|
{
|
||
|
|
BOOST_MATH_STD_USING
|
||
|
|
static const char* function = "boost::math::cdf(const hypergeometric_distribution<%1%>&, const %1%&)";
|
||
|
|
RealType r = static_cast<RealType>(c.param);
|
||
|
|
unsigned u = itrunc(r, typename policies::normalise<Policy, policies::rounding_error<policies::ignore_error> >::type());
|
||
|
|
if(u != r)
|
||
|
|
{
|
||
|
|
return boost::math::policies::raise_domain_error<RealType>(
|
||
|
|
function, "Random variable out of range: must be an integer but got %1%", r, Policy());
|
||
|
|
}
|
||
|
|
return cdf(complement(c.dist, u));
|
||
|
|
}
|
||
|
|
|
||
|
|
template <class RealType, class Policy>
|
||
|
|
inline RealType quantile(const hypergeometric_distribution<RealType, Policy>& dist, const RealType& p)
|
||
|
|
{
|
||
|
|
BOOST_MATH_STD_USING // for ADL of std functions
|
||
|
|
|
||
|
|
// Checking function argument
|
||
|
|
RealType result = 0;
|
||
|
|
const char* function = "boost::math::quantile(const hypergeometric_distribution<%1%>&, %1%)";
|
||
|
|
if (false == dist.check_params(function, &result)) return result;
|
||
|
|
if(false == detail::check_probability(function, p, &result, Policy())) return result;
|
||
|
|
|
||
|
|
return static_cast<RealType>(detail::hypergeometric_quantile(p, RealType(1 - p), dist.defective(), dist.sample_count(), dist.total(), Policy()));
|
||
|
|
} // quantile
|
||
|
|
|
||
|
|
template <class RealType, class Policy>
|
||
|
|
inline RealType quantile(const complemented2_type<hypergeometric_distribution<RealType, Policy>, RealType>& c)
|
||
|
|
{
|
||
|
|
BOOST_MATH_STD_USING // for ADL of std functions
|
||
|
|
|
||
|
|
// Checking function argument
|
||
|
|
RealType result = 0;
|
||
|
|
const char* function = "quantile(const complemented2_type<hypergeometric_distribution<%1%>, %1%>&)";
|
||
|
|
if (false == c.dist.check_params(function, &result)) return result;
|
||
|
|
if(false == detail::check_probability(function, c.param, &result, Policy())) return result;
|
||
|
|
|
||
|
|
return static_cast<RealType>(detail::hypergeometric_quantile(RealType(1 - c.param), c.param, c.dist.defective(), c.dist.sample_count(), c.dist.total(), Policy()));
|
||
|
|
} // quantile
|
||
|
|
|
||
|
|
template <class RealType, class Policy>
|
||
|
|
inline RealType mean(const hypergeometric_distribution<RealType, Policy>& dist)
|
||
|
|
{
|
||
|
|
return static_cast<RealType>(dist.defective() * dist.sample_count()) / dist.total();
|
||
|
|
} // RealType mean(const hypergeometric_distribution<RealType, Policy>& dist)
|
||
|
|
|
||
|
|
template <class RealType, class Policy>
|
||
|
|
inline RealType variance(const hypergeometric_distribution<RealType, Policy>& dist)
|
||
|
|
{
|
||
|
|
RealType r = static_cast<RealType>(dist.defective());
|
||
|
|
RealType n = static_cast<RealType>(dist.sample_count());
|
||
|
|
RealType N = static_cast<RealType>(dist.total());
|
||
|
|
return n * r * (N - r) * (N - n) / (N * N * (N - 1));
|
||
|
|
} // RealType variance(const hypergeometric_distribution<RealType, Policy>& dist)
|
||
|
|
|
||
|
|
template <class RealType, class Policy>
|
||
|
|
inline RealType mode(const hypergeometric_distribution<RealType, Policy>& dist)
|
||
|
|
{
|
||
|
|
BOOST_MATH_STD_USING
|
||
|
|
RealType r = static_cast<RealType>(dist.defective());
|
||
|
|
RealType n = static_cast<RealType>(dist.sample_count());
|
||
|
|
RealType N = static_cast<RealType>(dist.total());
|
||
|
|
return floor((r + 1) * (n + 1) / (N + 2));
|
||
|
|
}
|
||
|
|
|
||
|
|
template <class RealType, class Policy>
|
||
|
|
inline RealType skewness(const hypergeometric_distribution<RealType, Policy>& dist)
|
||
|
|
{
|
||
|
|
BOOST_MATH_STD_USING
|
||
|
|
RealType r = static_cast<RealType>(dist.defective());
|
||
|
|
RealType n = static_cast<RealType>(dist.sample_count());
|
||
|
|
RealType N = static_cast<RealType>(dist.total());
|
||
|
|
return (N - 2 * r) * sqrt(N - 1) * (N - 2 * n) / (sqrt(n * r * (N - r) * (N - n)) * (N - 2));
|
||
|
|
} // RealType skewness(const hypergeometric_distribution<RealType, Policy>& dist)
|
||
|
|
|
||
|
|
template <class RealType, class Policy>
|
||
|
|
inline RealType kurtosis_excess(const hypergeometric_distribution<RealType, Policy>& dist)
|
||
|
|
{
|
||
|
|
RealType r = static_cast<RealType>(dist.defective());
|
||
|
|
RealType n = static_cast<RealType>(dist.sample_count());
|
||
|
|
RealType N = static_cast<RealType>(dist.total());
|
||
|
|
RealType t1 = N * N * (N - 1) / (r * (N - 2) * (N - 3) * (N - r));
|
||
|
|
RealType t2 = (N * (N + 1) - 6 * N * (N - r)) / (n * (N - n))
|
||
|
|
+ 3 * r * (N - r) * (N + 6) / (N * N) - 6;
|
||
|
|
return t1 * t2;
|
||
|
|
} // RealType kurtosis_excess(const hypergeometric_distribution<RealType, Policy>& dist)
|
||
|
|
|
||
|
|
template <class RealType, class Policy>
|
||
|
|
inline RealType kurtosis(const hypergeometric_distribution<RealType, Policy>& dist)
|
||
|
|
{
|
||
|
|
return kurtosis_excess(dist) + 3;
|
||
|
|
} // RealType kurtosis_excess(const hypergeometric_distribution<RealType, Policy>& dist)
|
||
|
|
}} // namespaces
|
||
|
|
|
||
|
|
// 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 // include guard
|