256 lines
11 KiB
C++
256 lines
11 KiB
C++
// Copyright John Maddock 2007.
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// Copyright Paul A. Bristow 2007, 2009, 2012.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0.
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// (See accompanying file LICENSE_1_0.txt
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// or copy at http://www.boost.org/LICENSE_1_0.txt)
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// boost_math.cpp This is the main DLL file.
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//#define BOOST_MATH_OVERFLOW_ERROR_POLICY errno_on_error
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//#define BOOST_MATH_ASSERT_UNDEFINED_POLICY false
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// These are now defined in project properties
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// to avoid complications with pre-compiled headers:
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// "BOOST_MATH_ASSERT_UNDEFINED_POLICY=0"
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// "BOOST_MATH_OVERFLOW_ERROR_POLICY="errno_on_error""
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// so command line shows:
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// /D "BOOST_MATH_ASSERT_UNDEFINED_POLICY=0"
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// /D "BOOST_MATH_OVERFLOW_ERROR_POLICY="errno_on_error""
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#include "stdafx.h"
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#ifdef _MSC_VER
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# pragma warning(disable: 4400) // 'const boost_math::any_distribution ^' : const/volatile qualifiers on this type are not supported
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# pragma warning(disable: 4244) // 'argument' : conversion from 'double' to 'unsigned int', possible loss of data
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# pragma warning(disable: 4512) // assignment operator could not be generated
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// hypergeometric expects integer parameters.
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# pragma warning(disable: 4127) // constant
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#endif
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#include "boost_math.h"
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namespace boost_math
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{
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any_distribution::any_distribution(int t, double arg1, double arg2, double arg3)
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{
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TRANSLATE_EXCEPTIONS_BEGIN
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// This is where all the work gets done:
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switch(t) // index of distribution to distribution_info distributions[]
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{ // New entries must match distribution names, parameter name(s) and defaults defined below.
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case 0:
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this->reset(new concrete_distribution<boost::math::bernoulli>(boost::math::bernoulli(arg1)));
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break;
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case 1:
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this->reset(new concrete_distribution<boost::math::beta_distribution<> >(boost::math::beta_distribution<>(arg1, arg2)));
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break; // Note - no typedef, so need explicit type <> but rely on default = double.
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case 2:
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this->reset(new concrete_distribution<boost::math::binomial_distribution<> >(boost::math::binomial_distribution<>(arg1, arg2)));
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break; // Note - no typedef, so need explicit type <> but rely on default = double.
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case 3:
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this->reset(new concrete_distribution<boost::math::cauchy>(boost::math::cauchy(arg1, arg2)));
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break;
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case 4:
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this->reset(new concrete_distribution<boost::math::chi_squared>(boost::math::chi_squared(arg1)));
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break;
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case 5:
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this->reset(new concrete_distribution<boost::math::exponential>(boost::math::exponential(arg1)));
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break;
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case 6:
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this->reset(new concrete_distribution<boost::math::extreme_value>(boost::math::extreme_value(arg1)));
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break;
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case 7:
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this->reset(new concrete_distribution<boost::math::fisher_f >(boost::math::fisher_f(arg1, arg2)));
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break;
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case 8:
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this->reset(new concrete_distribution<boost::math::gamma_distribution<> >(boost::math::gamma_distribution<>(arg1, arg2)));
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break;
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case 9:
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this->reset(new concrete_distribution<boost::math::geometric_distribution<> >(boost::math::geometric_distribution<>(arg1)));
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break;
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case 10:
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this->reset(new concrete_distribution<boost::math::hypergeometric_distribution<> >(boost::math::hypergeometric_distribution<>(arg1, arg2, arg3)));
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break;
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case 11:
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this->reset(new concrete_distribution<boost::math::inverse_chi_squared_distribution<> >(boost::math::inverse_chi_squared_distribution<>(arg1, arg2)));
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break;
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case 12:
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this->reset(new concrete_distribution<boost::math::inverse_gamma_distribution<> >(boost::math::inverse_gamma_distribution<>(arg1, arg2)));
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break;
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case 13:
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this->reset(new concrete_distribution<boost::math::inverse_gaussian_distribution<> >(boost::math::inverse_gaussian_distribution<>(arg1, arg2)));
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break;
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case 14:
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this->reset(new concrete_distribution<boost::math::laplace_distribution<> >(boost::math::laplace_distribution<>(arg1, arg2)));
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break;
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case 15:
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this->reset(new concrete_distribution<boost::math::logistic_distribution<> >(boost::math::logistic_distribution<>(arg1, arg2)));
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break;
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case 16:
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this->reset(new concrete_distribution<boost::math::lognormal_distribution<> >(boost::math::lognormal_distribution<>(arg1, arg2)));
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break;
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case 17:
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this->reset(new concrete_distribution<boost::math::negative_binomial_distribution<> >(boost::math::negative_binomial_distribution<>(arg1, arg2)));
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break;
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case 18:
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this->reset(new concrete_distribution<boost::math::non_central_beta_distribution<> >(boost::math::non_central_beta_distribution<>(arg1, arg2, arg3)));
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break;
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case 19:
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this->reset(new concrete_distribution<boost::math::non_central_chi_squared_distribution<> >(boost::math::non_central_chi_squared_distribution<>(arg1, arg2)));
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break;
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case 20:
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this->reset(new concrete_distribution<boost::math::non_central_f_distribution<> >(boost::math::non_central_f_distribution<>(arg1, arg2, arg3)));
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break;
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case 21:
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this->reset(new concrete_distribution<boost::math::non_central_t_distribution<> >(boost::math::non_central_t_distribution<>(arg1, arg2)));
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break;
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case 22:
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this->reset(new concrete_distribution<boost::math::normal_distribution<> >(boost::math::normal_distribution<>(arg1, arg2)));
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break;
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case 23:
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this->reset(new concrete_distribution<boost::math::pareto>(boost::math::pareto(arg1, arg2)));
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break;
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case 24:
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this->reset(new concrete_distribution<boost::math::poisson>(boost::math::poisson(arg1)));
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break;
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case 25:
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this->reset(new concrete_distribution<boost::math::rayleigh>(boost::math::rayleigh(arg1)));
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break;
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case 26:
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this->reset(new concrete_distribution<boost::math::skew_normal>(boost::math::skew_normal(arg1, arg2, arg3)));
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break;
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case 27:
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this->reset(new concrete_distribution<boost::math::students_t>(boost::math::students_t(arg1)));
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break;
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case 28:
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this->reset(new concrete_distribution<boost::math::triangular>(boost::math::triangular(arg1, arg2, arg3)));
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break;
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case 29:
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this->reset(new concrete_distribution<boost::math::uniform>(boost::math::uniform(arg1, arg2)));
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break;
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case 30:
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this->reset(new concrete_distribution<boost::math::weibull>(boost::math::weibull(arg1, arg2)));
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break;
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default:
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// TODO Need some proper error handling here?
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BOOST_ASSERT(0);
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}
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TRANSLATE_EXCEPTIONS_END
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} // any_distribution constructor.
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struct distribution_info
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{
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const char* name; // of distribution.
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const char* first_param; // Parameters' name like "degrees of freedom",
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const char* second_param; // if required, else "",
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const char* third_param; // if required, else "".
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// triangular and non-centrals need 3 parameters.
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// (Only the Bi-Weibull would need 5 parameters?)
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double first_default; // distribution parameter value, often 0, 0.5 or 1.
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double second_default; // 0 if there isn't a second argument.
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// Note that defaults below follow default argument in constructors,
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// if any, but need not be the same.
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double third_default; // 0 if there isn't a third argument.
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};
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distribution_info distributions[] =
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{ // distribution name, parameter name(s) and default(s)
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// Order must match any_distribution constructor above!
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// Null string "" and zero default for un-used arguments.
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{ "Bernoulli", "Probability", "", "",0.5, 0, 0}, // case 0
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{ "Beta", "Alpha", "Beta", "", 1, 1, 0}, // case 1
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{ "Binomial", "Trials", "Probability of success", "", 1, 0.5, 0}, // case 2
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{ "Cauchy", "Location", "Scale", "", 0, 1, 0}, // case 3
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{ "Chi_squared", "Degrees of freedom", "", "", 1, 0, 0}, // case 4
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{ "Exponential", "lambda", "", "", 1, 0, 0}, // case 5
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{ "Extreme value", "Location", "Scale", "", 0, 1, 0}, // case 6
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{ "Fisher-F", "Degrees of freedom 1", "Degrees of freedom 2", "", 1, 1, 0}, // case 7
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{ "Gamma (Erlang)", "Shape", "Scale", "", 1, 1, 0}, // case 8
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{ "Geometric", "Probability", "", "", 1, 0, 0}, // case 9
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{ "HyperGeometric", "Defects", "Samples", "Objects", 1, 0, 1}, // case 10
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{ "InverseChiSq", "Degrees of Freedom", "Scale", "", 1, 1, 0}, // case 11
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{ "InverseGamma", "Shape", "Scale", "", 1, 1, 0}, // case 12
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{ "InverseGaussian", "Mean", "Scale", "", 1, 1, 0}, // case 13
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{ "Laplace", "Location", "Scale", "", 0, 1, 0}, // case 14
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{ "Logistic", "Location", "Scale", "", 0, 1, 0}, // case 15
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{ "LogNormal", "Location", "Scale", "", 0, 1, 0}, // case 16
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{ "Negative Binomial", "Successes", "Probability of success", "", 1, 0.5, 0}, // case 17
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{ "Noncentral Beta", "Shape alpha", "Shape beta", "Non-centrality", 1, 1, 0}, // case 18
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{ "Noncentral ChiSquare", "Degrees of Freedom", "Non-centrality", "", 1, 0, 0}, // case 19
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{ "Noncentral F", "Degrees of Freedom 1", "Degrees of Freedom 2", "Non-centrality", 1, 1, 0}, // case 20
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{ "Noncentral t", "Degrees of Freedom", "Non-centrality", "", 1, 0, 0}, // case 21
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{ "Normal (Gaussian)", "Mean", "Standard Deviation", "", 0, 1, 0}, // case 22
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{ "Pareto", "Location", "Shape","", 1, 1, 0}, // case 23
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{ "Poisson", "Mean", "", "", 1, 0, 0}, // case 24
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{ "Rayleigh", "Shape", "", "", 1, 0, 0}, // case 25
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{ "Skew Normal", "Location", "Shape", "Skew", 0, 1, 0}, // case 27 (defaults to Gaussian).
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{ "Student's t", "Degrees of Freedom", "", "", 1, 0, 0}, // case 28
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{ "Triangular", "Lower", "Mode", "Upper", -1, 0, +1 }, // case 29 3rd parameter!
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// 0, 0.5, 1 also said to be 'standard' but this is most like an approximation to Gaussian distribution.
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{ "Uniform", "Lower", "Upper", "", 0, 1, 0}, // case 30
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{ "Weibull", "Shape", "Scale", "", 1, 1, 0}, // case 31
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};
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// How many distributions are supported:
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int any_distribution::size()
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{
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return sizeof(distributions) / sizeof(distributions[0]);
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}
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// Display name of i'th distribution:
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System::String^ any_distribution::distribution_name(int i)
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{
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if(i >= size())
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return "";
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return gcnew System::String(distributions[i].name);
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}
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// Name of first distribution parameter, or null if not supported:
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System::String^ any_distribution::first_param_name(int i)
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{
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if(i >= size())
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return "";
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return gcnew System::String(distributions[i].first_param);
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}
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// Name of second distribution parameter, or null if not supported:
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System::String^ any_distribution::second_param_name(int i)
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{
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if(i >= size())
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return "";
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return gcnew System::String(distributions[i].second_param);
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}
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// Name of third distribution parameter, or null if not supported:
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System::String^ any_distribution::third_param_name(int i)
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{
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if(i >= size())
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return "";
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return gcnew System::String(distributions[i].third_param);
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}
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// default value for first parameter:
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double any_distribution::first_param_default(int i)
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{
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if(i >= size())
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return 0;
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return distributions[i].first_default;
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}
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// default value for second parameter:
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double any_distribution::second_param_default(int i)
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{
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if(i >= size())
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return 0;
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return distributions[i].second_default;
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}
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// default value for third parameter:
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double any_distribution::third_param_default(int i)
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{
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if(i >= size())
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return 0;
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return distributions[i].third_default;
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}
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} // namespace boost_math
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