101 lines
3.3 KiB
Plaintext
101 lines
3.3 KiB
Plaintext
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// Copyright 2008 John Maddock
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//
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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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#ifndef BOOST_MATH_DISTRIBUTIONS_DETAIL_HG_CDF_HPP
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#define BOOST_MATH_DISTRIBUTIONS_DETAIL_HG_CDF_HPP
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#include <boost/math/policies/error_handling.hpp>
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#include <boost/math/distributions/detail/hypergeometric_pdf.hpp>
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namespace boost{ namespace math{ namespace detail{
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template <class T, class Policy>
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T hypergeometric_cdf_imp(unsigned x, unsigned r, unsigned n, unsigned N, bool invert, const Policy& pol)
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{
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#ifdef BOOST_MSVC
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# pragma warning(push)
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# pragma warning(disable:4267)
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#endif
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BOOST_MATH_STD_USING
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T result = 0;
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T mode = floor(T(r + 1) * T(n + 1) / (N + 2));
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if(x < mode)
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{
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result = hypergeometric_pdf<T>(x, r, n, N, pol);
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T diff = result;
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unsigned lower_limit = static_cast<unsigned>((std::max)(0, (int)(n + r) - (int)(N)));
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while(diff > (invert ? T(1) : result) * tools::epsilon<T>())
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{
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diff = T(x) * T((N + x) - n - r) * diff / (T(1 + n - x) * T(1 + r - x));
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result += diff;
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BOOST_MATH_INSTRUMENT_VARIABLE(x);
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BOOST_MATH_INSTRUMENT_VARIABLE(diff);
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BOOST_MATH_INSTRUMENT_VARIABLE(result);
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if(x == lower_limit)
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break;
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--x;
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}
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}
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else
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{
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invert = !invert;
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unsigned upper_limit = (std::min)(r, n);
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if(x != upper_limit)
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{
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++x;
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result = hypergeometric_pdf<T>(x, r, n, N, pol);
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T diff = result;
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while((x <= upper_limit) && (diff > (invert ? T(1) : result) * tools::epsilon<T>()))
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{
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diff = T(n - x) * T(r - x) * diff / (T(x + 1) * T((N + x + 1) - n - r));
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result += diff;
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++x;
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BOOST_MATH_INSTRUMENT_VARIABLE(x);
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BOOST_MATH_INSTRUMENT_VARIABLE(diff);
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BOOST_MATH_INSTRUMENT_VARIABLE(result);
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}
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}
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}
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if(invert)
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result = 1 - result;
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return result;
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#ifdef BOOST_MSVC
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# pragma warning(pop)
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#endif
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}
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template <class T, class Policy>
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inline T hypergeometric_cdf(unsigned x, unsigned r, unsigned n, unsigned N, bool invert, const Policy&)
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{
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BOOST_FPU_EXCEPTION_GUARD
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typedef typename tools::promote_args<T>::type result_type;
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typedef typename policies::evaluation<result_type, Policy>::type value_type;
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typedef typename policies::normalise<
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Policy,
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policies::promote_float<false>,
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policies::promote_double<false>,
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policies::discrete_quantile<>,
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policies::assert_undefined<> >::type forwarding_policy;
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value_type result;
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result = detail::hypergeometric_cdf_imp<value_type>(x, r, n, N, invert, forwarding_policy());
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if(result > 1)
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{
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result = 1;
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}
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if(result < 0)
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{
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result = 0;
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}
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return policies::checked_narrowing_cast<result_type, forwarding_policy>(result, "boost::math::hypergeometric_cdf<%1%>(%1%,%1%,%1%,%1%)");
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}
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}}} // namespaces
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#endif
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