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