FM / distributions

/usr/include/boost/math/distributions

Name	Size	Mode	Actions
detail/	-	0755	rm
arcsine.hpp	18797	0644	edit dl rm
bernoulli.hpp	12143	0644	edit dl rm
beta.hpp	18807	0644	edit dl rm
binomial.hpp	28654	0644	edit dl rm
cauchy.hpp	12310	0644	edit dl rm
chi_squared.hpp	12242	0644	edit dl rm
complement.hpp	5978	0644	edit dl rm
empirical_cumulative_distribution_function.hpp	1886	0644	edit dl rm
exponential.hpp	8944	0644	edit dl rm
extreme_value.hpp	10491	0644	edit dl rm
find_location.hpp	6713	0644	edit dl rm
find_scale.hpp	9674	0644	edit dl rm
fisher_f.hpp	14391	0644	edit dl rm
fwd.hpp	5461	0644	edit dl rm
gamma.hpp	10660	0644	edit dl rm
geometric.hpp	21156	0644	edit dl rm
hyperexponential.hpp	21887	0644	edit dl rm
hypergeometric.hpp	12220	0644	edit dl rm
inverse_chi_squared.hpp	15202	0644	edit dl rm
inverse_gamma.hpp	15389	0644	edit dl rm
inverse_gaussian.hpp	19760	0644	edit dl rm
laplace.hpp	10580	0644	edit dl rm
logistic.hpp	11273	0644	edit dl rm
lognormal.hpp	11714	0644	edit dl rm
negative_binomial.hpp	26139	0644	edit dl rm
non_central_beta.hpp	35837	0644	edit dl rm
non_central_chi_squared.hpp	40704	0644	edit dl rm
non_central_f.hpp	15848	0644	edit dl rm
non_central_t.hpp	47973	0644	edit dl rm
normal.hpp	10768	0644	edit dl rm
pareto.hpp	15516	0644	edit dl rm
poisson.hpp	20267	0644	edit dl rm
rayleigh.hpp	10344	0644	edit dl rm
skew_normal.hpp	25646	0644	edit dl rm
students_t.hpp	18476	0644	edit dl rm
triangular.hpp	18407	0644	edit dl rm
uniform.hpp	12963	0644	edit dl rm
weibull.hpp	12081	0644	edit dl rm

Edit: /usr/include/boost/math/distributions/laplace.hpp (10580B)

//  Copyright Thijs van den Berg, 2008.
//  Copyright John Maddock 2008.
//  Copyright Paul A. Bristow 2008, 2014.

//  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)

// This module implements the Laplace distribution.
// Weisstein, Eric W. "Laplace Distribution." From MathWorld--A Wolfram Web Resource.
// http://mathworld.wolfram.com/LaplaceDistribution.html
// http://en.wikipedia.org/wiki/Laplace_distribution
//
// Abramowitz and Stegun 1972, p 930
// http://www.math.sfu.ca/~cbm/aands/page_930.htm

#ifndef BOOST_STATS_LAPLACE_HPP
#define BOOST_STATS_LAPLACE_HPP

#include <boost/math/distributions/detail/common_error_handling.hpp>
#include <boost/math/distributions/complement.hpp>
#include <boost/math/constants/constants.hpp>
#include <limits>

namespace boost{ namespace math{

#ifdef BOOST_MSVC
#  pragma warning(push)
#  pragma warning(disable:4127) // conditional expression is constant
#endif

template <class RealType = double, class Policy = policies::policy<> >
class laplace_distribution
{
public:
   // ----------------------------------
   // public Types
   // ----------------------------------
   typedef RealType value_type;
   typedef Policy policy_type;

// ----------------------------------
   // Constructor(s)
   // ----------------------------------
   laplace_distribution(RealType l_location = 0, RealType l_scale = 1)
      : m_location(l_location), m_scale(l_scale)
   {
      RealType result;
      check_parameters("boost::math::laplace_distribution<%1%>::laplace_distribution()", &result);
   }

// ----------------------------------
   // Public functions
   // ----------------------------------

RealType location() const
   {
      return m_location;
   }

RealType scale() const
   {
      return m_scale;
   }

bool check_parameters(const char* function, RealType* result) const
   {
         if(false == detail::check_scale(function, m_scale, result, Policy())) return false;
         if(false == detail::check_location(function, m_location, result, Policy())) return false;
         return true;
   }

private:
   RealType m_location;
   RealType m_scale;
}; // class laplace_distribution

//
// Convenient type synonym for double.
typedef laplace_distribution<double> laplace;

//
// Non-member functions.
template <class RealType, class Policy>
inline const std::pair<RealType, RealType> range(const laplace_distribution<RealType, Policy>&)
{
   if (std::numeric_limits<RealType>::has_infinity)
  {  // Can use infinity.
     return std::pair<RealType, RealType>(-std::numeric_limits<RealType>::infinity(), std::numeric_limits<RealType>::infinity()); // - to + infinity.
  }
  else
  { // Can only use max_value.
    using boost::math::tools::max_value;
    return std::pair<RealType, RealType>(-max_value<RealType>(), max_value<RealType>()); // - to + max value.
  }

}

template <class RealType, class Policy>
inline const std::pair<RealType, RealType> support(const laplace_distribution<RealType, Policy>&)
{
  if (std::numeric_limits<RealType>::has_infinity)
  { // Can Use infinity.
     return std::pair<RealType, RealType>(-std::numeric_limits<RealType>::infinity(), std::numeric_limits<RealType>::infinity()); // - to + infinity.
  }
  else
  { // Can only use max_value.
    using boost::math::tools::max_value;
    return std::pair<RealType, RealType>(-max_value<RealType>(), max_value<RealType>()); // - to + max value.
  }
}

template <class RealType, class Policy>
inline RealType pdf(const laplace_distribution<RealType, Policy>& dist, const RealType& x)
{
   BOOST_MATH_STD_USING // for ADL of std functions

// Checking function argument
   RealType result = 0;
   const char* function = "boost::math::pdf(const laplace_distribution<%1%>&, %1%))";

// Check scale and location.
   if (false == dist.check_parameters(function, &result)) return result;
   // Special pdf values.
   if((boost::math::isinf)(x))
   {
      return 0; // pdf + and - infinity is zero.
   }
   if (false == detail::check_x(function, x, &result, Policy())) return result;

// General case
   RealType scale( dist.scale() );
   RealType location( dist.location() );

RealType exponent = x - location;
   if (exponent>0) exponent = -exponent;
   exponent /= scale;

result = exp(exponent);
   result /= 2 * scale;

return result;
} // pdf

template <class RealType, class Policy>
inline RealType cdf(const laplace_distribution<RealType, Policy>& dist, const RealType& x)
{
   BOOST_MATH_STD_USING  // For ADL of std functions.

RealType result = 0;
   // Checking function argument.
   const char* function = "boost::math::cdf(const laplace_distribution<%1%>&, %1%)";
   // Check scale and location.
   if (false == dist.check_parameters(function, &result)) return result;

// Special cdf values:
   if((boost::math::isinf)(x))
   {
     if(x < 0) return 0; // -infinity.
     return 1; // + infinity.
   }
   if (false == detail::check_x(function, x, &result, Policy())) return result;

// General cdf  values
   RealType scale( dist.scale() );
   RealType location( dist.location() );

if (x < location)
   {
      result = exp( (x-location)/scale )/2;
   }
   else
   {
      result = 1 - exp( (location-x)/scale )/2;
   }
   return result;
} // cdf

template <class RealType, class Policy>
inline RealType quantile(const laplace_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 laplace_distribution<%1%>&, %1%)";
   if (false == dist.check_parameters(function, &result)) return result;
   if(false == detail::check_probability(function, p, &result, Policy())) return result;

// Extreme values of p:
   if(p == 0)
   {
      result = policies::raise_overflow_error<RealType>(function,
        "probability parameter is 0, but must be > 0!", Policy());
      return -result; // -std::numeric_limits<RealType>::infinity();
   }
  
   if(p == 1)
   {
      result = policies::raise_overflow_error<RealType>(function,
        "probability parameter is 1, but must be < 1!", Policy());
      return result; // std::numeric_limits<RealType>::infinity();
   }
   // Calculate Quantile
   RealType scale( dist.scale() );
   RealType location( dist.location() );

if (p - 0.5 < 0.0)
      result = location + scale*log( static_cast<RealType>(p*2) );
   else
      result = location - scale*log( static_cast<RealType>(-p*2 + 2) );

return result;
} // quantile

template <class RealType, class Policy>
inline RealType cdf(const complemented2_type<laplace_distribution<RealType, Policy>, RealType>& c)
{
   // Calculate complement of cdf.
   BOOST_MATH_STD_USING // for ADL of std functions

RealType scale = c.dist.scale();
   RealType location = c.dist.location();
   RealType x = c.param;
   RealType result = 0;

// Checking function argument.
   const char* function = "boost::math::cdf(const complemented2_type<laplace_distribution<%1%>, %1%>&)";

// Check scale and location.
   //if(false == detail::check_scale(function, scale, result, Policy())) return false;
   //if(false == detail::check_location(function, location, result, Policy())) return false;
    if (false == c.dist.check_parameters(function, &result)) return result;

// Special cdf values.
   if((boost::math::isinf)(x))
   {
     if(x < 0) return 1; // cdf complement -infinity is unity.
     return 0; // cdf complement +infinity is zero.
   }
   if(false == detail::check_x(function, x, &result, Policy()))return result;

// Cdf interval value.
   if (-x < -location)
   {
      result = exp( (-x+location)/scale )/2;
   }
   else
   {
      result = 1 - exp( (-location+x)/scale )/2;
   }
   return result;
} // cdf complement

template <class RealType, class Policy>
inline RealType quantile(const complemented2_type<laplace_distribution<RealType, Policy>, RealType>& c)
{
   BOOST_MATH_STD_USING // for ADL of std functions.

// Calculate quantile.
   RealType scale = c.dist.scale();
   RealType location = c.dist.location();
   RealType q = c.param;
   RealType result = 0;

// Checking function argument.
   const char* function = "quantile(const complemented2_type<laplace_distribution<%1%>, %1%>&)";
   if (false == c.dist.check_parameters(function, &result)) return result;
   
   // Extreme values.
   if(q == 0)
   {
       return std::numeric_limits<RealType>::infinity();
   }
   if(q == 1)
   {
       return -std::numeric_limits<RealType>::infinity();
   }
   if(false == detail::check_probability(function, q, &result, Policy())) return result;

if (0.5 - q < 0.0)
      result = location + scale*log( static_cast<RealType>(-q*2 + 2) );
   else
      result = location - scale*log( static_cast<RealType>(q*2) );

return result;
} // quantile

template <class RealType, class Policy>
inline RealType mean(const laplace_distribution<RealType, Policy>& dist)
{
   return dist.location();
}

template <class RealType, class Policy>
inline RealType standard_deviation(const laplace_distribution<RealType, Policy>& dist)
{
   return constants::root_two<RealType>() * dist.scale();
}

template <class RealType, class Policy>
inline RealType mode(const laplace_distribution<RealType, Policy>& dist)
{
   return dist.location();
}

template <class RealType, class Policy>
inline RealType median(const laplace_distribution<RealType, Policy>& dist)
{
   return dist.location();
}

template <class RealType, class Policy>
inline RealType skewness(const laplace_distribution<RealType, Policy>& /*dist*/)
{
   return 0;
}

template <class RealType, class Policy>
inline RealType kurtosis(const laplace_distribution<RealType, Policy>& /*dist*/)
{
   return 6;
}

template <class RealType, class Policy>
inline RealType kurtosis_excess(const laplace_distribution<RealType, Policy>& /*dist*/)
{
   return 3;
}

template <class RealType, class Policy>
inline RealType entropy(const laplace_distribution<RealType, Policy> & dist)
{
   using std::log;
   return log(2*dist.scale()*constants::e<RealType>());
}

#ifdef BOOST_MSVC
#  pragma warning(pop)
#endif

} // namespace math
} // namespace boost

// 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 // BOOST_STATS_LAPLACE_HPP

cmd: