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/logistic.hpp (11273B)

// Copyright 2008 Gautam Sewani
//
// 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_LOGISTIC
#define BOOST_MATH_DISTRIBUTIONS_LOGISTIC

#include <boost/math/distributions/fwd.hpp>
#include <boost/math/distributions/detail/common_error_handling.hpp>
#include <boost/math/distributions/complement.hpp>
#include <boost/math/special_functions/log1p.hpp>
#include <boost/math/constants/constants.hpp>
#include <utility>

namespace boost { namespace math {

template <class RealType = double, class Policy = policies::policy<> >
    class logistic_distribution
    {
    public:
      typedef RealType value_type;
      typedef Policy policy_type;
      
      logistic_distribution(RealType l_location=0, RealType l_scale=1) // Constructor.
        : m_location(l_location), m_scale(l_scale) 
      {
        static const char* function = "boost::math::logistic_distribution<%1%>::logistic_distribution";
        
        RealType result;
        detail::check_scale(function, l_scale, &result, Policy());
        detail::check_location(function, l_location, &result, Policy());
      }
      // Accessor functions.
      RealType scale()const
      {
        return m_scale;
      }
      
      RealType location()const
      {
        return m_location;
      }
    private:
      // Data members:
      RealType m_location;  // distribution location aka mu.
      RealType m_scale;  // distribution scale aka s.
    }; // class logistic_distribution
    
    
    typedef logistic_distribution<double> logistic;
    
    template <class RealType, class Policy>
    inline const std::pair<RealType, RealType> range(const logistic_distribution<RealType, Policy>& /* dist */)
    { // Range of permissible values for random variable x.
      using boost::math::tools::max_value;
      return std::pair<RealType, RealType>(
         std::numeric_limits<RealType>::has_infinity ? -std::numeric_limits<RealType>::infinity() : -max_value<RealType>(), 
         std::numeric_limits<RealType>::has_infinity ? std::numeric_limits<RealType>::infinity() : max_value<RealType>());
    }
    
    template <class RealType, class Policy>
    inline const std::pair<RealType, RealType> support(const logistic_distribution<RealType, Policy>& /* dist */)
    { // Range of supported values for random variable x.
      // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
      using boost::math::tools::max_value;
      return std::pair<RealType, RealType>(-max_value<RealType>(), max_value<RealType>()); // - to + infinity
    }
     
    template <class RealType, class Policy>
    inline RealType pdf(const logistic_distribution<RealType, Policy>& dist, const RealType& x)
    {
       static const char* function = "boost::math::pdf(const logistic_distribution<%1%>&, %1%)";
       RealType scale = dist.scale();
       RealType location = dist.location();
       RealType result = 0;

if(false == detail::check_scale(function, scale , &result, Policy()))
       {
          return result;
       }
       if(false == detail::check_location(function, location, &result, Policy()))
       {
          return result;
       }

if((boost::math::isinf)(x))
       {
          return 0; // pdf + and - infinity is zero.
       }

if(false == detail::check_x(function, x, &result, Policy()))
       {
          return result;
       }

BOOST_MATH_STD_USING
       RealType exp_term = (location - x) / scale;
       if(fabs(exp_term) > tools::log_max_value<RealType>())
          return 0;
       exp_term = exp(exp_term);
       if((exp_term * scale > 1) && (exp_term > tools::max_value<RealType>() / (scale * exp_term)))
          return 1 / (scale * exp_term);
       return (exp_term) / (scale * (1 + exp_term) * (1 + exp_term));
    } 
    
    template <class RealType, class Policy>
    inline RealType cdf(const logistic_distribution<RealType, Policy>& dist, const RealType& x)
    {
       RealType scale = dist.scale();
       RealType location = dist.location();
       RealType result = 0; // of checks.
       static const char* function = "boost::math::cdf(const logistic_distribution<%1%>&, %1%)";
       if(false == detail::check_scale(function, scale, &result, Policy()))
       {
          return result;
       }
       if(false == detail::check_location(function, location, &result, Policy()))
       {
          return result;
       }

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;
       }
       BOOST_MATH_STD_USING
       RealType power = (location - x) / scale;
       if(power > tools::log_max_value<RealType>())
          return 0;
       if(power < -tools::log_max_value<RealType>())
          return 1;
       return 1 / (1 + exp(power)); 
    } 
    
    template <class RealType, class Policy>
    inline RealType quantile(const logistic_distribution<RealType, Policy>& dist, const RealType& p)
    {
       BOOST_MATH_STD_USING
       RealType location = dist.location();
       RealType scale = dist.scale();

static const char* function = "boost::math::quantile(const logistic_distribution<%1%>&, %1%)";

RealType result = 0;
       if(false == detail::check_scale(function, scale, &result, Policy()))
          return result;
       if(false == detail::check_location(function, location, &result, Policy()))
          return result;
       if(false == detail::check_probability(function, p, &result, Policy()))
          return result;

if(p == 0)
       {
          return -policies::raise_overflow_error<RealType>(function,"probability argument is 0, must be >0 and <1",Policy());
       }
       if(p == 1)
       {
          return policies::raise_overflow_error<RealType>(function,"probability argument is 1, must be >0 and <1",Policy());
       }
       //Expressions to try
       //return location+scale*log(p/(1-p));
       //return location+scale*log1p((2*p-1)/(1-p));

//return location - scale*log( (1-p)/p);
       //return location - scale*log1p((1-2*p)/p);

//return -scale*log(1/p-1) + location;
       return location - scale * log((1 - p) / p);
     } // RealType quantile(const logistic_distribution<RealType, Policy>& dist, const RealType& p)
    
    template <class RealType, class Policy>
    inline RealType cdf(const complemented2_type<logistic_distribution<RealType, Policy>, RealType>& c)
    {
       BOOST_MATH_STD_USING
       RealType location = c.dist.location();
       RealType scale = c.dist.scale();
       RealType x = c.param;
       static const char* function = "boost::math::cdf(const complement(logistic_distribution<%1%>&), %1%)";

RealType result = 0;
       if(false == detail::check_scale(function, scale, &result, Policy()))
       {
          return result;
       }
       if(false == detail::check_location(function, location, &result, Policy()))
       {
          return result;
       }
       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;
       }
       RealType power = (x - location) / scale;
       if(power > tools::log_max_value<RealType>())
          return 0;
       if(power < -tools::log_max_value<RealType>())
          return 1;
       return 1 / (1 + exp(power)); 
    }

template <class RealType, class Policy>
    inline RealType quantile(const complemented2_type<logistic_distribution<RealType, Policy>, RealType>& c)
    {
       BOOST_MATH_STD_USING
       RealType scale = c.dist.scale();
       RealType location = c.dist.location();
       static const char* function = "boost::math::quantile(const complement(logistic_distribution<%1%>&), %1%)";
       RealType result = 0;
       if(false == detail::check_scale(function, scale, &result, Policy()))
          return result;
       if(false == detail::check_location(function, location, &result, Policy()))
          return result;
       RealType q = c.param;
       if(false == detail::check_probability(function, q, &result, Policy()))
          return result;
       using boost::math::tools::max_value;

if(q == 1)
       {
          return -policies::raise_overflow_error<RealType>(function,"probability argument is 1, but must be >0 and <1",Policy());
       }
       if(q == 0)
       {
          return policies::raise_overflow_error<RealType>(function,"probability argument is 0, but must be >0 and <1",Policy());
       }
       //Expressions to try 
       //return location+scale*log((1-q)/q);
       return location + scale * log((1 - q) / q);

//return location-scale*log(q/(1-q));
       //return location-scale*log1p((2*q-1)/(1-q));

//return location+scale*log(1/q-1);
       //return location+scale*log1p(1/q-2);
    } 
    
    template <class RealType, class Policy>
    inline RealType mean(const logistic_distribution<RealType, Policy>& dist)
    {
      return dist.location();
    } // RealType mean(const logistic_distribution<RealType, Policy>& dist)
    
    template <class RealType, class Policy>
    inline RealType variance(const logistic_distribution<RealType, Policy>& dist)
    {
      BOOST_MATH_STD_USING
      RealType scale = dist.scale();
      return boost::math::constants::pi<RealType>()*boost::math::constants::pi<RealType>()*scale*scale/3;
    } // RealType variance(const logistic_distribution<RealType, Policy>& dist)
    
    template <class RealType, class Policy>
    inline RealType mode(const logistic_distribution<RealType, Policy>& dist)
    {
      return dist.location();
    }
    
    template <class RealType, class Policy>
    inline RealType median(const logistic_distribution<RealType, Policy>& dist)
    {
      return dist.location();
    }
    template <class RealType, class Policy>
    inline RealType skewness(const logistic_distribution<RealType, Policy>& /*dist*/)
    {
      return 0;
    } // RealType skewness(const logistic_distribution<RealType, Policy>& dist)
    
    template <class RealType, class Policy>
    inline RealType kurtosis_excess(const logistic_distribution<RealType, Policy>& /*dist*/)
    {
      return static_cast<RealType>(6)/5; 
    } // RealType kurtosis_excess(const logistic_distribution<RealType, Policy>& dist)

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

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

// Must come at the end:
#include <boost/math/distributions/detail/derived_accessors.hpp>

#endif // BOOST_MATH_DISTRIBUTIONS_LOGISTIC

cmd: