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// Copyright 2008 Gautam Sewani // Copyright 2024 Matt Borland // 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 #include #include #include #include #include #include #include #include #include #include #include #include namespace boost { namespace math { template > class logistic_distribution { public: typedef RealType value_type; typedef Policy policy_type; BOOST_MATH_GPU_ENABLED logistic_distribution(RealType l_location=0, RealType l_scale=1) // Constructor. : m_location(l_location), m_scale(l_scale) { constexpr auto 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. BOOST_MATH_GPU_ENABLED RealType scale()const { return m_scale; } BOOST_MATH_GPU_ENABLED 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 logistic; #ifdef __cpp_deduction_guides template logistic_distribution(RealType)->logistic_distribution::type>; template logistic_distribution(RealType,RealType)->logistic_distribution::type>; #endif template BOOST_MATH_GPU_ENABLED inline const boost::math::pair range(const logistic_distribution& /* dist */) { // Range of permissible values for random variable x. using boost::math::tools::max_value; return boost::math::pair( boost::math::numeric_limits::has_infinity ? -boost::math::numeric_limits::infinity() : -max_value(), boost::math::numeric_limits::has_infinity ? boost::math::numeric_limits::infinity() : max_value()); } template BOOST_MATH_GPU_ENABLED inline const boost::math::pair support(const logistic_distribution& /* 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 boost::math::pair(-max_value(), max_value()); // - to + infinity } template BOOST_MATH_GPU_ENABLED inline RealType pdf(const logistic_distribution& dist, const RealType& x) { constexpr auto 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()) return 0; exp_term = exp(exp_term); if((exp_term * scale > 1) && (exp_term > tools::max_value() / (scale * exp_term))) return 1 / (scale * exp_term); return (exp_term) / (scale * (1 + exp_term) * (1 + exp_term)); } template BOOST_MATH_GPU_ENABLED inline RealType cdf(const logistic_distribution& dist, const RealType& x) { RealType scale = dist.scale(); RealType location = dist.location(); RealType result = 0; // of checks. constexpr auto 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; } using promoted_real_type = typename policies::evaluation::type; promoted_real_type power = (static_cast(x) - static_cast(location)) / static_cast(scale); return logistic_sigmoid(power, policies::make_forwarding_policy_t()); } template BOOST_MATH_GPU_ENABLED inline RealType logcdf(const logistic_distribution& dist, const RealType& x) { RealType scale = dist.scale(); RealType location = dist.location(); RealType result = 0; // of checks. constexpr auto function = "boost::math::logcdf(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()) { return 0; } if(power < -tools::log_max_value()) { return 1; } return -log1p(exp(power)); } template BOOST_MATH_GPU_ENABLED inline RealType quantile(const logistic_distribution& dist, const RealType& p) { RealType location = dist.location(); RealType scale = dist.scale(); constexpr auto 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(function,"probability argument is 0, must be >0 and <1",Policy()); } if(p == 1) { return policies::raise_overflow_error(function,"probability argument is 1, must be >0 and <1",Policy()); } return location + scale * logit(p, Policy()); } // RealType quantile(const logistic_distribution& dist, const RealType& p) template BOOST_MATH_GPU_ENABLED inline RealType cdf(const complemented2_type, RealType>& c) { RealType location = c.dist.location(); RealType scale = c.dist.scale(); RealType x = c.param; constexpr auto 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; } using promoted_real_type = typename policies::evaluation::type; promoted_real_type power = (static_cast(location) - static_cast(x)) / static_cast(scale); return logistic_sigmoid(power, policies::make_forwarding_policy_t()); } template BOOST_MATH_GPU_ENABLED inline RealType logcdf(const complemented2_type, RealType>& c) { BOOST_MATH_STD_USING RealType location = c.dist.location(); RealType scale = c.dist.scale(); RealType x = c.param; constexpr auto function = "boost::math::logcdf(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()) return 0; if(power < -tools::log_max_value()) return 1; return -log1p(exp(power)); } template BOOST_MATH_GPU_ENABLED inline RealType quantile(const complemented2_type, RealType>& c) { RealType scale = c.dist.scale(); RealType location = c.dist.location(); constexpr auto 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(function,"probability argument is 1, but must be >0 and <1",Policy()); } if(q == 0) { return policies::raise_overflow_error(function,"probability argument is 0, but must be >0 and <1",Policy()); } return location - scale * logit(q, Policy()); } template BOOST_MATH_GPU_ENABLED inline RealType mean(const logistic_distribution& dist) { return dist.location(); } // RealType mean(const logistic_distribution& dist) template BOOST_MATH_GPU_ENABLED inline RealType variance(const logistic_distribution& dist) { BOOST_MATH_STD_USING RealType scale = dist.scale(); return boost::math::constants::pi()*boost::math::constants::pi()*scale*scale/3; } // RealType variance(const logistic_distribution& dist) template BOOST_MATH_GPU_ENABLED inline RealType mode(const logistic_distribution& dist) { return dist.location(); } template BOOST_MATH_GPU_ENABLED inline RealType median(const logistic_distribution& dist) { return dist.location(); } template BOOST_MATH_GPU_ENABLED inline RealType skewness(const logistic_distribution& /*dist*/) { return 0; } // RealType skewness(const logistic_distribution& dist) template BOOST_MATH_GPU_ENABLED inline RealType kurtosis_excess(const logistic_distribution& /*dist*/) { return static_cast(6)/5; } // RealType kurtosis_excess(const logistic_distribution& dist) template BOOST_MATH_GPU_ENABLED inline RealType kurtosis(const logistic_distribution& dist) { return kurtosis_excess(dist) + 3; } // RealType kurtosis_excess(const logistic_distribution& dist) template BOOST_MATH_GPU_ENABLED inline RealType entropy(const logistic_distribution& dist) { using std::log; return 2 + log(dist.scale()); } }} // Must come at the end: #include #endif // BOOST_MATH_DISTRIBUTIONS_LOGISTIC