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// Copyright John Maddock 2006. // Copyright Paul A. Bristow 2006. // Copyright Matt Borland 2024. // 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) // TODO deal with infinity as special better - or remove. // #ifndef BOOST_STATS_UNIFORM_HPP #define BOOST_STATS_UNIFORM_HPP // http://www.itl.nist.gov/div898/handbook/eda/section3/eda3668.htm // http://mathworld.wolfram.com/UniformDistribution.html // http://documents.wolfram.com/calculationcenter/v2/Functions/ListsMatrices/Statistics/UniformDistribution.html // http://en.wikipedia.org/wiki/Uniform_distribution_%28continuous%29 #include #include #include #include #include #include namespace boost{ namespace math { namespace detail { template BOOST_MATH_GPU_ENABLED inline bool check_uniform_lower( const char* function, RealType lower, RealType* result, const Policy& pol) { if((boost::math::isfinite)(lower)) { // any finite value is OK. return true; } else { // Not finite. *result = policies::raise_domain_error( function, "Lower parameter is %1%, but must be finite!", lower, pol); return false; } } // bool check_uniform_lower( template BOOST_MATH_GPU_ENABLED inline bool check_uniform_upper( const char* function, RealType upper, RealType* result, const Policy& pol) { if((boost::math::isfinite)(upper)) { // Any finite value is OK. return true; } else { // Not finite. *result = policies::raise_domain_error( function, "Upper parameter is %1%, but must be finite!", upper, pol); return false; } } // bool check_uniform_upper( template BOOST_MATH_GPU_ENABLED inline bool check_uniform_x( const char* function, RealType const& x, RealType* result, const Policy& pol) { if((boost::math::isfinite)(x)) { // Any finite value is OK return true; } else { // Not finite.. *result = policies::raise_domain_error( function, "x parameter is %1%, but must be finite!", x, pol); return false; } } // bool check_uniform_x template BOOST_MATH_GPU_ENABLED inline bool check_uniform( const char* function, RealType lower, RealType upper, RealType* result, const Policy& pol) { if((check_uniform_lower(function, lower, result, pol) == false) || (check_uniform_upper(function, upper, result, pol) == false)) { return false; } else if (lower >= upper) // If lower == upper then 1 / (upper-lower) = 1/0 = +infinity! { // upper and lower have been checked before, so must be lower >= upper. *result = policies::raise_domain_error( function, "lower parameter is %1%, but must be less than upper!", lower, pol); return false; } else { // All OK, return true; } } // bool check_uniform( } // namespace detail template > class uniform_distribution { public: typedef RealType value_type; typedef Policy policy_type; BOOST_MATH_GPU_ENABLED uniform_distribution(RealType l_lower = 0, RealType l_upper = 1) // Constructor. : m_lower(l_lower), m_upper(l_upper) // Default is standard uniform distribution. { RealType result; detail::check_uniform("boost::math::uniform_distribution<%1%>::uniform_distribution", l_lower, l_upper, &result, Policy()); } // Accessor functions. BOOST_MATH_GPU_ENABLED RealType lower()const { return m_lower; } BOOST_MATH_GPU_ENABLED RealType upper()const { return m_upper; } private: // Data members: RealType m_lower; // distribution lower aka a. RealType m_upper; // distribution upper aka b. }; // class uniform_distribution typedef uniform_distribution uniform; #ifdef __cpp_deduction_guides template uniform_distribution(RealType)->uniform_distribution::type>; template uniform_distribution(RealType,RealType)->uniform_distribution::type>; #endif template BOOST_MATH_GPU_ENABLED inline const boost::math::pair range(const uniform_distribution& /* dist */) { // Range of permissible values for random variable x. using boost::math::tools::max_value; return boost::math::pair(-max_value(), max_value()); // - to + 'infinity'. // Note RealType infinity is NOT permitted, only max_value. } template BOOST_MATH_GPU_ENABLED inline const boost::math::pair support(const uniform_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(dist.lower(), dist.upper()); } template BOOST_MATH_GPU_ENABLED inline RealType pdf(const uniform_distribution& dist, const RealType& x) { RealType lower = dist.lower(); RealType upper = dist.upper(); RealType result = 0; // of checks. if(false == detail::check_uniform("boost::math::pdf(const uniform_distribution<%1%>&, %1%)", lower, upper, &result, Policy())) { return result; } if(false == detail::check_uniform_x("boost::math::pdf(const uniform_distribution<%1%>&, %1%)", x, &result, Policy())) { return result; } if((x < lower) || (x > upper) ) { return 0; } else { return 1 / (upper - lower); } } // RealType pdf(const uniform_distribution& dist, const RealType& x) template BOOST_MATH_GPU_ENABLED inline RealType cdf(const uniform_distribution& dist, const RealType& x) { RealType lower = dist.lower(); RealType upper = dist.upper(); RealType result = 0; // of checks. if(false == detail::check_uniform("boost::math::cdf(const uniform_distribution<%1%>&, %1%)",lower, upper, &result, Policy())) { return result; } if(false == detail::check_uniform_x("boost::math::cdf(const uniform_distribution<%1%>&, %1%)", x, &result, Policy())) { return result; } if (x < lower) { return 0; } if (x > upper) { return 1; } return (x - lower) / (upper - lower); // lower <= x <= upper } // RealType cdf(const uniform_distribution& dist, const RealType& x) template BOOST_MATH_GPU_ENABLED inline RealType quantile(const uniform_distribution& dist, const RealType& p) { RealType lower = dist.lower(); RealType upper = dist.upper(); RealType result = 0; // of checks if(false == detail::check_uniform("boost::math::quantile(const uniform_distribution<%1%>&, %1%)",lower, upper, &result, Policy())) { return result; } if(false == detail::check_probability("boost::math::quantile(const uniform_distribution<%1%>&, %1%)", p, &result, Policy())) { return result; } if(p == 0) { return lower; } if(p == 1) { return upper; } return p * (upper - lower) + lower; } // RealType quantile(const uniform_distribution& dist, const RealType& p) template BOOST_MATH_GPU_ENABLED inline RealType cdf(const complemented2_type, RealType>& c) { RealType lower = c.dist.lower(); RealType upper = c.dist.upper(); RealType x = c.param; RealType result = 0; // of checks. if(false == detail::check_uniform("boost::math::cdf(const uniform_distribution<%1%>&, %1%)", lower, upper, &result, Policy())) { return result; } if(false == detail::check_uniform_x("boost::math::cdf(const uniform_distribution<%1%>&, %1%)", x, &result, Policy())) { return result; } if (x < lower) { return 1; } if (x > upper) { return 0; } return (upper - x) / (upper - lower); } // RealType cdf(const complemented2_type, RealType>& c) template BOOST_MATH_GPU_ENABLED inline RealType quantile(const complemented2_type, RealType>& c) { RealType lower = c.dist.lower(); RealType upper = c.dist.upper(); RealType q = c.param; RealType result = 0; // of checks. if(false == detail::check_uniform("boost::math::quantile(const uniform_distribution<%1%>&, %1%)", lower, upper, &result, Policy())) { return result; } if(false == detail::check_probability("boost::math::quantile(const uniform_distribution<%1%>&, %1%)", q, &result, Policy())) { return result; } if(q == 0) { return upper; } if(q == 1) { return lower; } return -q * (upper - lower) + upper; } // RealType quantile(const complemented2_type, RealType>& c) template BOOST_MATH_GPU_ENABLED inline RealType mean(const uniform_distribution& dist) { RealType lower = dist.lower(); RealType upper = dist.upper(); RealType result = 0; // of checks. if(false == detail::check_uniform("boost::math::mean(const uniform_distribution<%1%>&)", lower, upper, &result, Policy())) { return result; } return (lower + upper ) / 2; } // RealType mean(const uniform_distribution& dist) template BOOST_MATH_GPU_ENABLED inline RealType variance(const uniform_distribution& dist) { RealType lower = dist.lower(); RealType upper = dist.upper(); RealType result = 0; // of checks. if(false == detail::check_uniform("boost::math::variance(const uniform_distribution<%1%>&)", lower, upper, &result, Policy())) { return result; } return (upper - lower) * ( upper - lower) / 12; // for standard uniform = 0.833333333333333333333333333333333333333333; } // RealType variance(const uniform_distribution& dist) template BOOST_MATH_GPU_ENABLED inline RealType mode(const uniform_distribution& dist) { RealType lower = dist.lower(); RealType upper = dist.upper(); RealType result = 0; // of checks. if(false == detail::check_uniform("boost::math::mode(const uniform_distribution<%1%>&)", lower, upper, &result, Policy())) { return result; } result = lower; // Any value [lower, upper] but arbitrarily choose lower. return result; } template BOOST_MATH_GPU_ENABLED inline RealType median(const uniform_distribution& dist) { RealType lower = dist.lower(); RealType upper = dist.upper(); RealType result = 0; // of checks. if(false == detail::check_uniform("boost::math::median(const uniform_distribution<%1%>&)", lower, upper, &result, Policy())) { return result; } return (lower + upper) / 2; // } template BOOST_MATH_GPU_ENABLED inline RealType skewness(const uniform_distribution& dist) { RealType lower = dist.lower(); RealType upper = dist.upper(); RealType result = 0; // of checks. if(false == detail::check_uniform("boost::math::skewness(const uniform_distribution<%1%>&)",lower, upper, &result, Policy())) { return result; } return 0; } // RealType skewness(const uniform_distribution& dist) template BOOST_MATH_GPU_ENABLED inline RealType kurtosis_excess(const uniform_distribution& dist) { RealType lower = dist.lower(); RealType upper = dist.upper(); RealType result = 0; // of checks. if(false == detail::check_uniform("boost::math::kurtosis_excess(const uniform_distribution<%1%>&)", lower, upper, &result, Policy())) { return result; } return static_cast(-6)/5; // -6/5 = -1.2; } // RealType kurtosis_excess(const uniform_distribution& dist) template BOOST_MATH_GPU_ENABLED inline RealType kurtosis(const uniform_distribution& dist) { return kurtosis_excess(dist) + 3; } template BOOST_MATH_GPU_ENABLED inline RealType entropy(const uniform_distribution& dist) { BOOST_MATH_STD_USING return log(dist.upper() - dist.lower()); } } // 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 #endif // BOOST_STATS_UNIFORM_HPP