Added boost header

test/external/boost/math/distributions/detail/derived_accessors.hpp

@@ -0,0 +1,163 @@
+//  Copyright John Maddock 2006.
+//  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_STATS_DERIVED_HPP
+#define BOOST_STATS_DERIVED_HPP
+
+// This file implements various common properties of distributions
+// that can be implemented in terms of other properties:
+// variance OR standard deviation (see note below),
+// hazard, cumulative hazard (chf), coefficient_of_variation.
+//
+// Note that while both variance and standard_deviation are provided
+// here, each distribution MUST SPECIALIZE AT LEAST ONE OF THESE
+// otherwise these two versions will just call each other over and over
+// until stack space runs out ...
+
+// Of course there may be more efficient means of implementing these
+// that are specific to a particular distribution, but these generic
+// versions give these properties "for free" with most distributions.
+//
+// In order to make use of this header, it must be included AT THE END
+// of the distribution header, AFTER the distribution and its core
+// property accessors have been defined: this is so that compilers
+// that implement 2-phase lookup and early-type-checking of templates
+// can find the definitions refered to herein.
+//
+
+#include <boost/type_traits/is_same.hpp>
+#include <boost/static_assert.hpp>
+
+#ifdef BOOST_MSVC
+# pragma warning(push)
+# pragma warning(disable: 4723) // potential divide by 0
+// Suppressing spurious warning in coefficient_of_variation
+#endif
+
+namespace boost{ namespace math{
+
+template <class Distribution>
+typename Distribution::value_type variance(const Distribution& dist);
+
+template <class Distribution>
+inline typename Distribution::value_type standard_deviation(const Distribution& dist)
+{
+   BOOST_MATH_STD_USING  // ADL of sqrt.
+   return sqrt(variance(dist));
+}
+
+template <class Distribution>
+inline typename Distribution::value_type variance(const Distribution& dist)
+{
+   typename Distribution::value_type result = standard_deviation(dist);
+   return result * result;
+}
+
+template <class Distribution, class RealType>
+inline typename Distribution::value_type hazard(const Distribution& dist, const RealType& x)
+{ // hazard function
+  // http://www.itl.nist.gov/div898/handbook/eda/section3/eda362.htm#HAZ
+   typedef typename Distribution::value_type value_type;
+   typedef typename Distribution::policy_type policy_type;
+   value_type p = cdf(complement(dist, x));
+   value_type d = pdf(dist, x);
+   if(d > p * tools::max_value<value_type>())
+      return policies::raise_overflow_error<value_type>(
+      "boost::math::hazard(const Distribution&, %1%)", 0, policy_type());
+   if(d == 0)
+   {
+      // This protects against 0/0, but is it the right thing to do?
+      return 0;
+   }
+   return d / p;
+}
+
+template <class Distribution, class RealType>
+inline typename Distribution::value_type chf(const Distribution& dist, const RealType& x)
+{ // cumulative hazard function.
+  // http://www.itl.nist.gov/div898/handbook/eda/section3/eda362.htm#HAZ
+   BOOST_MATH_STD_USING
+   return -log(cdf(complement(dist, x)));
+}
+
+template <class Distribution>
+inline typename Distribution::value_type coefficient_of_variation(const Distribution& dist)
+{
+   typedef typename Distribution::value_type value_type;
+   typedef typename Distribution::policy_type policy_type;
+
+   using std::abs;
+
+   value_type m = mean(dist);
+   value_type d = standard_deviation(dist);
+   if((abs(m) < 1) && (d > abs(m) * tools::max_value<value_type>()))
+   { // Checks too that m is not zero,
+      return policies::raise_overflow_error<value_type>("boost::math::coefficient_of_variation(const Distribution&, %1%)", 0, policy_type());
+   }
+   return d / m; // so MSVC warning on zerodivide is spurious, and suppressed.
+}
+//
+// Next follow overloads of some of the standard accessors with mixed
+// argument types. We just use a typecast to forward on to the "real"
+// implementation with all arguments of the same type:
+//
+template <class Distribution, class RealType>
+inline typename Distribution::value_type pdf(const Distribution& dist, const RealType& x)
+{
+   typedef typename Distribution::value_type value_type;
+   return pdf(dist, static_cast<value_type>(x));
+}
+template <class Distribution, class RealType>
+inline typename Distribution::value_type cdf(const Distribution& dist, const RealType& x)
+{
+   typedef typename Distribution::value_type value_type;
+   return cdf(dist, static_cast<value_type>(x));
+}
+template <class Distribution, class RealType>
+inline typename Distribution::value_type quantile(const Distribution& dist, const RealType& x)
+{
+   typedef typename Distribution::value_type value_type;
+   return quantile(dist, static_cast<value_type>(x));
+}
+/*
+template <class Distribution, class RealType>
+inline typename Distribution::value_type chf(const Distribution& dist, const RealType& x)
+{
+   typedef typename Distribution::value_type value_type;
+   return chf(dist, static_cast<value_type>(x));
+}
+*/
+template <class Distribution, class RealType>
+inline typename Distribution::value_type cdf(const complemented2_type<Distribution, RealType>& c)
+{
+   typedef typename Distribution::value_type value_type;
+   return cdf(complement(c.dist, static_cast<value_type>(c.param)));
+}
+
+template <class Distribution, class RealType>
+inline typename Distribution::value_type quantile(const complemented2_type<Distribution, RealType>& c)
+{
+   typedef typename Distribution::value_type value_type;
+   return quantile(complement(c.dist, static_cast<value_type>(c.param)));
+}
+
+template <class Dist>
+inline typename Dist::value_type median(const Dist& d)
+{ // median - default definition for those distributions for which a
+  // simple closed form is not known,
+  // and for which a domain_error and/or NaN generating function is NOT defined.
+  typedef typename Dist::value_type value_type;
+  return quantile(d, static_cast<value_type>(0.5f));
+}
+
+} // namespace math
+} // namespace boost
+
+
+#ifdef BOOST_MSVC
+# pragma warning(pop)
+#endif
+
+#endif // BOOST_STATS_DERIVED_HPP