Added boost header

test/external/boost/math/distributions/hypergeometric.hpp

@@ -0,0 +1,293 @@
+// Copyright 2008 Gautam Sewani
+// Copyright 2008 John Maddock
+//
+// 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_HYPERGEOMETRIC_HPP
+#define BOOST_MATH_DISTRIBUTIONS_HYPERGEOMETRIC_HPP
+
+#include <boost/math/distributions/detail/common_error_handling.hpp>
+#include <boost/math/distributions/complement.hpp>
+#include <boost/math/distributions/detail/hypergeometric_pdf.hpp>
+#include <boost/math/distributions/detail/hypergeometric_cdf.hpp>
+#include <boost/math/distributions/detail/hypergeometric_quantile.hpp>
+#include <boost/math/special_functions/fpclassify.hpp>
+
+
+namespace boost { namespace math {
+
+   template <class RealType = double, class Policy = policies::policy<> >
+   class hypergeometric_distribution
+   {
+   public:
+      typedef RealType value_type;
+      typedef Policy policy_type;
+
+      hypergeometric_distribution(unsigned r, unsigned n, unsigned N) // Constructor.
+         : m_n(n), m_N(N), m_r(r)
+      {
+         static const char* function = "boost::math::hypergeometric_distribution<%1%>::hypergeometric_distribution";
+         RealType ret;
+         check_params(function, &ret);
+      }
+      // Accessor functions.
+      unsigned total()const
+      {
+         return m_N;
+      }
+
+      unsigned defective()const
+      {
+         return m_n;
+      }
+
+      unsigned sample_count()const
+      {
+         return m_r;
+      }
+
+      bool check_params(const char* function, RealType* result)const
+      {
+         if(m_r > m_N)
+         {
+            *result = boost::math::policies::raise_domain_error<RealType>(
+               function, "Parameter r out of range: must be <= N but got %1%", static_cast<RealType>(m_r), Policy());
+            return false;
+         }
+         if(m_n > m_N)
+         {
+            *result = boost::math::policies::raise_domain_error<RealType>(
+               function, "Parameter n out of range: must be <= N but got %1%", static_cast<RealType>(m_n), Policy());
+            return false;
+         }
+         return true;
+      }
+      bool check_x(unsigned x, const char* function, RealType* result)const
+      {
+         if(x < static_cast<unsigned>((std::max)(0, (int)(m_n + m_r) - (int)(m_N))))
+         {
+            *result = boost::math::policies::raise_domain_error<RealType>(
+               function, "Random variable out of range: must be > 0 and > m + r - N but got %1%", static_cast<RealType>(x), Policy());
+            return false;
+         }
+         if(x > (std::min)(m_r, m_n))
+         {
+            *result = boost::math::policies::raise_domain_error<RealType>(
+               function, "Random variable out of range: must be less than both n and r but got %1%", static_cast<RealType>(x), Policy());
+            return false;
+         }
+         return true;
+      }
+
+   private:
+      // Data members:
+      unsigned m_n;  // number of "defective" items
+      unsigned m_N; // number of "total" items
+      unsigned m_r; // number of items picked
+
+   }; // class hypergeometric_distribution
+
+   typedef hypergeometric_distribution<double> hypergeometric;
+
+   template <class RealType, class Policy>
+   inline const std::pair<unsigned, unsigned> range(const hypergeometric_distribution<RealType, Policy>& dist)
+   { // Range of permissible values for random variable x.
+#ifdef BOOST_MSVC
+#  pragma warning(push)
+#  pragma warning(disable:4267)
+#endif
+      unsigned r = dist.sample_count();
+      unsigned n = dist.defective();
+      unsigned N = dist.total();
+      unsigned l = static_cast<unsigned>((std::max)(0, (int)(n + r) - (int)(N)));
+      unsigned u = (std::min)(r, n);
+      return std::pair<unsigned, unsigned>(l, u);
+#ifdef BOOST_MSVC
+#  pragma warning(pop)
+#endif
+   }
+
+   template <class RealType, class Policy>
+   inline const std::pair<unsigned, unsigned> support(const hypergeometric_distribution<RealType, Policy>& d)
+   { 
+      return range(d);
+   }
+
+   template <class RealType, class Policy>
+   inline RealType pdf(const hypergeometric_distribution<RealType, Policy>& dist, const unsigned& x)
+   {
+      static const char* function = "boost::math::pdf(const hypergeometric_distribution<%1%>&, const %1%&)";
+      RealType result = 0;
+      if(!dist.check_params(function, &result))
+         return result;
+      if(!dist.check_x(x, function, &result))
+         return result;
+
+      return boost::math::detail::hypergeometric_pdf<RealType>(
+         x, dist.sample_count(), dist.defective(), dist.total(), Policy());
+   }
+
+   template <class RealType, class Policy, class U>
+   inline RealType pdf(const hypergeometric_distribution<RealType, Policy>& dist, const U& x)
+   {
+      BOOST_MATH_STD_USING
+      static const char* function = "boost::math::pdf(const hypergeometric_distribution<%1%>&, const %1%&)";
+      RealType r = static_cast<RealType>(x);
+      unsigned u = itrunc(r);
+      if(u != r)
+      {
+         return boost::math::policies::raise_domain_error<RealType>(
+            function, "Random variable out of range: must be an integer but got %1%", r, Policy());
+      }
+      return pdf(dist, u);
+   }
+
+   template <class RealType, class Policy>
+   inline RealType cdf(const hypergeometric_distribution<RealType, Policy>& dist, const unsigned& x)
+   {
+      static const char* function = "boost::math::cdf(const hypergeometric_distribution<%1%>&, const %1%&)";
+      RealType result = 0;
+      if(!dist.check_params(function, &result))
+         return result;
+      if(!dist.check_x(x, function, &result))
+         return result;
+
+      return boost::math::detail::hypergeometric_cdf<RealType>(
+         x, dist.sample_count(), dist.defective(), dist.total(), false, Policy());
+   }
+
+   template <class RealType, class Policy, class U>
+   inline RealType cdf(const hypergeometric_distribution<RealType, Policy>& dist, const U& x)
+   {
+      BOOST_MATH_STD_USING
+      static const char* function = "boost::math::cdf(const hypergeometric_distribution<%1%>&, const %1%&)";
+      RealType r = static_cast<RealType>(x);
+      unsigned u = itrunc(r);
+      if(u != r)
+      {
+         return boost::math::policies::raise_domain_error<RealType>(
+            function, "Random variable out of range: must be an integer but got %1%", r, Policy());
+      }
+      return cdf(dist, u);
+   }
+
+   template <class RealType, class Policy>
+   inline RealType cdf(const complemented2_type<hypergeometric_distribution<RealType, Policy>, unsigned>& c)
+   {
+      static const char* function = "boost::math::cdf(const hypergeometric_distribution<%1%>&, const %1%&)";
+      RealType result = 0;
+      if(!c.dist.check_params(function, &result))
+         return result;
+      if(!c.dist.check_x(c.param, function, &result))
+         return result;
+
+      return boost::math::detail::hypergeometric_cdf<RealType>(
+         c.param, c.dist.sample_count(), c.dist.defective(), c.dist.total(), true, Policy());
+   }
+
+   template <class RealType, class Policy, class U>
+   inline RealType cdf(const complemented2_type<hypergeometric_distribution<RealType, Policy>, U>& c)
+   {
+      BOOST_MATH_STD_USING
+      static const char* function = "boost::math::cdf(const hypergeometric_distribution<%1%>&, const %1%&)";
+      RealType r = static_cast<RealType>(c.param);
+      unsigned u = itrunc(r);
+      if(u != r)
+      {
+         return boost::math::policies::raise_domain_error<RealType>(
+            function, "Random variable out of range: must be an integer but got %1%", r, Policy());
+      }
+      return cdf(complement(c.dist, u));
+   }
+
+   template <class RealType, class Policy>
+   inline RealType quantile(const hypergeometric_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 hypergeometric_distribution<%1%>&, %1%)";
+      if (false == dist.check_params(function, &result)) return result;
+      if(false == detail::check_probability(function, p, &result, Policy())) return result;
+
+      return static_cast<RealType>(detail::hypergeometric_quantile(p, RealType(1 - p), dist.sample_count(), dist.defective(), dist.total(), Policy()));
+   } // quantile
+
+   template <class RealType, class Policy>
+   inline RealType quantile(const complemented2_type<hypergeometric_distribution<RealType, Policy>, RealType>& c)
+   {
+      BOOST_MATH_STD_USING // for ADL of std functions
+
+      // Checking function argument
+      RealType result = 0;
+      const char* function = "quantile(const complemented2_type<hypergeometric_distribution<%1%>, %1%>&)";
+      if (false == c.dist.check_params(function, &result)) return result;
+      if(false == detail::check_probability(function, c.param, &result, Policy())) return result;
+
+      return static_cast<RealType>(detail::hypergeometric_quantile(RealType(1 - c.param), c.param, c.dist.sample_count(), c.dist.defective(), c.dist.total(), Policy()));
+   } // quantile
+
+   template <class RealType, class Policy>
+   inline RealType mean(const hypergeometric_distribution<RealType, Policy>& dist)
+   {
+      return static_cast<RealType>(dist.sample_count() * dist.defective()) / dist.total();
+   } // RealType mean(const hypergeometric_distribution<RealType, Policy>& dist)
+
+   template <class RealType, class Policy>
+   inline RealType variance(const hypergeometric_distribution<RealType, Policy>& dist)
+   {
+      RealType r = static_cast<RealType>(dist.sample_count());
+      RealType n = static_cast<RealType>(dist.defective());
+      RealType N = static_cast<RealType>(dist.total());
+      return r * (n / N) * (1 - n / N) * (N - r) / (N - 1);
+   } // RealType variance(const hypergeometric_distribution<RealType, Policy>& dist)
+
+   template <class RealType, class Policy>
+   inline RealType mode(const hypergeometric_distribution<RealType, Policy>& dist)
+   {
+      BOOST_MATH_STD_USING
+      RealType r = static_cast<RealType>(dist.sample_count());
+      RealType n = static_cast<RealType>(dist.defective());
+      RealType N = static_cast<RealType>(dist.total());
+      return floor((r + 1) * (n + 1) / (N + 2));
+   }
+
+   template <class RealType, class Policy>
+   inline RealType skewness(const hypergeometric_distribution<RealType, Policy>& dist)
+   {
+      BOOST_MATH_STD_USING
+      RealType r = static_cast<RealType>(dist.sample_count());
+      RealType n = static_cast<RealType>(dist.defective());
+      RealType N = static_cast<RealType>(dist.total());
+      return (N - 2 * n) * sqrt(N - 1) * (N - 2 * r) / (sqrt(n * r * (N - n) * (N - r)) * (N - 2));
+   } // RealType skewness(const hypergeometric_distribution<RealType, Policy>& dist)
+
+   template <class RealType, class Policy>
+   inline RealType kurtosis_excess(const hypergeometric_distribution<RealType, Policy>& dist)
+   {
+      RealType r = static_cast<RealType>(dist.sample_count());
+      RealType n = static_cast<RealType>(dist.defective());
+      RealType N = static_cast<RealType>(dist.total());
+      RealType t1 = N * N * (N - 1) / (r * (N - 2) * (N - 3) * (N - r));
+      RealType t2 = (N * (N + 1) - 6 * N * (N - r)) / (n * (N - n))
+         + 3 * r * (N - r) * (N + 6) / (N * N) - 6;
+      return t1 * t2;
+   } // RealType kurtosis_excess(const hypergeometric_distribution<RealType, Policy>& dist)
+
+   template <class RealType, class Policy>
+   inline RealType kurtosis(const hypergeometric_distribution<RealType, Policy>& dist)
+   {
+      return kurtosis_excess(dist) + 3;
+   } // RealType kurtosis_excess(const hypergeometric_distribution<RealType, Policy>& dist)
+}} // namespaces
+
+// 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 // include guard