From: pbristow_at_[hidden]
Date: 2007-09-15 11:20:46
Author: pbristow
Date: 2007-09-15 11:20:44 EDT (Sat, 15 Sep 2007)
New Revision: 39299
URL: http://svn.boost.org/trac/boost/changeset/39299
Log:
Try to cure test failures.
Text files modified:
sandbox/math_toolkit/boost/math/distributions/normal.hpp | 86 ++++++++++++++++++++++++++++++---------
1 files changed, 65 insertions(+), 21 deletions(-)
Modified: sandbox/math_toolkit/boost/math/distributions/normal.hpp
==============================================================================
--- sandbox/math_toolkit/boost/math/distributions/normal.hpp (original)
+++ sandbox/math_toolkit/boost/math/distributions/normal.hpp 2007-09-15 11:20:44 EDT (Sat, 15 Sep 2007)
@@ -18,6 +18,7 @@
#include <boost/math/distributions/fwd.hpp>
#include <boost/math/special_functions/erf.hpp> // for erf/erfc.
#include <boost/math/distributions/complement.hpp>
+#include <boost/math/distributions/detail/common_error_handling.hpp>
#include <utility>
@@ -31,25 +32,32 @@
typedef Policy policy_type;
normal_distribution(RealType mean = 0, RealType sd = 1)
- : m_mean(mean), m_sd(sd) {} // Default is a 'standard' normal distribution.
+ : m_mean(mean), m_sd(sd)
+ { // Default is a 'standard' normal distribution N01.
+ static const char* function = "boost::math::normal_distribution(const normal_distribution<%1%>&, %1%)";
+
+ RealType result;
+ detail::check_scale("boost::math::normal_distribution<%1%>::normal_distribution", sd, &result, Policy());
+ detail::check_location("boost::math::normal_distribution<%1%>::normal_distribution", mean, &result, Policy());
+ }
RealType mean()const
- { // location
+ { // alias for location.
return m_mean;
}
RealType standard_deviation()const
- { // scale
+ { // alias for scale.
return m_sd;
}
// Synonyms, provided to allow generic use of find_location and find_scale.
RealType location()const
- { // location
+ { // location.
return m_mean;
}
RealType scale()const
- { // scale
+ { // scale.
return m_sd;
}
@@ -67,7 +75,7 @@
inline const std::pair<RealType, RealType> range(const normal_distribution<RealType, Policy>& /*dist*/)
{ // Range of permissible values for random variable x.
using boost::math::tools::max_value;
- return std::pair<RealType, RealType>(-max_value<RealType>(), max_value<RealType>()); // - to + infinity.
+ return std::pair<RealType, RealType>(-max_value<RealType>(), max_value<RealType>()); // - to + max value.
}
template <class RealType, class Policy>
@@ -75,7 +83,7 @@
{ // 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.
+ return std::pair<RealType, RealType>(-max_value<RealType>(), max_value<RealType>()); // - to + max value.
}
template <class RealType, class Policy>
@@ -86,15 +94,25 @@
RealType sd = dist.standard_deviation();
RealType mean = dist.mean();
+ static const char* function = "boost::math::pdf(const normal_distribution<%1%>&, %1%)";
+
+ RealType result;
+ if(false == detail::check_scale(function, sd, &result, Policy()))
+ return result;
+ if(false == detail::check_location(function, mean, &result, Policy()))
+ return result;
+ if(false == detail::check_x(function, x, &result, Policy()))
+ return result;
+
RealType exponent = x - mean;
exponent *= -exponent;
exponent /= 2 * sd * sd;
- RealType result = exp(exponent);
+ result = exp(exponent);
result /= sd * sqrt(2 * constants::pi<RealType>());
return result;
-}
+} // pdf
template <class RealType, class Policy>
inline RealType cdf(const normal_distribution<RealType, Policy>& dist, const RealType& x)
@@ -103,9 +121,16 @@
RealType sd = dist.standard_deviation();
RealType mean = dist.mean();
+ static const char* function = "boost::math::cdf(const normal_distribution<%1%>&, %1%)";
+ RealType result;
+ if(false == detail::check_scale(function, sd, &result, Policy()))
+ return result;
+ if(false == detail::check_location(function, mean, &result, Policy()))
+ return result;
+ if(false == detail::check_x(function, x, &result, Policy()))
+ return result;
RealType diff = (x - mean) / (sd * constants::root_two<RealType>());
- RealType result;
result = boost::math::erfc(-diff, Policy()) / 2;
return result;
@@ -118,15 +143,21 @@
RealType sd = dist.standard_deviation();
RealType mean = dist.mean();
+ static const char* function = "boost::math::quantile(const normal_distribution<%1%>&, %1%)";
- RealType r;
-
- r = boost::math::erfc_inv(2 * p, Policy());
- r = -r;
- r *= sd * constants::root_two<RealType>();
- r += mean;
-
- return r;
+ RealType result;
+ if(false == detail::check_scale(function, sd, &result, Policy()))
+ return result;
+ if(false == detail::check_location(function, mean, &result, Policy()))
+ return result;
+ if(false == detail::check_probability(function, p, &result, Policy()))
+ return result;
+
+ result= boost::math::erfc_inv(2 * p, Policy());
+ result = -result;
+ result *= sd * constants::root_two<RealType>();
+ result += mean;
+ return result;
}
template <class RealType, class Policy>
@@ -137,12 +168,17 @@
RealType sd = c.dist.standard_deviation();
RealType mean = c.dist.mean();
RealType x = c.param;
-
- RealType diff = (x - mean) / (sd * constants::root_two<RealType>());
+ static const char* function = "boost::math::cdf(const complement(normal_distribution<%1%>&), %1%)";
RealType result;
+ if(false == detail::check_scale(function, sd, &result, Policy()))
+ return result;
+ if(false == detail::check_location(function, mean, &result, Policy()))
+ return result;
+ if(false == detail::check_x(function, x, &result, Policy()))
+ return result;
+ RealType diff = (x - mean) / (sd * constants::root_two<RealType>());
result = boost::math::erfc(diff, Policy()) / 2;
-
return result;
}
@@ -155,6 +191,14 @@
RealType mean = c.dist.mean();
RealType q = c.param;
+ static const char* function = "boost::math::quantile(const complement(normal_distribution<%1%>&), %1%)";
+ RealType result;
+ if(false == detail::check_scale(function, sd, &result, Policy()))
+ return result;
+ if(false == detail::check_location(function, mean, &result, Policy()))
+ return result;
+ if(false == detail::check_probability(function, q, &result, Policy()))
+ return result;
RealType r;
r = boost::math::erfc_inv(2 * q, Policy());
r *= sd * constants::root_two<RealType>();