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1// Copyright John Maddock 2006.
2// Use, modification and distribution are subject to the
3// Boost Software License, Version 1.0. (See accompanying file
4// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
5
6// distributions.hpp provides definitions of the concept of a distribution
7// and non-member accessor functions that must be implemented by all distributions.
8// This is used to verify that
9// all the features of a distributions have been fully implemented.
10
11#ifndef BOOST_MATH_DISTRIBUTION_CONCEPT_HPP
12#define BOOST_MATH_DISTRIBUTION_CONCEPT_HPP
13
14#include <boost/math/distributions/complement.hpp>
15#include <boost/math/distributions/fwd.hpp>
16#ifdef BOOST_MSVC
17#pragma warning(push)
18#pragma warning(disable: 4100)
19#pragma warning(disable: 4510)
20#pragma warning(disable: 4610)
21#pragma warning(disable: 4189) // local variable is initialized but not referenced.
22#endif
23#include <boost/concept_check.hpp>
24#ifdef BOOST_MSVC
25#pragma warning(pop)
26#endif
27#include <utility>
28
29namespace boost{
30namespace math{
31
32namespace concepts
33{
34// Begin by defining a concept archetype
35// for a distribution class:
36//
37template <class RealType>
38class distribution_archetype
39{
40public:
41 typedef RealType value_type;
42
43 distribution_archetype(const distribution_archetype&); // Copy constructible.
44 distribution_archetype& operator=(const distribution_archetype&); // Assignable.
45
46 // There is no default constructor,
47 // but we need a way to instantiate the archetype:
48 static distribution_archetype& get_object()
49 {
50 // will never get caled:
51 return *reinterpret_cast<distribution_archetype*>(0);
52 }
53}; // template <class RealType>class distribution_archetype
54
55// Non-member accessor functions:
56// (This list defines the functions that must be implemented by all distributions).
57
58template <class RealType>
59RealType pdf(const distribution_archetype<RealType>& dist, const RealType& x);
60
61template <class RealType>
62RealType cdf(const distribution_archetype<RealType>& dist, const RealType& x);
63
64template <class RealType>
65RealType quantile(const distribution_archetype<RealType>& dist, const RealType& p);
66
67template <class RealType>
68RealType cdf(const complemented2_type<distribution_archetype<RealType>, RealType>& c);
69
70template <class RealType>
71RealType quantile(const complemented2_type<distribution_archetype<RealType>, RealType>& c);
72
73template <class RealType>
74RealType mean(const distribution_archetype<RealType>& dist);
75
76template <class RealType>
77RealType standard_deviation(const distribution_archetype<RealType>& dist);
78
79template <class RealType>
80RealType variance(const distribution_archetype<RealType>& dist);
81
82template <class RealType>
83RealType hazard(const distribution_archetype<RealType>& dist);
84
85template <class RealType>
86RealType chf(const distribution_archetype<RealType>& dist);
87// http://en.wikipedia.org/wiki/Characteristic_function_%28probability_theory%29
88
89template <class RealType>
90RealType coefficient_of_variation(const distribution_archetype<RealType>& dist);
91
92template <class RealType>
93RealType mode(const distribution_archetype<RealType>& dist);
94
95template <class RealType>
96RealType skewness(const distribution_archetype<RealType>& dist);
97
98template <class RealType>
99RealType kurtosis_excess(const distribution_archetype<RealType>& dist);
100
101template <class RealType>
102RealType kurtosis(const distribution_archetype<RealType>& dist);
103
104template <class RealType>
105RealType median(const distribution_archetype<RealType>& dist);
106
107template <class RealType>
108std::pair<RealType, RealType> range(const distribution_archetype<RealType>& dist);
109
110template <class RealType>
111std::pair<RealType, RealType> support(const distribution_archetype<RealType>& dist);
112
113//
114// Next comes the concept checks for verifying that a class
115// fullfils the requirements of a Distribution:
116//
117template <class Distribution>
118struct DistributionConcept
119{
120 typedef typename Distribution::value_type value_type;
121
122 void constraints()
123 {
124 function_requires<CopyConstructibleConcept<Distribution> >();
125 function_requires<AssignableConcept<Distribution> >();
126
127 const Distribution& dist = DistributionConcept<Distribution>::get_object();
128
129 value_type x = 0;
130 // The result values are ignored in all these checks.
131 value_type v = cdf(dist, x);
132 v = cdf(complement(dist, x));
133 suppress_unused_variable_warning(v);
134 v = pdf(dist, x);
135 suppress_unused_variable_warning(v);
136 v = quantile(dist, x);
137 suppress_unused_variable_warning(v);
138 v = quantile(complement(dist, x));
139 suppress_unused_variable_warning(v);
140 v = mean(dist);
141 suppress_unused_variable_warning(v);
142 v = mode(dist);
143 suppress_unused_variable_warning(v);
144 v = standard_deviation(dist);
145 suppress_unused_variable_warning(v);
146 v = variance(dist);
147 suppress_unused_variable_warning(v);
148 v = hazard(dist, x);
149 suppress_unused_variable_warning(v);
150 v = chf(dist, x);
151 suppress_unused_variable_warning(v);
152 v = coefficient_of_variation(dist);
153 suppress_unused_variable_warning(v);
154 v = skewness(dist);
155 suppress_unused_variable_warning(v);
156 v = kurtosis(dist);
157 suppress_unused_variable_warning(v);
158 v = kurtosis_excess(dist);
159 suppress_unused_variable_warning(v);
160 v = median(dist);
161 suppress_unused_variable_warning(v);
162 std::pair<value_type, value_type> pv;
163 pv = range(dist);
164 suppress_unused_variable_warning(pv);
165 pv = support(dist);
166 suppress_unused_variable_warning(pv);
167
168 float f = 1;
169 v = cdf(dist, f);
170 suppress_unused_variable_warning(v);
171 v = cdf(complement(dist, f));
172 suppress_unused_variable_warning(v);
173 v = pdf(dist, f);
174 suppress_unused_variable_warning(v);
175 v = quantile(dist, f);
176 suppress_unused_variable_warning(v);
177 v = quantile(complement(dist, f));
178 suppress_unused_variable_warning(v);
179 v = hazard(dist, f);
180 suppress_unused_variable_warning(v);
181 v = chf(dist, f);
182 suppress_unused_variable_warning(v);
183 double d = 1;
184 v = cdf(dist, d);
185 suppress_unused_variable_warning(v);
186 v = cdf(complement(dist, d));
187 suppress_unused_variable_warning(v);
188 v = pdf(dist, d);
189 suppress_unused_variable_warning(v);
190 v = quantile(dist, d);
191 suppress_unused_variable_warning(v);
192 v = quantile(complement(dist, d));
193 suppress_unused_variable_warning(v);
194 v = hazard(dist, d);
195 suppress_unused_variable_warning(v);
196 v = chf(dist, d);
197 suppress_unused_variable_warning(v);
198#ifndef TEST_MPFR
199 long double ld = 1;
200 v = cdf(dist, ld);
201 suppress_unused_variable_warning(v);
202 v = cdf(complement(dist, ld));
203 suppress_unused_variable_warning(v);
204 v = pdf(dist, ld);
205 suppress_unused_variable_warning(v);
206 v = quantile(dist, ld);
207 suppress_unused_variable_warning(v);
208 v = quantile(complement(dist, ld));
209 suppress_unused_variable_warning(v);
210 v = hazard(dist, ld);
211 suppress_unused_variable_warning(v);
212 v = chf(dist, ld);
213 suppress_unused_variable_warning(v);
214#endif
215 int i = 1;
216 v = cdf(dist, i);
217 suppress_unused_variable_warning(v);
218 v = cdf(complement(dist, i));
219 suppress_unused_variable_warning(v);
220 v = pdf(dist, i);
221 suppress_unused_variable_warning(v);
222 v = quantile(dist, i);
223 suppress_unused_variable_warning(v);
224 v = quantile(complement(dist, i));
225 suppress_unused_variable_warning(v);
226 v = hazard(dist, i);
227 suppress_unused_variable_warning(v);
228 v = chf(dist, i);
229 suppress_unused_variable_warning(v);
230 unsigned long li = 1;
231 v = cdf(dist, li);
232 suppress_unused_variable_warning(v);
233 v = cdf(complement(dist, li));
234 suppress_unused_variable_warning(v);
235 v = pdf(dist, li);
236 suppress_unused_variable_warning(v);
237 v = quantile(dist, li);
238 suppress_unused_variable_warning(v);
239 v = quantile(complement(dist, li));
240 suppress_unused_variable_warning(v);
241 v = hazard(dist, li);
242 suppress_unused_variable_warning(v);
243 v = chf(dist, li);
244 suppress_unused_variable_warning(v);
245 test_extra_members(dist);
246 }
247 template <class D>
248 static void test_extra_members(const D&)
249 {}
250 template <class R, class P>
251 static void test_extra_members(const boost::math::bernoulli_distribution<R, P>& d)
252 {
253 value_type r = d.success_fraction();
254 (void)r; // warning suppression
255 }
256 template <class R, class P>
257 static void test_extra_members(const boost::math::beta_distribution<R, P>& d)
258 {
259 value_type r1 = d.alpha();
260 value_type r2 = d.beta();
261 r1 = boost::math::beta_distribution<R, P>::find_alpha(r1, r2);
262 suppress_unused_variable_warning(r1);
263 r1 = boost::math::beta_distribution<R, P>::find_beta(r1, r2);
264 suppress_unused_variable_warning(r1);
265 r1 = boost::math::beta_distribution<R, P>::find_alpha(r1, r2, r1);
266 suppress_unused_variable_warning(r1);
267 r1 = boost::math::beta_distribution<R, P>::find_beta(r1, r2, r1);
268 suppress_unused_variable_warning(r1);
269 }
270 template <class R, class P>
271 static void test_extra_members(const boost::math::binomial_distribution<R, P>& d)
272 {
273 value_type r = d.success_fraction();
274 r = d.trials();
275 r = Distribution::find_lower_bound_on_p(r, r, r);
276 r = Distribution::find_lower_bound_on_p(r, r, r, Distribution::clopper_pearson_exact_interval);
277 r = Distribution::find_lower_bound_on_p(r, r, r, Distribution::jeffreys_prior_interval);
278 r = Distribution::find_upper_bound_on_p(r, r, r);
279 r = Distribution::find_upper_bound_on_p(r, r, r, Distribution::clopper_pearson_exact_interval);
280 r = Distribution::find_upper_bound_on_p(r, r, r, Distribution::jeffreys_prior_interval);
281 r = Distribution::find_minimum_number_of_trials(r, r, r);
282 r = Distribution::find_maximum_number_of_trials(r, r, r);
283 suppress_unused_variable_warning(r);
284 }
285 template <class R, class P>
286 static void test_extra_members(const boost::math::cauchy_distribution<R, P>& d)
287 {
288 value_type r = d.location();
289 r = d.scale();
290 suppress_unused_variable_warning(r);
291 }
292 template <class R, class P>
293 static void test_extra_members(const boost::math::chi_squared_distribution<R, P>& d)
294 {
295 value_type r = d.degrees_of_freedom();
296 r = Distribution::find_degrees_of_freedom(r, r, r, r);
297 r = Distribution::find_degrees_of_freedom(r, r, r, r, r);
298 suppress_unused_variable_warning(r);
299 }
300 template <class R, class P>
301 static void test_extra_members(const boost::math::exponential_distribution<R, P>& d)
302 {
303 value_type r = d.lambda();
304 suppress_unused_variable_warning(r);
305 }
306 template <class R, class P>
307 static void test_extra_members(const boost::math::extreme_value_distribution<R, P>& d)
308 {
309 value_type r = d.scale();
310 r = d.location();
311 suppress_unused_variable_warning(r);
312 }
313 template <class R, class P>
314 static void test_extra_members(const boost::math::fisher_f_distribution<R, P>& d)
315 {
316 value_type r = d.degrees_of_freedom1();
317 r = d.degrees_of_freedom2();
318 suppress_unused_variable_warning(r);
319 }
320 template <class R, class P>
321 static void test_extra_members(const boost::math::gamma_distribution<R, P>& d)
322 {
323 value_type r = d.scale();
324 r = d.shape();
325 suppress_unused_variable_warning(r);
326 }
327 template <class R, class P>
328 static void test_extra_members(const boost::math::inverse_chi_squared_distribution<R, P>& d)
329 {
330 value_type r = d.scale();
331 r = d.degrees_of_freedom();
332 suppress_unused_variable_warning(r);
333 }
334 template <class R, class P>
335 static void test_extra_members(const boost::math::inverse_gamma_distribution<R, P>& d)
336 {
337 value_type r = d.scale();
338 r = d.shape();
339 suppress_unused_variable_warning(r);
340 }
341 template <class R, class P>
342 static void test_extra_members(const boost::math::hypergeometric_distribution<R, P>& d)
343 {
344 unsigned u = d.defective();
345 u = d.sample_count();
346 u = d.total();
347 suppress_unused_variable_warning(u);
348 }
349 template <class R, class P>
350 static void test_extra_members(const boost::math::laplace_distribution<R, P>& d)
351 {
352 value_type r = d.scale();
353 r = d.location();
354 suppress_unused_variable_warning(r);
355 }
356 template <class R, class P>
357 static void test_extra_members(const boost::math::logistic_distribution<R, P>& d)
358 {
359 value_type r = d.scale();
360 r = d.location();
361 suppress_unused_variable_warning(r);
362 }
363 template <class R, class P>
364 static void test_extra_members(const boost::math::lognormal_distribution<R, P>& d)
365 {
366 value_type r = d.scale();
367 r = d.location();
368 suppress_unused_variable_warning(r);
369 }
370 template <class R, class P>
371 static void test_extra_members(const boost::math::negative_binomial_distribution<R, P>& d)
372 {
373 value_type r = d.success_fraction();
374 r = d.successes();
375 r = Distribution::find_lower_bound_on_p(r, r, r);
376 r = Distribution::find_upper_bound_on_p(r, r, r);
377 r = Distribution::find_minimum_number_of_trials(r, r, r);
378 r = Distribution::find_maximum_number_of_trials(r, r, r);
379 suppress_unused_variable_warning(r);
380 }
381 template <class R, class P>
382 static void test_extra_members(const boost::math::non_central_beta_distribution<R, P>& d)
383 {
384 value_type r1 = d.alpha();
385 value_type r2 = d.beta();
386 r1 = d.non_centrality();
387 (void)r1; // warning suppression
388 (void)r2; // warning suppression
389 }
390 template <class R, class P>
391 static void test_extra_members(const boost::math::non_central_chi_squared_distribution<R, P>& d)
392 {
393 value_type r = d.degrees_of_freedom();
394 r = d.non_centrality();
395 r = Distribution::find_degrees_of_freedom(r, r, r);
396 r = Distribution::find_degrees_of_freedom(boost::math::complement(r, r, r));
397 r = Distribution::find_non_centrality(r, r, r);
398 r = Distribution::find_non_centrality(boost::math::complement(r, r, r));
399 (void)r; // warning suppression
400 }
401 template <class R, class P>
402 static void test_extra_members(const boost::math::non_central_f_distribution<R, P>& d)
403 {
404 value_type r = d.degrees_of_freedom1();
405 r = d.degrees_of_freedom2();
406 r = d.non_centrality();
407 (void)r; // warning suppression
408 }
409 template <class R, class P>
410 static void test_extra_members(const boost::math::non_central_t_distribution<R, P>& d)
411 {
412 value_type r = d.degrees_of_freedom();
413 r = d.non_centrality();
414 (void)r; // warning suppression
415 }
416 template <class R, class P>
417 static void test_extra_members(const boost::math::normal_distribution<R, P>& d)
418 {
419 value_type r = d.scale();
420 r = d.location();
421 r = d.mean();
422 r = d.standard_deviation();
423 (void)r; // warning suppression
424 }
425 template <class R, class P>
426 static void test_extra_members(const boost::math::pareto_distribution<R, P>& d)
427 {
428 value_type r = d.scale();
429 r = d.shape();
430 (void)r; // warning suppression
431 }
432 template <class R, class P>
433 static void test_extra_members(const boost::math::poisson_distribution<R, P>& d)
434 {
435 value_type r = d.mean();
436 (void)r; // warning suppression
437 }
438 template <class R, class P>
439 static void test_extra_members(const boost::math::rayleigh_distribution<R, P>& d)
440 {
441 value_type r = d.sigma();
442 (void)r; // warning suppression
443 }
444 template <class R, class P>
445 static void test_extra_members(const boost::math::students_t_distribution<R, P>& d)
446 {
447 value_type r = d.degrees_of_freedom();
448 r = d.find_degrees_of_freedom(r, r, r, r);
449 r = d.find_degrees_of_freedom(r, r, r, r, r);
450 (void)r; // warning suppression
451 }
452 template <class R, class P>
453 static void test_extra_members(const boost::math::triangular_distribution<R, P>& d)
454 {
455 value_type r = d.lower();
456 r = d.mode();
457 r = d.upper();
458 (void)r; // warning suppression
459 }
460 template <class R, class P>
461 static void test_extra_members(const boost::math::weibull_distribution<R, P>& d)
462 {
463 value_type r = d.scale();
464 r = d.shape();
465 (void)r; // warning suppression
466 }
467 template <class R, class P>
468 static void test_extra_members(const boost::math::uniform_distribution<R, P>& d)
469 {
470 value_type r = d.lower();
471 r = d.upper();
472 (void)r; // warning suppression
473 }
474private:
475 static Distribution* pd;
476 static Distribution& get_object()
477 {
478 // In reality this will never get called:
479 return *pd;
480 }
481}; // struct DistributionConcept
482
483template <class Distribution>
484Distribution* DistributionConcept<Distribution>::pd = 0;
485
486} // namespace concepts
487} // namespace math
488} // namespace boost
489
490#endif // BOOST_MATH_DISTRIBUTION_CONCEPT_HPP
491