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1// Copyright 2008 John Maddock
2//
3// Use, modification and distribution are subject to the
4// Boost Software License, Version 1.0.
5// (See accompanying file LICENSE_1_0.txt
6// or copy at http://www.boost.org/LICENSE_1_0.txt)
7
8#ifndef BOOST_MATH_DISTRIBUTIONS_DETAIL_HG_CDF_HPP
9#define BOOST_MATH_DISTRIBUTIONS_DETAIL_HG_CDF_HPP
10
11#include <boost/math/policies/error_handling.hpp>
12#include <boost/math/distributions/detail/hypergeometric_pdf.hpp>
13
14namespace boost{ namespace math{ namespace detail{
15
16 template <class T, class Policy>
17 T hypergeometric_cdf_imp(unsigned x, unsigned r, unsigned n, unsigned N, bool invert, const Policy& pol)
18 {
19#ifdef BOOST_MSVC
20# pragma warning(push)
21# pragma warning(disable:4267)
22#endif
23 BOOST_MATH_STD_USING
24 T result = 0;
25 T mode = floor(T(r + 1) * T(n + 1) / (N + 2));
26 if(x < mode)
27 {
28 result = hypergeometric_pdf<T>(x, r, n, N, pol);
29 T diff = result;
30 unsigned lower_limit = static_cast<unsigned>((std::max)(0, (int)(n + r) - (int)(N)));
31 while(diff > (invert ? T(1) : result) * tools::epsilon<T>())
32 {
33 diff = T(x) * T((N + x) - n - r) * diff / (T(1 + n - x) * T(1 + r - x));
34 result += diff;
35 BOOST_MATH_INSTRUMENT_VARIABLE(x);
36 BOOST_MATH_INSTRUMENT_VARIABLE(diff);
37 BOOST_MATH_INSTRUMENT_VARIABLE(result);
38 if(x == lower_limit)
39 break;
40 --x;
41 }
42 }
43 else
44 {
45 invert = !invert;
46 unsigned upper_limit = (std::min)(r, n);
47 if(x != upper_limit)
48 {
49 ++x;
50 result = hypergeometric_pdf<T>(x, r, n, N, pol);
51 T diff = result;
52 while((x <= upper_limit) && (diff > (invert ? T(1) : result) * tools::epsilon<T>()))
53 {
54 diff = T(n - x) * T(r - x) * diff / (T(x + 1) * T((N + x + 1) - n - r));
55 result += diff;
56 ++x;
57 BOOST_MATH_INSTRUMENT_VARIABLE(x);
58 BOOST_MATH_INSTRUMENT_VARIABLE(diff);
59 BOOST_MATH_INSTRUMENT_VARIABLE(result);
60 }
61 }
62 }
63 if(invert)
64 result = 1 - result;
65 return result;
66#ifdef BOOST_MSVC
67# pragma warning(pop)
68#endif
69 }
70
71 template <class T, class Policy>
72 inline T hypergeometric_cdf(unsigned x, unsigned r, unsigned n, unsigned N, bool invert, const Policy&)
73 {
74 BOOST_FPU_EXCEPTION_GUARD
75 typedef typename tools::promote_args<T>::type result_type;
76 typedef typename policies::evaluation<result_type, Policy>::type value_type;
77 typedef typename policies::normalise<
78 Policy,
79 policies::promote_float<false>,
80 policies::promote_double<false>,
81 policies::discrete_quantile<>,
82 policies::assert_undefined<> >::type forwarding_policy;
83
84 value_type result;
85 result = detail::hypergeometric_cdf_imp<value_type>(x, r, n, N, invert, forwarding_policy());
86 if(result > 1)
87 {
88 result = 1;
89 }
90 if(result < 0)
91 {
92 result = 0;
93 }
94 return policies::checked_narrowing_cast<result_type, forwarding_policy>(result, "boost::math::hypergeometric_cdf<%1%>(%1%,%1%,%1%,%1%)");
95 }
96
97}}} // namespaces
98
99#endif
100