ceph/src/boost/libs/math/dot_net_example/boost_math/boost_math.cpp

   1 // Copyright John Maddock 2007.
   2 // Copyright Paul A. Bristow 2007, 2009, 2012.
   3
   4 // Use, modification and distribution are subject to the
   5 // Boost Software License, Version 1.0.
   6 // (See accompanying file LICENSE_1_0.txt
   7 // or copy at http://www.boost.org/LICENSE_1_0.txt)
   8
   9 // boost_math.cpp  This is the main DLL file.
  10
  11 //#define BOOST_MATH_OVERFLOW_ERROR_POLICY errno_on_error
  12 //#define BOOST_MATH_ASSERT_UNDEFINED_POLICY false
  13 // These are now defined in project properties
  14 // to avoid complications with pre-compiled headers:
  15 // "BOOST_MATH_ASSERT_UNDEFINED_POLICY=0"
  16 // "BOOST_MATH_OVERFLOW_ERROR_POLICY="errno_on_error""
  17 // so command line shows:
  18 // /D "BOOST_MATH_ASSERT_UNDEFINED_POLICY=0"
  19 // /D "BOOST_MATH_OVERFLOW_ERROR_POLICY="errno_on_error""
  20
  21 #include "stdafx.h"
  22
  23 #ifdef _MSC_VER
  24 #  pragma warning(disable: 4400) // 'const boost_math::any_distribution ^' : const/volatile qualifiers on this type are not supported
  25 #  pragma warning(disable: 4244) // 'argument' : conversion from 'double' to 'unsigned int', possible loss of data
  26 #  pragma warning(disable: 4512) // assignment operator could not be generated
  27 // hypergeometric expects integer parameters.
  28 #  pragma warning(disable: 4127) // constant
  29 #endif
  30
  31 #include "boost_math.h"
  32
  33 namespace boost_math
  34 {
  35
  36 any_distribution::any_distribution(int t, double arg1, double arg2, double arg3)
  37 {
  38    TRANSLATE_EXCEPTIONS_BEGIN
  39    // This is where all the work gets done:
  40    switch(t) // index of distribution to distribution_info distributions[]
  41    {  // New entries must match distribution names, parameter name(s) and defaults defined below.
  42    case 0:
  43       this->reset(new concrete_distribution<boost::math::bernoulli>(boost::math::bernoulli(arg1)));
  44       break;
  45    case 1:
  46       this->reset(new concrete_distribution<boost::math::beta_distribution<> >(boost::math::beta_distribution<>(arg1, arg2)));
  47       break; // Note - no typedef, so need explicit type <> but rely on default = double.
  48    case 2:
  49       this->reset(new concrete_distribution<boost::math::binomial_distribution<> >(boost::math::binomial_distribution<>(arg1, arg2)));
  50       break; // Note - no typedef, so need explicit type <> but rely on default = double.
  51    case 3:
  52       this->reset(new concrete_distribution<boost::math::cauchy>(boost::math::cauchy(arg1, arg2)));
  53       break;
  54    case 4:
  55       this->reset(new concrete_distribution<boost::math::chi_squared>(boost::math::chi_squared(arg1)));
  56       break;
  57    case 5:
  58       this->reset(new concrete_distribution<boost::math::exponential>(boost::math::exponential(arg1)));
  59       break;
  60    case 6:
  61       this->reset(new concrete_distribution<boost::math::extreme_value>(boost::math::extreme_value(arg1)));
  62       break;
  63    case 7:
  64       this->reset(new concrete_distribution<boost::math::fisher_f >(boost::math::fisher_f(arg1, arg2)));
  65       break;
  66    case 8:
  67       this->reset(new concrete_distribution<boost::math::gamma_distribution<> >(boost::math::gamma_distribution<>(arg1, arg2)));
  68       break;
  69    case 9:
  70       this->reset(new concrete_distribution<boost::math::geometric_distribution<> >(boost::math::geometric_distribution<>(arg1)));
  71       break;
  72    case 10:
  73       this->reset(new concrete_distribution<boost::math::hypergeometric_distribution<> >(boost::math::hypergeometric_distribution<>(arg1, arg2, arg3)));
  74       break;
  75    case 11:
  76       this->reset(new concrete_distribution<boost::math::inverse_chi_squared_distribution<> >(boost::math::inverse_chi_squared_distribution<>(arg1, arg2)));
  77       break;
  78    case 12:
  79       this->reset(new concrete_distribution<boost::math::inverse_gamma_distribution<> >(boost::math::inverse_gamma_distribution<>(arg1, arg2)));
  80       break;
  81    case 13:
  82       this->reset(new concrete_distribution<boost::math::inverse_gaussian_distribution<> >(boost::math::inverse_gaussian_distribution<>(arg1, arg2)));
  83       break;
  84    case 14:
  85       this->reset(new concrete_distribution<boost::math::laplace_distribution<> >(boost::math::laplace_distribution<>(arg1, arg2)));
  86       break;
  87    case 15:
  88       this->reset(new concrete_distribution<boost::math::logistic_distribution<> >(boost::math::logistic_distribution<>(arg1, arg2)));
  89       break;
  90    case 16:
  91       this->reset(new concrete_distribution<boost::math::lognormal_distribution<> >(boost::math::lognormal_distribution<>(arg1, arg2)));
  92       break;
  93    case 17:
  94       this->reset(new concrete_distribution<boost::math::negative_binomial_distribution<> >(boost::math::negative_binomial_distribution<>(arg1, arg2)));
  95       break;
  96    case 18:
  97       this->reset(new concrete_distribution<boost::math::non_central_beta_distribution<> >(boost::math::non_central_beta_distribution<>(arg1, arg2, arg3)));
  98       break;
  99    case 19:
 100       this->reset(new concrete_distribution<boost::math::non_central_chi_squared_distribution<> >(boost::math::non_central_chi_squared_distribution<>(arg1, arg2)));
 101       break;
 102    case 20:
 103       this->reset(new concrete_distribution<boost::math::non_central_f_distribution<> >(boost::math::non_central_f_distribution<>(arg1, arg2, arg3)));
 104       break;
 105    case 21:
 106       this->reset(new concrete_distribution<boost::math::non_central_t_distribution<> >(boost::math::non_central_t_distribution<>(arg1, arg2)));
 107       break;
 108    case 22:
 109       this->reset(new concrete_distribution<boost::math::normal_distribution<> >(boost::math::normal_distribution<>(arg1, arg2)));
 110       break;
 111    case 23:
 112       this->reset(new concrete_distribution<boost::math::pareto>(boost::math::pareto(arg1, arg2)));
 113       break;
 114    case 24:
 115       this->reset(new concrete_distribution<boost::math::poisson>(boost::math::poisson(arg1)));
 116       break;
 117    case 25:
 118       this->reset(new concrete_distribution<boost::math::rayleigh>(boost::math::rayleigh(arg1)));
 119       break;
 120    case 26:
 121       this->reset(new concrete_distribution<boost::math::skew_normal>(boost::math::skew_normal(arg1, arg2, arg3)));
 122       break;
 123    case 27:
 124       this->reset(new concrete_distribution<boost::math::students_t>(boost::math::students_t(arg1)));
 125       break;
 126    case 28:
 127       this->reset(new concrete_distribution<boost::math::triangular>(boost::math::triangular(arg1, arg2, arg3)));
 128       break;
 129    case 29:
 130       this->reset(new concrete_distribution<boost::math::uniform>(boost::math::uniform(arg1, arg2)));
 131       break;
 132    case 30:
 133       this->reset(new concrete_distribution<boost::math::weibull>(boost::math::weibull(arg1, arg2)));
 134       break;
 135
 136
 137    default:
 138       // TODO  Need some proper error handling here?
 139       BOOST_ASSERT(0);
 140    }
 141    TRANSLATE_EXCEPTIONS_END
 142 } // any_distribution constructor.
 143
 144 struct distribution_info
 145 {
 146    const char* name; // of distribution.
 147    const char* first_param; // Parameters' name like "degrees of freedom",
 148    const char* second_param; // if required, else "",
 149    const char* third_param; // if required, else "".
 150    // triangular and non-centrals need 3 parameters.
 151    // (Only the Bi-Weibull would need 5 parameters?)
 152    double first_default; // distribution parameter value, often 0, 0.5 or 1.
 153    double second_default; // 0 if there isn't a second argument.
 154    // Note that defaults below follow default argument in constructors,
 155    // if any, but need not be the same.
 156    double third_default; // 0 if there isn't a third argument.
 157 };
 158
 159 distribution_info distributions[] =
 160 { // distribution name, parameter name(s) and default(s)
 161   // Order must match any_distribution constructor above!
 162   // Null string "" and zero default for un-used arguments.
 163    { "Bernoulli", "Probability", "", "",0.5, 0, 0}, // case 0
 164    { "Beta", "Alpha", "Beta", "", 1, 1, 0}, // case 1
 165    { "Binomial", "Trials", "Probability of success", "", 1, 0.5, 0}, // case 2
 166    { "Cauchy", "Location", "Scale", "", 0, 1, 0}, // case 3
 167    { "Chi_squared", "Degrees of freedom", "", "", 1, 0, 0}, // case 4
 168    { "Exponential", "lambda", "", "", 1, 0, 0}, // case 5
 169    { "Extreme value", "Location", "Scale", "", 0, 1, 0}, // case 6
 170    { "Fisher-F", "Degrees of freedom 1", "Degrees of freedom 2", "", 1, 1, 0}, // case 7
 171    { "Gamma (Erlang)", "Shape", "Scale", "", 1, 1, 0}, // case 8
 172    { "Geometric", "Probability", "", "", 1, 0, 0}, // case 9
 173    { "HyperGeometric", "Defects", "Samples", "Objects", 1, 0, 1}, // case 10
 174    { "InverseChiSq", "Degrees of Freedom", "Scale", "", 1, 1, 0}, // case 11
 175    { "InverseGamma", "Shape", "Scale", "", 1, 1, 0}, // case 12
 176    { "InverseGaussian", "Mean", "Scale", "", 1, 1, 0}, // case 13
 177    { "Laplace", "Location", "Scale", "", 0, 1, 0}, // case 14
 178    { "Logistic", "Location", "Scale", "", 0, 1, 0}, // case 15
 179    { "LogNormal", "Location", "Scale", "", 0, 1, 0}, // case 16
 180    { "Negative Binomial", "Successes", "Probability of success", "", 1, 0.5, 0}, // case 17
 181    { "Noncentral Beta", "Shape alpha", "Shape beta", "Non-centrality", 1, 1, 0}, // case 18
 182    { "Noncentral ChiSquare", "Degrees of Freedom", "Non-centrality", "", 1, 0, 0}, // case 19
 183    { "Noncentral F", "Degrees of Freedom 1", "Degrees of Freedom 2", "Non-centrality", 1, 1, 0}, // case 20
 184    { "Noncentral t", "Degrees of Freedom", "Non-centrality", "", 1, 0, 0}, // case 21
 185    { "Normal (Gaussian)", "Mean", "Standard Deviation", "", 0, 1, 0}, // case 22
 186    { "Pareto", "Location", "Shape","", 1, 1, 0}, // case 23
 187    { "Poisson", "Mean", "", "", 1, 0, 0}, // case 24
 188    { "Rayleigh", "Shape", "", "", 1, 0, 0}, // case 25
 189    { "Skew Normal", "Location", "Shape", "Skew", 0, 1, 0}, // case 27  (defaults to Gaussian).
 190    { "Student's t", "Degrees of Freedom", "", "", 1, 0, 0}, // case 28
 191    { "Triangular", "Lower", "Mode", "Upper", -1, 0, +1 }, // case 29 3rd parameter!
 192    // 0, 0.5, 1 also said to be 'standard' but this is most like an approximation to Gaussian distribution.
 193    { "Uniform", "Lower", "Upper", "", 0, 1, 0}, // case 30
 194    { "Weibull", "Shape", "Scale", "", 1, 1, 0}, // case 31
 195 };
 196
 197 // How many distributions are supported:
 198 int any_distribution::size()
 199 {
 200    return sizeof(distributions) / sizeof(distributions[0]);
 201 }
 202
 203 // Display name of i'th distribution:
 204 System::String^ any_distribution::distribution_name(int i)
 205 {
 206    if(i >= size())
 207       return "";
 208    return gcnew System::String(distributions[i].name);
 209 }
 210 // Name of first distribution parameter, or null if not supported:
 211 System::String^ any_distribution::first_param_name(int i)
 212 {
 213    if(i >= size())
 214       return "";
 215    return gcnew System::String(distributions[i].first_param);
 216 }
 217 // Name of second distribution parameter, or null if not supported:
 218 System::String^ any_distribution::second_param_name(int i)
 219 {
 220    if(i >= size())
 221       return "";
 222    return gcnew System::String(distributions[i].second_param);
 223 }
 224 // Name of third distribution parameter, or null if not supported:
 225 System::String^ any_distribution::third_param_name(int i)
 226 {
 227    if(i >= size())
 228       return "";
 229    return gcnew System::String(distributions[i].third_param);
 230 }
 231 // default value for first parameter:
 232 double any_distribution::first_param_default(int i)
 233 {
 234    if(i >= size())
 235       return 0;
 236    return distributions[i].first_default;
 237 }
 238 // default value for second parameter:
 239 double any_distribution::second_param_default(int i)
 240 {
 241    if(i >= size())
 242       return 0;
 243    return distributions[i].second_default;
 244 }
 245 // default value for third parameter:
 246 double any_distribution::third_param_default(int i)
 247 {
 248    if(i >= size())
 249       return 0;
 250    return distributions[i].third_default;
 251 }
 252
 253 } // namespace boost_math
 254
 255