/usr/include/boost/math/distributions/bernoulli.hpp is in libboost1.55-dev 1.55.0+dfsg-3.
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// Copyright John Maddock 2006.
// Copyright Paul A. Bristow 2007.
// 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)
// http://en.wikipedia.org/wiki/bernoulli_distribution
// http://mathworld.wolfram.com/BernoulliDistribution.html
// bernoulli distribution is the discrete probability distribution of
// the number (k) of successes, in a single Bernoulli trials.
// It is a version of the binomial distribution when n = 1.
// But note that the bernoulli distribution
// (like others including the poisson, binomial & negative binomial)
// is strictly defined as a discrete function: only integral values of k are envisaged.
// However because of the method of calculation using a continuous gamma function,
// it is convenient to treat it as if a continous function,
// and permit non-integral values of k.
// To enforce the strict mathematical model, users should use floor or ceil functions
// on k outside this function to ensure that k is integral.
#ifndef BOOST_MATH_SPECIAL_BERNOULLI_HPP
#define BOOST_MATH_SPECIAL_BERNOULLI_HPP
#include <boost/math/distributions/fwd.hpp>
#include <boost/math/tools/config.hpp>
#include <boost/math/distributions/complement.hpp> // complements
#include <boost/math/distributions/detail/common_error_handling.hpp> // error checks
#include <boost/math/special_functions/fpclassify.hpp> // isnan.
#include <utility>
namespace boost
{
namespace math
{
namespace bernoulli_detail
{
// Common error checking routines for bernoulli distribution functions:
template <class RealType, class Policy>
inline bool check_success_fraction(const char* function, const RealType& p, RealType* result, const Policy& /* pol */)
{
if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
{
*result = policies::raise_domain_error<RealType>(
function,
"Success fraction argument is %1%, but must be >= 0 and <= 1 !", p, Policy());
return false;
}
return true;
}
template <class RealType, class Policy>
inline bool check_dist(const char* function, const RealType& p, RealType* result, const Policy& /* pol */, const mpl::true_&)
{
return check_success_fraction(function, p, result, Policy());
}
template <class RealType, class Policy>
inline bool check_dist(const char* , const RealType& , RealType* , const Policy& /* pol */, const mpl::false_&)
{
return true;
}
template <class RealType, class Policy>
inline bool check_dist(const char* function, const RealType& p, RealType* result, const Policy& /* pol */)
{
return check_dist(function, p, result, Policy(), typename policies::constructor_error_check<Policy>::type());
}
template <class RealType, class Policy>
inline bool check_dist_and_k(const char* function, const RealType& p, RealType k, RealType* result, const Policy& pol)
{
if(check_dist(function, p, result, Policy(), typename policies::method_error_check<Policy>::type()) == false)
{
return false;
}
if(!(boost::math::isfinite)(k) || !((k == 0) || (k == 1)))
{
*result = policies::raise_domain_error<RealType>(
function,
"Number of successes argument is %1%, but must be 0 or 1 !", k, pol);
return false;
}
return true;
}
template <class RealType, class Policy>
inline bool check_dist_and_prob(const char* function, RealType p, RealType prob, RealType* result, const Policy& /* pol */)
{
if(check_dist(function, p, result, Policy(), typename policies::method_error_check<Policy>::type()) && detail::check_probability(function, prob, result, Policy()) == false)
{
return false;
}
return true;
}
} // namespace bernoulli_detail
template <class RealType = double, class Policy = policies::policy<> >
class bernoulli_distribution
{
public:
typedef RealType value_type;
typedef Policy policy_type;
bernoulli_distribution(RealType p = 0.5) : m_p(p)
{ // Default probability = half suits 'fair' coin tossing
// where probability of heads == probability of tails.
RealType result; // of checks.
bernoulli_detail::check_dist(
"boost::math::bernoulli_distribution<%1%>::bernoulli_distribution",
m_p,
&result, Policy());
} // bernoulli_distribution constructor.
RealType success_fraction() const
{ // Probability.
return m_p;
}
private:
RealType m_p; // success_fraction
}; // template <class RealType> class bernoulli_distribution
typedef bernoulli_distribution<double> bernoulli;
template <class RealType, class Policy>
inline const std::pair<RealType, RealType> range(const bernoulli_distribution<RealType, Policy>& /* dist */)
{ // Range of permissible values for random variable k = {0, 1}.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(static_cast<RealType>(0), static_cast<RealType>(1));
}
template <class RealType, class Policy>
inline const std::pair<RealType, RealType> support(const bernoulli_distribution<RealType, Policy>& /* dist */)
{ // Range of supported values for random variable k = {0, 1}.
// This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
return std::pair<RealType, RealType>(static_cast<RealType>(0), static_cast<RealType>(1));
}
template <class RealType, class Policy>
inline RealType mean(const bernoulli_distribution<RealType, Policy>& dist)
{ // Mean of bernoulli distribution = p (n = 1).
return dist.success_fraction();
} // mean
// Rely on dereived_accessors quantile(half)
//template <class RealType>
//inline RealType median(const bernoulli_distribution<RealType, Policy>& dist)
//{ // Median of bernoulli distribution is not defined.
// return tools::domain_error<RealType>(BOOST_CURRENT_FUNCTION, "Median is not implemented, result is %1%!", std::numeric_limits<RealType>::quiet_NaN());
//} // median
template <class RealType, class Policy>
inline RealType variance(const bernoulli_distribution<RealType, Policy>& dist)
{ // Variance of bernoulli distribution =p * q.
return dist.success_fraction() * (1 - dist.success_fraction());
} // variance
template <class RealType, class Policy>
RealType pdf(const bernoulli_distribution<RealType, Policy>& dist, const RealType& k)
{ // Probability Density/Mass Function.
BOOST_FPU_EXCEPTION_GUARD
// Error check:
RealType result = 0; // of checks.
if(false == bernoulli_detail::check_dist_and_k(
"boost::math::pdf(bernoulli_distribution<%1%>, %1%)",
dist.success_fraction(), // 0 to 1
k, // 0 or 1
&result, Policy()))
{
return result;
}
// Assume k is integral.
if (k == 0)
{
return 1 - dist.success_fraction(); // 1 - p
}
else // k == 1
{
return dist.success_fraction(); // p
}
} // pdf
template <class RealType, class Policy>
inline RealType cdf(const bernoulli_distribution<RealType, Policy>& dist, const RealType& k)
{ // Cumulative Distribution Function Bernoulli.
RealType p = dist.success_fraction();
// Error check:
RealType result = 0;
if(false == bernoulli_detail::check_dist_and_k(
"boost::math::cdf(bernoulli_distribution<%1%>, %1%)",
p,
k,
&result, Policy()))
{
return result;
}
if (k == 0)
{
return 1 - p;
}
else
{ // k == 1
return 1;
}
} // bernoulli cdf
template <class RealType, class Policy>
inline RealType cdf(const complemented2_type<bernoulli_distribution<RealType, Policy>, RealType>& c)
{ // Complemented Cumulative Distribution Function bernoulli.
RealType const& k = c.param;
bernoulli_distribution<RealType, Policy> const& dist = c.dist;
RealType p = dist.success_fraction();
// Error checks:
RealType result = 0;
if(false == bernoulli_detail::check_dist_and_k(
"boost::math::cdf(bernoulli_distribution<%1%>, %1%)",
p,
k,
&result, Policy()))
{
return result;
}
if (k == 0)
{
return p;
}
else
{ // k == 1
return 0;
}
} // bernoulli cdf complement
template <class RealType, class Policy>
inline RealType quantile(const bernoulli_distribution<RealType, Policy>& dist, const RealType& p)
{ // Quantile or Percent Point Bernoulli function.
// Return the number of expected successes k either 0 or 1.
// for a given probability p.
RealType result = 0; // of error checks:
if(false == bernoulli_detail::check_dist_and_prob(
"boost::math::quantile(bernoulli_distribution<%1%>, %1%)",
dist.success_fraction(),
p,
&result, Policy()))
{
return result;
}
if (p <= (1 - dist.success_fraction()))
{ // p <= pdf(dist, 0) == cdf(dist, 0)
return 0;
}
else
{
return 1;
}
} // quantile
template <class RealType, class Policy>
inline RealType quantile(const complemented2_type<bernoulli_distribution<RealType, Policy>, RealType>& c)
{ // Quantile or Percent Point bernoulli function.
// Return the number of expected successes k for a given
// complement of the probability q.
//
// Error checks:
RealType q = c.param;
const bernoulli_distribution<RealType, Policy>& dist = c.dist;
RealType result = 0;
if(false == bernoulli_detail::check_dist_and_prob(
"boost::math::quantile(bernoulli_distribution<%1%>, %1%)",
dist.success_fraction(),
q,
&result, Policy()))
{
return result;
}
if (q <= 1 - dist.success_fraction())
{ // // q <= cdf(complement(dist, 0)) == pdf(dist, 0)
return 1;
}
else
{
return 0;
}
} // quantile complemented.
template <class RealType, class Policy>
inline RealType mode(const bernoulli_distribution<RealType, Policy>& dist)
{
return static_cast<RealType>((dist.success_fraction() <= 0.5) ? 0 : 1); // p = 0.5 can be 0 or 1
}
template <class RealType, class Policy>
inline RealType skewness(const bernoulli_distribution<RealType, Policy>& dist)
{
BOOST_MATH_STD_USING; // Aid ADL for sqrt.
RealType p = dist.success_fraction();
return (1 - 2 * p) / sqrt(p * (1 - p));
}
template <class RealType, class Policy>
inline RealType kurtosis_excess(const bernoulli_distribution<RealType, Policy>& dist)
{
RealType p = dist.success_fraction();
// Note Wolfram says this is kurtosis in text, but gamma2 is the kurtosis excess,
// and Wikipedia also says this is the kurtosis excess formula.
// return (6 * p * p - 6 * p + 1) / (p * (1 - p));
// But Wolfram kurtosis article gives this simpler formula for kurtosis excess:
return 1 / (1 - p) + 1/p -6;
}
template <class RealType, class Policy>
inline RealType kurtosis(const bernoulli_distribution<RealType, Policy>& dist)
{
RealType p = dist.success_fraction();
return 1 / (1 - p) + 1/p -6 + 3;
// Simpler than:
// return (6 * p * p - 6 * p + 1) / (p * (1 - p)) + 3;
}
} // namespace math
} // namespace boost
// 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 // BOOST_MATH_SPECIAL_BERNOULLI_HPP
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