/usr/include/boost/math/distributions/logistic.hpp is in libboost1.55-dev 1.55.0+dfsg-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 | // Copyright 2008 Gautam Sewani
//
// 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)
#ifndef BOOST_MATH_DISTRIBUTIONS_LOGISTIC
#define BOOST_MATH_DISTRIBUTIONS_LOGISTIC
#include <boost/math/distributions/fwd.hpp>
#include <boost/math/distributions/detail/common_error_handling.hpp>
#include <boost/math/distributions/complement.hpp>
#include <boost/math/special_functions/log1p.hpp>
#include <boost/math/constants/constants.hpp>
#include <utility>
namespace boost { namespace math {
template <class RealType = double, class Policy = policies::policy<> >
class logistic_distribution
{
public:
typedef RealType value_type;
typedef Policy policy_type;
logistic_distribution(RealType l_location=0, RealType l_scale=1) // Constructor.
: m_location(l_location), m_scale(l_scale)
{
static const char* function = "boost::math::logistic_distribution<%1%>::logistic_distribution";
RealType result;
detail::check_scale(function, l_scale, &result, Policy());
detail::check_location(function, l_location, &result, Policy());
}
// Accessor functions.
RealType scale()const
{
return m_scale;
}
RealType location()const
{
return m_location;
}
private:
// Data members:
RealType m_location; // distribution location aka mu.
RealType m_scale; // distribution scale aka s.
}; // class logistic_distribution
typedef logistic_distribution<double> logistic;
template <class RealType, class Policy>
inline const std::pair<RealType, RealType> range(const logistic_distribution<RealType, Policy>& /* dist */)
{ // Range of permissible values for random variable x.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(
std::numeric_limits<RealType>::has_infinity ? -std::numeric_limits<RealType>::infinity() : -max_value<RealType>(),
std::numeric_limits<RealType>::has_infinity ? std::numeric_limits<RealType>::infinity() : max_value<RealType>());
}
template <class RealType, class Policy>
inline const std::pair<RealType, RealType> support(const logistic_distribution<RealType, Policy>& /* dist */)
{ // 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
}
template <class RealType, class Policy>
inline RealType pdf(const logistic_distribution<RealType, Policy>& dist, const RealType& x)
{
static const char* function = "boost::math::pdf(const logistic_distribution<%1%>&, %1%)";
RealType scale = dist.scale();
RealType location = dist.location();
RealType result = 0;
if(false == detail::check_scale(function, scale , &result, Policy()))
{
return result;
}
if(false == detail::check_location(function, location, &result, Policy()))
{
return result;
}
if((boost::math::isinf)(x))
{
return 0; // pdf + and - infinity is zero.
}
if(false == detail::check_x(function, x, &result, Policy()))
{
return result;
}
BOOST_MATH_STD_USING
RealType exp_term = (location - x) / scale;
if(fabs(exp_term) > tools::log_max_value<RealType>())
return 0;
exp_term = exp(exp_term);
if((exp_term * scale > 1) && (exp_term > tools::max_value<RealType>() / (scale * exp_term)))
return 1 / (scale * exp_term);
return (exp_term) / (scale * (1 + exp_term) * (1 + exp_term));
}
template <class RealType, class Policy>
inline RealType cdf(const logistic_distribution<RealType, Policy>& dist, const RealType& x)
{
RealType scale = dist.scale();
RealType location = dist.location();
RealType result = 0; // of checks.
static const char* function = "boost::math::cdf(const logistic_distribution<%1%>&, %1%)";
if(false == detail::check_scale(function, scale, &result, Policy()))
{
return result;
}
if(false == detail::check_location(function, location, &result, Policy()))
{
return result;
}
if((boost::math::isinf)(x))
{
if(x < 0) return 0; // -infinity
return 1; // + infinity
}
if(false == detail::check_x(function, x, &result, Policy()))
{
return result;
}
BOOST_MATH_STD_USING
RealType power = (location - x) / scale;
if(power > tools::log_max_value<RealType>())
return 0;
if(power < -tools::log_max_value<RealType>())
return 1;
return 1 / (1 + exp(power));
}
template <class RealType, class Policy>
inline RealType quantile(const logistic_distribution<RealType, Policy>& dist, const RealType& p)
{
BOOST_MATH_STD_USING
RealType location = dist.location();
RealType scale = dist.scale();
static const char* function = "boost::math::quantile(const logistic_distribution<%1%>&, %1%)";
RealType result = 0;
if(false == detail::check_scale(function, scale, &result, Policy()))
return result;
if(false == detail::check_location(function, location, &result, Policy()))
return result;
if(false == detail::check_probability(function, p, &result, Policy()))
return result;
if(p == 0)
{
return -policies::raise_overflow_error<RealType>(function,"probability argument is 0, must be >0 and <1",Policy());
}
if(p == 1)
{
return policies::raise_overflow_error<RealType>(function,"probability argument is 1, must be >0 and <1",Policy());
}
//Expressions to try
//return location+scale*log(p/(1-p));
//return location+scale*log1p((2*p-1)/(1-p));
//return location - scale*log( (1-p)/p);
//return location - scale*log1p((1-2*p)/p);
//return -scale*log(1/p-1) + location;
return location - scale * log((1 - p) / p);
} // RealType quantile(const logistic_distribution<RealType, Policy>& dist, const RealType& p)
template <class RealType, class Policy>
inline RealType cdf(const complemented2_type<logistic_distribution<RealType, Policy>, RealType>& c)
{
BOOST_MATH_STD_USING
RealType location = c.dist.location();
RealType scale = c.dist.scale();
RealType x = c.param;
static const char* function = "boost::math::cdf(const complement(logistic_distribution<%1%>&), %1%)";
RealType result = 0;
if(false == detail::check_scale(function, scale, &result, Policy()))
{
return result;
}
if(false == detail::check_location(function, location, &result, Policy()))
{
return result;
}
if((boost::math::isinf)(x))
{
if(x < 0) return 1; // cdf complement -infinity is unity.
return 0; // cdf complement +infinity is zero.
}
if(false == detail::check_x(function, x, &result, Policy()))
{
return result;
}
RealType power = (x - location) / scale;
if(power > tools::log_max_value<RealType>())
return 0;
if(power < -tools::log_max_value<RealType>())
return 1;
return 1 / (1 + exp(power));
}
template <class RealType, class Policy>
inline RealType quantile(const complemented2_type<logistic_distribution<RealType, Policy>, RealType>& c)
{
BOOST_MATH_STD_USING
RealType scale = c.dist.scale();
RealType location = c.dist.location();
static const char* function = "boost::math::quantile(const complement(logistic_distribution<%1%>&), %1%)";
RealType result = 0;
if(false == detail::check_scale(function, scale, &result, Policy()))
return result;
if(false == detail::check_location(function, location, &result, Policy()))
return result;
RealType q = c.param;
if(false == detail::check_probability(function, q, &result, Policy()))
return result;
using boost::math::tools::max_value;
if(q == 1)
{
return -policies::raise_overflow_error<RealType>(function,"probability argument is 1, but must be >0 and <1",Policy());
}
if(q == 0)
{
return policies::raise_overflow_error<RealType>(function,"probability argument is 0, but must be >0 and <1",Policy());
}
//Expressions to try
//return location+scale*log((1-q)/q);
return location + scale * log((1 - q) / q);
//return location-scale*log(q/(1-q));
//return location-scale*log1p((2*q-1)/(1-q));
//return location+scale*log(1/q-1);
//return location+scale*log1p(1/q-2);
}
template <class RealType, class Policy>
inline RealType mean(const logistic_distribution<RealType, Policy>& dist)
{
return dist.location();
} // RealType mean(const logistic_distribution<RealType, Policy>& dist)
template <class RealType, class Policy>
inline RealType variance(const logistic_distribution<RealType, Policy>& dist)
{
BOOST_MATH_STD_USING
RealType scale = dist.scale();
return boost::math::constants::pi<RealType>()*boost::math::constants::pi<RealType>()*scale*scale/3;
} // RealType variance(const logistic_distribution<RealType, Policy>& dist)
template <class RealType, class Policy>
inline RealType mode(const logistic_distribution<RealType, Policy>& dist)
{
return dist.location();
}
template <class RealType, class Policy>
inline RealType median(const logistic_distribution<RealType, Policy>& dist)
{
return dist.location();
}
template <class RealType, class Policy>
inline RealType skewness(const logistic_distribution<RealType, Policy>& /*dist*/)
{
return 0;
} // RealType skewness(const logistic_distribution<RealType, Policy>& dist)
template <class RealType, class Policy>
inline RealType kurtosis_excess(const logistic_distribution<RealType, Policy>& /*dist*/)
{
return static_cast<RealType>(6)/5;
} // RealType kurtosis_excess(const logistic_distribution<RealType, Policy>& dist)
template <class RealType, class Policy>
inline RealType kurtosis(const logistic_distribution<RealType, Policy>& dist)
{
return kurtosis_excess(dist) + 3;
} // RealType kurtosis_excess(const logistic_distribution<RealType, Policy>& dist)
}}
// Must come at the end:
#include <boost/math/distributions/detail/derived_accessors.hpp>
#endif // BOOST_MATH_DISTRIBUTIONS_LOGISTIC
|