205 lines
6.2 KiB
C++
Executable File
205 lines
6.2 KiB
C++
Executable File
// Copyright John Maddock 2006.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0. (See accompanying file
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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// distributions.hpp provides definitions of the concept of a distribution
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// and non-member accessor functions that must be implemented by all distributions.
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// This is used to verify that
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// all the features of a distributions have been fully implemented.
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#ifndef BOOST_MATH_DISTRIBUTION_CONCEPT_HPP
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#define BOOST_MATH_DISTRIBUTION_CONCEPT_HPP
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#include <boost/math/distributions/complement.hpp>
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#ifdef BOOST_MSVC
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#pragma warning(push)
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#pragma warning(disable: 4100)
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#pragma warning(disable: 4510)
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#pragma warning(disable: 4610)
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#endif
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#include <boost/concept_check.hpp>
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#ifdef BOOST_MSVC
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#pragma warning(pop)
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#endif
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#include <utility>
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namespace boost{
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namespace math{
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namespace concepts
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{
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// Begin by defining a concept archetype
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// for a distribution class:
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//
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template <class RealType>
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class distribution_archetype
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{
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public:
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typedef RealType value_type;
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distribution_archetype(const distribution_archetype&); // Copy constructible.
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distribution_archetype& operator=(const distribution_archetype&); // Assignable.
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// There is no default constructor,
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// but we need a way to instantiate the archetype:
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static distribution_archetype& get_object()
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{
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// will never get caled:
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return *reinterpret_cast<distribution_archetype*>(0);
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}
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}; // template <class RealType>class distribution_archetype
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// Non-member accessor functions:
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// (This list defines the functions that must be implemented by all distributions).
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template <class RealType>
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RealType pdf(const distribution_archetype<RealType>& dist, const RealType& x);
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template <class RealType>
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RealType cdf(const distribution_archetype<RealType>& dist, const RealType& x);
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template <class RealType>
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RealType quantile(const distribution_archetype<RealType>& dist, const RealType& p);
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template <class RealType>
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RealType cdf(const complemented2_type<distribution_archetype<RealType>, RealType>& c);
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template <class RealType>
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RealType quantile(const complemented2_type<distribution_archetype<RealType>, RealType>& c);
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template <class RealType>
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RealType mean(const distribution_archetype<RealType>& dist);
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template <class RealType>
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RealType standard_deviation(const distribution_archetype<RealType>& dist);
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template <class RealType>
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RealType variance(const distribution_archetype<RealType>& dist);
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template <class RealType>
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RealType hazard(const distribution_archetype<RealType>& dist);
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template <class RealType>
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RealType chf(const distribution_archetype<RealType>& dist);
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// http://en.wikipedia.org/wiki/Characteristic_function_%28probability_theory%29
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template <class RealType>
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RealType coefficient_of_variation(const distribution_archetype<RealType>& dist);
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template <class RealType>
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RealType mode(const distribution_archetype<RealType>& dist);
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template <class RealType>
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RealType skewness(const distribution_archetype<RealType>& dist);
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template <class RealType>
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RealType kurtosis_excess(const distribution_archetype<RealType>& dist);
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template <class RealType>
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RealType kurtosis(const distribution_archetype<RealType>& dist);
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template <class RealType>
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RealType median(const distribution_archetype<RealType>& dist);
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template <class RealType>
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std::pair<RealType, RealType> range(const distribution_archetype<RealType>& dist);
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template <class RealType>
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std::pair<RealType, RealType> support(const distribution_archetype<RealType>& dist);
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//
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// Next comes the concept checks for verifying that a class
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// fullfils the requirements of a Distribution:
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//
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template <class Distribution>
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struct DistributionConcept
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{
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void constraints()
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{
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function_requires<CopyConstructibleConcept<Distribution> >();
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function_requires<AssignableConcept<Distribution> >();
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typedef typename Distribution::value_type value_type;
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const Distribution& dist = DistributionConcept<Distribution>::get_object();
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value_type x = 0;
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// The result values are ignored in all these checks.
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value_type v = cdf(dist, x);
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v = cdf(complement(dist, x));
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v = pdf(dist, x);
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v = quantile(dist, x);
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v = quantile(complement(dist, x));
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v = mean(dist);
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v = mode(dist);
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v = standard_deviation(dist);
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v = variance(dist);
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v = hazard(dist, x);
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v = chf(dist, x);
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v = coefficient_of_variation(dist);
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v = skewness(dist);
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v = kurtosis(dist);
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v = kurtosis_excess(dist);
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v = median(dist);
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std::pair<value_type, value_type> pv;
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pv = range(dist);
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pv = support(dist);
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float f = 1;
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v = cdf(dist, f);
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v = cdf(complement(dist, f));
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v = pdf(dist, f);
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v = quantile(dist, f);
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v = quantile(complement(dist, f));
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v = hazard(dist, f);
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v = chf(dist, f);
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double d = 1;
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v = cdf(dist, d);
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v = cdf(complement(dist, d));
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v = pdf(dist, d);
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v = quantile(dist, d);
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v = quantile(complement(dist, d));
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v = hazard(dist, d);
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v = chf(dist, d);
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long double ld = 1;
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v = cdf(dist, ld);
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v = cdf(complement(dist, ld));
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v = pdf(dist, ld);
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v = quantile(dist, ld);
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v = quantile(complement(dist, ld));
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v = hazard(dist, ld);
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v = chf(dist, ld);
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int i = 1;
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v = cdf(dist, i);
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v = cdf(complement(dist, i));
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v = pdf(dist, i);
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v = quantile(dist, i);
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v = quantile(complement(dist, i));
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v = hazard(dist, i);
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v = chf(dist, i);
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unsigned long li = 1;
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v = cdf(dist, li);
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v = cdf(complement(dist, li));
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v = pdf(dist, li);
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v = quantile(dist, li);
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v = quantile(complement(dist, li));
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v = hazard(dist, li);
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v = chf(dist, li);
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}
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private:
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static Distribution& get_object()
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{
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// will never get called:
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static char buf[sizeof(Distribution)];
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return * reinterpret_cast<Distribution*>(buf);
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}
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}; // struct DistributionConcept
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} // namespace concepts
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} // namespace math
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} // namespace boost
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#endif // BOOST_MATH_DISTRIBUTION_CONCEPT_HPP
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