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// Copyright John Maddock 2007.
// Copyright Paul A. Bristow 2007, 2009, 2012.
// 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)
// boost_math.cpp This is the main DLL file.
//#define BOOST_MATH_OVERFLOW_ERROR_POLICY errno_on_error
//#define BOOST_MATH_ASSERT_UNDEFINED_POLICY false
// These are now defined in project properties
// to avoid complications with pre-compiled headers:
// "BOOST_MATH_ASSERT_UNDEFINED_POLICY=0"
// "BOOST_MATH_OVERFLOW_ERROR_POLICY="errno_on_error""
// so command line shows:
// /D "BOOST_MATH_ASSERT_UNDEFINED_POLICY=0"
// /D "BOOST_MATH_OVERFLOW_ERROR_POLICY="errno_on_error""
#include "stdafx.h"
#ifdef _MSC_VER
# pragma warning(disable: 4400) // 'const boost_math::any_distribution ^' : const/volatile qualifiers on this type are not supported
# pragma warning(disable: 4244) // 'argument' : conversion from 'double' to 'unsigned int', possible loss of data
# pragma warning(disable: 4512) // assignment operator could not be generated
// hypergeometric expects integer parameters.
# pragma warning(disable: 4127) // constant
#endif
#include "boost_math.h"
namespace boost_math
{
any_distribution::any_distribution(int t, double arg1, double arg2, double arg3)
{
TRANSLATE_EXCEPTIONS_BEGIN
// This is where all the work gets done:
switch(t) // index of distribution to distribution_info distributions[]
{ // New entries must match distribution names, parameter name(s) and defaults defined below.
case 0:
this->reset(new concrete_distribution<boost::math::bernoulli>(boost::math::bernoulli(arg1)));
break;
case 1:
this->reset(new concrete_distribution<boost::math::beta_distribution<> >(boost::math::beta_distribution<>(arg1, arg2)));
break; // Note - no typedef, so need explicit type <> but rely on default = double.
case 2:
this->reset(new concrete_distribution<boost::math::binomial_distribution<> >(boost::math::binomial_distribution<>(arg1, arg2)));
break; // Note - no typedef, so need explicit type <> but rely on default = double.
case 3:
this->reset(new concrete_distribution<boost::math::cauchy>(boost::math::cauchy(arg1, arg2)));
break;
case 4:
this->reset(new concrete_distribution<boost::math::chi_squared>(boost::math::chi_squared(arg1)));
break;
case 5:
this->reset(new concrete_distribution<boost::math::exponential>(boost::math::exponential(arg1)));
break;
case 6:
this->reset(new concrete_distribution<boost::math::extreme_value>(boost::math::extreme_value(arg1)));
break;
case 7:
this->reset(new concrete_distribution<boost::math::fisher_f >(boost::math::fisher_f(arg1, arg2)));
break;
case 8:
this->reset(new concrete_distribution<boost::math::gamma_distribution<> >(boost::math::gamma_distribution<>(arg1, arg2)));
break;
case 9:
this->reset(new concrete_distribution<boost::math::geometric_distribution<> >(boost::math::geometric_distribution<>(arg1)));
break;
case 10:
this->reset(new concrete_distribution<boost::math::hypergeometric_distribution<> >(boost::math::hypergeometric_distribution<>(arg1, arg2, arg3)));
break;
case 11:
this->reset(new concrete_distribution<boost::math::inverse_chi_squared_distribution<> >(boost::math::inverse_chi_squared_distribution<>(arg1, arg2)));
break;
case 12:
this->reset(new concrete_distribution<boost::math::inverse_gamma_distribution<> >(boost::math::inverse_gamma_distribution<>(arg1, arg2)));
break;
case 13:
this->reset(new concrete_distribution<boost::math::inverse_gaussian_distribution<> >(boost::math::inverse_gaussian_distribution<>(arg1, arg2)));
break;
case 14:
this->reset(new concrete_distribution<boost::math::laplace_distribution<> >(boost::math::laplace_distribution<>(arg1, arg2)));
break;
case 15:
this->reset(new concrete_distribution<boost::math::logistic_distribution<> >(boost::math::logistic_distribution<>(arg1, arg2)));
break;
case 16:
this->reset(new concrete_distribution<boost::math::lognormal_distribution<> >(boost::math::lognormal_distribution<>(arg1, arg2)));
break;
case 17:
this->reset(new concrete_distribution<boost::math::negative_binomial_distribution<> >(boost::math::negative_binomial_distribution<>(arg1, arg2)));
break;
case 18:
this->reset(new concrete_distribution<boost::math::non_central_beta_distribution<> >(boost::math::non_central_beta_distribution<>(arg1, arg2, arg3)));
break;
case 19:
this->reset(new concrete_distribution<boost::math::non_central_chi_squared_distribution<> >(boost::math::non_central_chi_squared_distribution<>(arg1, arg2)));
break;
case 20:
this->reset(new concrete_distribution<boost::math::non_central_f_distribution<> >(boost::math::non_central_f_distribution<>(arg1, arg2, arg3)));
break;
case 21:
this->reset(new concrete_distribution<boost::math::non_central_t_distribution<> >(boost::math::non_central_t_distribution<>(arg1, arg2)));
break;
case 22:
this->reset(new concrete_distribution<boost::math::normal_distribution<> >(boost::math::normal_distribution<>(arg1, arg2)));
break;
case 23:
this->reset(new concrete_distribution<boost::math::pareto>(boost::math::pareto(arg1, arg2)));
break;
case 24:
this->reset(new concrete_distribution<boost::math::poisson>(boost::math::poisson(arg1)));
break;
case 25:
this->reset(new concrete_distribution<boost::math::rayleigh>(boost::math::rayleigh(arg1)));
break;
case 26:
this->reset(new concrete_distribution<boost::math::skew_normal>(boost::math::skew_normal(arg1, arg2, arg3)));
break;
case 27:
this->reset(new concrete_distribution<boost::math::students_t>(boost::math::students_t(arg1)));
break;
case 28:
this->reset(new concrete_distribution<boost::math::triangular>(boost::math::triangular(arg1, arg2, arg3)));
break;
case 29:
this->reset(new concrete_distribution<boost::math::uniform>(boost::math::uniform(arg1, arg2)));
break;
case 30:
this->reset(new concrete_distribution<boost::math::weibull>(boost::math::weibull(arg1, arg2)));
break;
default:
// TODO Need some proper error handling here?
BOOST_MATH_ASSERT(0);
}
TRANSLATE_EXCEPTIONS_END
} // any_distribution constructor.
struct distribution_info
{
const char* name; // of distribution.
const char* first_param; // Parameters' name like "degrees of freedom",
const char* second_param; // if required, else "",
const char* third_param; // if required, else "".
// triangular and non-centrals need 3 parameters.
// (Only the Bi-Weibull would need 5 parameters?)
double first_default; // distribution parameter value, often 0, 0.5 or 1.
double second_default; // 0 if there isn't a second argument.
// Note that defaults below follow default argument in constructors,
// if any, but need not be the same.
double third_default; // 0 if there isn't a third argument.
};
distribution_info distributions[] =
{ // distribution name, parameter name(s) and default(s)
// Order must match any_distribution constructor above!
// Null string "" and zero default for un-used arguments.
{ "Bernoulli", "Probability", "", "",0.5, 0, 0}, // case 0
{ "Beta", "Alpha", "Beta", "", 1, 1, 0}, // case 1
{ "Binomial", "Trials", "Probability of success", "", 1, 0.5, 0}, // case 2
{ "Cauchy", "Location", "Scale", "", 0, 1, 0}, // case 3
{ "Chi_squared", "Degrees of freedom", "", "", 1, 0, 0}, // case 4
{ "Exponential", "lambda", "", "", 1, 0, 0}, // case 5
{ "Extreme value", "Location", "Scale", "", 0, 1, 0}, // case 6
{ "Fisher-F", "Degrees of freedom 1", "Degrees of freedom 2", "", 1, 1, 0}, // case 7
{ "Gamma (Erlang)", "Shape", "Scale", "", 1, 1, 0}, // case 8
{ "Geometric", "Probability", "", "", 1, 0, 0}, // case 9
{ "HyperGeometric", "Defects", "Samples", "Objects", 1, 0, 1}, // case 10
{ "InverseChiSq", "Degrees of Freedom", "Scale", "", 1, 1, 0}, // case 11
{ "InverseGamma", "Shape", "Scale", "", 1, 1, 0}, // case 12
{ "InverseGaussian", "Mean", "Scale", "", 1, 1, 0}, // case 13
{ "Laplace", "Location", "Scale", "", 0, 1, 0}, // case 14
{ "Logistic", "Location", "Scale", "", 0, 1, 0}, // case 15
{ "LogNormal", "Location", "Scale", "", 0, 1, 0}, // case 16
{ "Negative Binomial", "Successes", "Probability of success", "", 1, 0.5, 0}, // case 17
{ "Noncentral Beta", "Shape alpha", "Shape beta", "Non-centrality", 1, 1, 0}, // case 18
{ "Noncentral ChiSquare", "Degrees of Freedom", "Non-centrality", "", 1, 0, 0}, // case 19
{ "Noncentral F", "Degrees of Freedom 1", "Degrees of Freedom 2", "Non-centrality", 1, 1, 0}, // case 20
{ "Noncentral t", "Degrees of Freedom", "Non-centrality", "", 1, 0, 0}, // case 21
{ "Normal (Gaussian)", "Mean", "Standard Deviation", "", 0, 1, 0}, // case 22
{ "Pareto", "Location", "Shape","", 1, 1, 0}, // case 23
{ "Poisson", "Mean", "", "", 1, 0, 0}, // case 24
{ "Rayleigh", "Shape", "", "", 1, 0, 0}, // case 25
{ "Skew Normal", "Location", "Shape", "Skew", 0, 1, 0}, // case 27 (defaults to Gaussian).
{ "Student's t", "Degrees of Freedom", "", "", 1, 0, 0}, // case 28
{ "Triangular", "Lower", "Mode", "Upper", -1, 0, +1 }, // case 29 3rd parameter!
// 0, 0.5, 1 also said to be 'standard' but this is most like an approximation to Gaussian distribution.
{ "Uniform", "Lower", "Upper", "", 0, 1, 0}, // case 30
{ "Weibull", "Shape", "Scale", "", 1, 1, 0}, // case 31
};
// How many distributions are supported:
int any_distribution::size()
{
return sizeof(distributions) / sizeof(distributions[0]);
}
// Display name of i'th distribution:
System::String^ any_distribution::distribution_name(int i)
{
if(i >= size())
return "";
return gcnew System::String(distributions[i].name);
}
// Name of first distribution parameter, or null if not supported:
System::String^ any_distribution::first_param_name(int i)
{
if(i >= size())
return "";
return gcnew System::String(distributions[i].first_param);
}
// Name of second distribution parameter, or null if not supported:
System::String^ any_distribution::second_param_name(int i)
{
if(i >= size())
return "";
return gcnew System::String(distributions[i].second_param);
}
// Name of third distribution parameter, or null if not supported:
System::String^ any_distribution::third_param_name(int i)
{
if(i >= size())
return "";
return gcnew System::String(distributions[i].third_param);
}
// default value for first parameter:
double any_distribution::first_param_default(int i)
{
if(i >= size())
return 0;
return distributions[i].first_default;
}
// default value for second parameter:
double any_distribution::second_param_default(int i)
{
if(i >= size())
return 0;
return distributions[i].second_default;
}
// default value for third parameter:
double any_distribution::third_param_default(int i)
{
if(i >= size())
return 0;
return distributions[i].third_default;
}
} // namespace boost_math
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