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路径: \\game3dprogramming\materials\GameFactory\GameFactoryDemo\references\boost_1_35_0\boost\math\distributions\extreme_value.hpp
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// Copyright John Maddock 2006. // 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_STATS_EXTREME_VALUE_HPP #define BOOST_STATS_EXTREME_VALUE_HPP #include
#include
#include
#include
#include
#include
#include
// // This is the maximum extreme value distribution, see // http://www.itl.nist.gov/div898/handbook/eda/section3/eda366g.htm // and http://mathworld.wolfram.com/ExtremeValueDistribution.html // Also known as a Fisher-Tippett distribution, a log-Weibull // distribution or a Gumbel distribution. #include
#ifdef BOOST_MSVC # pragma warning(push) # pragma warning(disable: 4702) // unreachable code (return after domain_error throw). #endif namespace boost{ namespace math{ namespace detail{ // // Error check: // template
inline bool verify_scale_b(const char* function, RealType b, RealType* presult, const Policy& pol) { if(b <= 0) { *presult = policies::raise_domain_error
( function, "The scale parameter \"b\" must be > 0, but was: %1%.", b, pol); return false; } return true; } } // namespace detail template
> class extreme_value_distribution { public: typedef RealType value_type; typedef Policy policy_type; extreme_value_distribution(RealType a = 0, RealType b = 1) : m_a(a), m_b(b) { RealType err; detail::verify_scale_b("boost::math::extreme_value_distribution<%1%>::extreme_value_distribution", b, &err, Policy()); } // extreme_value_distribution RealType location()const { return m_a; } RealType scale()const { return m_b; } private: RealType m_a, m_b; }; typedef extreme_value_distribution
extreme_value; template
inline const std::pair
range(const extreme_value_distribution
& /*dist*/) { // Range of permissible values for random variable x. using boost::math::tools::max_value; return std::pair
(-max_value
(), max_value
()); } template
inline const std::pair
support(const extreme_value_distribution
& /*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
(-max_value
(), max_value
()); } template
inline RealType pdf(const extreme_value_distribution
& dist, const RealType& x) { BOOST_MATH_STD_USING // for ADL of std functions RealType a = dist.location(); RealType b = dist.scale(); RealType result; if(0 == detail::verify_scale_b("boost::math::pdf(const extreme_value_distribution<%1%>&, %1%)", b, &result, Policy())) return result; result = exp((a-x)/b) * exp(-exp((a-x)/b)) / b; return result; } // pdf template
inline RealType cdf(const extreme_value_distribution
& dist, const RealType& x) { BOOST_MATH_STD_USING // for ADL of std functions RealType a = dist.location(); RealType b = dist.scale(); RealType result; if(0 == detail::verify_scale_b("boost::math::cdf(const extreme_value_distribution<%1%>&, %1%)", b, &result, Policy())) return result; result = exp(-exp((a-x)/b)); return result; } // cdf template
RealType quantile(const extreme_value_distribution
& dist, const RealType& p) { BOOST_MATH_STD_USING // for ADL of std functions static const char* function = "boost::math::quantile(const extreme_value_distribution<%1%>&, %1%)"; RealType a = dist.location(); RealType b = dist.scale(); RealType result; if(0 == detail::verify_scale_b(function, b, &result, Policy())) return result; if(0 == detail::check_probability(function, p, &result, Policy())) return result; if(p == 0) return -policies::raise_overflow_error
(function, 0, Policy()); if(p == 1) return policies::raise_overflow_error
(function, 0, Policy()); result = a - log(-log(p)) * b; return result; } // quantile template
inline RealType cdf(const complemented2_type
, RealType>& c) { BOOST_MATH_STD_USING // for ADL of std functions RealType a = c.dist.location(); RealType b = c.dist.scale(); RealType result; if(0 == detail::verify_scale_b("boost::math::cdf(const extreme_value_distribution<%1%>&, %1%)", b, &result, Policy())) return result; result = -boost::math::expm1(-exp((a-c.param)/b), Policy()); return result; } template
RealType quantile(const complemented2_type
, RealType>& c) { BOOST_MATH_STD_USING // for ADL of std functions static const char* function = "boost::math::quantile(const extreme_value_distribution<%1%>&, %1%)"; RealType a = c.dist.location(); RealType b = c.dist.scale(); RealType q = c.param; RealType result; if(0 == detail::verify_scale_b(function, b, &result, Policy())) return result; if(0 == detail::check_probability(function, q, &result, Policy())) return result; if(q == 0) return policies::raise_overflow_error
(function, 0, Policy()); if(q == 1) return -policies::raise_overflow_error
(function, 0, Policy()); result = a - log(-boost::math::log1p(-q, Policy())) * b; return result; } template
inline RealType mean(const extreme_value_distribution
& dist) { RealType a = dist.location(); RealType b = dist.scale(); RealType result; if(0 == detail::verify_scale_b("boost::math::mean(const extreme_value_distribution<%1%>&)", b, &result, Policy())) return result; return a + constants::euler
() * b; } template
inline RealType standard_deviation(const extreme_value_distribution
& dist) { BOOST_MATH_STD_USING // for ADL of std functions. RealType b = dist.scale(); RealType result; if(0 == detail::verify_scale_b("boost::math::standard_deviation(const extreme_value_distribution<%1%>&)", b, &result, Policy())) return result; return constants::pi
() * b / sqrt(static_cast
(6)); } template
inline RealType mode(const extreme_value_distribution
& dist) { return dist.location(); } template
inline RealType median(const extreme_value_distribution
& dist) { using constants::ln_ln_two; return dist.location() - dist.scale() * ln_ln_two
(); } template
inline RealType skewness(const extreme_value_distribution
& /*dist*/) { // // This is 12 * sqrt(6) * zeta(3) / pi^3: // See http://mathworld.wolfram.com/ExtremeValueDistribution.html // return static_cast
(1.1395470994046486574927930193898461120875997958366L); } template
inline RealType kurtosis(const extreme_value_distribution
& /*dist*/) { // See http://mathworld.wolfram.com/ExtremeValueDistribution.html return RealType(27) / 5; } template
inline RealType kurtosis_excess(const extreme_value_distribution
& /*dist*/) { // See http://mathworld.wolfram.com/ExtremeValueDistribution.html return RealType(12) / 5; } } // namespace math } // namespace boost #ifdef BOOST_MSVC # pragma warning(pop) #endif // 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
#endif // BOOST_STATS_EXTREME_VALUE_HPP
extreme_value.hpp
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