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100 lines
3.2 KiB
100 lines
3.2 KiB
// Copyright 2008 John Maddock |
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// |
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// Use, modification and distribution are subject to the |
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// Boost Software License, Version 1.0. |
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// (See accompanying file LICENSE_1_0.txt |
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// or copy at http://www.boost.org/LICENSE_1_0.txt) |
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#ifndef BOOST_MATH_DISTRIBUTIONS_DETAIL_HG_CDF_HPP |
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#define BOOST_MATH_DISTRIBUTIONS_DETAIL_HG_CDF_HPP |
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#include <boost/math/policies/error_handling.hpp> |
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#include <boost/math/distributions/detail/hypergeometric_pdf.hpp> |
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namespace boost{ namespace math{ namespace detail{ |
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template <class T, class Policy> |
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T hypergeometric_cdf_imp(unsigned x, unsigned r, unsigned n, unsigned N, bool invert, const Policy& pol) |
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{ |
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#ifdef BOOST_MSVC |
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# pragma warning(push) |
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# pragma warning(disable:4267) |
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#endif |
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BOOST_MATH_STD_USING |
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T result = 0; |
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T mode = floor(T(r + 1) * T(n + 1) / (N + 2)); |
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if(x < mode) |
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{ |
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result = hypergeometric_pdf<T>(x, r, n, N, pol); |
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T diff = result; |
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unsigned lower_limit = static_cast<unsigned>((std::max)(0, (int)(n + r) - (int)(N))); |
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while(diff > (invert ? T(1) : result) * tools::epsilon<T>()) |
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{ |
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diff = T(x) * T((N + x) - n - r) * diff / (T(1 + n - x) * T(1 + r - x)); |
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result += diff; |
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BOOST_MATH_INSTRUMENT_VARIABLE(x); |
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BOOST_MATH_INSTRUMENT_VARIABLE(diff); |
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BOOST_MATH_INSTRUMENT_VARIABLE(result); |
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if(x == lower_limit) |
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break; |
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--x; |
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} |
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} |
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else |
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{ |
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invert = !invert; |
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unsigned upper_limit = (std::min)(r, n); |
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if(x != upper_limit) |
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{ |
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++x; |
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result = hypergeometric_pdf<T>(x, r, n, N, pol); |
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T diff = result; |
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while((x <= upper_limit) && (diff > (invert ? T(1) : result) * tools::epsilon<T>())) |
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{ |
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diff = T(n - x) * T(r - x) * diff / (T(x + 1) * T((N + x + 1) - n - r)); |
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result += diff; |
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++x; |
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BOOST_MATH_INSTRUMENT_VARIABLE(x); |
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BOOST_MATH_INSTRUMENT_VARIABLE(diff); |
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BOOST_MATH_INSTRUMENT_VARIABLE(result); |
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} |
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} |
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} |
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if(invert) |
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result = 1 - result; |
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return result; |
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#ifdef BOOST_MSVC |
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# pragma warning(pop) |
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#endif |
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} |
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template <class T, class Policy> |
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inline T hypergeometric_cdf(unsigned x, unsigned r, unsigned n, unsigned N, bool invert, const Policy&) |
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{ |
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BOOST_FPU_EXCEPTION_GUARD |
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typedef typename tools::promote_args<T>::type result_type; |
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typedef typename policies::evaluation<result_type, Policy>::type value_type; |
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typedef typename policies::normalise< |
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Policy, |
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policies::promote_float<false>, |
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policies::promote_double<false>, |
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policies::discrete_quantile<>, |
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policies::assert_undefined<> >::type forwarding_policy; |
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value_type result; |
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result = detail::hypergeometric_cdf_imp<value_type>(x, r, n, N, invert, forwarding_policy()); |
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if(result > 1) |
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{ |
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result = 1; |
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} |
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if(result < 0) |
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{ |
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result = 0; |
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} |
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return policies::checked_narrowing_cast<result_type, forwarding_policy>(result, "boost::math::hypergeometric_cdf<%1%>(%1%,%1%,%1%,%1%)"); |
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} |
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}}} // namespaces |
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#endif |
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