mirror of
https://github.com/saitohirga/WSJT-X.git
synced 2026-06-02 05:54:41 -04:00
Squashed 'boost/' content from commit b4feb19f2
git-subtree-dir: boost git-subtree-split: b4feb19f287ee92d87a9624b5d36b7cf46aeadeb
This commit is contained in:
Bill Somerville
@@ -0,0 +1,44 @@
|
||||
#include "stdafx.h"
|
||||
|
||||
// Copyright Paul A. Bristow & John Maddock 2009, 2010
|
||||
// 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)
|
||||
|
||||
using namespace System;
|
||||
using namespace System::Reflection;
|
||||
using namespace System::Runtime::CompilerServices;
|
||||
using namespace System::Runtime::InteropServices;
|
||||
using namespace System::Security::Permissions;
|
||||
|
||||
// General Information about an assembly is controlled through the following set of attributes.
|
||||
// Change these attribute values to modify the information associated with an assembly.
|
||||
|
||||
[assembly:AssemblyTitleAttribute("boost_math")];
|
||||
[assembly:AssemblyDescriptionAttribute("Math Toolkit")];
|
||||
[assembly:AssemblyConfigurationAttribute("")];
|
||||
[assembly:AssemblyCompanyAttribute("jmc")];
|
||||
[assembly:AssemblyProductAttribute("boost_math")];
|
||||
[assembly:AssemblyCopyrightAttribute("Copyright (c) jmc 2007 - 2010")];
|
||||
[assembly:AssemblyTrademarkAttribute("")];
|
||||
[assembly:AssemblyCultureAttribute("")];
|
||||
|
||||
//
|
||||
// Version information for an assembly consists of the following four values:
|
||||
//
|
||||
// Major Version
|
||||
// Minor Version
|
||||
// Build Number
|
||||
// Revision
|
||||
//
|
||||
// You can specify all the value or you can default the Revision and Build Numbers
|
||||
// by using the '*' as shown below:
|
||||
|
||||
[assembly:AssemblyVersionAttribute("1.1.*")];
|
||||
|
||||
[assembly:ComVisible(false)];
|
||||
|
||||
[assembly:CLSCompliantAttribute(true)];
|
||||
|
||||
[assembly:SecurityPermission(SecurityAction::RequestMinimum, UnmanagedCode = true)];
|
||||
@@ -0,0 +1,38 @@
|
||||
========================================================================
|
||||
DYNAMIC LINK LIBRARY : boost_math Project Overview
|
||||
========================================================================
|
||||
|
||||
AppWizard has created this boost_math DLL for you.
|
||||
|
||||
// Copyright Paul A. Bristow & John Maddock 2009
|
||||
// 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)
|
||||
|
||||
This file contains a summary of what you will find in each of the files that
|
||||
make up your boost_math application.
|
||||
|
||||
boost_math.vcproj
|
||||
This is the main project file for VC++ projects generated using an Application Wizard.
|
||||
It contains information about the version of Visual C++ that generated the file, and
|
||||
information about the platforms, configurations, and project features selected with the
|
||||
Application Wizard.
|
||||
|
||||
boost_math.cpp
|
||||
This is the main DLL source file.
|
||||
|
||||
boost_math.h
|
||||
This file contains a class declaration.
|
||||
|
||||
AssemblyInfo.cpp
|
||||
Contains custom attributes for modifying assembly metadata.
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////////
|
||||
Other notes:
|
||||
|
||||
AppWizard uses "TODO:" to indicate parts of the source code you
|
||||
should add to or customize.
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////////
|
||||
|
||||
@@ -0,0 +1,11 @@
|
||||
// stdafx.cpp : source file that includes just the standard includes
|
||||
// boost_math.pch will be the pre-compiled header
|
||||
// stdafx.obj will contain the pre-compiled type information
|
||||
|
||||
// Copyright Paul A. Bristow & John Maddock 2009
|
||||
// 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)
|
||||
|
||||
#include "stdafx.h"
|
||||
Binary file not shown.
|
After Width: | Height: | Size: 1.1 KiB |
@@ -0,0 +1,63 @@
|
||||
// Microsoft Visual C++ generated resource script.
|
||||
//
|
||||
#include "resource.h"
|
||||
|
||||
#define APSTUDIO_READONLY_SYMBOLS
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////////
|
||||
#undef APSTUDIO_READONLY_SYMBOLS
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////////
|
||||
// English (U.S.) resources
|
||||
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////////
|
||||
//
|
||||
// Icon
|
||||
//
|
||||
|
||||
// Icon placed first or with lowest ID value becomes application icon
|
||||
|
||||
LANGUAGE 9, 2
|
||||
#pragma code_page(1252)
|
||||
1 ICON "app.ico"
|
||||
|
||||
#ifdef APSTUDIO_INVOKED
|
||||
/////////////////////////////////////////////////////////////////////////////
|
||||
//
|
||||
// TEXTINCLUDE
|
||||
//
|
||||
|
||||
1 TEXTINCLUDE
|
||||
BEGIN
|
||||
"resource.h\0"
|
||||
"\0"
|
||||
END
|
||||
|
||||
2 TEXTINCLUDE
|
||||
BEGIN
|
||||
"#include ""afxres.h""\r\n"
|
||||
"\0"
|
||||
END
|
||||
|
||||
3 TEXTINCLUDE
|
||||
BEGIN
|
||||
"\0"
|
||||
END
|
||||
|
||||
#endif // APSTUDIO_INVOKED
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////////
|
||||
|
||||
|
||||
|
||||
#ifndef APSTUDIO_INVOKED
|
||||
/////////////////////////////////////////////////////////////////////////////
|
||||
//
|
||||
// Generated from the TEXTINCLUDE 3 resource.
|
||||
//
|
||||
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////////
|
||||
#endif // not APSTUDIO_INVOKED
|
||||
|
||||
@@ -0,0 +1,255 @@
|
||||
// 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?
|
||||
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
|
||||
|
||||
|
||||
@@ -0,0 +1,331 @@
|
||||
// boost_math.h
|
||||
|
||||
// Copyright John Maddock 2007.
|
||||
// Copyright Paul A. Bristow 2007.
|
||||
|
||||
// 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)
|
||||
|
||||
//#define BOOST_MATH_OVERFLOW_ERROR_POLICY errno_on_error
|
||||
//#define BOOST_MATH_ASSERT_UNDEFINED_POLICY false
|
||||
// These are now defined in project properties
|
||||
// "BOOST_MATH_ASSERT_UNDEFINED_POLICY=0"
|
||||
// "BOOST_MATH_OVERFLOW_ERROR_POLICY=errno_on_error"
|
||||
// to avoid complications with pre-compiled headers.
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma once
|
||||
# pragma warning (disable : 4127)
|
||||
#endif
|
||||
|
||||
using namespace System;
|
||||
|
||||
#define TRANSLATE_EXCEPTIONS_BEGIN try{
|
||||
|
||||
#define TRANSLATE_EXCEPTIONS_END \
|
||||
}catch(const std::exception& e){ \
|
||||
System::String^ s = gcnew System::String(e.what());\
|
||||
InvalidOperationException^ se = gcnew InvalidOperationException(s);\
|
||||
throw se; \
|
||||
}
|
||||
|
||||
namespace boost_math {
|
||||
|
||||
class any_imp
|
||||
{
|
||||
public:
|
||||
// Distribution properties.
|
||||
virtual double mean()const = 0;
|
||||
virtual double mode()const = 0;
|
||||
virtual double median()const = 0;
|
||||
virtual double variance()const = 0;
|
||||
virtual double standard_deviation()const = 0;
|
||||
virtual double skewness()const = 0;
|
||||
virtual double kurtosis()const = 0;
|
||||
virtual double kurtosis_excess()const = 0;
|
||||
virtual double coefficient_of_variation()const = 0;
|
||||
// Values computed from random variate x.
|
||||
virtual double hazard(double x)const = 0;
|
||||
virtual double chf(double x)const = 0;
|
||||
virtual double cdf(double x)const = 0;
|
||||
virtual double ccdf(double x)const = 0;
|
||||
virtual double pdf(double x)const = 0;
|
||||
virtual double quantile(double x)const = 0;
|
||||
virtual double quantile_c(double x)const = 0;
|
||||
// Range & support of x
|
||||
virtual double lowest()const = 0;
|
||||
virtual double uppermost()const = 0;
|
||||
virtual double lower()const = 0;
|
||||
virtual double upper()const = 0;
|
||||
};
|
||||
|
||||
template <class Distribution>
|
||||
class concrete_distribution : public any_imp
|
||||
{
|
||||
public:
|
||||
concrete_distribution(const Distribution& d) : m_dist(d) {}
|
||||
// Distribution properties.
|
||||
virtual double mean()const
|
||||
{
|
||||
return boost::math::mean(m_dist);
|
||||
}
|
||||
virtual double median()const
|
||||
{
|
||||
return boost::math::median(m_dist);
|
||||
}
|
||||
virtual double mode()const
|
||||
{
|
||||
return boost::math::mode(m_dist);
|
||||
}
|
||||
virtual double variance()const
|
||||
{
|
||||
return boost::math::variance(m_dist);
|
||||
}
|
||||
virtual double skewness()const
|
||||
{
|
||||
return boost::math::skewness(m_dist);
|
||||
}
|
||||
virtual double standard_deviation()const
|
||||
{
|
||||
return boost::math::standard_deviation(m_dist);
|
||||
}
|
||||
virtual double coefficient_of_variation()const
|
||||
{
|
||||
return boost::math::coefficient_of_variation(m_dist);
|
||||
}
|
||||
virtual double kurtosis()const
|
||||
{
|
||||
return boost::math::kurtosis(m_dist);
|
||||
}
|
||||
virtual double kurtosis_excess()const
|
||||
{
|
||||
return boost::math::kurtosis_excess(m_dist);
|
||||
}
|
||||
// Range of x for the distribution.
|
||||
virtual double lowest()const
|
||||
{
|
||||
return boost::math::range(m_dist).first;
|
||||
}
|
||||
virtual double uppermost()const
|
||||
{
|
||||
return boost::math::range(m_dist).second;
|
||||
}
|
||||
// Support of x for the distribution.
|
||||
virtual double lower()const
|
||||
{
|
||||
return boost::math::support(m_dist).first;
|
||||
}
|
||||
virtual double upper()const
|
||||
{
|
||||
return boost::math::support(m_dist).second;
|
||||
}
|
||||
|
||||
// Values computed from random variate x.
|
||||
virtual double hazard(double x)const
|
||||
{
|
||||
return boost::math::hazard(m_dist, x);
|
||||
}
|
||||
virtual double chf(double x)const
|
||||
{
|
||||
return boost::math::chf(m_dist, x);
|
||||
}
|
||||
virtual double cdf(double x)const
|
||||
{
|
||||
return boost::math::cdf(m_dist, x);
|
||||
}
|
||||
virtual double ccdf(double x)const
|
||||
{
|
||||
return boost::math::cdf(complement(m_dist, x));
|
||||
}
|
||||
virtual double pdf(double x)const
|
||||
{
|
||||
return boost::math::pdf(m_dist, x);
|
||||
}
|
||||
virtual double quantile(double x)const
|
||||
{
|
||||
return boost::math::quantile(m_dist, x);
|
||||
}
|
||||
virtual double quantile_c(double x)const
|
||||
{
|
||||
return boost::math::quantile(complement(m_dist, x));
|
||||
}
|
||||
private:
|
||||
Distribution m_dist;
|
||||
};
|
||||
|
||||
public ref class any_distribution
|
||||
{
|
||||
public:
|
||||
// Added methods for this class here.
|
||||
any_distribution(int t, double arg1, double arg2, double arg3);
|
||||
~any_distribution()
|
||||
{
|
||||
reset(0);
|
||||
}
|
||||
// Is it OK for these to be inline?
|
||||
// Distribution properties as 'pointer-to-implementions'.
|
||||
double mean()
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->mean();
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
double median()
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->median();
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
double mode()
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->mode();
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
double variance()
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->variance();
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
double standard_deviation()
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->standard_deviation();
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
double coefficient_of_variation()
|
||||
{ // aka Relative Standard deviation.
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->coefficient_of_variation();
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
double skewness()
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->skewness();
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
double kurtosis()
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->kurtosis();
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
double kurtosis_excess()
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->kurtosis_excess();
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
// Values computed from random variate x.
|
||||
double hazard(double x)
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->hazard(x);
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
double chf(double x)
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->chf(x);
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
double cdf(double x)
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->cdf(x);
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
double ccdf(double x)
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->ccdf(x);
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
double pdf(double x)
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->pdf(x);
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
double quantile(double x)
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->quantile(x);
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
double quantile_c(double x)
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->quantile_c(x);
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
|
||||
double lowest()
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->lowest();
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
|
||||
double uppermost()
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->uppermost();
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
|
||||
double lower()
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->lower();
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
double upper()
|
||||
{
|
||||
TRANSLATE_EXCEPTIONS_BEGIN
|
||||
return pimpl->upper();
|
||||
TRANSLATE_EXCEPTIONS_END
|
||||
}
|
||||
|
||||
// How many distributions are supported:
|
||||
static int size();
|
||||
// Display name of i'th distribution:
|
||||
static System::String^ distribution_name(int i);
|
||||
// Name of first distribution parameter, or null if not supported:
|
||||
static System::String^ first_param_name(int i);
|
||||
// Name of second distribution parameter, or null if not supported:
|
||||
static System::String^ second_param_name(int i);
|
||||
// Name of third distribution parameter, or null if not supported:
|
||||
static System::String^ third_param_name(int i);
|
||||
// Default value for first parameter:
|
||||
static double first_param_default(int i);
|
||||
// Default value for second parameter:
|
||||
static double second_param_default(int i);
|
||||
// Default value for third parameter:
|
||||
static double third_param_default(int i);
|
||||
|
||||
private:
|
||||
any_distribution(const any_distribution^)
|
||||
{ // Constructor is private.
|
||||
}
|
||||
const any_distribution^ operator=(const any_distribution^ d)
|
||||
{ // Copy Constructor is private too.
|
||||
return d;
|
||||
}
|
||||
// We really should use a shared_ptr here,
|
||||
// but apparently it's not allowed in a managed class like this :-(
|
||||
void reset(any_imp* p)
|
||||
{
|
||||
if(pimpl)
|
||||
{ // Exists already, so
|
||||
delete pimpl;
|
||||
}
|
||||
pimpl = p;
|
||||
}
|
||||
any_imp* pimpl;
|
||||
};
|
||||
}
|
||||
@@ -0,0 +1,20 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 11.00
|
||||
# Visual Studio 2010
|
||||
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "boost_math", "boost_math.vcxproj", "{CEE4BAD0-967A-4193-9EDB-C0DD6C3B05C9}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Win32 = Debug|Win32
|
||||
Release|Win32 = Release|Win32
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{CEE4BAD0-967A-4193-9EDB-C0DD6C3B05C9}.Debug|Win32.ActiveCfg = Debug|Win32
|
||||
{CEE4BAD0-967A-4193-9EDB-C0DD6C3B05C9}.Debug|Win32.Build.0 = Debug|Win32
|
||||
{CEE4BAD0-967A-4193-9EDB-C0DD6C3B05C9}.Release|Win32.ActiveCfg = Release|Win32
|
||||
{CEE4BAD0-967A-4193-9EDB-C0DD6C3B05C9}.Release|Win32.Build.0 = Release|Win32
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
Binary file not shown.
@@ -0,0 +1,260 @@
|
||||
<?xml version="1.0" encoding="Windows-1252"?>
|
||||
<VisualStudioProject
|
||||
ProjectType="Visual C++"
|
||||
Version="9.00"
|
||||
Name="boost_math"
|
||||
ProjectGUID="{CEE4BAD0-967A-4193-9EDB-C0DD6C3B05C9}"
|
||||
RootNamespace="boost_math"
|
||||
Keyword="ManagedCProj"
|
||||
TargetFrameworkVersion="131072"
|
||||
>
|
||||
<Platforms>
|
||||
<Platform
|
||||
Name="Win32"
|
||||
/>
|
||||
</Platforms>
|
||||
<ToolFiles>
|
||||
</ToolFiles>
|
||||
<Configurations>
|
||||
<Configuration
|
||||
Name="Debug|Win32"
|
||||
OutputDirectory="$(SolutionDir)$(ConfigurationName)"
|
||||
IntermediateDirectory="$(ConfigurationName)"
|
||||
ConfigurationType="2"
|
||||
CharacterSet="1"
|
||||
ManagedExtensions="1"
|
||||
>
|
||||
<Tool
|
||||
Name="VCPreBuildEventTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCCustomBuildTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCXMLDataGeneratorTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCWebServiceProxyGeneratorTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCMIDLTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCCLCompilerTool"
|
||||
Optimization="0"
|
||||
AdditionalIncludeDirectories="../../../../"
|
||||
PreprocessorDefinitions="WIN32;_DEBUG;"
|
||||
RuntimeLibrary="3"
|
||||
UsePrecompiledHeader="2"
|
||||
WarningLevel="4"
|
||||
DebugInformationFormat="3"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCManagedResourceCompilerTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCResourceCompilerTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCPreLinkEventTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCLinkerTool"
|
||||
AdditionalDependencies="$(NoInherit)"
|
||||
LinkIncremental="1"
|
||||
GenerateDebugInformation="true"
|
||||
AssemblyDebug="1"
|
||||
RandomizedBaseAddress="1"
|
||||
DataExecutionPrevention="0"
|
||||
TargetMachine="1"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCALinkTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCManifestTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCXDCMakeTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCBscMakeTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCFxCopTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCAppVerifierTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCPostBuildEventTool"
|
||||
/>
|
||||
</Configuration>
|
||||
<Configuration
|
||||
Name="Release|Win32"
|
||||
OutputDirectory="$(SolutionDir)$(ConfigurationName)"
|
||||
IntermediateDirectory="$(ConfigurationName)"
|
||||
ConfigurationType="2"
|
||||
CharacterSet="1"
|
||||
ManagedExtensions="1"
|
||||
WholeProgramOptimization="1"
|
||||
>
|
||||
<Tool
|
||||
Name="VCPreBuildEventTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCCustomBuildTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCXMLDataGeneratorTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCWebServiceProxyGeneratorTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCMIDLTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCCLCompilerTool"
|
||||
Optimization="3"
|
||||
AdditionalIncludeDirectories="../../../../"
|
||||
PreprocessorDefinitions="WIN32;NDEBUG;"
|
||||
ExceptionHandling="2"
|
||||
RuntimeLibrary="2"
|
||||
UsePrecompiledHeader="2"
|
||||
WarningLevel="4"
|
||||
DebugInformationFormat="3"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCManagedResourceCompilerTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCResourceCompilerTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCPreLinkEventTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCLinkerTool"
|
||||
AdditionalDependencies="$(NoInherit)"
|
||||
LinkIncremental="1"
|
||||
GenerateDebugInformation="false"
|
||||
RandomizedBaseAddress="1"
|
||||
DataExecutionPrevention="0"
|
||||
TargetMachine="1"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCALinkTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCManifestTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCXDCMakeTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCBscMakeTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCFxCopTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCAppVerifierTool"
|
||||
/>
|
||||
<Tool
|
||||
Name="VCPostBuildEventTool"
|
||||
/>
|
||||
</Configuration>
|
||||
</Configurations>
|
||||
<References>
|
||||
<AssemblyReference
|
||||
RelativePath="System.dll"
|
||||
AssemblyName="System, Version=4.0.0.0, PublicKeyToken=b77a5c561934e089, processorArchitecture=MSIL"
|
||||
MinFrameworkVersion="131072"
|
||||
/>
|
||||
<AssemblyReference
|
||||
RelativePath="System.Data.dll"
|
||||
AssemblyName="System.Data, Version=4.0.0.0, PublicKeyToken=b77a5c561934e089, processorArchitecture=x86"
|
||||
MinFrameworkVersion="131072"
|
||||
/>
|
||||
<AssemblyReference
|
||||
RelativePath="System.XML.dll"
|
||||
AssemblyName="System.Xml, Version=4.0.0.0, PublicKeyToken=b77a5c561934e089, processorArchitecture=MSIL"
|
||||
MinFrameworkVersion="131072"
|
||||
/>
|
||||
</References>
|
||||
<Files>
|
||||
<Filter
|
||||
Name="Source Files"
|
||||
Filter="cpp;c;cc;cxx;def;odl;idl;hpj;bat;asm;asmx"
|
||||
UniqueIdentifier="{4FC737F1-C7A5-4376-A066-2A32D752A2FF}"
|
||||
>
|
||||
<File
|
||||
RelativePath=".\AssemblyInfo.cpp"
|
||||
>
|
||||
</File>
|
||||
<File
|
||||
RelativePath=".\boost_math.cpp"
|
||||
>
|
||||
</File>
|
||||
<File
|
||||
RelativePath=".\Stdafx.cpp"
|
||||
>
|
||||
<FileConfiguration
|
||||
Name="Debug|Win32"
|
||||
>
|
||||
<Tool
|
||||
Name="VCCLCompilerTool"
|
||||
UsePrecompiledHeader="1"
|
||||
/>
|
||||
</FileConfiguration>
|
||||
<FileConfiguration
|
||||
Name="Release|Win32"
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||||
>
|
||||
<Tool
|
||||
Name="VCCLCompilerTool"
|
||||
UsePrecompiledHeader="1"
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||||
/>
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||||
</FileConfiguration>
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||||
</File>
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||||
</Filter>
|
||||
<Filter
|
||||
Name="Header Files"
|
||||
Filter="h;hpp;hxx;hm;inl;inc;xsd"
|
||||
UniqueIdentifier="{93995380-89BD-4b04-88EB-625FBE52EBFB}"
|
||||
>
|
||||
<File
|
||||
RelativePath=".\boost_math.h"
|
||||
>
|
||||
</File>
|
||||
<File
|
||||
RelativePath=".\resource.h"
|
||||
>
|
||||
</File>
|
||||
<File
|
||||
RelativePath=".\Stdafx.h"
|
||||
>
|
||||
</File>
|
||||
</Filter>
|
||||
<Filter
|
||||
Name="Resource Files"
|
||||
Filter="rc;ico;cur;bmp;dlg;rc2;rct;bin;rgs;gif;jpg;jpeg;jpe;resx;tiff;tif;png;wav"
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||||
UniqueIdentifier="{67DA6AB6-F800-4c08-8B7A-83BB121AAD01}"
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>
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<File
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RelativePath=".\app.ico"
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>
|
||||
</File>
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||||
<File
|
||||
RelativePath=".\app.rc"
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>
|
||||
</File>
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||||
</Filter>
|
||||
<File
|
||||
RelativePath=".\ReadMe.txt"
|
||||
>
|
||||
</File>
|
||||
</Files>
|
||||
<Globals>
|
||||
</Globals>
|
||||
</VisualStudioProject>
|
||||
@@ -0,0 +1,9 @@
|
||||
//{{NO_DEPENDENCIES}}
|
||||
// Microsoft Visual C++ generated include file.
|
||||
// Used by app.rc
|
||||
|
||||
// Copyright Paul A. Bristow & John Maddock 2009
|
||||
// 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)
|
||||
@@ -0,0 +1,54 @@
|
||||
// stdafx.h : include file for standard system include files,
|
||||
// or project specific include files that are used frequently,
|
||||
// but are changed infrequently.
|
||||
|
||||
// Copyright John Maddock 2007.
|
||||
// Copyright Paul A. Bristow 2007, 2009, 2010, 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)
|
||||
|
||||
// Laplace added Aug 2009 PAB, and several others Nov 2010,
|
||||
// added skew_normal 2012.
|
||||
|
||||
#ifdef _MSC_VER
|
||||
# pragma once
|
||||
# pragma warning (disable : 4127)
|
||||
#endif
|
||||
|
||||
#define BOOST_MATH_ASSERT_UNDEFINED_POLICY false
|
||||
#define BOOST_MATH_OVERFLOW_ERROR_POLICY errno_on_error
|
||||
|
||||
#include <boost/math/distributions/bernoulli.hpp>
|
||||
#include <boost/math/distributions/beta.hpp>
|
||||
#include <boost/math/distributions/binomial.hpp>
|
||||
#include <boost/math/distributions/cauchy.hpp>
|
||||
#include <boost/math/distributions/chi_squared.hpp>
|
||||
#include <boost/math/distributions/exponential.hpp>
|
||||
#include <boost/math/distributions/extreme_value.hpp>
|
||||
#include <boost/math/distributions/fisher_f.hpp>
|
||||
#include <boost/math/distributions/gamma.hpp>
|
||||
#include <boost/math/distributions/geometric.hpp>
|
||||
#include <boost/math/distributions/hypergeometric.hpp>
|
||||
#include <boost/math/distributions/inverse_chi_squared.hpp>
|
||||
#include <boost/math/distributions/inverse_gamma.hpp>
|
||||
#include <boost/math/distributions/inverse_gaussian.hpp>
|
||||
#include <boost/math/distributions/laplace.hpp>
|
||||
#include <boost/math/distributions/logistic.hpp>
|
||||
#include <boost/math/distributions/lognormal.hpp>
|
||||
#include <boost/math/distributions/negative_binomial.hpp>
|
||||
#include <boost/math/distributions/non_central_beta.hpp>
|
||||
#include <boost/math/distributions/non_central_chi_squared.hpp>
|
||||
#include <boost/math/distributions/non_central_f.hpp>
|
||||
#include <boost/math/distributions/non_central_t.hpp>
|
||||
#include <boost/math/distributions/normal.hpp>
|
||||
#include <boost/math/distributions/pareto.hpp>
|
||||
#include <boost/math/distributions/poisson.hpp>
|
||||
#include <boost/math/distributions/rayleigh.hpp>
|
||||
#include <boost/math/distributions/students_t.hpp>
|
||||
#include <boost/math/distributions/skew_normal.hpp>
|
||||
#include <boost/math/distributions/triangular.hpp>
|
||||
#include <boost/math/distributions/uniform.hpp>
|
||||
#include <boost/math/distributions/weibull.hpp>
|
||||
Reference in New Issue
Block a user