WSJT-X/boost/libs/math/example/error_policies_example.cpp

106 lines
3.9 KiB
C++

// error_policies_example.cpp
// Copyright Paul A. Bristow 2007, 2010.
// Copyright John Maddock 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)
#include <boost/math/distributions/normal.hpp>
using boost::math::normal_distribution;
#include <boost/math/distributions/students_t.hpp>
using boost::math::students_t; // Probability of students_t(df, t).
using boost::math::students_t_distribution;
// using namespace boost::math; causes:
//.\error_policy_normal.cpp(30) : error C2872: 'policy' : ambiguous symbol
// could be '\boost/math/policies/policy.hpp(392) : boost::math::policies::policy'
// or 'boost::math::policies'
// So should not use this 'using namespace boost::math;' command.
// Suppose we want a statistical distribution to return infinities,
// rather than throw exceptions (the default policy), then we can use:
// std
#include <iostream>
using std::cout;
using std::endl;
// using namespace boost::math::policies; or
using boost::math::policies::policy;
// Possible errors
using boost::math::policies::overflow_error;
using boost::math::policies::underflow_error;
using boost::math::policies::domain_error;
using boost::math::policies::pole_error;
using boost::math::policies::denorm_error;
using boost::math::policies::evaluation_error;
using boost::math::policies::ignore_error;
// Define a custom policy to ignore just overflow:
typedef policy<
overflow_error<ignore_error>
> my_policy;
// Define another custom policy (perhaps ill-advised?)
// to ignore all errors: domain, pole, overflow, underflow, denorm & evaluation:
typedef policy<
domain_error<ignore_error>,
pole_error<ignore_error>,
overflow_error<ignore_error>,
underflow_error<ignore_error>,
denorm_error<ignore_error>,
evaluation_error<ignore_error>
> my_ignoreall_policy;
// Define a new distribution with a custom policy to ignore_error
// (& thus perhaps return infinity for some arguments):
typedef boost::math::normal_distribution<double, my_policy> my_normal;
// Note: uses default parameters zero mean and unit standard deviation.
// We could also do the same for another distribution, for example:
using boost::math::students_t_distribution;
typedef students_t_distribution<double, my_ignoreall_policy> my_students_t;
int main()
{
cout << "quantile(my_normal(), 0.05); = " << quantile(my_normal(), 0.05) << endl; // 0.05 is argument within normal range.
cout << "quantile(my_normal(), 0.); = " << quantile(my_normal(), 0.) << endl; // argument zero, so expect infinity.
cout << "quantile(my_normal(), 0.); = " << quantile(my_normal(), 0.F) << endl; // argument zero, so expect infinity.
cout << "quantile(my_students_t(), 0.); = " << quantile(my_students_t(-1), 0.F) << endl; // 'bad' argument negative, so expect NaN.
#ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
// Construct a (0, 1) normal distribution that ignores all errors,
// returning NaN, infinity, zero, or best guess,
// and NOT setting errno.
normal_distribution<long double, my_ignoreall_policy> my_normal2(0.L, 1.L); // explicit parameters for distribution.
cout << "quantile(my_normal2(), 0.); = " << quantile(my_normal2, 0.01) << endl; // argument 0.01, so result finite.
cout << "quantile(my_normal2(), 0.); = " << quantile(my_normal2, 0.) << endl; // argument zero, so expect infinity.
#endif
return 0;
}
/*
Output:
error_policies_example.cpp
Generating code
Finished generating code
error_policy_normal_example.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Release\error_policies_example.exe
quantile(my_normal(), 0.05); = -1.64485
quantile(my_normal(), 0.); = -1.#INF
quantile(my_normal(), 0.); = -1.#INF
quantile(my_students_t(), 0.); = 1.#QNAN
quantile(my_normal2(), 0.); = -2.32635
quantile(my_normal2(), 0.); = -1.#INF
*/