Beispiel #1
0
inline RealType kurtosis_excess(const gamma_distribution<RealType, Policy>& dist)
{
   BOOST_MATH_STD_USING  // for ADL of std functions

   static const char* function = "lslboost::math::kurtosis_excess(const gamma_distribution<%1%>&)";

   RealType shape = dist.shape();
   RealType scale = dist.scale();

   RealType result = 0;
   if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
      return result;

   result = 6 / shape;
   return result;
}
inline RealType variance(const gamma_distribution<RealType, Policy>& dist)
{
   BOOST_MATH_STD_USING  // for ADL of std functions

   static const char* function = "boost::math::variance(const gamma_distribution<%1%>&)";

   RealType shape = dist.shape();
   RealType scale = dist.scale();

   RealType result;
   if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
      return result;

   result = shape * scale * scale;
   return result;
}
Beispiel #3
0
inline RealType cdf(const gamma_distribution<RealType, Policy>& dist, const RealType& x)
{
   BOOST_MATH_STD_USING  // for ADL of std functions

   static const char* function = "lslboost::math::cdf(const gamma_distribution<%1%>&, %1%)";

   RealType shape = dist.shape();
   RealType scale = dist.scale();

   RealType result = 0;
   if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
      return result;
   if(false == detail::check_gamma_x(function, x, &result, Policy()))
      return result;

   result = lslboost::math::gamma_p(shape, x / scale, Policy());
   return result;
} // cdf
Beispiel #4
0
inline RealType mode(const gamma_distribution<RealType, Policy>& dist)
{
   BOOST_MATH_STD_USING  // for ADL of std functions

   static const char* function = "lslboost::math::mode(const gamma_distribution<%1%>&)";

   RealType shape = dist.shape();
   RealType scale = dist.scale();

   RealType result = 0;
   if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
      return result;

   if(shape < 1)
      return policies::raise_domain_error<RealType>(
         function,
         "The mode of the gamma distribution is only defined for values of the shape parameter >= 1, but got %1%.",
         shape, Policy());

   result = (shape - 1) * scale;
   return result;
}
Beispiel #5
0
inline RealType quantile(const gamma_distribution<RealType, Policy>& dist, const RealType& p)
{
   BOOST_MATH_STD_USING  // for ADL of std functions

   static const char* function = "lslboost::math::quantile(const gamma_distribution<%1%>&, %1%)";

   RealType shape = dist.shape();
   RealType scale = dist.scale();

   RealType result = 0;
   if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
      return result;
   if(false == detail::check_probability(function, p, &result, Policy()))
      return result;

   if(p == 1)
      return policies::raise_overflow_error<RealType>(function, 0, Policy());

   result = gamma_p_inv(shape, p, Policy()) * scale;

   return result;
}
inline RealType pdf(const gamma_distribution<RealType, Policy>& dist, const RealType& x)
{
   BOOST_MATH_STD_USING  // for ADL of std functions

   static const char* function = "boost::math::pdf(const gamma_distribution<%1%>&, %1%)";

   RealType shape = dist.shape();
   RealType scale = dist.scale();

   RealType result;
   if(false == detail::check_gamma(function, scale, shape, &result, Policy()))
      return result;
   if(false == detail::check_gamma_x(function, x, &result, Policy()))
      return result;

   if(x == 0)
   {
      return 0;
   }
   result = gamma_p_derivative(shape, x / scale, Policy()) / scale;
   return result;
} // pdf