📄 triangular.hpp
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{ return 1 - (upper - x) * (upper - x) / ((upper - lower) * (upper - mode)); } } // RealType cdf(const triangular_distribution<RealType, Policy>& dist, const RealType& x) template <class RealType, class Policy> RealType quantile(const triangular_distribution<RealType, Policy>& dist, const RealType& p) { BOOST_MATH_STD_USING // for ADL of std functions (sqrt). static const char* function = "boost::math::quantile(const triangular_distribution<%1%>&, %1%)"; RealType lower = dist.lower(); RealType mode = dist.mode(); RealType upper = dist.upper(); RealType result; // of checks if(false == detail::check_triangular(function,lower, mode, upper, &result, Policy())) { return result; } if(false == detail::check_probability(function, p, &result, Policy())) { return result; } if(p == 0) { return lower; } if(p == 1) { return upper; } RealType p0 = (mode - lower) / (upper - lower); RealType q = 1 - p; if (p < p0) { result = sqrt((upper - lower) * (mode - lower) * p) + lower; } else if (p == p0) { result = mode; } else // p > p0 { result = upper - sqrt((upper - lower) * (upper - mode) * q); } return result; } // RealType quantile(const triangular_distribution<RealType, Policy>& dist, const RealType& q) template <class RealType, class Policy> RealType cdf(const complemented2_type<triangular_distribution<RealType, Policy>, RealType>& c) { static const char* function = "boost::math::cdf(const triangular_distribution<%1%>&, %1%)"; RealType lower = c.dist.lower(); RealType mode = c.dist.mode(); RealType upper = c.dist.upper(); RealType x = c.param; RealType result; // of checks. if(false == detail::check_triangular(function, lower, mode, upper, &result, Policy())) { return result; } if(false == detail::check_triangular_x(function, x, &result, Policy())) { return result; } if (x <= lower) { return 1; } if (x >= upper) { return 0; } if (x <= mode) { return 1 - ((x - lower) * (x - lower)) / ((upper - lower) * (mode - lower)); } else { return (upper - x) * (upper - x) / ((upper - lower) * (upper - mode)); } } // RealType cdf(const complemented2_type<triangular_distribution<RealType, Policy>, RealType>& c) template <class RealType, class Policy> RealType quantile(const complemented2_type<triangular_distribution<RealType, Policy>, RealType>& c) { BOOST_MATH_STD_USING // Aid ADL for sqrt. static const char* function = "boost::math::quantile(const triangular_distribution<%1%>&, %1%)"; RealType l = c.dist.lower(); RealType m = c.dist.mode(); RealType u = c.dist.upper(); RealType q = c.param; // probability 0 to 1. RealType result; // of checks. if(false == detail::check_triangular(function, l, m, u, &result, Policy())) { return result; } if(false == detail::check_probability(function, q, &result, Policy())) { return result; } if(q == 0) { return u; } if(q == 1) { return l; } RealType lower = c.dist.lower(); RealType mode = c.dist.mode(); RealType upper = c.dist.upper(); RealType p = 1 - q; RealType p0 = (mode - lower) / (upper - lower); if(p < p0) { RealType s = (upper - lower) * (mode - lower); s *= p; result = sqrt((upper - lower) * (mode - lower) * p) + lower; } else if (p == p0) { result = mode; } else // p > p0 { result = upper - sqrt((upper - lower) * (upper - mode) * q); } return result; } // RealType quantile(const complemented2_type<triangular_distribution<RealType, Policy>, RealType>& c) template <class RealType, class Policy> inline RealType mean(const triangular_distribution<RealType, Policy>& dist) { static const char* function = "boost::math::mean(const triangular_distribution<%1%>&)"; RealType lower = dist.lower(); RealType mode = dist.mode(); RealType upper = dist.upper(); RealType result; // of checks. if(false == detail::check_triangular(function, lower, mode, upper, &result, Policy())) { return result; } return (lower + upper + mode) / 3; } // RealType mean(const triangular_distribution<RealType, Policy>& dist) template <class RealType, class Policy> inline RealType variance(const triangular_distribution<RealType, Policy>& dist) { static const char* function = "boost::math::mean(const triangular_distribution<%1%>&)"; RealType lower = dist.lower(); RealType mode = dist.mode(); RealType upper = dist.upper(); RealType result; // of checks. if(false == detail::check_triangular(function, lower, mode, upper, &result, Policy())) { return result; } return (lower * lower + upper * upper + mode * mode - lower * upper - lower * mode - upper * mode) / 18; } // RealType variance(const triangular_distribution<RealType, Policy>& dist) template <class RealType, class Policy> inline RealType mode(const triangular_distribution<RealType, Policy>& dist) { static const char* function = "boost::math::mode(const triangular_distribution<%1%>&)"; RealType mode = dist.mode(); RealType result; // of checks. if(false == detail::check_triangular_mode(function, mode, &result, Policy())) { // This should never happen! return result; } return mode; } // RealType mode template <class RealType, class Policy> inline RealType median(const triangular_distribution<RealType, Policy>& dist) { BOOST_MATH_STD_USING // ADL of std functions. static const char* function = "boost::math::median(const triangular_distribution<%1%>&)"; RealType mode = dist.mode(); RealType result; // of checks. if(false == detail::check_triangular_mode(function, mode, &result, Policy())) { // This should never happen! return result; } RealType lower = dist.lower(); RealType upper = dist.upper(); if (mode < (upper - lower) / 2) { return lower + sqrt((upper - lower) * (mode - lower)) / constants::root_two<RealType>(); } else { return upper - sqrt((upper - lower) * (upper - mode)) / constants::root_two<RealType>(); } } // RealType mode template <class RealType, class Policy> inline RealType skewness(const triangular_distribution<RealType, Policy>& dist) { BOOST_MATH_STD_USING // for ADL of std functions using namespace boost::math::constants; // for root_two static const char* function = "boost::math::skewness(const triangular_distribution<%1%>&)"; RealType lower = dist.lower(); RealType mode = dist.mode(); RealType upper = dist.upper(); RealType result; // of checks. if(false == detail::check_triangular(function,lower, mode, upper, &result, Policy())) { return result; } return root_two<RealType>() * (lower + upper - 2 * mode) * (2 * lower - upper - mode) * (lower - 2 * upper + mode) / (5 * pow((lower * lower + upper + upper + mode * mode - lower * upper - lower * mode - upper * mode), RealType(3)/RealType(2))); } // RealType skewness(const triangular_distribution<RealType, Policy>& dist) template <class RealType, class Policy> inline RealType kurtosis(const triangular_distribution<RealType, Policy>& dist) { // These checks may be belt and braces as should have been checked on construction? static const char* function = "boost::math::kurtosis(const triangular_distribution<%1%>&)"; RealType lower = dist.lower(); RealType upper = dist.upper(); RealType mode = dist.mode(); RealType result; // of checks. if(false == detail::check_triangular(function,lower, mode, upper, &result, Policy())) { return result; } return static_cast<RealType>(12)/5; // 12/5 = 2.4; } // RealType kurtosis_excess(const triangular_distribution<RealType, Policy>& dist) template <class RealType, class Policy> inline RealType kurtosis_excess(const triangular_distribution<RealType, Policy>& dist) { // These checks may be belt and braces as should have been checked on construction? static const char* function = "boost::math::kurtosis_excess(const triangular_distribution<%1%>&)"; RealType lower = dist.lower(); RealType upper = dist.upper(); RealType mode = dist.mode(); RealType result; // of checks. if(false == detail::check_triangular(function,lower, mode, upper, &result, Policy())) { return result; } return static_cast<RealType>(-3)/5; // - 3/5 = -0.6 // Assuming mathworld really means kurtosis excess? Wikipedia now corrected to match this. }} // namespace math} // namespace boost// 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 <boost/math/distributions/detail/derived_accessors.hpp>#endif // BOOST_STATS_TRIANGULAR_HPP
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