distributions.cpp

Boost provides free peer-reviewed portable C++ source libraries. We emphasize libraries that work

      for(unsigned j = 0; j < b_size; ++j)\
      {\
         for(unsigned k = 0; k < c_size; ++k)\
         {\
            for(unsigned l = 0; l < d_size; ++l)\
            {\
               result += p##name (random_variable_table[l], param1_table[i], param2_table[j], param3_table[k], 1, 0);\
            }\
         }\
      }\
   }\
   \
   consume_result(result);\
   set_call_count(a_size * b_size * c_size * d_size);\
   }\
   BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_pdf_, name), "dist-" #name "-R-pdf")\
   {\
   double result = 0;\
   unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\
   unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\
   unsigned c_size = sizeof(param3_table)/sizeof(param3_table[0]);\
   unsigned d_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\
   \
   for(unsigned i = 0; i < a_size; ++i)\
   {\
      for(unsigned j = 0; j < b_size; ++j)\
      {\
         for(unsigned k = 0; k < c_size; ++k)\
         {\
            for(unsigned l = 0; l < d_size; ++l)\
            {\
               result += d##name (random_variable_table[l], param1_table[i], param2_table[j], param3_table[k], 0);\
            }\
         }\
      }\
   }\
   \
   consume_result(result);\
   set_call_count(a_size * b_size * c_size * d_size);\
   }\
   BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_quant, name), "dist-" #name "-R-quantile")\
   {\
      double result = 0;\
      unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\
      unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\
      unsigned c_size = sizeof(param3_table)/sizeof(param3_table[0]);\
      unsigned d_size = sizeof(probability_table)/sizeof(probability_table[0]);\
      \
      for(unsigned i = 0; i < a_size; ++i)\
      {\
         for(unsigned j = 0; j < b_size; ++j)\
         {\
            for(unsigned k = 0; k < c_size; ++k)\
            {\
               for(unsigned l = 0; l < d_size; ++l)\
               {\
                  result += q##name (probability_table[l], param1_table[i], param2_table[j], param3_table[k], 1, 0);\
               }\
            }\
         }\
      }\
      \
      consume_result(result);\
      set_call_count(a_size * b_size * c_size * d_size);\
   }

#define BOOST_MATH_R_DISTRIBUTION2_TEST(name, param1_table, param2_table, random_variable_table, probability_table) \
   BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist, name), "dist-" #name "-R-cdf")\
   {\
   double result = 0;\
   unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\
   unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\
   unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\
   \
   for(unsigned i = 0; i < a_size; ++i)\
   {\
      for(unsigned j = 0; j < b_size; ++j)\
      {\
         for(unsigned k = 0; k < c_size; ++k)\
         {\
            result += p##name (random_variable_table[k], param1_table[i], param2_table[j], 1, 0);\
         }\
      }\
   }\
   \
   consume_result(result);\
   set_call_count(a_size * b_size * c_size);\
   }\
   BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_pdf_, name), "dist-" #name "-R-pdf")\
   {\
   double result = 0;\
   unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\
   unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\
   unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\
   \
   for(unsigned i = 0; i < a_size; ++i)\
   {\
      for(unsigned j = 0; j < b_size; ++j)\
      {\
         for(unsigned k = 0; k < c_size; ++k)\
         {\
            result += d##name (random_variable_table[k], param1_table[i], param2_table[j], 0);\
         }\
      }\
   }\
   \
   consume_result(result);\
   set_call_count(a_size * b_size * c_size);\
   }\
   BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_quant, name), "dist-" #name "-R-quantile")\
   {\
      double result = 0;\
      unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\
      unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\
      unsigned c_size = sizeof(probability_table)/sizeof(probability_table[0]);\
      \
      for(unsigned i = 0; i < a_size; ++i)\
      {\
         for(unsigned j = 0; j < b_size; ++j)\
         {\
            for(unsigned k = 0; k < c_size; ++k)\
            {\
               result += q##name (probability_table[k], param1_table[i], param2_table[j], 1, 0);\
            }\
         }\
      }\
      \
      consume_result(result);\
      set_call_count(a_size * b_size * c_size);\
   }

#define BOOST_MATH_R_DISTRIBUTION1_TEST(name, param1_table, random_variable_table, probability_table) \
   BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist, name), "dist-" #name "-R-cdf")\
   {\
   double result = 0;\
   unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\
   unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\
   \
   for(unsigned i = 0; i < a_size; ++i)\
   {\
         for(unsigned k = 0; k < c_size; ++k)\
         {\
            result += p##name (random_variable_table[k], param1_table[i], 1, 0);\
         }\
   }\
   \
   consume_result(result);\
   set_call_count(a_size * c_size);\
   }\
   BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_pdf_, name), "dist-" #name "-R-pdf")\
   {\
   double result = 0;\
   unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\
   unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\
   \
   for(unsigned i = 0; i < a_size; ++i)\
   {\
         for(unsigned k = 0; k < c_size; ++k)\
         {\
            result += d##name (random_variable_table[k], param1_table[i], 0);\
         }\
   }\
   \
   consume_result(result);\
   set_call_count(a_size * c_size);\
   }\
   BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_quant, name), "dist-" #name "-R-quantile")\
   {\
      double result = 0;\
      unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\
      unsigned c_size = sizeof(probability_table)/sizeof(probability_table[0]);\
      \
      for(unsigned i = 0; i < a_size; ++i)\
      {\
            for(unsigned k = 0; k < c_size; ++k)\
            {\
               result += q##name (probability_table[k], param1_table[i], 1, 0);\
            }\
      }\
      \
      consume_result(result);\
      set_call_count(a_size * c_size);\
   }

BOOST_MATH_R_DISTRIBUTION2_TEST(beta, probabilities, probabilities, probabilities, probabilities)
BOOST_MATH_R_DISTRIBUTION2_TEST(binom, int_values, probabilities, int_values, probabilities)
BOOST_MATH_R_DISTRIBUTION2_TEST(cauchy, int_values, real_values, int_values, probabilities)
BOOST_MATH_R_DISTRIBUTION1_TEST(chisq, int_values, real_values, probabilities)
BOOST_MATH_R_DISTRIBUTION1_TEST(exp, real_values, real_values, probabilities)
BOOST_MATH_R_DISTRIBUTION2_TEST(f, int_values, int_values, real_values, probabilities)
BOOST_MATH_R_DISTRIBUTION2_TEST(gamma, real_values, real_values, real_values, probabilities)
BOOST_MATH_R_DISTRIBUTION2_TEST(lnorm, real_values, real_values, real_values, probabilities)
BOOST_MATH_R_DISTRIBUTION2_TEST(nbinom, int_values, probabilities, int_values, probabilities)
BOOST_MATH_R_DISTRIBUTION2_TEST(norm, real_values, real_values, real_values, probabilities)
BOOST_MATH_R_DISTRIBUTION1_TEST(pois, real_values, int_values, probabilities)
BOOST_MATH_R_DISTRIBUTION1_TEST(t, int_values, real_values, probabilities)
BOOST_MATH_R_DISTRIBUTION2_TEST(weibull, real_values, real_values, real_values, probabilities)
BOOST_MATH_R_DISTRIBUTION2_TEST(nchisq, int_values, int_values, real_values, probabilities)
BOOST_MATH_R_DISTRIBUTION3_TEST(nf, int_values, int_values, real_values, real_values, probabilities)
BOOST_MATH_R_DISTRIBUTION3_TEST(nbeta, int_values, int_values, real_values, real_values, probabilities)
BOOST_MATH_R_DISTRIBUTION2_TEST(nt, int_values, small_int_values, real_values, probabilities)

#endif

#ifdef TEST_CEPHES

extern "C"{

double bdtr(int k, int n, double p);
double bdtri(int k, int n, double p);

double chdtr(double df, double x);
double chdtri(double df, double p);

double fdtr(int k, int n, double p);
double fdtri(int k, int n, double p);

double nbdtr(int k, int n, double p);
double nbdtri(int k, int n, double p);

}

#define BOOST_MATH_CEPHES_DISTRIBUTION2_TEST(name, param1_table, param2_table, random_variable_table, probability_table) \
   BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist, name), "dist-" #name "-cephes-cdf")\
   {\
   double result = 0;\
   unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\
   unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\
   unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\
   \
   for(unsigned i = 0; i < a_size; ++i)\
   {\
      for(unsigned j = 0; j < b_size; ++j)\
      {\
         for(unsigned k = 0; k < c_size; ++k)\
         {\
            result += name##dtr (param1_table[i], param2_table[j], random_variable_table[k]);\
         }\
      }\
   }\
   \
   consume_result(result);\
   set_call_count(a_size * b_size * c_size);\
   }\
   BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_quant, name), "dist-" #name "-cephes-quantile")\
   {\
      double result = 0;\
      unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\
      unsigned b_size = sizeof(param2_table)/sizeof(param2_table[0]);\
      unsigned c_size = sizeof(probability_table)/sizeof(probability_table[0]);\
      \
      for(unsigned i = 0; i < a_size; ++i)\
      {\
         for(unsigned j = 0; j < b_size; ++j)\
         {\
            for(unsigned k = 0; k < c_size; ++k)\
            {\
               result += name##dtri (param1_table[i], param2_table[j], probability_table[k]);\
            }\
         }\
      }\
      \
      consume_result(result);\
      set_call_count(a_size * b_size * c_size);\
   }

#define BOOST_MATH_CEPHES_DISTRIBUTION1_TEST(name, param1_table, random_variable_table, probability_table) \
   BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist, name), "dist-" #name "-cephes-cdf")\
   {\
   double result = 0;\
   unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\
   unsigned c_size = sizeof(random_variable_table)/sizeof(random_variable_table[0]);\
   \
   for(unsigned i = 0; i < a_size; ++i)\
   {\
         for(unsigned k = 0; k < c_size; ++k)\
         {\
            result += name##dtr (param1_table[i], random_variable_table[k]);\
         }\
   }\
   \
   consume_result(result);\
   set_call_count(a_size * c_size);\
   }\
   BOOST_MATH_PERFORMANCE_TEST(BOOST_JOIN(dist_quant, name), "dist-" #name "-cephes-quantile")\
   {\
      double result = 0;\
      unsigned a_size = sizeof(param1_table)/sizeof(param1_table[0]);\
      unsigned c_size = sizeof(probability_table)/sizeof(probability_table[0]);\
      \
      for(unsigned i = 0; i < a_size; ++i)\
      {\
            for(unsigned k = 0; k < c_size; ++k)\
            {\
               result += name##dtri (param1_table[i], probability_table[k]);\
            }\
      }\
      \
      consume_result(result);\
      set_call_count(a_size * c_size);\
   }
// Cephes inverse doesn't actually calculate the quantile!!!
// BOOST_MATH_CEPHES_DISTRIBUTION2_TEST(b, int_values, int_values, probabilities, probabilities)
BOOST_MATH_CEPHES_DISTRIBUTION1_TEST(ch, int_values, real_values, probabilities)
BOOST_MATH_CEPHES_DISTRIBUTION2_TEST(f, int_values, int_values, real_values, probabilities)
// Cephes inverse doesn't calculate the quantile!!!
// BOOST_MATH_CEPHES_DISTRIBUTION2_TEST(nb, int_values, int_values, probabilities, probabilities)

#endif