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1// Copyright Nick Thompson 2019.2// Use, modification and distribution are subject to the3// Boost Software License, Version 1.0. (See accompanying file4// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)5 6#ifndef BOOST_MATH_DISTRIBUTIONS_EMPIRICAL_CUMULATIVE_DISTRIBUTION_FUNCTION_HPP7#define BOOST_MATH_DISTRIBUTIONS_EMPIRICAL_CUMULATIVE_DISTRIBUTION_FUNCTION_HPP8#include <algorithm>9#include <iterator>10#include <stdexcept>11#include <type_traits>12#include <utility>13 14#include <boost/math/tools/is_standalone.hpp>15#ifndef BOOST_MATH_STANDALONE16#include <boost/config.hpp>17#ifdef BOOST_MATH_NO_CXX17_IF_CONSTEXPR18#error "The header <boost/math/norms.hpp> can only be used in C++17 and later."19#endif20#endif21 22namespace boost { namespace math{23 24template<class RandomAccessContainer>25class empirical_cumulative_distribution_function {26 using Real = typename RandomAccessContainer::value_type;27public:28 empirical_cumulative_distribution_function(RandomAccessContainer && v, bool sorted = false)29 {30 if (v.size() == 0) {31 throw std::domain_error("At least one sample is required to compute an empirical CDF.");32 }33 m_v = std::move(v);34 if (!sorted) {35 std::sort(m_v.begin(), m_v.end());36 }37 }38 39 auto operator()(Real x) const {40 if constexpr (std::is_integral_v<Real>)41 {42 if (x < m_v[0]) {43 return static_cast<double>(0);44 }45 if (x >= m_v[m_v.size()-1]) {46 return static_cast<double>(1);47 }48 auto it = std::upper_bound(m_v.begin(), m_v.end(), x);49 return static_cast<double>(std::distance(m_v.begin(), it))/static_cast<double>(m_v.size());50 }51 else52 {53 if (x < m_v[0]) {54 return Real(0);55 }56 if (x >= m_v[m_v.size()-1]) {57 return Real(1);58 }59 auto it = std::upper_bound(m_v.begin(), m_v.end(), x);60 return static_cast<Real>(std::distance(m_v.begin(), it))/static_cast<Real>(m_v.size());61 }62 }63 64 RandomAccessContainer&& return_data() {65 return std::move(m_v);66 }67 68private:69 RandomAccessContainer m_v;70};71 72}}73#endif74