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1// Copyright 2008 Gautam Sewani2// Copyright 2024 Matt Borland3// Use, modification and distribution are subject to the4// Boost Software License, Version 1.0.5// (See accompanying file LICENSE_1_0.txt6// or copy at http://www.boost.org/LICENSE_1_0.txt)7 8#ifndef BOOST_MATH_DISTRIBUTIONS_LOGISTIC9#define BOOST_MATH_DISTRIBUTIONS_LOGISTIC10 11#include <boost/math/tools/config.hpp>12#include <boost/math/tools/numeric_limits.hpp>13#include <boost/math/tools/tuple.hpp>14#include <boost/math/tools/precision.hpp>15#include <boost/math/distributions/fwd.hpp>16#include <boost/math/distributions/detail/common_error_handling.hpp>17#include <boost/math/distributions/complement.hpp>18#include <boost/math/special_functions/log1p.hpp>19#include <boost/math/constants/constants.hpp>20#include <boost/math/policies/policy.hpp>21#include <boost/math/policies/error_handling.hpp>22 23namespace boost { namespace math { 24 25 template <class RealType = double, class Policy = policies::policy<> >26 class logistic_distribution27 {28 public:29 typedef RealType value_type;30 typedef Policy policy_type;31 32 BOOST_MATH_GPU_ENABLED logistic_distribution(RealType l_location=0, RealType l_scale=1) // Constructor.33 : m_location(l_location), m_scale(l_scale) 34 {35 constexpr auto function = "boost::math::logistic_distribution<%1%>::logistic_distribution";36 37 RealType result;38 detail::check_scale(function, l_scale, &result, Policy());39 detail::check_location(function, l_location, &result, Policy());40 }41 // Accessor functions.42 BOOST_MATH_GPU_ENABLED RealType scale()const43 {44 return m_scale;45 }46 47 BOOST_MATH_GPU_ENABLED RealType location()const48 {49 return m_location;50 }51 private:52 // Data members:53 RealType m_location; // distribution location aka mu.54 RealType m_scale; // distribution scale aka s.55 }; // class logistic_distribution56 57 58 typedef logistic_distribution<double> logistic;59 60 #ifdef __cpp_deduction_guides61 template <class RealType>62 logistic_distribution(RealType)->logistic_distribution<typename boost::math::tools::promote_args<RealType>::type>;63 template <class RealType>64 logistic_distribution(RealType,RealType)->logistic_distribution<typename boost::math::tools::promote_args<RealType>::type>;65 #endif66 67 template <class RealType, class Policy>68 BOOST_MATH_GPU_ENABLED inline const boost::math::pair<RealType, RealType> range(const logistic_distribution<RealType, Policy>& /* dist */)69 { // Range of permissible values for random variable x.70 using boost::math::tools::max_value;71 return boost::math::pair<RealType, RealType>(72 boost::math::numeric_limits<RealType>::has_infinity ? -boost::math::numeric_limits<RealType>::infinity() : -max_value<RealType>(), 73 boost::math::numeric_limits<RealType>::has_infinity ? boost::math::numeric_limits<RealType>::infinity() : max_value<RealType>());74 }75 76 template <class RealType, class Policy>77 BOOST_MATH_GPU_ENABLED inline const boost::math::pair<RealType, RealType> support(const logistic_distribution<RealType, Policy>& /* dist */)78 { // Range of supported values for random variable x.79 // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.80 using boost::math::tools::max_value;81 return boost::math::pair<RealType, RealType>(-max_value<RealType>(), max_value<RealType>()); // - to + infinity82 }83 84 template <class RealType, class Policy>85 BOOST_MATH_GPU_ENABLED inline RealType pdf(const logistic_distribution<RealType, Policy>& dist, const RealType& x)86 {87 constexpr auto function = "boost::math::pdf(const logistic_distribution<%1%>&, %1%)";88 RealType scale = dist.scale();89 RealType location = dist.location();90 RealType result = 0;91 92 if(false == detail::check_scale(function, scale , &result, Policy()))93 {94 return result;95 }96 if(false == detail::check_location(function, location, &result, Policy()))97 {98 return result;99 }100 101 if((boost::math::isinf)(x))102 {103 return 0; // pdf + and - infinity is zero.104 }105 106 if(false == detail::check_x(function, x, &result, Policy()))107 {108 return result;109 }110 111 BOOST_MATH_STD_USING112 RealType exp_term = (location - x) / scale;113 if(fabs(exp_term) > tools::log_max_value<RealType>())114 return 0;115 exp_term = exp(exp_term);116 if((exp_term * scale > 1) && (exp_term > tools::max_value<RealType>() / (scale * exp_term)))117 return 1 / (scale * exp_term);118 return (exp_term) / (scale * (1 + exp_term) * (1 + exp_term));119 } 120 121 template <class RealType, class Policy>122 BOOST_MATH_GPU_ENABLED inline RealType cdf(const logistic_distribution<RealType, Policy>& dist, const RealType& x)123 {124 RealType scale = dist.scale();125 RealType location = dist.location();126 RealType result = 0; // of checks.127 constexpr auto function = "boost::math::cdf(const logistic_distribution<%1%>&, %1%)";128 if(false == detail::check_scale(function, scale, &result, Policy()))129 {130 return result;131 }132 if(false == detail::check_location(function, location, &result, Policy()))133 {134 return result;135 }136 137 if((boost::math::isinf)(x))138 {139 if(x < 0) return 0; // -infinity140 return 1; // + infinity141 }142 143 if(false == detail::check_x(function, x, &result, Policy()))144 {145 return result;146 }147 BOOST_MATH_STD_USING148 RealType power = (location - x) / scale;149 if(power > tools::log_max_value<RealType>())150 return 0;151 if(power < -tools::log_max_value<RealType>())152 return 1;153 return 1 / (1 + exp(power)); 154 }155 156 template <class RealType, class Policy>157 BOOST_MATH_GPU_ENABLED inline RealType logcdf(const logistic_distribution<RealType, Policy>& dist, const RealType& x)158 {159 RealType scale = dist.scale();160 RealType location = dist.location();161 RealType result = 0; // of checks.162 constexpr auto function = "boost::math::cdf(const logistic_distribution<%1%>&, %1%)";163 if(false == detail::check_scale(function, scale, &result, Policy()))164 {165 return result;166 }167 if(false == detail::check_location(function, location, &result, Policy()))168 {169 return result;170 }171 172 if((boost::math::isinf)(x))173 {174 if(x < 0) 175 {176 return 0; // -infinity177 }178 return 1; // + infinity179 }180 181 if(false == detail::check_x(function, x, &result, Policy()))182 {183 return result;184 }185 BOOST_MATH_STD_USING186 RealType power = (location - x) / scale;187 if(power > tools::log_max_value<RealType>())188 {189 return 0;190 }191 if(power < -tools::log_max_value<RealType>())192 {193 return 1;194 }195 196 return -log1p(exp(power));197 } 198 199 template <class RealType, class Policy>200 BOOST_MATH_GPU_ENABLED inline RealType quantile(const logistic_distribution<RealType, Policy>& dist, const RealType& p)201 {202 BOOST_MATH_STD_USING203 RealType location = dist.location();204 RealType scale = dist.scale();205 206 constexpr auto function = "boost::math::quantile(const logistic_distribution<%1%>&, %1%)";207 208 RealType result = 0;209 if(false == detail::check_scale(function, scale, &result, Policy()))210 return result;211 if(false == detail::check_location(function, location, &result, Policy()))212 return result;213 if(false == detail::check_probability(function, p, &result, Policy()))214 return result;215 216 if(p == 0)217 {218 return -policies::raise_overflow_error<RealType>(function,"probability argument is 0, must be >0 and <1",Policy());219 }220 if(p == 1)221 {222 return policies::raise_overflow_error<RealType>(function,"probability argument is 1, must be >0 and <1",Policy());223 }224 //Expressions to try225 //return location+scale*log(p/(1-p));226 //return location+scale*log1p((2*p-1)/(1-p));227 228 //return location - scale*log( (1-p)/p);229 //return location - scale*log1p((1-2*p)/p);230 231 //return -scale*log(1/p-1) + location;232 return location - scale * log((1 - p) / p);233 } // RealType quantile(const logistic_distribution<RealType, Policy>& dist, const RealType& p)234 235 template <class RealType, class Policy>236 BOOST_MATH_GPU_ENABLED inline RealType cdf(const complemented2_type<logistic_distribution<RealType, Policy>, RealType>& c)237 {238 BOOST_MATH_STD_USING239 RealType location = c.dist.location();240 RealType scale = c.dist.scale();241 RealType x = c.param;242 constexpr auto function = "boost::math::cdf(const complement(logistic_distribution<%1%>&), %1%)";243 244 RealType result = 0;245 if(false == detail::check_scale(function, scale, &result, Policy()))246 {247 return result;248 }249 if(false == detail::check_location(function, location, &result, Policy()))250 {251 return result;252 }253 if((boost::math::isinf)(x))254 {255 if(x < 0) return 1; // cdf complement -infinity is unity.256 return 0; // cdf complement +infinity is zero.257 }258 if(false == detail::check_x(function, x, &result, Policy()))259 {260 return result;261 }262 RealType power = (x - location) / scale;263 if(power > tools::log_max_value<RealType>())264 return 0;265 if(power < -tools::log_max_value<RealType>())266 return 1;267 return 1 / (1 + exp(power)); 268 } 269 270 template <class RealType, class Policy>271 BOOST_MATH_GPU_ENABLED inline RealType logcdf(const complemented2_type<logistic_distribution<RealType, Policy>, RealType>& c)272 {273 BOOST_MATH_STD_USING274 RealType location = c.dist.location();275 RealType scale = c.dist.scale();276 RealType x = c.param;277 constexpr auto function = "boost::math::cdf(const complement(logistic_distribution<%1%>&), %1%)";278 279 RealType result = 0;280 if(false == detail::check_scale(function, scale, &result, Policy()))281 {282 return result;283 }284 if(false == detail::check_location(function, location, &result, Policy()))285 {286 return result;287 }288 if((boost::math::isinf)(x))289 {290 if(x < 0) return 1; // cdf complement -infinity is unity.291 return 0; // cdf complement +infinity is zero.292 }293 if(false == detail::check_x(function, x, &result, Policy()))294 {295 return result;296 }297 RealType power = (x - location) / scale;298 if(power > tools::log_max_value<RealType>())299 return 0;300 if(power < -tools::log_max_value<RealType>())301 return 1;302 303 return -log1p(exp(power));304 } 305 306 template <class RealType, class Policy>307 BOOST_MATH_GPU_ENABLED inline RealType quantile(const complemented2_type<logistic_distribution<RealType, Policy>, RealType>& c)308 {309 BOOST_MATH_STD_USING310 RealType scale = c.dist.scale();311 RealType location = c.dist.location();312 constexpr auto function = "boost::math::quantile(const complement(logistic_distribution<%1%>&), %1%)";313 RealType result = 0;314 if(false == detail::check_scale(function, scale, &result, Policy()))315 return result;316 if(false == detail::check_location(function, location, &result, Policy()))317 return result;318 RealType q = c.param;319 if(false == detail::check_probability(function, q, &result, Policy()))320 return result;321 using boost::math::tools::max_value;322 323 if(q == 1)324 {325 return -policies::raise_overflow_error<RealType>(function,"probability argument is 1, but must be >0 and <1",Policy());326 }327 if(q == 0)328 {329 return policies::raise_overflow_error<RealType>(function,"probability argument is 0, but must be >0 and <1",Policy());330 }331 //Expressions to try 332 //return location+scale*log((1-q)/q);333 return location + scale * log((1 - q) / q);334 335 //return location-scale*log(q/(1-q));336 //return location-scale*log1p((2*q-1)/(1-q));337 338 //return location+scale*log(1/q-1);339 //return location+scale*log1p(1/q-2);340 } 341 342 template <class RealType, class Policy>343 BOOST_MATH_GPU_ENABLED inline RealType mean(const logistic_distribution<RealType, Policy>& dist)344 {345 return dist.location();346 } // RealType mean(const logistic_distribution<RealType, Policy>& dist)347 348 template <class RealType, class Policy>349 BOOST_MATH_GPU_ENABLED inline RealType variance(const logistic_distribution<RealType, Policy>& dist)350 {351 BOOST_MATH_STD_USING352 RealType scale = dist.scale();353 return boost::math::constants::pi<RealType>()*boost::math::constants::pi<RealType>()*scale*scale/3;354 } // RealType variance(const logistic_distribution<RealType, Policy>& dist)355 356 template <class RealType, class Policy>357 BOOST_MATH_GPU_ENABLED inline RealType mode(const logistic_distribution<RealType, Policy>& dist)358 {359 return dist.location();360 }361 362 template <class RealType, class Policy>363 BOOST_MATH_GPU_ENABLED inline RealType median(const logistic_distribution<RealType, Policy>& dist)364 {365 return dist.location();366 }367 template <class RealType, class Policy>368 BOOST_MATH_GPU_ENABLED inline RealType skewness(const logistic_distribution<RealType, Policy>& /*dist*/)369 {370 return 0;371 } // RealType skewness(const logistic_distribution<RealType, Policy>& dist)372 373 template <class RealType, class Policy>374 BOOST_MATH_GPU_ENABLED inline RealType kurtosis_excess(const logistic_distribution<RealType, Policy>& /*dist*/)375 {376 return static_cast<RealType>(6)/5; 377 } // RealType kurtosis_excess(const logistic_distribution<RealType, Policy>& dist)378 379 template <class RealType, class Policy>380 BOOST_MATH_GPU_ENABLED inline RealType kurtosis(const logistic_distribution<RealType, Policy>& dist)381 {382 return kurtosis_excess(dist) + 3;383 } // RealType kurtosis_excess(const logistic_distribution<RealType, Policy>& dist)384 385 template <class RealType, class Policy>386 BOOST_MATH_GPU_ENABLED inline RealType entropy(const logistic_distribution<RealType, Policy>& dist)387 {388 using std::log;389 return 2 + log(dist.scale());390 }391 }}392 393 394// Must come at the end:395#include <boost/math/distributions/detail/derived_accessors.hpp>396 397#endif // BOOST_MATH_DISTRIBUTIONS_LOGISTIC398