Initial commit

libs/math/example/inverse_gamma_distribution_example.cpp

@@ -0,0 +1,103 @@
+// inverse_gamma_distribution_example.cpp
+
+// Copyright Paul A. Bristow 2010.
+// Copyright Thomas Mang 2010.
+
+// Use, modification and distribution are subject to the
+// Boost Software License, Version 1.0.
+// (See accompanying file LICENSE_1_0.txt
+// or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+// Example 1 of using inverse gamma
+#include <boost/math/distributions/inverse_gamma.hpp>
+using boost::math::inverse_gamma_distribution;  //  inverse_gamma_distribution.
+using boost::math::inverse_gamma;
+
+#include <boost/math/special_functions/gamma.hpp>
+using boost::math::tgamma; // Used for naive pdf as a comparison.
+
+#include <boost/math/distributions/gamma.hpp>
+using boost::math::inverse_gamma_distribution;
+
+#include <iostream>
+using std::cout;    using std::endl;
+#include <iomanip>
+using std::setprecision;
+#include <cmath>
+using std::sqrt;
+
+int main()
+{
+
+  cout << "Example using Inverse Gamma distribution. " << endl;
+  // TODO - awaiting a real example using Bayesian statistics.
+
+#ifdef BOOST_NO_CXX11_NUMERIC_LIMITS
+  int max_digits10 = 2 + (boost::math::policies::digits<double, boost::math::policies::policy<> >() * 30103UL) / 100000UL;
+  cout << "BOOST_NO_CXX11_NUMERIC_LIMITS is defined" << endl;
+#else
+  int max_digits10 = std::numeric_limits<double>::max_digits10;
+#endif
+  cout << "Show all potentially significant decimal digits std::numeric_limits<double>::max_digits10 = "
+    << max_digits10 << endl;
+  cout.precision(max_digits10); //
+
+  double shape = 1.;
+  double scale = 1.;
+  double x = 0.5;
+  // Construction using default RealType double, and default shape and scale..
+  inverse_gamma_distribution<> my_inverse_gamma(shape, scale); // (alpha, beta)
+
+  cout << "my_inverse_gamma.shape() = " << my_inverse_gamma.shape()
+    << ", scale = "<< my_inverse_gamma.scale() << endl;
+  cout << "x = " << x << ", pdf = " << pdf(my_inverse_gamma, x)
+    << ", cdf = " << cdf(my_inverse_gamma, x) << endl;
+
+  // Construct using  typedef and default shape and scale parameters.
+  inverse_gamma my_ig;
+
+  inverse_gamma my_ig23(2, 3);
+  cout << "my_inverse_gamma.shape() = " << my_ig23.shape()
+    << ", scale = "<< my_ig23.scale() << endl;
+  cout << "x = " << x << ", pdf = " << pdf(my_ig23, x)
+    << ", cdf = " << cdf(my_ig23, x) << endl;
+
+  // Example of providing an 'out of domain' or 'bad' parameter,
+  // here a shape < 1, for which mean is not defined.
+  // Try block is essential to catch the exception message.
+  // (Uses the default policy which is to throw on all errors).
+  try
+  {
+    inverse_gamma if051(0.5, 1);
+    //inverse_gamma if051(0.5, 1);
+    cout << "mean(if051) = " << mean(if051) << endl;
+  }
+  catch(const std::exception& e)
+  { // Always useful to include try & catch blocks because default policies
+    // are to throw exceptions on arguments that cause errors like underflow, overflow.
+    // Lacking try & catch blocks, the program will abort without a message below,
+    // which may give some helpful clues as to the cause of the exception.
+    std::cout <<
+      "\n""Message from thrown exception was:\n   " << e.what() << std::endl;
+  }
+
+  return 0;
+}  // int main()
+
+/*
+
+Output is:
+  Example using Inverse Gamma distribution.
+  std::numeric_limits<double>::max_digits10 = 17
+  my_inverse_gamma.shape() = 1, scale = 1
+  x = 0.5, pdf = 0.54134113294645081, cdf = 0.1353352832366127
+  my_inverse_gamma.shape() = 2, scale = 3
+  x = 0.5, pdf = 0.17847015671997774, cdf = 0.017351265236664509
+
+  Message from thrown exception was:
+     Error in function boost::math::mean(const inverse_gamma_distribution<double>&): Shape parameter is 0.5, but for a defined mean it must be > 1
+
+
+*/
+
+