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[distributions] Hyper-Exponential: clean-up.

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sguazt
2014-08-26 17:08:05 +02:00
parent a8ac5aab96
commit fa198a0b04
1 changed files with 0 additions and 30 deletions
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30
include/boost/math/distributions/hyperexponential.hpp
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@@ -81,32 +81,6 @@ bool iszero(T x)
#endif // FP_ZERO
}
/*
template <typename RealT, typename PolicyT>
class quantile_functor
{
public: quantile_functor(hyperexponential_distribution<RealT,PolicyT> const& dist, RealT const& p, bool complement)
: dist_(dist),
p_(p),
comp_(complement)
{
}
public: boost::math::tuple<RealT,RealT> operator()(RealT const& x)
{
const RealT c = comp_ ? boost::math::cdf(boost::math::complement(dist_, x)) : boost::math::cdf(dist_, x);
const RealT fx = c - p_; // Difference (cdf - value) to minimize.
const RealT dx = comp_ ? -boost::math::pdf(dist_, x) : boost::math::pdf(dist_, x); // pdf is 1st derivative.
// return both function evaluation difference f(x) and 1st derivative f'(x).
return boost::math::make_tuple(fx, dx);
}
private: const hyperexponential_distribution<RealT,PolicyT> dist_;
private: const RealT p_;
private: const bool comp_;
}; // quantile_functor
*/
template <typename RealT, typename PolicyT>
bool check_probabilities(char const* function, std::vector<RealT> const& probabilities, RealT* presult, PolicyT const& pol)
{
@@ -470,7 +444,6 @@ RealT variance(hyperexponential_distribution<RealT, PolicyT> const& dist)
const std::vector<RealT> probs = dist.probabilities();
const std::vector<RealT> rates = dist.rates();
// 2(\sum_{i=1}^n \frac{p_i}{\lambda_i^2})-(\sum_{i=1}^n \frac{p_i}{\lambda_i})^2
for (std::size_t i = 0; i < n; ++i)
{
result += probs[i]/(rates[i]*rates[i]);
@@ -486,7 +459,6 @@ RealT variance(hyperexponential_distribution<RealT, PolicyT> const& dist)
template <typename RealT, typename PolicyT>
RealT skewness(hyperexponential_distribution<RealT,PolicyT> const& dist)
{
// (6(\sum_{i=1}^n\frac{p_i}{\lambda_i^3}) - (3(2(\sum_{i=1}^n\frac{p_i}{\lambda_i^2) - (\sum_{i=1}^n\frac{p_i}{\lambda_i})^2) + (\sum_{i=1}^n\frac{p_i}{\lambda_i})^2)(\sum_{i=1}^n\frac{p_i}{\lambda_i}))/((\sum_{i=1}^n\frac{p_i}{\lambda_i^2})-(\sum_{i=1}^n\frac{p_i}{\lambda_i})^2)^(3/2)
BOOST_MATH_STD_USING
const std::size_t n = dist.num_phases();
const std::vector<RealT> probs = dist.probabilities();
@@ -518,8 +490,6 @@ RealT skewness(hyperexponential_distribution<RealT,PolicyT> const& dist)
template <typename RealT, typename PolicyT>
RealT kurtosis(hyperexponential_distribution<RealT,PolicyT> const& dist)
{
// (24(\sum_{i=1}^n\frac{p_i}{\lambda_i^4})-24(\sum_{i=1}^n\frac{p_i}{\lambda_i^3})(\sum_{i=1}^n\frac{p_i}{\lambda_i})+3(2(2(\sum_{i=1}^n\frac{p_i}{\lambda_i^2})-(\sum_{i=1}^n\frac{p_i}{\lambda_i})^2) + (\sum_{i=1}^n\frac{p_i}{\lambda_i})^2)(\sum_{i=1}^n\frac{p_i}{\lambda_i})^2)/((\sum_{i=1}^n\frac{p_i}{\lambda_i^2})-(\sum_{i=1}^n\frac{p_i}{\lambda_i})^2)^2
const std::size_t n = dist.num_phases();
const std::vector<RealT> probs = dist.probabilities();
const std::vector<RealT> rates = dist.rates();