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- // 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
- */
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