Logpdf support

.gitignore

@@ -24,3 +24,6 @@ Makefile
 **CTestTestfile.cmake
 DartConfiguration.tcl
 cmake-build-debug/*
+.cmake/*
+build.ninja
+.ninja*

include/boost/math/distributions/arcsine.hpp

@@ -29,6 +29,7 @@
 #ifndef BOOST_MATH_DIST_ARCSINE_HPP
 #define BOOST_MATH_DIST_ARCSINE_HPP
 
+#include <cmath>
 #include <boost/math/distributions/fwd.hpp>
 #include <boost/math/distributions/complement.hpp> // complements.
 #include <boost/math/distributions/detail/common_error_handling.hpp> // error checks.

include/boost/math/distributions/chi_squared.hpp

@@ -23,10 +23,10 @@ template <class RealType = double, class Policy = policies::policy<> >
 class chi_squared_distribution
 {
 public:
-   typedef RealType value_type;
-   typedef Policy policy_type;
+   using value_type = RealType;
+   using policy_type = Policy;
 
-   chi_squared_distribution(RealType i) : m_df(i)
+   explicit chi_squared_distribution(RealType i) : m_df(i)
    {
       RealType result;
       detail::check_df(
@@ -53,7 +53,7 @@ class chi_squared_distribution
    RealType m_df; // degrees of freedom is a positive real number.
 }; // class chi_squared_distribution
 
-typedef chi_squared_distribution<double> chi_squared;
+using chi_squared = chi_squared_distribution<double>;
 
 #ifdef __cpp_deduction_guides
 template <class RealType>
@@ -66,7 +66,7 @@ chi_squared_distribution(RealType)->chi_squared_distribution<typename boost::mat
 #endif
 
 template <class RealType, class Policy>
-inline const std::pair<RealType, RealType> range(const chi_squared_distribution<RealType, Policy>& /*dist*/)
+inline std::pair<RealType, RealType> range(const chi_squared_distribution<RealType, Policy>& /*dist*/)
 { // Range of permissible values for random variable x.
   if (std::numeric_limits<RealType>::has_infinity)
   { 
@@ -84,7 +84,7 @@ inline const std::pair<RealType, RealType> range(const chi_squared_distribution<
 #endif
 
 template <class RealType, class Policy>
-inline const std::pair<RealType, RealType> support(const chi_squared_distribution<RealType, Policy>& /*dist*/)
+inline std::pair<RealType, RealType> support(const chi_squared_distribution<RealType, Policy>& /*dist*/)
 { // Range of supported values for random variable x.
    // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
    return std::pair<RealType, RealType>(static_cast<RealType>(0), tools::max_value<RealType>()); // 0 to + infinity.
@@ -224,17 +224,6 @@ inline RealType mode(const chi_squared_distribution<RealType, Policy>& dist)
 {
    RealType df = dist.degrees_of_freedom();
    static const char* function = "boost::math::mode(const chi_squared_distribution<%1%>&)";
-   // Most sources only define mode for df >= 2,
-   // but for 0 <= df <= 2, the pdf maximum actually occurs at random variate = 0;
-   // So one could extend the definition of mode thus:
-   //if(df < 0)
-   //{
-   //   return policies::raise_domain_error<RealType>(
-   //      function,
-   //      "Chi-Squared distribution only has a mode for degrees of freedom >= 0, but got degrees of freedom = %1%.",
-   //      df, Policy());
-   //}
-   //return (df <= 2) ? 0 : df - 2;
 
    if(df < 2)
       return policies::raise_domain_error<RealType>(
@@ -244,25 +233,12 @@ inline RealType mode(const chi_squared_distribution<RealType, Policy>& dist)
    return df - 2;
 }
 
-//template <class RealType, class Policy>
-//inline RealType median(const chi_squared_distribution<RealType, Policy>& dist)
-//{ // Median is given by Quantile[dist, 1/2]
-//   RealType df = dist.degrees_of_freedom();
-//   if(df <= 1)
-//      return tools::domain_error<RealType>(
-//         BOOST_CURRENT_FUNCTION,
-//         "The Chi-Squared distribution only has a mode for degrees of freedom >= 2, but got degrees of freedom = %1%.",
-//         df);
-//   return df - RealType(2)/3;
-//}
-// Now implemented via quantile(half) in derived accessors.
-
 template <class RealType, class Policy>
 inline RealType skewness(const chi_squared_distribution<RealType, Policy>& dist)
 {
    BOOST_MATH_STD_USING // For ADL
    RealType df = dist.degrees_of_freedom();
-   return sqrt (8 / df);  // == 2 * sqrt(2 / df);
+   return sqrt (8 / df);
 }
 
 template <class RealType, class Policy>

include/boost/math/distributions/detail/derived_accessors.hpp

@@ -110,6 +110,13 @@ inline typename Distribution::value_type pdf(const Distribution& dist, const Rea
    return pdf(dist, static_cast<value_type>(x));
 }
 template <class Distribution, class RealType>
+inline typename Distribution::value_type logpdf(const Distribution& dist, const RealType& x)
+{
+   using std::log;
+   typedef typename Distribution::value_type value_type;
+   return log(pdf(dist, static_cast<value_type>(x)));
+}
+template <class Distribution, class RealType>
 inline typename Distribution::value_type cdf(const Distribution& dist, const RealType& x)
 {
    typedef typename Distribution::value_type value_type;

include/boost/math/distributions/exponential.hpp

@@ -60,10 +60,10 @@ template <class RealType = double, class Policy = policies::policy<> >
 class exponential_distribution
 {
 public:
-   typedef RealType value_type;
-   typedef Policy policy_type;
+   using value_type = RealType;
+   using policy_type = Policy;
 
-   exponential_distribution(RealType l_lambda = 1)
+   explicit exponential_distribution(RealType l_lambda = 1)
       : m_lambda(l_lambda)
    {
       RealType err;
@@ -76,15 +76,15 @@ class exponential_distribution
    RealType m_lambda;
 };
 
-typedef exponential_distribution<double> exponential;
+using exponential = exponential_distribution<double>;
 
 #ifdef __cpp_deduction_guides
 template <class RealType>
 exponential_distribution(RealType)->exponential_distribution<typename boost::math::tools::promote_args<RealType>::type>;
 #endif
 
 template <class RealType, class Policy>
-inline const std::pair<RealType, RealType> range(const exponential_distribution<RealType, Policy>& /*dist*/)
+inline std::pair<RealType, RealType> range(const exponential_distribution<RealType, Policy>& /*dist*/)
 { // Range of permissible values for random variable x.
   if (std::numeric_limits<RealType>::has_infinity)
   { 
@@ -98,7 +98,7 @@ inline const std::pair<RealType, RealType> range(const exponential_distribution<
 }
 
 template <class RealType, class Policy>
-inline const std::pair<RealType, RealType> support(const exponential_distribution<RealType, Policy>& /*dist*/)
+inline std::pair<RealType, RealType> support(const exponential_distribution<RealType, Policy>& /*dist*/)
 { // Range of supported values for random variable x.
    // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
    using boost::math::tools::max_value;
@@ -127,6 +127,24 @@ inline RealType pdf(const exponential_distribution<RealType, Policy>& dist, cons
    return result;
 } // pdf
 
+template <class RealType, class Policy>
+inline RealType logpdf(const exponential_distribution<RealType, Policy>& dist, const RealType& x)
+{
+   BOOST_MATH_STD_USING // for ADL of std functions
+
+   static const char* function = "boost::math::logpdf(const exponential_distribution<%1%>&, %1%)";
+
+   RealType lambda = dist.lambda();
+   RealType result = -std::numeric_limits<RealType>::infinity();
+   if(0 == detail::verify_lambda(function, lambda, &result, Policy()))
+      return result;
+   if(0 == detail::verify_exp_x(function, x, &result, Policy()))
+      return result;
+
+   result = log(lambda) - lambda * x;
+   return result;
+} // logpdf
+
 template <class RealType, class Policy>
 inline RealType cdf(const exponential_distribution<RealType, Policy>& dist, const RealType& x)
 {

include/boost/math/distributions/extreme_value.hpp

@@ -53,10 +53,10 @@ template <class RealType = double, class Policy = policies::policy<> >
 class extreme_value_distribution
 {
 public:
-   typedef RealType value_type;
-   typedef Policy policy_type;
+   using value_type = RealType;
+   using policy_type = Policy;
 
-   extreme_value_distribution(RealType a = 0, RealType b = 1)
+   explicit extreme_value_distribution(RealType a = 0, RealType b = 1)
       : m_a(a), m_b(b)
    {
       RealType err;
@@ -68,10 +68,11 @@ class extreme_value_distribution
    RealType scale()const { return m_b; }
 
 private:
-   RealType m_a, m_b;
+   RealType m_a;
+   RealType m_b;
 };
 
-typedef extreme_value_distribution<double> extreme_value;
+using extreme_value = extreme_value_distribution<double>;
 
 #ifdef __cpp_deduction_guides
 template <class RealType>
@@ -81,7 +82,7 @@ extreme_value_distribution(RealType,RealType)->extreme_value_distribution<typena
 #endif
 
 template <class RealType, class Policy>
-inline const std::pair<RealType, RealType> range(const extreme_value_distribution<RealType, Policy>& /*dist*/)
+inline std::pair<RealType, RealType> range(const extreme_value_distribution<RealType, Policy>& /*dist*/)
 { // Range of permissible values for random variable x.
    using boost::math::tools::max_value;
    return std::pair<RealType, RealType>(
@@ -90,7 +91,7 @@ inline const std::pair<RealType, RealType> range(const extreme_value_distributio
 }
 
 template <class RealType, class Policy>
-inline const std::pair<RealType, RealType> support(const extreme_value_distribution<RealType, Policy>& /*dist*/)
+inline std::pair<RealType, RealType> support(const extreme_value_distribution<RealType, Policy>& /*dist*/)
 { // Range of supported values for random variable x.
    // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
    using boost::math::tools::max_value;
@@ -122,6 +123,31 @@ inline RealType pdf(const extreme_value_distribution<RealType, Policy>& dist, co
    return result;
 } // pdf
 
+template <class RealType, class Policy>
+inline RealType logpdf(const extreme_value_distribution<RealType, Policy>& dist, const RealType& x)
+{
+   BOOST_MATH_STD_USING // for ADL of std functions
+
+   static const char* function = "boost::math::logpdf(const extreme_value_distribution<%1%>&, %1%)";
+
+   RealType a = dist.location();
+   RealType b = dist.scale();
+   RealType result = -std::numeric_limits<RealType>::infinity();
+   if(0 == detail::verify_scale_b(function, b, &result, Policy()))
+      return result;
+   if(0 == detail::check_finite(function, a, &result, Policy()))
+      return result;
+   if((boost::math::isinf)(x))
+      return 0.0f;
+   if(0 == detail::check_x(function, x, &result, Policy()))
+      return result;
+   RealType e = (a - x) / b;
+   if(e < tools::log_max_value<RealType>())
+      result = log(1/b) + e - exp(e);
+   // else.... result *must* be zero since exp(e) is infinite...
+   return result;
+} // logpdf
+
 template <class RealType, class Policy>
 inline RealType cdf(const extreme_value_distribution<RealType, Policy>& dist, const RealType& x)
 {

include/boost/math/distributions/gamma.hpp

@@ -17,6 +17,7 @@
 #include <boost/math/distributions/complement.hpp>
 
 #include <utility>
+#include <type_traits>
 
 namespace boost{ namespace math
 {
@@ -71,10 +72,10 @@ template <class RealType = double, class Policy = policies::policy<> >
 class gamma_distribution
 {
 public:
-   typedef RealType value_type;
-   typedef Policy policy_type;
+   using value_type = RealType;
+   using policy_type = Policy;
 
-   gamma_distribution(RealType l_shape, RealType l_scale = 1)
+   explicit gamma_distribution(RealType l_shape, RealType l_scale = 1)
       : m_shape(l_shape), m_scale(l_scale)
    {
       RealType result;
@@ -108,14 +109,14 @@ gamma_distribution(RealType,RealType)->gamma_distribution<typename boost::math::
 #endif
 
 template <class RealType, class Policy>
-inline const std::pair<RealType, RealType> range(const gamma_distribution<RealType, Policy>& /* dist */)
+inline std::pair<RealType, RealType> range(const gamma_distribution<RealType, Policy>& /* dist */)
 { // Range of permissible values for random variable x.
    using boost::math::tools::max_value;
    return std::pair<RealType, RealType>(static_cast<RealType>(0), max_value<RealType>());
 }
 
 template <class RealType, class Policy>
-inline const std::pair<RealType, RealType> support(const gamma_distribution<RealType, Policy>& /* dist */)
+inline std::pair<RealType, RealType> support(const gamma_distribution<RealType, Policy>& /* dist */)
 { // Range of supported values for random variable x.
    // This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
    using boost::math::tools::max_value;
@@ -147,6 +148,33 @@ inline RealType pdf(const gamma_distribution<RealType, Policy>& dist, const Real
    return result;
 } // pdf
 
+template <class RealType, class Policy>
+inline RealType logpdf(const gamma_distribution<RealType, Policy>& dist, const RealType& x)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions
+   using boost::math::lgamma;
+
+   static const char* function = "boost::math::logpdf(const gamma_distribution<%1%>&, %1%)";
+
+   RealType k = dist.shape();
+   RealType theta = dist.scale();
+
+   RealType result = -std::numeric_limits<RealType>::infinity();
+   if(false == detail::check_gamma(function, theta, k, &result, Policy()))
+      return result;
+   if(false == detail::check_gamma_x(function, x, &result, Policy()))
+      return result;
+
+   if(x == 0)
+   {
+      return std::numeric_limits<RealType>::quiet_NaN();
+   }
+
+   result = -k*log(theta) + (k-1)*log(x) - lgamma(k) - (x/theta);
+
+   return result;
+} // logpdf
+
 template <class RealType, class Policy>
 inline RealType cdf(const gamma_distribution<RealType, Policy>& dist, const RealType& x)
 {