update boost

linx64/include/boost/math/distributions/empirical_cumulative_distribution_function.hpp

@@ -0,0 +1,73 @@
+//  Copyright Nick Thompson 2019.
+//  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)
+
+#ifndef BOOST_MATH_DISTRIBUTIONS_EMPIRICAL_CUMULATIVE_DISTRIBUTION_FUNCTION_HPP
+#define BOOST_MATH_DISTRIBUTIONS_EMPIRICAL_CUMULATIVE_DISTRIBUTION_FUNCTION_HPP
+#include <algorithm>
+#include <iterator>
+#include <stdexcept>
+#include <type_traits>
+#include <utility>
+
+#include <boost/math/tools/is_standalone.hpp>
+#ifndef BOOST_MATH_STANDALONE
+#include <boost/config.hpp>
+#ifdef BOOST_NO_CXX17_IF_CONSTEXPR
+#error "The header <boost/math/norms.hpp> can only be used in C++17 and later."
+#endif
+#endif
+
+namespace boost { namespace math{
+
+template<class RandomAccessContainer>
+class empirical_cumulative_distribution_function {
+    using Real = typename RandomAccessContainer::value_type;
+public:
+    empirical_cumulative_distribution_function(RandomAccessContainer && v, bool sorted = false)
+    {
+        if (v.size() == 0) {
+            throw std::domain_error("At least one sample is required to compute an empirical CDF.");
+        }
+        m_v = std::move(v);
+        if (!sorted) {
+            std::sort(m_v.begin(), m_v.end());
+        }
+    }
+
+    auto operator()(Real x) const {
+       if constexpr (std::is_integral_v<Real>)
+       {
+         if (x < m_v[0]) {
+           return static_cast<double>(0);
+         }
+         if (x >= m_v[m_v.size()-1]) {
+           return static_cast<double>(1);
+         }
+         auto it = std::upper_bound(m_v.begin(), m_v.end(), x);
+         return static_cast<double>(std::distance(m_v.begin(), it))/static_cast<double>(m_v.size());
+       }
+       else
+       {
+         if (x < m_v[0]) {
+           return Real(0);
+         }
+         if (x >= m_v[m_v.size()-1]) {
+           return Real(1);
+         }
+         auto it = std::upper_bound(m_v.begin(), m_v.end(), x);
+         return static_cast<Real>(std::distance(m_v.begin(), it))/static_cast<Real>(m_v.size());
+      }
+    }
+
+    RandomAccessContainer&& return_data() {
+        return std::move(m_v);
+    }
+
+private:
+    RandomAccessContainer m_v;
+};
+
+}}
+#endif