update boost

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

@@ -12,15 +12,15 @@
 #include <boost/math/special_functions/expm1.hpp>
 #include <boost/math/distributions/complement.hpp>
 #include <boost/math/distributions/detail/common_error_handling.hpp>
-#include <boost/config/no_tr1/cmath.hpp>
 
-#ifdef BOOST_MSVC
+#ifdef _MSC_VER
 # pragma warning(push)
 # pragma warning(disable: 4127) // conditional expression is constant
 # pragma warning(disable: 4702) // unreachable code (return after domain_error throw).
 #endif
 
 #include <utility>
+#include <cmath>
 
 namespace boost{ namespace math{
 
@@ -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;
@@ -76,10 +76,15 @@ private:
    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)
   { 
@@ -93,7 +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;
@@ -122,6 +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)
 {
@@ -140,6 +163,24 @@ inline RealType cdf(const exponential_distribution<RealType, Policy>& dist, cons
    return result;
 } // cdf
 
+template <class RealType, class Policy>
+inline RealType logcdf(const exponential_distribution<RealType, Policy>& dist, const RealType& x)
+{
+   BOOST_MATH_STD_USING // for ADL of std functions
+
+   static const char* function = "boost::math::logcdf(const exponential_distribution<%1%>&, %1%)";
+
+   RealType result = 0;
+   RealType lambda = dist.lambda();
+   if(0 == detail::verify_lambda(function, lambda, &result, Policy()))
+      return result;
+   if(0 == detail::verify_exp_x(function, x, &result, Policy()))
+      return result;
+   result = boost::math::log1p(-exp(-x * lambda), Policy());
+
+   return result;
+} // cdf
+
 template <class RealType, class Policy>
 inline RealType quantile(const exponential_distribution<RealType, Policy>& dist, const RealType& p)
 {
@@ -184,6 +225,27 @@ inline RealType cdf(const complemented2_type<exponential_distribution<RealType,
    return result;
 }
 
+template <class RealType, class Policy>
+inline RealType logcdf(const complemented2_type<exponential_distribution<RealType, Policy>, RealType>& c)
+{
+   BOOST_MATH_STD_USING // for ADL of std functions
+
+   static const char* function = "boost::math::logcdf(const exponential_distribution<%1%>&, %1%)";
+
+   RealType result = 0;
+   RealType lambda = c.dist.lambda();
+   if(0 == detail::verify_lambda(function, lambda, &result, Policy()))
+      return result;
+   if(0 == detail::verify_exp_x(function, c.param, &result, Policy()))
+      return result;
+   // Workaround for VC11/12 bug:
+   if (c.param >= tools::max_value<RealType>())
+      return 0;
+   result = -c.param * lambda;
+
+   return result;
+}
+
 template <class RealType, class Policy>
 inline RealType quantile(const complemented2_type<exponential_distribution<RealType, Policy>, RealType>& c)
 {
@@ -260,10 +322,17 @@ inline RealType kurtosis_excess(const exponential_distribution<RealType, Policy>
    return 6;
 }
 
+template <class RealType, class Policy>
+inline RealType entropy(const exponential_distribution<RealType, Policy>& dist)
+{
+   using std::log;
+   return 1 - log(dist.lambda());
+}
+
 } // namespace math
 } // namespace boost
 
-#ifdef BOOST_MSVC
+#ifdef _MSC_VER
 # pragma warning(pop)
 #endif