id	summary	reporter	owner	description	type	status	milestone	component	version	severity	resolution	keywords	cc
9672	PDF and CDF of a laplace distribution throwing domain_error	HS <tan@…>	Paul A. Bristow	"Hello,

I would expect the following to behave just like a normal distribution (or a cauchy distribution) at x=+-infinity:

{{{
// #define BOOST_MATH_DOMAIN_ERROR_POLICY ignore_error

#include <cstdlib>
#include <cstdio>

#include <limits>

#include <boost/math/distributions/cauchy.hpp>
#include <boost/math/distributions/laplace.hpp>
#include <boost/math/distributions/normal.hpp>

static const double INFTY = std::numeric_limits< double >::infinity();

template< typename T >
void TestBoundary( const char* distName, const T& t )
{
   std::printf(
         ""%15s ---------------------\n""
         ""%15s %'*g %'*g\n"",
         distName,
         ""pdf"",
         boost::math::pdf( t, -INFTY ), 10,
         boost::math::pdf( t, INFTY ), 10 );

   std::printf(
         ""%15s %'*g %'*g\n"",
         ""cdf"",
         boost::math::cdf( t, -INFTY ), 10,
         boost::math::cdf( t, INFTY ), 10 );

   std::printf(
         ""%15s %'*g %'*g\n"",
         ""co-cdf"",
         boost::math::cdf( boost::math::complement( t, -INFTY ) ), 10,
         boost::math::cdf( boost::math::complement( t, INFTY ) ), 10 );
};

int main()
{
   std::printf(
         ""%15s %10s %10s\n"",
         ""Distribution"",
         ""x=-infty"",
         ""x=+infty"" );

   double _location = 3.2;
   double _scale = 0.7;

   /*
   TestBoundary(
      ""Normal"",
      boost::math::normal_distribution<>( _location, _scale ) );

   TestBoundary(
      ""Cauchy"",
      boost::math::cauchy_distribution<>( _location, _scale ) );
   */

   // To NOT throw domain_error exception at infinity?
   TestBoundary(
      ""Laplace"",
      boost::math::laplace_distribution<>( _location, _scale ) );

   return EXIT_SUCCESS;
}
}}}

Simply compile with ""g++ filename.cpp"" and obtain the following when the resulting executable is ran:
{{{
terminate called after throwing an instance of 'boost::exception_detail::clone_impl<boost::exception_detail::error_info_injector<std::domain_error> >'
what():  Error in function boost::math::pdf(const laplace_distribution<d>&, d)): Random variate x is inf, but must be finite!
Abort
}}}

If a random variable is documented to have a domain [-infty, +infty]---notice the closed interval, does it mean that the implementation will honor it (in that it would return the valid PDF or CDF at any value of the domain)---see the line above the graph of the PDF on  http://www.boost.org/doc/libs/1_55_0/libs/math/doc/html/math_toolkit/dist_ref/dists/laplace_dist.html; I assumed it meant to say the ""domain of the random variable"" instead of ""the range of the random variable"" (the last expression under ''Non-member Accessors'' paragraph has it right).

Thank you.[[br]]
HS

P.S.  The following is from ""git log -2"" inside libs/math:
{{{
commit ec438ff39d855f810e236dbaf14b8755f7157869
Author: Beman <bdawes@acm.org>
Date:   Sun Dec 1 09:14:12 2013 -0500

    End-of-line normalization. Most normalization was taken care of by .gitattributes, but a few files originally committed to svn with incorrect eol tags need explicit normalization. See .gitattributes man page and extensive list discussion.

commit fb52d2de42ff7e1cbc61103a25fbc82c5e034a90
Author: John Maddock <john@johnmaddock.co.uk>
Date:   Thu Oct 24 08:35:41 2013 +0000

    Fix initialization of power series so that we don't get a spurious overflow error from tgamma when the res
ult is actually zero.
    
    [SVN r86415]
}}}


"	Feature Requests	closed	Boost 1.56.0	math	Boost Development Trunk	Showstopper	fixed	laplace