comparison any/include/boost/math/distributions/detail/generic_quantile.hpp @ 160:cff480c41f97

Add some cross-platform Boost headers

+//  Copyright John Maddock 2008.
+//  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_DISTIBUTIONS_DETAIL_GENERIC_QUANTILE_HPP
+#define BOOST_MATH_DISTIBUTIONS_DETAIL_GENERIC_QUANTILE_HPP
+
+namespace boost{ namespace math{ namespace detail{
+
+template <class Dist>
+struct generic_quantile_finder
+{
+   typedef typename Dist::value_type value_type;
+   typedef typename Dist::policy_type policy_type;
+
+   generic_quantile_finder(const Dist& d, value_type t, bool c)
+      : dist(d), target(t), comp(c) {}
+
+   value_type operator()(const value_type& x)
+   {
+      return comp ?
+         value_type(target - cdf(complement(dist, x)))
+         : value_type(cdf(dist, x) - target);
+   }
+
+private:
+   Dist dist;
+   value_type target;
+   bool comp;
+};
+
+template <class T, class Policy>
+inline T check_range_result(const T& x, const Policy& pol, const char* function)
+{
+   if((x >= 0) && (x < tools::min_value<T>()))
+      return policies::raise_underflow_error<T>(function, 0, pol);
+   if(x <= -tools::max_value<T>())
+      return -policies::raise_overflow_error<T>(function, 0, pol);
+   if(x >= tools::max_value<T>())
+      return policies::raise_overflow_error<T>(function, 0, pol);
+   return x;
+}
+
+template <class Dist>
+typename Dist::value_type generic_quantile(const Dist& dist, const typename Dist::value_type& p, const typename Dist::value_type& guess, bool comp, const char* function)
+{
+   typedef typename Dist::value_type value_type;
+   typedef typename Dist::policy_type policy_type;
+   typedef typename policies::normalise<
+      policy_type, 
+      policies::promote_float<false>, 
+      policies::promote_double<false>, 
+      policies::discrete_quantile<>,
+      policies::assert_undefined<> >::type forwarding_policy;
+
+   //
+   // Special cases first:
+   //
+   if(p == 0)
+   {
+      return comp
+      ? check_range_result(range(dist).second, forwarding_policy(), function)
+      : check_range_result(range(dist).first, forwarding_policy(), function);
+   }
+   if(p == 1)
+   {
+      return !comp
+      ? check_range_result(range(dist).second, forwarding_policy(), function)
+      : check_range_result(range(dist).first, forwarding_policy(), function);
+   }
+
+   generic_quantile_finder<Dist> f(dist, p, comp);
+   tools::eps_tolerance<value_type> tol(policies::digits<value_type, forwarding_policy>() - 3);
+   boost::uintmax_t max_iter = policies::get_max_root_iterations<forwarding_policy>();
+   std::pair<value_type, value_type> ir = tools::bracket_and_solve_root(
+      f, guess, value_type(2), true, tol, max_iter, forwarding_policy());
+   value_type result = ir.first + (ir.second - ir.first) / 2;
+   if(max_iter >= policies::get_max_root_iterations<forwarding_policy>())
+   {
+      return policies::raise_evaluation_error<value_type>(function, "Unable to locate solution in a reasonable time:"
+         " either there is no answer to quantile"
+         " or the answer is infinite.  Current best guess is %1%", result, forwarding_policy());
+   }
+   return result;
+}
+
+}}} // namespaces
+
+#endif // BOOST_MATH_DISTIBUTIONS_DETAIL_GENERIC_QUANTILE_HPP
+