Chris@16: //  Copyright John Maddock 2007.
Chris@16: //  Copyright Paul A. Bristow 2007.
Chris@16: 
Chris@16: //  Use, modification and distribution are subject to the
Chris@16: //  Boost Software License, Version 1.0. (See accompanying file
Chris@16: //  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
Chris@16: 
Chris@16: #ifndef BOOST_STATS_FIND_LOCATION_HPP
Chris@16: #define BOOST_STATS_FIND_LOCATION_HPP
Chris@16: 
Chris@16: #include <boost/math/distributions/fwd.hpp> // for all distribution signatures.
Chris@16: #include <boost/math/distributions/complement.hpp>
Chris@16: #include <boost/math/policies/policy.hpp>
Chris@16: #include <boost/math/tools/traits.hpp>
Chris@16: #include <boost/static_assert.hpp>
Chris@16: #include <boost/math/special_functions/fpclassify.hpp>
Chris@16: #include <boost/math/policies/error_handling.hpp>
Chris@16: // using boost::math::policies::policy;
Chris@16: // using boost::math::complement; // will be needed by users who want complement,
Chris@16: // but NOT placed here to avoid putting it in global scope.
Chris@16: 
Chris@16: namespace boost
Chris@16: {
Chris@16:   namespace math
Chris@16:   {
Chris@16:   // Function to find location of random variable z
Chris@16:   // to give probability p (given scale)
Chris@16:   // Applies to normal, lognormal, extreme value, Cauchy, (and symmetrical triangular),
Chris@16:   // enforced by BOOST_STATIC_ASSERT below.
Chris@16: 
Chris@16:     template <class Dist, class Policy>
Chris@16:     inline
Chris@16:       typename Dist::value_type find_location( // For example, normal mean.
Chris@16:       typename Dist::value_type z, // location of random variable z to give probability, P(X > z) == p.
Chris@16:       // For example, a nominal minimum acceptable z, so that p * 100 % are > z
Chris@16:       typename Dist::value_type p, // probability value desired at x, say 0.95 for 95% > z.
Chris@16:       typename Dist::value_type scale, // scale parameter, for example, normal standard deviation.
Chris@16:       const Policy& pol 
Chris@16:       )
Chris@16:     {
Chris@16: #if !defined(BOOST_NO_SFINAE) && !BOOST_WORKAROUND(__SUNPRO_CC, BOOST_TESTED_AT(0x590))
Chris@16:       // Will fail to compile here if try to use with a distribution without scale & location,
Chris@16:       // for example pareto, and many others.  These tests are disabled by the pp-logic
Chris@16:       // above if the compiler doesn't support the SFINAE tricks used in the traits class.
Chris@16:       BOOST_STATIC_ASSERT(::boost::math::tools::is_distribution<Dist>::value); 
Chris@16:       BOOST_STATIC_ASSERT(::boost::math::tools::is_scaled_distribution<Dist>::value);
Chris@16: #endif
Chris@16:       static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";
Chris@16: 
Chris@16:       if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
Chris@16:       {
Chris@16:        return policies::raise_domain_error<typename Dist::value_type>(
Chris@16:            function, "Probability parameter was %1%, but must be >= 0 and <= 1!", p, pol);
Chris@16:       }
Chris@16:       if(!(boost::math::isfinite)(z))
Chris@16:       {
Chris@16:        return policies::raise_domain_error<typename Dist::value_type>(
Chris@16:            function, "z parameter was %1%, but must be finite!", z, pol);
Chris@16:       }
Chris@16:       if(!(boost::math::isfinite)(scale))
Chris@16:       {
Chris@16:        return policies::raise_domain_error<typename Dist::value_type>(
Chris@16:            function, "scale parameter was %1%, but must be finite!", scale, pol);
Chris@16:       }
Chris@16:         
Chris@16:       //cout << "z " << z << ", p " << p << ",  quantile(Dist(), p) "
Chris@16:       //  << quantile(Dist(), p) << ", quan * scale " << quantile(Dist(), p) * scale << endl;
Chris@16:       return z - (quantile(Dist(), p) * scale);
Chris@16:     } // find_location
Chris@16: 
Chris@16:     template <class Dist>
Chris@16:     inline // with default policy.
Chris@16:       typename Dist::value_type find_location( // For example, normal mean.
Chris@16:       typename Dist::value_type z, // location of random variable z to give probability, P(X > z) == p.
Chris@16:       // For example, a nominal minimum acceptable z, so that p * 100 % are > z
Chris@16:       typename Dist::value_type p, // probability value desired at x, say 0.95 for 95% > z.
Chris@16:       typename Dist::value_type scale) // scale parameter, for example, normal standard deviation.
Chris@16:     { // Forward to find_location with default policy.
Chris@16:        return (find_location<Dist>(z, p, scale, policies::policy<>()));
Chris@16:     } // find_location
Chris@16: 
Chris@16:     // So the user can start from the complement q = (1 - p) of the probability p,
Chris@16:     // for example, l = find_location<normal>(complement(z, q, sd));
Chris@16: 
Chris@16:     template <class Dist, class Real1, class Real2, class Real3>
Chris@16:     inline typename Dist::value_type find_location( // Default policy.
Chris@16:       complemented3_type<Real1, Real2, Real3> const& c)
Chris@16:     {
Chris@16:       static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";
Chris@16: 
Chris@16:       typename Dist::value_type p = c.param1;
Chris@16:       if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
Chris@16:       {
Chris@16:        return policies::raise_domain_error<typename Dist::value_type>(
Chris@16:            function, "Probability parameter was %1%, but must be >= 0 and <= 1!", p, policies::policy<>());
Chris@16:       }
Chris@16:       typename Dist::value_type z = c.dist;
Chris@16:       if(!(boost::math::isfinite)(z))
Chris@16:       {
Chris@16:        return policies::raise_domain_error<typename Dist::value_type>(
Chris@16:            function, "z parameter was %1%, but must be finite!", z, policies::policy<>());
Chris@16:       }
Chris@16:       typename Dist::value_type scale = c.param2;
Chris@16:       if(!(boost::math::isfinite)(scale))
Chris@16:       {
Chris@16:        return policies::raise_domain_error<typename Dist::value_type>(
Chris@16:            function, "scale parameter was %1%, but must be finite!", scale, policies::policy<>());
Chris@16:       }
Chris@16:        // cout << "z " << c.dist << ", quantile (Dist(), " << c.param1 << ") * scale " << c.param2 << endl;
Chris@16:        return z - quantile(Dist(), p) * scale;
Chris@16:     } // find_location complement
Chris@16: 
Chris@16: 
Chris@16:     template <class Dist, class Real1, class Real2, class Real3, class Real4>
Chris@16:     inline typename Dist::value_type find_location( // Explicit policy.
Chris@16:       complemented4_type<Real1, Real2, Real3, Real4> const& c)
Chris@16:     {
Chris@16:       static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";
Chris@16: 
Chris@16:       typename Dist::value_type p = c.param1;
Chris@16:       if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
Chris@16:       {
Chris@16:        return policies::raise_domain_error<typename Dist::value_type>(
Chris@16:            function, "Probability parameter was %1%, but must be >= 0 and <= 1!", p, c.param3);
Chris@16:       }
Chris@16:       typename Dist::value_type z = c.dist;
Chris@16:       if(!(boost::math::isfinite)(z))
Chris@16:       {
Chris@16:        return policies::raise_domain_error<typename Dist::value_type>(
Chris@16:            function, "z parameter was %1%, but must be finite!", z, c.param3);
Chris@16:       }
Chris@16:       typename Dist::value_type scale = c.param2;
Chris@16:       if(!(boost::math::isfinite)(scale))
Chris@16:       {
Chris@16:        return policies::raise_domain_error<typename Dist::value_type>(
Chris@16:            function, "scale parameter was %1%, but must be finite!", scale, c.param3);
Chris@16:       }
Chris@16:        // cout << "z " << c.dist << ", quantile (Dist(), " << c.param1 << ") * scale " << c.param2 << endl;
Chris@16:        return z - quantile(Dist(), p) * scale;
Chris@16:     } // find_location complement
Chris@16: 
Chris@16:   } // namespace boost
Chris@16: } // namespace math
Chris@16: 
Chris@16: #endif // BOOST_STATS_FIND_LOCATION_HPP
Chris@16: