To check out this repository please hg clone the following URL, or open the URL using EasyMercurial or your preferred Mercurial client.

The primary repository for this project is hosted at https://github.com/sonic-visualiser/sv-dependency-builds .
This repository is a read-only copy which is updated automatically every hour.

Statistics Download as Zip
| Branch: | Tag: | Revision:

root / any / include / boost / math / distributions / find_location.hpp @ 160:cff480c41f97

History | View | Annotate | Download (6.7 KB)

1
//  Copyright John Maddock 2007.
2
//  Copyright Paul A. Bristow 2007.
3

    
4
//  Use, modification and distribution are subject to the
5
//  Boost Software License, Version 1.0. (See accompanying file
6
//  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
7

    
8
#ifndef BOOST_STATS_FIND_LOCATION_HPP
9
#define BOOST_STATS_FIND_LOCATION_HPP
10

    
11
#include <boost/math/distributions/fwd.hpp> // for all distribution signatures.
12
#include <boost/math/distributions/complement.hpp>
13
#include <boost/math/policies/policy.hpp>
14
#include <boost/math/tools/traits.hpp>
15
#include <boost/static_assert.hpp>
16
#include <boost/math/special_functions/fpclassify.hpp>
17
#include <boost/math/policies/error_handling.hpp>
18
// using boost::math::policies::policy;
19
// using boost::math::complement; // will be needed by users who want complement,
20
// but NOT placed here to avoid putting it in global scope.
21

    
22
namespace boost
23
{
24
  namespace math
25
  {
26
  // Function to find location of random variable z
27
  // to give probability p (given scale)
28
  // Applies to normal, lognormal, extreme value, Cauchy, (and symmetrical triangular),
29
  // enforced by BOOST_STATIC_ASSERT below.
30

    
31
    template <class Dist, class Policy>
32
    inline
33
      typename Dist::value_type find_location( // For example, normal mean.
34
      typename Dist::value_type z, // location of random variable z to give probability, P(X > z) == p.
35
      // For example, a nominal minimum acceptable z, so that p * 100 % are > z
36
      typename Dist::value_type p, // probability value desired at x, say 0.95 for 95% > z.
37
      typename Dist::value_type scale, // scale parameter, for example, normal standard deviation.
38
      const Policy& pol 
39
      )
40
    {
41
#if !defined(BOOST_NO_SFINAE) && !BOOST_WORKAROUND(__SUNPRO_CC, BOOST_TESTED_AT(0x590))
42
      // Will fail to compile here if try to use with a distribution without scale & location,
43
      // for example pareto, and many others.  These tests are disabled by the pp-logic
44
      // above if the compiler doesn't support the SFINAE tricks used in the traits class.
45
      BOOST_STATIC_ASSERT(::boost::math::tools::is_distribution<Dist>::value); 
46
      BOOST_STATIC_ASSERT(::boost::math::tools::is_scaled_distribution<Dist>::value);
47
#endif
48
      static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";
49

    
50
      if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
51
      {
52
       return policies::raise_domain_error<typename Dist::value_type>(
53
           function, "Probability parameter was %1%, but must be >= 0 and <= 1!", p, pol);
54
      }
55
      if(!(boost::math::isfinite)(z))
56
      {
57
       return policies::raise_domain_error<typename Dist::value_type>(
58
           function, "z parameter was %1%, but must be finite!", z, pol);
59
      }
60
      if(!(boost::math::isfinite)(scale))
61
      {
62
       return policies::raise_domain_error<typename Dist::value_type>(
63
           function, "scale parameter was %1%, but must be finite!", scale, pol);
64
      }
65
        
66
      //cout << "z " << z << ", p " << p << ",  quantile(Dist(), p) "
67
      //  << quantile(Dist(), p) << ", quan * scale " << quantile(Dist(), p) * scale << endl;
68
      return z - (quantile(Dist(), p) * scale);
69
    } // find_location
70

    
71
    template <class Dist>
72
    inline // with default policy.
73
      typename Dist::value_type find_location( // For example, normal mean.
74
      typename Dist::value_type z, // location of random variable z to give probability, P(X > z) == p.
75
      // For example, a nominal minimum acceptable z, so that p * 100 % are > z
76
      typename Dist::value_type p, // probability value desired at x, say 0.95 for 95% > z.
77
      typename Dist::value_type scale) // scale parameter, for example, normal standard deviation.
78
    { // Forward to find_location with default policy.
79
       return (find_location<Dist>(z, p, scale, policies::policy<>()));
80
    } // find_location
81

    
82
    // So the user can start from the complement q = (1 - p) of the probability p,
83
    // for example, l = find_location<normal>(complement(z, q, sd));
84

    
85
    template <class Dist, class Real1, class Real2, class Real3>
86
    inline typename Dist::value_type find_location( // Default policy.
87
      complemented3_type<Real1, Real2, Real3> const& c)
88
    {
89
      static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";
90

    
91
      typename Dist::value_type p = c.param1;
92
      if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
93
      {
94
       return policies::raise_domain_error<typename Dist::value_type>(
95
           function, "Probability parameter was %1%, but must be >= 0 and <= 1!", p, policies::policy<>());
96
      }
97
      typename Dist::value_type z = c.dist;
98
      if(!(boost::math::isfinite)(z))
99
      {
100
       return policies::raise_domain_error<typename Dist::value_type>(
101
           function, "z parameter was %1%, but must be finite!", z, policies::policy<>());
102
      }
103
      typename Dist::value_type scale = c.param2;
104
      if(!(boost::math::isfinite)(scale))
105
      {
106
       return policies::raise_domain_error<typename Dist::value_type>(
107
           function, "scale parameter was %1%, but must be finite!", scale, policies::policy<>());
108
      }
109
       // cout << "z " << c.dist << ", quantile (Dist(), " << c.param1 << ") * scale " << c.param2 << endl;
110
       return z - quantile(Dist(), p) * scale;
111
    } // find_location complement
112

    
113

    
114
    template <class Dist, class Real1, class Real2, class Real3, class Real4>
115
    inline typename Dist::value_type find_location( // Explicit policy.
116
      complemented4_type<Real1, Real2, Real3, Real4> const& c)
117
    {
118
      static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";
119

    
120
      typename Dist::value_type p = c.param1;
121
      if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
122
      {
123
       return policies::raise_domain_error<typename Dist::value_type>(
124
           function, "Probability parameter was %1%, but must be >= 0 and <= 1!", p, c.param3);
125
      }
126
      typename Dist::value_type z = c.dist;
127
      if(!(boost::math::isfinite)(z))
128
      {
129
       return policies::raise_domain_error<typename Dist::value_type>(
130
           function, "z parameter was %1%, but must be finite!", z, c.param3);
131
      }
132
      typename Dist::value_type scale = c.param2;
133
      if(!(boost::math::isfinite)(scale))
134
      {
135
       return policies::raise_domain_error<typename Dist::value_type>(
136
           function, "scale parameter was %1%, but must be finite!", scale, c.param3);
137
      }
138
       // cout << "z " << c.dist << ", quantile (Dist(), " << c.param1 << ") * scale " << c.param2 << endl;
139
       return z - quantile(Dist(), p) * scale;
140
    } // find_location complement
141

    
142
  } // namespace boost
143
} // namespace math
144

    
145
#endif // BOOST_STATS_FIND_LOCATION_HPP
146