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