141 lines · plain
1// Copyright John Maddock 2007.2// Copyright Paul A. Bristow 2007.3 4// Use, modification and distribution are subject to the5// Boost Software License, Version 1.0. (See accompanying file6// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)7 8#ifndef BOOST_STATS_FIND_LOCATION_HPP9#define BOOST_STATS_FIND_LOCATION_HPP10 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/math/special_functions/fpclassify.hpp>16#include <boost/math/policies/error_handling.hpp>17// using boost::math::policies::policy;18// using boost::math::complement; // will be needed by users who want complement,19// but NOT placed here to avoid putting it in global scope.20 21namespace boost22{23 namespace math24 {25 // Function to find location of random variable z26 // to give probability p (given scale)27 // Applies to normal, lognormal, extreme value, Cauchy, (and symmetrical triangular),28 // enforced by static_assert below.29 30 template <class Dist, class Policy>31 inline32 typename Dist::value_type find_location( // For example, normal mean.33 typename Dist::value_type z, // location of random variable z to give probability, P(X > z) == p.34 // For example, a nominal minimum acceptable z, so that p * 100 % are > z35 typename Dist::value_type p, // probability value desired at x, say 0.95 for 95% > z.36 typename Dist::value_type scale, // scale parameter, for example, normal standard deviation.37 const Policy& pol 38 )39 {40 static_assert(::boost::math::tools::is_distribution<Dist>::value, "The provided distribution does not meet the conceptual requirements of a distribution."); 41 static_assert(::boost::math::tools::is_scaled_distribution<Dist>::value, "The provided distribution does not meet the conceptual requirements of a scaled distribution."); 42 static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";43 44 if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))45 {46 return policies::raise_domain_error<typename Dist::value_type>(47 function, "Probability parameter was %1%, but must be >= 0 and <= 1!", p, pol);48 }49 if(!(boost::math::isfinite)(z))50 {51 return policies::raise_domain_error<typename Dist::value_type>(52 function, "z parameter was %1%, but must be finite!", z, pol);53 }54 if(!(boost::math::isfinite)(scale))55 {56 return policies::raise_domain_error<typename Dist::value_type>(57 function, "scale parameter was %1%, but must be finite!", scale, pol);58 }59 60 //cout << "z " << z << ", p " << p << ", quantile(Dist(), p) "61 // << quantile(Dist(), p) << ", quan * scale " << quantile(Dist(), p) * scale << endl;62 return z - (quantile(Dist(), p) * scale);63 } // find_location64 65 template <class Dist>66 inline // with default policy.67 typename Dist::value_type find_location( // For example, normal mean.68 typename Dist::value_type z, // location of random variable z to give probability, P(X > z) == p.69 // For example, a nominal minimum acceptable z, so that p * 100 % are > z70 typename Dist::value_type p, // probability value desired at x, say 0.95 for 95% > z.71 typename Dist::value_type scale) // scale parameter, for example, normal standard deviation.72 { // Forward to find_location with default policy.73 return (find_location<Dist>(z, p, scale, policies::policy<>()));74 } // find_location75 76 // So the user can start from the complement q = (1 - p) of the probability p,77 // for example, l = find_location<normal>(complement(z, q, sd));78 79 template <class Dist, class Real1, class Real2, class Real3>80 inline typename Dist::value_type find_location( // Default policy.81 complemented3_type<Real1, Real2, Real3> const& c)82 {83 static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";84 85 typename Dist::value_type p = c.param1;86 if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))87 {88 return policies::raise_domain_error<typename Dist::value_type>(89 function, "Probability parameter was %1%, but must be >= 0 and <= 1!", p, policies::policy<>());90 }91 typename Dist::value_type z = c.dist;92 if(!(boost::math::isfinite)(z))93 {94 return policies::raise_domain_error<typename Dist::value_type>(95 function, "z parameter was %1%, but must be finite!", z, policies::policy<>());96 }97 typename Dist::value_type scale = c.param2;98 if(!(boost::math::isfinite)(scale))99 {100 return policies::raise_domain_error<typename Dist::value_type>(101 function, "scale parameter was %1%, but must be finite!", scale, policies::policy<>());102 }103 // cout << "z " << c.dist << ", quantile (Dist(), " << c.param1 << ") * scale " << c.param2 << endl;104 return z - quantile(Dist(), p) * scale;105 } // find_location complement106 107 108 template <class Dist, class Real1, class Real2, class Real3, class Real4>109 inline typename Dist::value_type find_location( // Explicit policy.110 complemented4_type<Real1, Real2, Real3, Real4> const& c)111 {112 static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";113 114 typename Dist::value_type p = c.param1;115 if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))116 {117 return policies::raise_domain_error<typename Dist::value_type>(118 function, "Probability parameter was %1%, but must be >= 0 and <= 1!", p, c.param3);119 }120 typename Dist::value_type z = c.dist;121 if(!(boost::math::isfinite)(z))122 {123 return policies::raise_domain_error<typename Dist::value_type>(124 function, "z parameter was %1%, but must be finite!", z, c.param3);125 }126 typename Dist::value_type scale = c.param2;127 if(!(boost::math::isfinite)(scale))128 {129 return policies::raise_domain_error<typename Dist::value_type>(130 function, "scale parameter was %1%, but must be finite!", scale, c.param3);131 }132 // cout << "z " << c.dist << ", quantile (Dist(), " << c.param1 << ") * scale " << c.param2 << endl;133 return z - quantile(Dist(), p) * scale;134 } // find_location complement135 136 } // namespace boost137} // namespace math138 139#endif // BOOST_STATS_FIND_LOCATION_HPP140 141