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