boost/math/distributions/find_location.hpp
// 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