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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>
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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 boost
22{
23 namespace math
24 {
25 // Function to find location of random variable z
26 // to give probability p (given scale)
27 // Applies to normal, lognormal, extreme value, Cauchy, (and symmetrical triangular),
1e59de90 28 // enforced by static_assert below.
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29
30 template <class Dist, class Policy>
31 inline
32 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 > z
35 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 {
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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.");
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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_location
64
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 > z
70 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_location
75
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 complement
106
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 complement
135
136 } // namespace boost
137} // namespace math
138
139#endif // BOOST_STATS_FIND_LOCATION_HPP
140