[ceph.git] / ceph / src / boost / boost / math / distributions / find_scale.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_SCALE_HPP
#define BOOST_STATS_FIND_SCALE_HPP

#include <boost/math/distributions/fwd.hpp> // for all distribution signatures.
#include <boost/math/distributions/complement.hpp>
#include <boost/math/policies/policy.hpp>
// using boost::math::policies::policy;
#include <boost/math/tools/traits.hpp>
#include <boost/math/tools/assert.hpp>
#include <boost/math/special_functions/fpclassify.hpp>
#include <boost/math/policies/error_handling.hpp>
// 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),
    // distributions that have scale.
    // BOOST_STATIC_ASSERTs, see below, are used to enforce this.

    template <class Dist, class Policy>
    inline
      typename Dist::value_type find_scale( // 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 weight 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 location, // location parameter, for example, normal distribution mean.
      const Policy& pol 
      )
    {
      static_assert(::boost::math::tools::is_distribution<Dist>::value, "The provided distribution does not meet the conceptual requirements of a distribution."); 
      static_assert(::boost::math::tools::is_scaled_distribution<Dist>::value, "The provided distribution does not meet the conceptual requirements of a scaled distribution."); 
      static const char* function = "boost::math::find_scale<Dist, Policy>(%1%, %1%, %1%, Policy)";

      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, "find_scale z parameter was %1%, but must be finite!", z, pol);
      }
      if(!(boost::math::isfinite)(location))
      {
        return policies::raise_domain_error<typename Dist::value_type>(
          function, "find_scale location parameter was %1%, but must be finite!", location, pol);
      }

      //cout << "z " << z << ", p " << p << ",  quantile(Dist(), p) "
      //<< quantile(Dist(), p) << ", z - mean " << z - location 
      //<<", sd " << (z - location)  / quantile(Dist(), p) << endl;

      //quantile(N01, 0.001) -3.09023
      //quantile(N01, 0.01) -2.32635
      //quantile(N01, 0.05) -1.64485
      //quantile(N01, 0.333333) -0.430728
      //quantile(N01, 0.5) 0  
      //quantile(N01, 0.666667) 0.430728
      //quantile(N01, 0.9) 1.28155
      //quantile(N01, 0.95) 1.64485
      //quantile(N01, 0.99) 2.32635
      //quantile(N01, 0.999) 3.09023

      typename Dist::value_type result = 
        (z - location)  // difference between desired x and current location.
        / quantile(Dist(), p); // standard distribution.

      if (result <= 0)
      { // If policy isn't to throw, return the scale <= 0.
        policies::raise_evaluation_error<typename Dist::value_type>(function,
          "Computed scale (%1%) is <= 0!" " Was the complement intended?",
          result, Policy());
      }
      return result;
    } // template <class Dist, class Policy> find_scale

    template <class Dist>
    inline // with default policy.
      typename Dist::value_type find_scale( // 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 location) // location parameter, for example, mean.
    { // Forward to find_scale using the default policy.
      return (find_scale<Dist>(z, p, location, policies::policy<>()));
    } // find_scale

    template <class Dist, class Real1, class Real2, class Real3, class Policy>
    inline typename Dist::value_type find_scale(
      complemented4_type<Real1, Real2, Real3, Policy> const& c)
    {
      //cout << "cparam1 q " << c.param1 // q
      //  << ", c.dist z " << c.dist // z
      //  << ", c.param2 l " << c.param2 // l
      //  << ", quantile (Dist(), c.param1 = q) "
      //  << quantile(Dist(), c.param1) //q
      //  << endl;

      static_assert(::boost::math::tools::is_distribution<Dist>::value, "The provided distribution does not meet the conceptual requirements of a distribution."); 
      static_assert(::boost::math::tools::is_scaled_distribution<Dist>::value, "The provided distribution does not meet the conceptual requirements of a scaled distribution."); 
      static const char* function = "boost::math::find_scale<Dist, Policy>(complement(%1%, %1%, %1%, Policy))";

      // Checks on arguments, as not complemented version,
      // Explicit policy.
      typename Dist::value_type q = c.param1;
      if(!(boost::math::isfinite)(q) || (q < 0) || (q > 1))
      {
        return policies::raise_domain_error<typename Dist::value_type>(
          function, "Probability parameter was %1%, but must be >= 0 and <= 1!", q, c.param3);
      }
      typename Dist::value_type z = c.dist;
      if(!(boost::math::isfinite)(z))
      {
        return policies::raise_domain_error<typename Dist::value_type>(
          function, "find_scale z parameter was %1%, but must be finite!", z, c.param3);
      }
      typename Dist::value_type location = c.param2;
      if(!(boost::math::isfinite)(location))
      {
        return policies::raise_domain_error<typename Dist::value_type>(
          function, "find_scale location parameter was %1%, but must be finite!", location, c.param3);
      }

      typename Dist::value_type result = 
        (c.dist - c.param2)  // difference between desired x and current location.
        / quantile(complement(Dist(), c.param1));
      //     (  z    - location) / (quantile(complement(Dist(),  q)) 
      if (result <= 0)
      { // If policy isn't to throw, return the scale <= 0.
        policies::raise_evaluation_error<typename Dist::value_type>(function,
          "Computed scale (%1%) is <= 0!" " Was the complement intended?",
          result, Policy());
      }
      return result;
    } // template <class Dist, class Policy, class Real1, class Real2, class Real3> typename Dist::value_type find_scale

    // So the user can start from the complement q = (1 - p) of the probability p,
    // for example, s = find_scale<normal>(complement(z, q, l));

    template <class Dist, class Real1, class Real2, class Real3>
    inline typename Dist::value_type find_scale(
      complemented3_type<Real1, Real2, Real3> const& c)
    {
      //cout << "cparam1 q " << c.param1 // q
      //  << ", c.dist z " << c.dist // z
      //  << ", c.param2 l " << c.param2 // l
      //  << ", quantile (Dist(), c.param1 = q) "
      //  << quantile(Dist(), c.param1) //q
      //  << endl;

      static_assert(::boost::math::tools::is_distribution<Dist>::value, "The provided distribution does not meet the conceptual requirements of a distribution."); 
      static_assert(::boost::math::tools::is_scaled_distribution<Dist>::value, "The provided distribution does not meet the conceptual requirements of a scaled distribution.");  
      static const char* function = "boost::math::find_scale<Dist, Policy>(complement(%1%, %1%, %1%, Policy))";

      // Checks on arguments, as not complemented version,
      // default policy policies::policy<>().
      typename Dist::value_type q = c.param1;
      if(!(boost::math::isfinite)(q) || (q < 0) || (q > 1))
      {
        return policies::raise_domain_error<typename Dist::value_type>(
          function, "Probability parameter was %1%, but must be >= 0 and <= 1!", q, policies::policy<>());
      }
      typename Dist::value_type z = c.dist;
      if(!(boost::math::isfinite)(z))
      {
        return policies::raise_domain_error<typename Dist::value_type>(
          function, "find_scale z parameter was %1%, but must be finite!", z, policies::policy<>());
      }
      typename Dist::value_type location = c.param2;
      if(!(boost::math::isfinite)(location))
      {
        return policies::raise_domain_error<typename Dist::value_type>(
          function, "find_scale location parameter was %1%, but must be finite!", location, policies::policy<>());
      }

      typename Dist::value_type result = 
        (z - location)  // difference between desired x and current location.
        / quantile(complement(Dist(), q));
      //     (  z    - location) / (quantile(complement(Dist(),  q)) 
      if (result <= 0)
      { // If policy isn't to throw, return the scale <= 0.
        policies::raise_evaluation_error<typename Dist::value_type>(function,
          "Computed scale (%1%) is <= 0!" " Was the complement intended?",
          result, policies::policy<>()); // This is only the default policy - also Want a version with Policy here.
      }
      return result;
    } // template <class Dist, class Real1, class Real2, class Real3> typename Dist::value_type find_scale

  } // namespace boost
} // namespace math

#endif // BOOST_STATS_FIND_SCALE_HPP
Commit	Line	Data
7c673cae FG	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_SCALE_HPP
	9	#define BOOST_STATS_FIND_SCALE_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	// using boost::math::policies::policy;
	15	#include <boost/math/tools/traits.hpp>
1e59de90	16	#include <boost/math/tools/assert.hpp>
7c673cae FG	17	#include <boost/math/special_functions/fpclassify.hpp>
	18	#include <boost/math/policies/error_handling.hpp>
	19	// using boost::math::complement; // will be needed by users who want complement,
	20	// but NOT placed here to avoid putting it in global scope.
	21
	22	namespace boost
	23	{
	24	namespace math
	25	{
	26	// Function to find location of random variable z
	27	// to give probability p (given scale)
	28	// Applies to normal, lognormal, extreme value, Cauchy, (and symmetrical triangular),
	29	// distributions that have scale.
	30	// BOOST_STATIC_ASSERTs, see below, are used to enforce this.
	31
	32	template <class Dist, class Policy>
	33	inline
	34	typename Dist::value_type find_scale( // For example, normal mean.
	35	typename Dist::value_type z, // location of random variable z to give probability, P(X > z) == p.
	36	// For example, a nominal minimum acceptable weight z, so that p * 100 % are > z
	37	typename Dist::value_type p, // probability value desired at x, say 0.95 for 95% > z.
	38	typename Dist::value_type location, // location parameter, for example, normal distribution mean.
	39	const Policy& pol
	40	)
	41	{
1e59de90 TL	42	static_assert(::boost::math::tools::is_distribution<Dist>::value, "The provided distribution does not meet the conceptual requirements of a distribution.");
1e59de90 TL	43	static_assert(::boost::math::tools::is_scaled_distribution<Dist>::value, "The provided distribution does not meet the conceptual requirements of a scaled distribution.");
7c673cae FG	44	static const char* function = "boost::math::find_scale<Dist, Policy>(%1%, %1%, %1%, Policy)";
	45
	46	if(!(boost::math::isfinite)(p) \|\| (p < 0) \|\| (p > 1))
	47	{
	48	return policies::raise_domain_error<typename Dist::value_type>(
	49	function, "Probability parameter was %1%, but must be >= 0 and <= 1!", p, pol);
	50	}
	51	if(!(boost::math::isfinite)(z))
	52	{
	53	return policies::raise_domain_error<typename Dist::value_type>(
	54	function, "find_scale z parameter was %1%, but must be finite!", z, pol);
	55	}
	56	if(!(boost::math::isfinite)(location))
	57	{
	58	return policies::raise_domain_error<typename Dist::value_type>(
	59	function, "find_scale location parameter was %1%, but must be finite!", location, pol);
	60	}
	61
	62	//cout << "z " << z << ", p " << p << ", quantile(Dist(), p) "
	63	//<< quantile(Dist(), p) << ", z - mean " << z - location
	64	//<<", sd " << (z - location) / quantile(Dist(), p) << endl;
	65
	66	//quantile(N01, 0.001) -3.09023
	67	//quantile(N01, 0.01) -2.32635
	68	//quantile(N01, 0.05) -1.64485
	69	//quantile(N01, 0.333333) -0.430728
	70	//quantile(N01, 0.5) 0
	71	//quantile(N01, 0.666667) 0.430728
	72	//quantile(N01, 0.9) 1.28155
	73	//quantile(N01, 0.95) 1.64485
	74	//quantile(N01, 0.99) 2.32635
	75	//quantile(N01, 0.999) 3.09023
	76
	77	typename Dist::value_type result =
	78	(z - location) // difference between desired x and current location.
	79	/ quantile(Dist(), p); // standard distribution.
	80
	81	if (result <= 0)
	82	{ // If policy isn't to throw, return the scale <= 0.
	83	policies::raise_evaluation_error<typename Dist::value_type>(function,
	84	"Computed scale (%1%) is <= 0!" " Was the complement intended?",
	85	result, Policy());
	86	}
	87	return result;
	88	} // template <class Dist, class Policy> find_scale
	89
	90	template <class Dist>
	91	inline // with default policy.
	92	typename Dist::value_type find_scale( // For example, normal mean.
	93	typename Dist::value_type z, // location of random variable z to give probability, P(X > z) == p.
	94	// For example, a nominal minimum acceptable z, so that p * 100 % are > z
	95	typename Dist::value_type p, // probability value desired at x, say 0.95 for 95% > z.
	96	typename Dist::value_type location) // location parameter, for example, mean.
	97	{ // Forward to find_scale using the default policy.
	98	return (find_scale<Dist>(z, p, location, policies::policy<>()));
	99	} // find_scale
	100
	101	template <class Dist, class Real1, class Real2, class Real3, class Policy>
	102	inline typename Dist::value_type find_scale(
	103	complemented4_type<Real1, Real2, Real3, Policy> const& c)
	104	{
	105	//cout << "cparam1 q " << c.param1 // q
	106	// << ", c.dist z " << c.dist // z
	107	// << ", c.param2 l " << c.param2 // l
108	// << ", quantile (Dist(), c.param1 = q) "
109	// << quantile(Dist(), c.param1) //q
110	// << endl;
111
1e59de90 TL	112	static_assert(::boost::math::tools::is_distribution<Dist>::value, "The provided distribution does not meet the conceptual requirements of a distribution.");
1e59de90 TL	113	static_assert(::boost::math::tools::is_scaled_distribution<Dist>::value, "The provided distribution does not meet the conceptual requirements of a scaled distribution.");
7c673cae FG	114	static const char* function = "boost::math::find_scale<Dist, Policy>(complement(%1%, %1%, %1%, Policy))";
	115
	116	// Checks on arguments, as not complemented version,
	117	// Explicit policy.
	118	typename Dist::value_type q = c.param1;
	119	if(!(boost::math::isfinite)(q) \|\| (q < 0) \|\| (q > 1))
	120	{
	121	return policies::raise_domain_error<typename Dist::value_type>(
	122	function, "Probability parameter was %1%, but must be >= 0 and <= 1!", q, c.param3);
	123	}
	124	typename Dist::value_type z = c.dist;
	125	if(!(boost::math::isfinite)(z))
	126	{
	127	return policies::raise_domain_error<typename Dist::value_type>(
	128	function, "find_scale z parameter was %1%, but must be finite!", z, c.param3);
	129	}
	130	typename Dist::value_type location = c.param2;
	131	if(!(boost::math::isfinite)(location))
	132	{
	133	return policies::raise_domain_error<typename Dist::value_type>(
	134	function, "find_scale location parameter was %1%, but must be finite!", location, c.param3);
	135	}
	136
	137	typename Dist::value_type result =
	138	(c.dist - c.param2) // difference between desired x and current location.
	139	/ quantile(complement(Dist(), c.param1));
	140	// ( z - location) / (quantile(complement(Dist(), q))
	141	if (result <= 0)
	142	{ // If policy isn't to throw, return the scale <= 0.
	143	policies::raise_evaluation_error<typename Dist::value_type>(function,
	144	"Computed scale (%1%) is <= 0!" " Was the complement intended?",
	145	result, Policy());
	146	}
	147	return result;
	148	} // template <class Dist, class Policy, class Real1, class Real2, class Real3> typename Dist::value_type find_scale
	149
	150	// So the user can start from the complement q = (1 - p) of the probability p,
	151	// for example, s = find_scale<normal>(complement(z, q, l));
	152
	153	template <class Dist, class Real1, class Real2, class Real3>
	154	inline typename Dist::value_type find_scale(
	155	complemented3_type<Real1, Real2, Real3> const& c)
	156	{
	157	//cout << "cparam1 q " << c.param1 // q
	158	// << ", c.dist z " << c.dist // z
	159	// << ", c.param2 l " << c.param2 // l
	160	// << ", quantile (Dist(), c.param1 = q) "
	161	// << quantile(Dist(), c.param1) //q
	162	// << endl;
	163
1e59de90 TL	164	static_assert(::boost::math::tools::is_distribution<Dist>::value, "The provided distribution does not meet the conceptual requirements of a distribution.");
1e59de90 TL	165	static_assert(::boost::math::tools::is_scaled_distribution<Dist>::value, "The provided distribution does not meet the conceptual requirements of a scaled distribution.");
7c673cae FG	166	static const char* function = "boost::math::find_scale<Dist, Policy>(complement(%1%, %1%, %1%, Policy))";
	167
	168	// Checks on arguments, as not complemented version,
	169	// default policy policies::policy<>().
	170	typename Dist::value_type q = c.param1;
	171	if(!(boost::math::isfinite)(q) \|\| (q < 0) \|\| (q > 1))
	172	{
	173	return policies::raise_domain_error<typename Dist::value_type>(
	174	function, "Probability parameter was %1%, but must be >= 0 and <= 1!", q, policies::policy<>());
	175	}
	176	typename Dist::value_type z = c.dist;
	177	if(!(boost::math::isfinite)(z))
	178	{
	179	return policies::raise_domain_error<typename Dist::value_type>(
	180	function, "find_scale z parameter was %1%, but must be finite!", z, policies::policy<>());
	181	}
	182	typename Dist::value_type location = c.param2;
	183	if(!(boost::math::isfinite)(location))
	184	{
	185	return policies::raise_domain_error<typename Dist::value_type>(
	186	function, "find_scale location parameter was %1%, but must be finite!", location, policies::policy<>());
	187	}
	188
	189	typename Dist::value_type result =
	190	(z - location) // difference between desired x and current location.
	191	/ quantile(complement(Dist(), q));
	192	// ( z - location) / (quantile(complement(Dist(), q))
	193	if (result <= 0)
	194	{ // If policy isn't to throw, return the scale <= 0.
	195	policies::raise_evaluation_error<typename Dist::value_type>(function,
	196	"Computed scale (%1%) is <= 0!" " Was the complement intended?",
	197	result, policies::policy<>()); // This is only the default policy - also Want a version with Policy here.
	198	}
	199	return result;
	200	} // template <class Dist, class Real1, class Real2, class Real3> typename Dist::value_type find_scale
	201
	202	} // namespace boost
	203	} // namespace math
	204
	205	#endif // BOOST_STATS_FIND_SCALE_HPP