ceph/src/boost/libs/math/include/boost/math/distributions/find_location.hpp

   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>
  15 #include <boost/static_assert.hpp>
  16 #include <boost/math/special_functions/fpclassify.hpp>
  17 #include <boost/math/policies/error_handling.hpp>
  18 // using boost::math::policies::policy;
  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   // enforced by BOOST_STATIC_ASSERT below.
  30
  31     template <class Dist, class Policy>
  32     inline
  33       typename Dist::value_type find_location( // For example, normal mean.
  34       typename Dist::value_type z, // location of random variable z to give probability, P(X > z) == p.
  35       // For example, a nominal minimum acceptable z, so that p * 100 % are > z
  36       typename Dist::value_type p, // probability value desired at x, say 0.95 for 95% > z.
  37       typename Dist::value_type scale, // scale parameter, for example, normal standard deviation.
  38       const Policy& pol
  39       )
  40     {
  41 #if !defined(BOOST_NO_SFINAE) && !BOOST_WORKAROUND(__SUNPRO_CC, BOOST_TESTED_AT(0x590))
  42       // Will fail to compile here if try to use with a distribution without scale & location,
  43       // for example pareto, and many others.  These tests are disabled by the pp-logic
  44       // above if the compiler doesn't support the SFINAE tricks used in the traits class.
  45       BOOST_STATIC_ASSERT(::boost::math::tools::is_distribution<Dist>::value);
  46       BOOST_STATIC_ASSERT(::boost::math::tools::is_scaled_distribution<Dist>::value);
  47 #endif
  48       static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";
  49
  50       if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
  51       {
  52        return policies::raise_domain_error<typename Dist::value_type>(
  53            function, "Probability parameter was %1%, but must be >= 0 and <= 1!", p, pol);
  54       }
  55       if(!(boost::math::isfinite)(z))
  56       {
  57        return policies::raise_domain_error<typename Dist::value_type>(
  58            function, "z parameter was %1%, but must be finite!", z, pol);
  59       }
  60       if(!(boost::math::isfinite)(scale))
  61       {
  62        return policies::raise_domain_error<typename Dist::value_type>(
  63            function, "scale parameter was %1%, but must be finite!", scale, pol);
  64       }
  65
  66       //cout << "z " << z << ", p " << p << ",  quantile(Dist(), p) "
  67       //  << quantile(Dist(), p) << ", quan * scale " << quantile(Dist(), p) * scale << endl;
  68       return z - (quantile(Dist(), p) * scale);
  69     } // find_location
  70
  71     template <class Dist>
  72     inline // with default policy.
  73       typename Dist::value_type find_location( // For example, normal mean.
  74       typename Dist::value_type z, // location of random variable z to give probability, P(X > z) == p.
  75       // For example, a nominal minimum acceptable z, so that p * 100 % are > z
  76       typename Dist::value_type p, // probability value desired at x, say 0.95 for 95% > z.
  77       typename Dist::value_type scale) // scale parameter, for example, normal standard deviation.
  78     { // Forward to find_location with default policy.
  79        return (find_location<Dist>(z, p, scale, policies::policy<>()));
  80     } // find_location
  81
  82     // So the user can start from the complement q = (1 - p) of the probability p,
  83     // for example, l = find_location<normal>(complement(z, q, sd));
  84
  85     template <class Dist, class Real1, class Real2, class Real3>
  86     inline typename Dist::value_type find_location( // Default policy.
  87       complemented3_type<Real1, Real2, Real3> const& c)
  88     {
  89       static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";
  90
  91       typename Dist::value_type p = c.param1;
  92       if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
  93       {
  94        return policies::raise_domain_error<typename Dist::value_type>(
  95            function, "Probability parameter was %1%, but must be >= 0 and <= 1!", p, policies::policy<>());
  96       }
  97       typename Dist::value_type z = c.dist;
  98       if(!(boost::math::isfinite)(z))
  99       {
 100        return policies::raise_domain_error<typename Dist::value_type>(
 101            function, "z parameter was %1%, but must be finite!", z, policies::policy<>());
 102       }
 103       typename Dist::value_type scale = c.param2;
 104       if(!(boost::math::isfinite)(scale))
 105       {
 106        return policies::raise_domain_error<typename Dist::value_type>(
 107            function, "scale parameter was %1%, but must be finite!", scale, policies::policy<>());
 108       }
 109        // cout << "z " << c.dist << ", quantile (Dist(), " << c.param1 << ") * scale " << c.param2 << endl;
 110        return z - quantile(Dist(), p) * scale;
 111     } // find_location complement
 112
 113
 114     template <class Dist, class Real1, class Real2, class Real3, class Real4>
 115     inline typename Dist::value_type find_location( // Explicit policy.
 116       complemented4_type<Real1, Real2, Real3, Real4> const& c)
 117     {
 118       static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";
 119
 120       typename Dist::value_type p = c.param1;
 121       if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
 122       {
 123        return policies::raise_domain_error<typename Dist::value_type>(
 124            function, "Probability parameter was %1%, but must be >= 0 and <= 1!", p, c.param3);
 125       }
 126       typename Dist::value_type z = c.dist;
 127       if(!(boost::math::isfinite)(z))
 128       {
 129        return policies::raise_domain_error<typename Dist::value_type>(
 130            function, "z parameter was %1%, but must be finite!", z, c.param3);
 131       }
 132       typename Dist::value_type scale = c.param2;
 133       if(!(boost::math::isfinite)(scale))
 134       {
 135        return policies::raise_domain_error<typename Dist::value_type>(
 136            function, "scale parameter was %1%, but must be finite!", scale, c.param3);
 137       }
 138        // cout << "z " << c.dist << ", quantile (Dist(), " << c.param1 << ") * scale " << c.param2 << endl;
 139        return z - quantile(Dist(), p) * scale;
 140     } // find_location complement
 141
 142   } // namespace boost
 143 } // namespace math
 144
 145 #endif // BOOST_STATS_FIND_LOCATION_HPP
 146