1 // Copyright John Maddock 2007.
2 // Copyright Paul A. Bristow 2007.
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)
8 #ifndef BOOST_STATS_FIND_LOCATION_HPP
9 #define BOOST_STATS_FIND_LOCATION_HPP
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.
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.
31 template <class Dist, class Policy>
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.
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);
48 static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";
50 if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
52 return policies::raise_domain_error<typename Dist::value_type>(
53 function, "Probability parameter was %1%, but must be >= 0 and <= 1!", p, pol);
55 if(!(boost::math::isfinite)(z))
57 return policies::raise_domain_error<typename Dist::value_type>(
58 function, "z parameter was %1%, but must be finite!", z, pol);
60 if(!(boost::math::isfinite)(scale))
62 return policies::raise_domain_error<typename Dist::value_type>(
63 function, "scale parameter was %1%, but must be finite!", scale, pol);
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);
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<>()));
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));
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)
89 static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";
91 typename Dist::value_type p = c.param1;
92 if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
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<>());
97 typename Dist::value_type z = c.dist;
98 if(!(boost::math::isfinite)(z))
100 return policies::raise_domain_error<typename Dist::value_type>(
101 function, "z parameter was %1%, but must be finite!", z, policies::policy<>());
103 typename Dist::value_type scale = c.param2;
104 if(!(boost::math::isfinite)(scale))
106 return policies::raise_domain_error<typename Dist::value_type>(
107 function, "scale parameter was %1%, but must be finite!", scale, policies::policy<>());
109 // cout << "z " << c.dist << ", quantile (Dist(), " << c.param1 << ") * scale " << c.param2 << endl;
110 return z - quantile(Dist(), p) * scale;
111 } // find_location complement
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)
118 static const char* function = "boost::math::find_location<Dist, Policy>&, %1%)";
120 typename Dist::value_type p = c.param1;
121 if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
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);
126 typename Dist::value_type z = c.dist;
127 if(!(boost::math::isfinite)(z))
129 return policies::raise_domain_error<typename Dist::value_type>(
130 function, "z parameter was %1%, but must be finite!", z, c.param3);
132 typename Dist::value_type scale = c.param2;
133 if(!(boost::math::isfinite)(scale))
135 return policies::raise_domain_error<typename Dist::value_type>(
136 function, "scale parameter was %1%, but must be finite!", scale, c.param3);
138 // cout << "z " << c.dist << ", quantile (Dist(), " << c.param1 << ") * scale " << c.param2 << endl;
139 return z - quantile(Dist(), p) * scale;
140 } // find_location complement
145 #endif // BOOST_STATS_FIND_LOCATION_HPP