From: pbristow_at_[hidden]
Date: 2007-08-26 12:38:47
Author: pbristow
Date: 2007-08-26 12:38:39 EDT (Sun, 26 Aug 2007)
New Revision: 38967
URL: http://svn.boost.org/trac/boost/changeset/38967
Log:
1st cut - but complement does NOT work.
Added:
sandbox/math_toolkit/boost/math/distributions/find_location.hpp (contents, props changed)
Added: sandbox/math_toolkit/boost/math/distributions/find_location.hpp
==============================================================================
--- (empty file)
+++ sandbox/math_toolkit/boost/math/distributions/find_location.hpp 2007-08-26 12:38:39 EDT (Sun, 26 Aug 2007)
@@ -0,0 +1,83 @@
+// 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>
+ using boost::math::policies::policy;
+
+namespace boost
+{
+ namespace math
+ {
+ // Function to find location of random variable z
+ // to give probability p (given scale)
+ // Apply to normal, lognormal, extreme value, Cauchy, (and symmetrical triangular).
+ // TODO use concepts to enforce this.
+
+ 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
+
+ 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
+ )
+ {
+ static const char* function = "boost::math::find_location<%1%>&, %1%)";
+
+ if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
+ {
+ return policies::raise_domain_error<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<Dist::value_type>(
+ function, "z parameter was %1%, but must be finite!", z, pol);
+ }
+ if(!(boost::math::isfinite)(z))
+ {
+ return policies::raise_domain_error<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
+
+ // So the user can start from the complement of the probability.
+
+ template <class Dist, class Real1, class Real2, class Real3>
+ inline typename Dist::value_type find_location(
+ complemented3_type<Real1, Real2, Real3> const& c)
+ {
+ return c.dist - quantile(Dist(), c.param2) * c.param1;
+ // z - (quantile(Dist(), p) * scale
+ }
+
+ } // namespace boost
+} // namespace math
+
+#endif // BOOST_STATS_FIND_LOCATION_HPP
+