From: pbristow_at_[hidden]
Date: 2007-09-10 13:50:35
Author: pbristow
Date: 2007-09-10 13:50:32 EDT (Mon, 10 Sep 2007)
New Revision: 39184
URL: http://svn.boost.org/trac/boost/changeset/39184
Log:
1st version, but problem with sign in complement
Added:
sandbox/math_toolkit/boost/math/distributions/find_scale.hpp (contents, props changed)
Added: sandbox/math_toolkit/boost/math/distributions/find_scale.hpp
==============================================================================
--- (empty file)
+++ sandbox/math_toolkit/boost/math/distributions/find_scale.hpp 2007-09-10 13:50:32 EDT (Mon, 10 Sep 2007)
@@ -0,0 +1,100 @@
+// 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>
+#include <boost/math/tools/traits.hpp>
+#include <boost/static_assert.hpp>
+// using boost::math::policies::policy;
+// 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)
+ // Apply to normal, lognormal, extreme value, Cauchy, (and symmetrical triangular).
+ // BOOST_STATIC_ASSERTs 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 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 mean.
+ const Policy& pol
+ )
+ {
+ BOOST_STATIC_ASSERT(::boost::math::tools::is_distribution<Dist>::value);
+ BOOST_STATIC_ASSERT(::boost::math::tools::is_scaled_distribution<Dist>::value);
+ static const char* function = "boost::math::find_scale<%1%>&, %1%)";
+
+ 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, "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, "location parameter was %1%, but must be finite!", location, pol);
+ }
+
+ //cout << "z " << z << ", p " << p << ", quantile(Dist(), p) "
+ //<< quantile(Dist(), p) << ", x - mean " << z - location
+ //<<", sd " << (z - location) / quantile(Dist(), p) << endl;
+
+ return (z - location) // difference between desired x and current.
+ / quantile(Dist(), p);
+
+ } // 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 with default policy.
+ return (find_scale<Dist>(z, p, location, policies::policy<>()));
+ } // 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;
+
+ return -(c.dist - c.param2) / quantile(Dist(), c.param1);
+ // ( z - location) / (quantile(Dist(), p)
+ }
+
+ } // namespace boost
+} // namespace math
+
+#endif // BOOST_STATS_FIND_SCALE_HPP