From: pbristow_at_[hidden]
Date: 2007-09-13 07:21:19
Author: pbristow
Date: 2007-09-13 07:21:17 EDT (Thu, 13 Sep 2007)
New Revision: 39232
URL: http://svn.boost.org/trac/boost/changeset/39232
Log:
added error messages, but need complement version with policy still (and name of distribution & policy?)
Text files modified:
sandbox/math_toolkit/boost/math/distributions/find_scale.hpp | 65 ++++++++++++++++++++++++++++++---------
1 files changed, 49 insertions(+), 16 deletions(-)
Modified: sandbox/math_toolkit/boost/math/distributions/find_scale.hpp
==============================================================================
--- sandbox/math_toolkit/boost/math/distributions/find_scale.hpp (original)
+++ sandbox/math_toolkit/boost/math/distributions/find_scale.hpp 2007-09-13 07:21:17 EDT (Thu, 13 Sep 2007)
@@ -11,9 +11,9 @@
#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/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.
@@ -23,22 +23,23 @@
{
// 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.
+ // 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 z, so that p * 100 % are > z
+ // 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 mean.
+ typename Dist::value_type location, // location parameter, for example, normal distribution 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%)";
+ static const char* function = "boost::math::find_scale<Dist, Policy>(%1%, %1%, %1%, Policy)";
if(!(boost::math::isfinite)(p) || (p < 0) || (p > 1))
{
@@ -48,21 +49,40 @@
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);
+ 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, "location parameter was %1%, but must be finite!", location, pol);
+ function, "find_scale 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
+ //<< quantile(Dist(), p) << ", z - mean " << z - location
//<<", sd " << (z - location) / quantile(Dist(), p) << endl;
- return (z - location) // difference between desired x and current.
- / quantile(Dist(), p);
-
+ //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
+
+ 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<Dist::value_type>(function,
+ "Computed scale (%1%) is <= 0!" " Was the complement intended?",
+ result, Policy());
+ }
+ return result;
} // find_scale
template <class Dist>
@@ -72,7 +92,7 @@
// 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.
+ { // Forward to find_scale using the default policy.
return (find_scale<Dist>(z, p, location, policies::policy<>()));
} // find_scale
@@ -90,10 +110,23 @@
// << quantile(Dist(), c.param1) //q
// << endl;
- return -(c.dist - c.param2) / quantile(Dist(), c.param1);
- // ( z - location) / (quantile(Dist(), p)
- }
+ 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<Dist, Policy>(complement(%1%, %1%, %1%, Policy))";
+
+ 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<Dist::value_type>(function,
+ "Computed scale (%1%) is <= 0!" " Was the complement intended?",
+ result, policies::policy<>());
+ }
+ return result;
+ }
} // namespace boost
} // namespace math