Re: [boost] [math distributions] where to check for validity of distribution variables?

Subject: Re: [boost] [math distributions] where to check for validity of distribution variables?
From: Paul A. Bristow (pbristow_at_[hidden])
Date: 2008-11-24 07:02:40

> -----Original Message-----
> From: boost-bounces_at_[hidden] [mailto:boost-bounces_at_[hidden]]
On
> Behalf Of Thijs van den Berg
> Sent: 23 November 2008 20:11
> To: boost_at_[hidden]
> Subject: Re: [boost] [math distributions] where to check for validity of
distribution
> variables?
> 
> Paul A. Bristow wrote:
> >
> >> -----Original Message-----
> >> From: boost-bounces_at_[hidden]
> >> [mailto:boost-bounces_at_[hidden]]
> >>
> > On
> >
> >> Behalf Of Thijs van den Berg
> >> Sent: 22 November 2008 14:48
> >> To: boost_at_[hidden]
> >> Subject: Re: [boost] [math distributions] where to check for validity
> >> of
> >>
> > distribution
> >
> >> variables?
> >>
> >> John Maddock wrote:
> >>
> >>> Thijs van den Berg wrote:
> >>>
> >>>>>>>> What do you think? We might turn "having valid parameters"
> >>>>>>>> into a property of *all* distribution. As an alternative, we
> >>>>>>>> might add a non member function bool valid<distributionType...
> >>>>>>>> but that wouldn't allow for caching validation in e.g. a
> >>>>>>>> constructor
> >>>>>>>>
> >>>>>> Sounds fine to me.
> >>>>>>
> >>>>> thats great! What's your opinion on the fact that you can only set
> >>>>> parameter in the constructor?
> >>>>> E.g. the normal distribution does a parameter check in the
> >>>>> constructor, and those parameters can't change after that.
> >>>>>
> >>> That's what the existing distributions do.  In fact we could omit
> >>> most of the subsequent parameter checking code if we could figure
> >>> out whether the error handlers will throw or not on error (in fact
> >>> we
> >>> *can* get this information at compile time and make the subsequent
> >>> checks a no-op if we know that the constructor would have thrown on
> >>> error... we just ran out of time on that refinement).
> >>>
> >>>
> >> I don't understand this, it has to do with my lack of knowledge on
this...
> >>
> > If you ensure
> >
> >> that the parameters get checked in the constructor, why would that
> >> check
> >>
> > *not* throw
> >
> >> an error when needed?
> >>
> >
> > Often you just want to return a NaN, infinity or a 'best guess'.
> >
> > So John devised the rather complicated - but very useful - policies.
> >
> > Most important they are needed to provide the C++ Standard library
> > C-style error behaviour.
> >
> > enum error_policy_type
> > {
> > throw_on_error = 0, // throw an exception.
> > errno_on_error = 1, // set ::errno & return 0, NaN, infinity or best
guess..
> > ignore_error = 2, // return 0, NaN, infinity or best guess.
> > user_error = 3 // call a user-defined error handler.
> >
> >
> Hi Paul,
> thanks for the info!
> I'll have to delve into those concepts a bit more I see.
> Regarding the checking in non member functions for the validity of the
> distribution: would it be possible for the distributin contructor to fail
runtime (before the
> distribution parameters can be validated)?
> Would it be safe for me to assume that
> * if a distribution validate its parameters in the constructor
> * if the constructor doesn't throw an error then
> * there is no need to check the distribution parameters anymore after
construction,
> e.g. in a non-member function.
> if so, then I would send in new distributions with only checks in the
constructor
> 
> another option is to check parameters (and throw errors) in the
distribution parameter
> access member funtions like "RealType location() const {return
m_location;}". A
> possible drawback in that is that sometimes a *combination* of parameters
is valid or
> not.

As I recall, because the chosen policy for the constructor might not cause
it to throw, we decided on 'belt and braces' repeated checks, even if it
proved redundant (because the check is cheap).  If there are other
combinations that might cause trouble, this means this is even more
sensible.

> >> Compile time might be tricky depending on the complicity of the
> >> parameter
> >>
> > validation
> >
> >> code, but simple range check on the parameters could be done compile
time.
> >>
> > What
> >
> >> mechanism are your thinking about regarding compile checking, e.g.
> >> that
> >>
> > scale>0?
> >
> > The complexity of policy options make it much simpler to do a run-time
> > check.
> >
> > You'd save a tiny bit on run-time - but probably pay in compile time?
> >
> > Paul
> >
> >
> I think the same about that. runtime is good enough, and even unavoidable
if you
> would allow distribution parameters to be set runtime. Btw ,why isn't that
implemented
> (allowing distribution paramters to be set riu-time)? Lack of
implementation time
> (postponed to future versions), of is it a design choice?

As I recall, construction (and destruction) is cheap (compared to a cdf, pdf
etc) , it is simplest to make users construct a new distribution.

Paul

---
Paul A. Bristow
Prizet Farmhouse
Kendal, UK   LA8 8AB
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pbristow_at_[hidden]