[Boost-commit] svn:boost r39184 - sandbox/math_toolkit/boost/math/distributions

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