FM / distributions

/usr/include/boost/math/distributions

Name	Size	Mode	Actions
detail/	-	0755	rm
arcsine.hpp	18797	0644	edit dl rm
bernoulli.hpp	12143	0644	edit dl rm
beta.hpp	18807	0644	edit dl rm
binomial.hpp	28654	0644	edit dl rm
cauchy.hpp	12310	0644	edit dl rm
chi_squared.hpp	12242	0644	edit dl rm
complement.hpp	5978	0644	edit dl rm
empirical_cumulative_distribution_function.hpp	1886	0644	edit dl rm
exponential.hpp	8944	0644	edit dl rm
extreme_value.hpp	10491	0644	edit dl rm
find_location.hpp	6713	0644	edit dl rm
find_scale.hpp	9674	0644	edit dl rm
fisher_f.hpp	14391	0644	edit dl rm
fwd.hpp	5461	0644	edit dl rm
gamma.hpp	10660	0644	edit dl rm
geometric.hpp	21156	0644	edit dl rm
hyperexponential.hpp	21887	0644	edit dl rm
hypergeometric.hpp	12220	0644	edit dl rm
inverse_chi_squared.hpp	15202	0644	edit dl rm
inverse_gamma.hpp	15389	0644	edit dl rm
inverse_gaussian.hpp	19760	0644	edit dl rm
laplace.hpp	10580	0644	edit dl rm
logistic.hpp	11273	0644	edit dl rm
lognormal.hpp	11714	0644	edit dl rm
negative_binomial.hpp	26139	0644	edit dl rm
non_central_beta.hpp	35837	0644	edit dl rm
non_central_chi_squared.hpp	40704	0644	edit dl rm
non_central_f.hpp	15848	0644	edit dl rm
non_central_t.hpp	47973	0644	edit dl rm
normal.hpp	10768	0644	edit dl rm
pareto.hpp	15516	0644	edit dl rm
poisson.hpp	20267	0644	edit dl rm
rayleigh.hpp	10344	0644	edit dl rm
skew_normal.hpp	25646	0644	edit dl rm
students_t.hpp	18476	0644	edit dl rm
triangular.hpp	18407	0644	edit dl rm
uniform.hpp	12963	0644	edit dl rm
weibull.hpp	12081	0644	edit dl rm

Edit: /usr/include/boost/math/distributions/find_scale.hpp (9674B)

//  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>
// using boost::math::policies::policy;
#include <boost/math/tools/traits.hpp>
#include <boost/static_assert.hpp>
#include <boost/math/special_functions/fpclassify.hpp>
#include <boost/math/policies/error_handling.hpp>
// 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)
    // 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 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 distribution mean.
      const Policy& pol 
      )
    {
#if !defined(BOOST_NO_SFINAE) && !BOOST_WORKAROUND(__SUNPRO_CC, BOOST_TESTED_AT(0x590))
      BOOST_STATIC_ASSERT(::boost::math::tools::is_distribution<Dist>::value); 
      BOOST_STATIC_ASSERT(::boost::math::tools::is_scaled_distribution<Dist>::value); 
#endif
      static const char* function = "boost::math::find_scale<Dist, Policy>(%1%, %1%, %1%, Policy)";

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, "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, "find_scale location parameter was %1%, but must be finite!", location, pol);
      }

//cout << "z " << z << ", p " << p << ",  quantile(Dist(), p) "
      //<< quantile(Dist(), p) << ", z - mean " << z - location 
      //<<", sd " << (z - location)  / quantile(Dist(), p) << endl;

//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

typename 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<typename Dist::value_type>(function,
          "Computed scale (%1%) is <= 0!" " Was the complement intended?",
          result, Policy());
      }
      return result;
    } // template <class Dist, class Policy> 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 using the default policy.
      return (find_scale<Dist>(z, p, location, policies::policy<>()));
    } // find_scale

template <class Dist, class Real1, class Real2, class Real3, class Policy>
    inline typename Dist::value_type find_scale(
      complemented4_type<Real1, Real2, Real3, Policy> 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;

#if !defined(BOOST_NO_SFINAE) && !BOOST_WORKAROUND(__SUNPRO_CC, BOOST_TESTED_AT(0x590))
      BOOST_STATIC_ASSERT(::boost::math::tools::is_distribution<Dist>::value); 
      BOOST_STATIC_ASSERT(::boost::math::tools::is_scaled_distribution<Dist>::value); 
#endif
      static const char* function = "boost::math::find_scale<Dist, Policy>(complement(%1%, %1%, %1%, Policy))";

// Checks on arguments, as not complemented version,
      // Explicit policy.
      typename Dist::value_type q = c.param1;
      if(!(boost::math::isfinite)(q) || (q < 0) || (q > 1))
      {
        return policies::raise_domain_error<typename Dist::value_type>(
          function, "Probability parameter was %1%, but must be >= 0 and <= 1!", q, c.param3);
      }
      typename Dist::value_type z = c.dist;
      if(!(boost::math::isfinite)(z))
      {
        return policies::raise_domain_error<typename Dist::value_type>(
          function, "find_scale z parameter was %1%, but must be finite!", z, c.param3);
      }
      typename Dist::value_type location = c.param2;
      if(!(boost::math::isfinite)(location))
      {
        return policies::raise_domain_error<typename Dist::value_type>(
          function, "find_scale location parameter was %1%, but must be finite!", location, c.param3);
      }

typename 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<typename Dist::value_type>(function,
          "Computed scale (%1%) is <= 0!" " Was the complement intended?",
          result, Policy());
      }
      return result;
    } // template <class Dist, class Policy, class Real1, class Real2, class Real3> typename Dist::value_type 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;

// Checks on arguments, as not complemented version,
      // default policy policies::policy<>().
      typename Dist::value_type q = c.param1;
      if(!(boost::math::isfinite)(q) || (q < 0) || (q > 1))
      {
        return policies::raise_domain_error<typename Dist::value_type>(
          function, "Probability parameter was %1%, but must be >= 0 and <= 1!", q, policies::policy<>());
      }
      typename Dist::value_type z = c.dist;
      if(!(boost::math::isfinite)(z))
      {
        return policies::raise_domain_error<typename Dist::value_type>(
          function, "find_scale z parameter was %1%, but must be finite!", z, policies::policy<>());
      }
      typename Dist::value_type location = c.param2;
      if(!(boost::math::isfinite)(location))
      {
        return policies::raise_domain_error<typename Dist::value_type>(
          function, "find_scale location parameter was %1%, but must be finite!", location, policies::policy<>());
      }

typename Dist::value_type result = 
        (z - location)  // difference between desired x and current location.
        / quantile(complement(Dist(), q));
      //     (  z    - location) / (quantile(complement(Dist(),  q)) 
      if (result <= 0)
      { // If policy isn't to throw, return the scale <= 0.
        policies::raise_evaluation_error<typename Dist::value_type>(function,
          "Computed scale (%1%) is <= 0!" " Was the complement intended?",
          result, policies::policy<>()); // This is only the default policy - also Want a version with Policy here.
      }
      return result;
    } // template <class Dist, class Real1, class Real2, class Real3> typename Dist::value_type find_scale

} // namespace boost
} // namespace math

#endif // BOOST_STATS_FIND_SCALE_HPP

cmd: