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91 lines
3.1 KiB
91 lines
3.1 KiB
// Copyright John Maddock 2008. |
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// Use, modification and distribution are subject to the |
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// Boost Software License, Version 1.0. (See accompanying file |
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// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) |
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#ifndef BOOST_MATH_DISTIBUTIONS_DETAIL_GENERIC_QUANTILE_HPP |
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#define BOOST_MATH_DISTIBUTIONS_DETAIL_GENERIC_QUANTILE_HPP |
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namespace boost{ namespace math{ namespace detail{ |
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template <class Dist> |
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struct generic_quantile_finder |
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{ |
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typedef typename Dist::value_type value_type; |
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typedef typename Dist::policy_type policy_type; |
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generic_quantile_finder(const Dist& d, value_type t, bool c) |
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: dist(d), target(t), comp(c) {} |
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value_type operator()(const value_type& x) |
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{ |
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return comp ? |
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value_type(target - cdf(complement(dist, x))) |
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: value_type(cdf(dist, x) - target); |
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} |
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private: |
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Dist dist; |
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value_type target; |
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bool comp; |
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}; |
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template <class T, class Policy> |
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inline T check_range_result(const T& x, const Policy& pol, const char* function) |
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{ |
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if((x >= 0) && (x < tools::min_value<T>())) |
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return policies::raise_underflow_error<T>(function, 0, pol); |
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if(x <= -tools::max_value<T>()) |
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return -policies::raise_overflow_error<T>(function, 0, pol); |
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if(x >= tools::max_value<T>()) |
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return policies::raise_overflow_error<T>(function, 0, pol); |
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return x; |
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} |
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template <class Dist> |
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typename Dist::value_type generic_quantile(const Dist& dist, const typename Dist::value_type& p, const typename Dist::value_type& guess, bool comp, const char* function) |
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{ |
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typedef typename Dist::value_type value_type; |
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typedef typename Dist::policy_type policy_type; |
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typedef typename policies::normalise< |
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policy_type, |
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policies::promote_float<false>, |
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policies::promote_double<false>, |
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policies::discrete_quantile<>, |
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policies::assert_undefined<> >::type forwarding_policy; |
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// |
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// Special cases first: |
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// |
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if(p == 0) |
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{ |
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return comp |
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? check_range_result(range(dist).second, forwarding_policy(), function) |
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: check_range_result(range(dist).first, forwarding_policy(), function); |
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} |
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if(p == 1) |
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{ |
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return !comp |
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? check_range_result(range(dist).second, forwarding_policy(), function) |
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: check_range_result(range(dist).first, forwarding_policy(), function); |
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} |
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generic_quantile_finder<Dist> f(dist, p, comp); |
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tools::eps_tolerance<value_type> tol(policies::digits<value_type, forwarding_policy>() - 3); |
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boost::uintmax_t max_iter = policies::get_max_root_iterations<forwarding_policy>(); |
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std::pair<value_type, value_type> ir = tools::bracket_and_solve_root( |
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f, guess, value_type(2), true, tol, max_iter, forwarding_policy()); |
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value_type result = ir.first + (ir.second - ir.first) / 2; |
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if(max_iter >= policies::get_max_root_iterations<forwarding_policy>()) |
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{ |
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policies::raise_evaluation_error<value_type>(function, "Unable to locate solution in a reasonable time:" |
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" either there is no answer to quantile" |
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" or the answer is infinite. Current best guess is %1%", result, forwarding_policy()); |
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} |
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return result; |
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} |
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}}} // namespaces |
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#endif // BOOST_MATH_DISTIBUTIONS_DETAIL_GENERIC_QUANTILE_HPP |
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