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change of variable name from location to scale (also in docs) but no changed to code (& re-tested)

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[SVN r50631]
This commit is contained in:
Paul A. Bristow
2009-01-16 15:41:17 +00:00
parent 5fcd8670d7
commit b2d577bc6f
1 changed files with 63 additions and 62 deletions
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125
include/boost/math/distributions/pareto.hpp
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@@ -1,5 +1,5 @@
// Copyright John Maddock 2007.
// Copyright Paul A. Bristow 2007
// Copyright Paul A. Bristow 2007, 2009
// 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)
@@ -13,6 +13,8 @@
// Weisstein, Eric W. "Pareto Distribution."
// From MathWorld--A Wolfram Web Resource.
// http://mathworld.wolfram.com/ParetoDistribution.html
// Handbook of Statistical Distributions with Applications, K Krishnamoorthy, ISBN 1-58488-635-8, Chapter 23, pp 257 - 267.
// Caution KK's a and b are the reverse of Mathworld!
#include <boost/math/distributions/fwd.hpp>
#include <boost/math/distributions/complement.hpp>
@@ -28,14 +30,14 @@ namespace boost
namespace detail
{ // Parameter checking.
template <class RealType, class Policy>
inline bool check_pareto_location(
inline bool check_pareto_scale(
const char* function,
RealType location,
RealType scale,
RealType* result, const Policy& pol)
{
if((boost::math::isfinite)(location))
if((boost::math::isfinite)(scale))
{ // any > 0 finite value is OK.
if (location > 0)
if (scale > 0)
{
return true;
}
@@ -43,7 +45,7 @@ namespace boost
{
*result = policies::raise_domain_error<RealType>(
function,
"Location parameter is %1%, but must be > 0!", location, pol);
"Scale parameter is %1%, but must be > 0!", scale, pol);
return false;
}
}
@@ -51,10 +53,10 @@ namespace boost
{ // Not finite.
*result = policies::raise_domain_error<RealType>(
function,
"Location parameter is %1%, but must be finite!", location, pol);
"Scale parameter is %1%, but must be finite!", scale, pol);
return false;
}
} // bool check_pareto_location
} // bool check_pareto_scale
template <class RealType, class Policy>
inline bool check_pareto_shape(
@@ -92,7 +94,7 @@ namespace boost
RealType* result, const Policy& pol)
{
if((boost::math::isfinite)(x))
{ //
{ //
if (x > 0)
{
return true;
@@ -117,11 +119,11 @@ namespace boost
template <class RealType, class Policy>
inline bool check_pareto( // distribution parameters.
const char* function,
RealType location,
RealType scale,
RealType shape,
RealType* result, const Policy& pol)
{
return check_pareto_location(function, location, result, pol)
return check_pareto_scale(function, scale, result, pol)
&& check_pareto_shape(function, shape, result, pol);
} // bool check_pareto(
@@ -134,26 +136,26 @@ namespace boost
typedef RealType value_type;
typedef Policy policy_type;
pareto_distribution(RealType location = 1, RealType shape = 1)
: m_location(location), m_shape(shape)
pareto_distribution(RealType scale = 1, RealType shape = 1)
: m_scale(scale), m_shape(shape)
{ // Constructor.
RealType result;
detail::check_pareto("boost::math::pareto_distribution<%1%>::pareto_distribution", location, shape, &result, Policy());
detail::check_pareto("boost::math::pareto_distribution<%1%>::pareto_distribution", scale, shape, &result, Policy());
}
RealType location()const
{ // AKA Xm and b
return m_location;
RealType scale()const
{ // AKA Xm and Wolfram b and beta
return m_scale;
}
RealType shape()const
{ // AKA k and a
{ // AKA k and Wolfram a and alpha
return m_shape;
}
private:
// Data members:
RealType m_location; // distribution location (xm)
RealType m_shape; // distribution shape (k)
RealType m_scale; // distribution scale (xm) or beta
RealType m_shape; // distribution shape (k) or alpha
};
typedef pareto_distribution<double> pareto; // Convenience to allow pareto(2., 3.);
@@ -162,7 +164,7 @@ namespace boost
inline const std::pair<RealType, RealType> range(const pareto_distribution<RealType, Policy>& /*dist*/)
{ // Range of permissible values for random variable x.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(0, max_value<RealType>()); // location zero to + infinity.
return std::pair<RealType, RealType>(0, max_value<RealType>()); // scale zero to + infinity.
} // range
template <class RealType, class Policy>
@@ -170,7 +172,7 @@ namespace boost
{ // Range of supported values for random variable x.
// This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(dist.location(), max_value<RealType>() ); // location to + infinity.
return std::pair<RealType, RealType>(dist.scale(), max_value<RealType>() ); // scale to + infinity.
} // support
template <class RealType, class Policy>
@@ -178,18 +180,17 @@ namespace boost
{
BOOST_MATH_STD_USING // for ADL of std function pow.
static const char* function = "boost::math::pdf(const pareto_distribution<%1%>&, %1%)";
RealType location = dist.location();
RealType scale = dist.scale();
RealType shape = dist.shape();
RealType result;
if(false == (detail::check_pareto_x(function, x, &result, Policy())
&& detail::check_pareto(function, location, shape, &result, Policy())))
&& detail::check_pareto(function, scale, shape, &result, Policy())))
return result;
if (x < location)
{ // regardless of shape, pdf is zero.
return 0;
if (x < scale)
{ // regardless of shape, pdf is zero (or should be disallow x < scale and throw an exception?).
return 0;
}
result = shape * pow(location, shape) / pow(x, shape+1);
result = shape * pow(scale, shape) / pow(x, shape+1);
return result;
} // pdf
@@ -198,21 +199,21 @@ namespace boost
{
BOOST_MATH_STD_USING // for ADL of std function pow.
static const char* function = "boost::math::cdf(const pareto_distribution<%1%>&, %1%)";
RealType location = dist.location();
RealType scale = dist.scale();
RealType shape = dist.shape();
RealType result;
if(false == (detail::check_pareto_x(function, x, &result, Policy())
&& detail::check_pareto(function, location, shape, &result, Policy())))
&& detail::check_pareto(function, scale, shape, &result, Policy())))
return result;
if (x <= location)
if (x <= scale)
{ // regardless of shape, cdf is zero.
return 0;
return 0;
}
// result = RealType(1) - pow((location / x), shape);
result = -boost::math::powm1(location/x, shape, Policy()); // should be more accurate.
// result = RealType(1) - pow((scale / x), shape);
result = -boost::math::powm1(scale/x, shape, Policy()); // should be more accurate.
return result;
} // cdf
@@ -222,22 +223,22 @@ namespace boost
BOOST_MATH_STD_USING // for ADL of std function pow.
static const char* function = "boost::math::quantile(const pareto_distribution<%1%>&, %1%)";
RealType result;
RealType location = dist.location();
RealType scale = dist.scale();
RealType shape = dist.shape();
if(false == (detail::check_probability(function, p, &result, Policy())
&& detail::check_pareto(function, location, shape, &result, Policy())))
&& detail::check_pareto(function, scale, shape, &result, Policy())))
{
return result;
}
if (p == 0)
{
return location; // x must be location (or less).
return scale; // x must be scale (or less).
}
if (p == 1)
{
return tools::max_value<RealType>(); // x = + infinity.
}
result = location /
result = scale /
(pow((1 - p), 1 / shape));
// K. Krishnamoorthy, ISBN 1-58488-635-8 eq 23.1.3
return result;
@@ -250,21 +251,21 @@ namespace boost
static const char* function = "boost::math::cdf(const pareto_distribution<%1%>&, %1%)";
RealType result;
RealType x = c.param;
RealType location = c.dist.location();
RealType scale = c.dist.scale();
RealType shape = c.dist.shape();
if(false == (detail::check_pareto_x(function, x, &result, Policy())
&& detail::check_pareto(function, location, shape, &result, Policy())))
&& detail::check_pareto(function, scale, shape, &result, Policy())))
return result;
if (x <= location)
if (x <= scale)
{ // regardless of shape, cdf is zero, and complement is unity.
return 1;
return 1;
}
result = pow((location/x), shape);
result = pow((scale/x), shape);
return result;
} // cdf complement
template <class RealType, class Policy>
inline RealType quantile(const complemented2_type<pareto_distribution<RealType, Policy>, RealType>& c)
{
@@ -272,22 +273,22 @@ namespace boost
static const char* function = "boost::math::quantile(const pareto_distribution<%1%>&, %1%)";
RealType result;
RealType q = c.param;
RealType location = c.dist.location();
RealType scale = c.dist.scale();
RealType shape = c.dist.shape();
if(false == (detail::check_probability(function, q, &result, Policy())
&& detail::check_pareto(function, location, shape, &result, Policy())))
&& detail::check_pareto(function, scale, shape, &result, Policy())))
{
return result;
}
if (q == 1)
{
return location; // x must be location (or less).
return scale; // x must be scale (or less).
}
if (q == 0)
{
return tools::max_value<RealType>(); // x = + infinity.
}
result = location / (pow(q, 1 / shape));
result = scale / (pow(q, 1 / shape));
// K. Krishnamoorthy, ISBN 1-58488-635-8 eq 23.1.3
return result;
} // quantile complement
@@ -297,13 +298,13 @@ namespace boost
{
RealType result;
static const char* function = "boost::math::mean(const pareto_distribution<%1%>&, %1%)";
if(false == detail::check_pareto(function, dist.location(), dist.shape(), &result, Policy()))
if(false == detail::check_pareto(function, dist.scale(), dist.shape(), &result, Policy()))
{
return result;
}
if (dist.shape() > RealType(1))
{
return dist.shape() * dist.location() / (dist.shape() - 1);
return dist.shape() * dist.scale() / (dist.shape() - 1);
}
else
{
@@ -315,7 +316,7 @@ namespace boost
template <class RealType, class Policy>
inline RealType mode(const pareto_distribution<RealType, Policy>& dist)
{
return dist.location();
return dist.scale();
} // mode
template <class RealType, class Policy>
@@ -323,28 +324,28 @@ namespace boost
{
RealType result;
static const char* function = "boost::math::median(const pareto_distribution<%1%>&, %1%)";
if(false == detail::check_pareto(function, dist.location(), dist.shape(), &result, Policy()))
if(false == detail::check_pareto(function, dist.scale(), dist.shape(), &result, Policy()))
{
return result;
}
BOOST_MATH_STD_USING
return dist.location() * pow(RealType(2), (1/dist.shape()));
return dist.scale() * pow(RealType(2), (1/dist.shape()));
} // median
template <class RealType, class Policy>
inline RealType variance(const pareto_distribution<RealType, Policy>& dist)
{
RealType result;
RealType location = dist.location();
RealType scale = dist.scale();
RealType shape = dist.shape();
static const char* function = "boost::math::variance(const pareto_distribution<%1%>&, %1%)";
if(false == detail::check_pareto(function, location, shape, &result, Policy()))
if(false == detail::check_pareto(function, scale, shape, &result, Policy()))
{
return result;
}
if (shape > 2)
{
result = (location * location * shape) /
result = (scale * scale * shape) /
((shape - 1) * (shape - 1) * (shape - 2));
}
else
@@ -358,12 +359,12 @@ namespace boost
template <class RealType, class Policy>
inline RealType skewness(const pareto_distribution<RealType, Policy>& dist)
{
{
BOOST_MATH_STD_USING
RealType result;
RealType shape = dist.shape();
static const char* function = "boost::math::pdf(const pareto_distribution<%1%>&, %1%)";
if(false == detail::check_pareto(function, dist.location(), shape, &result, Policy()))
if(false == detail::check_pareto(function, dist.scale(), shape, &result, Policy()))
{
return result;
}
@@ -388,7 +389,7 @@ namespace boost
RealType result;
RealType shape = dist.shape();
static const char* function = "boost::math::pdf(const pareto_distribution<%1%>&, %1%)";
if(false == detail::check_pareto(function, dist.location(), shape, &result, Policy()))
if(false == detail::check_pareto(function, dist.scale(), shape, &result, Policy()))
{
return result;
}
@@ -412,7 +413,7 @@ namespace boost
RealType result;
RealType shape = dist.shape();
static const char* function = "boost::math::pdf(const pareto_distribution<%1%>&, %1%)";
if(false == detail::check_pareto(function, dist.location(), shape, &result, Policy()))
if(false == detail::check_pareto(function, dist.scale(), shape, &result, Policy()))
{
return result;
}