2
0
mirror of https://github.com/boostorg/math.git synced 2026-01-19 04:22:09 +00:00
Files
math/doc/html/math_toolkit/dist_ref/dist_algorithms.html
2024-08-06 13:18:32 +01:00

136 lines
15 KiB
HTML
Raw Blame History

This file contains invisible Unicode characters
This file contains invisible Unicode characters that are indistinguishable to humans but may be processed differently by a computer. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.
<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=UTF-8">
<title>Distribution Algorithms</title>
<link rel="stylesheet" href="../../math.css" type="text/css">
<meta name="generator" content="DocBook XSL Stylesheets V1.79.1">
<link rel="home" href="../../index.html" title="Math Toolkit 4.2.1">
<link rel="up" href="../dist_ref.html" title="Statistical Distributions Reference">
<link rel="prev" href="dists/weibull_dist.html" title="Weibull Distribution">
<link rel="next" href="../future.html" title="Extras/Future Directions">
<meta name="viewport" content="width=device-width, initial-scale=1">
</head>
<body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
<table cellpadding="2" width="100%"><tr>
<td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../../../../boost.png"></td>
<td align="center"><a href="../../../../../../index.html">Home</a></td>
<td align="center"><a href="../../../../../../libs/libraries.htm">Libraries</a></td>
<td align="center"><a href="http://www.boost.org/users/people.html">People</a></td>
<td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td>
<td align="center"><a href="../../../../../../more/index.htm">More</a></td>
</tr></table>
<hr>
<div class="spirit-nav">
<a accesskey="p" href="dists/weibull_dist.html"><img src="../../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../dist_ref.html"><img src="../../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../index.html"><img src="../../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="../future.html"><img src="../../../../../../doc/src/images/next.png" alt="Next"></a>
</div>
<div class="section">
<div class="titlepage"><div><div><h3 class="title">
<a name="math_toolkit.dist_ref.dist_algorithms"></a><a class="link" href="dist_algorithms.html" title="Distribution Algorithms">Distribution Algorithms</a>
</h3></div></div></div>
<h5>
<a name="math_toolkit.dist_ref.dist_algorithms.h0"></a>
<span class="phrase"><a name="math_toolkit.dist_ref.dist_algorithms.finding_the_location_and_scale_f"></a></span><a class="link" href="dist_algorithms.html#math_toolkit.dist_ref.dist_algorithms.finding_the_location_and_scale_f">Finding
the Location and Scale for Normal and similar distributions</a>
</h5>
<p>
Two functions aid finding location and scale of random variable z to give
probability p (given a scale or location). Only applies to distributions
like normal, lognormal, extreme value, Cauchy, (and symmetrical triangular),
that have scale and location properties.
</p>
<p>
These functions are useful to predict the mean and/or standard deviation
that will be needed to meet a specified minimum weight or maximum dose.
</p>
<p>
Complement versions are also provided, both with explicit and implicit (default)
policy.
</p>
<pre class="programlisting"><span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">policies</span><span class="special">::</span><span class="identifier">policy</span><span class="special">;</span> <span class="comment">// May be needed by users defining their own policies.</span>
<span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">complement</span><span class="special">;</span> <span class="comment">// Will be needed by users who want to use complements.</span>
</pre>
<h5>
<a name="math_toolkit.dist_ref.dist_algorithms.h1"></a>
<span class="phrase"><a name="math_toolkit.dist_ref.dist_algorithms.find_location_function"></a></span><a class="link" href="dist_algorithms.html#math_toolkit.dist_ref.dist_algorithms.find_location_function">find_location
function</a>
</h5>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">distributions</span><span class="special">/</span><span class="identifier">find_location</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span></pre>
<pre class="programlisting"><span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Dist</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 22. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span> <span class="comment">// explicit error handling policy</span>
<span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">find_location</span><span class="special">(</span> <span class="comment">// For example, normal mean.</span>
<span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">z</span><span class="special">,</span> <span class="comment">// location of random variable z to give probability, P(X &gt; z) == p.</span>
<span class="comment">// For example, a nominal minimum acceptable z, so that p * 100 % are &gt; z</span>
<span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">p</span><span class="special">,</span> <span class="comment">// probability value desired at x, say 0.95 for 95% &gt; z.</span>
<span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">scale</span><span class="special">,</span> <span class="comment">// scale parameter, for example, normal standard deviation.</span>
<span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 22. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;</span> <span class="identifier">pol</span><span class="special">);</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Dist</span><span class="special">&gt;</span> <span class="comment">// with default policy.</span>
<span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">find_location</span><span class="special">(</span> <span class="comment">// For example, normal mean.</span>
<span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">z</span><span class="special">,</span> <span class="comment">// location of random variable z to give probability, P(X &gt; z) == p.</span>
<span class="comment">// For example, a nominal minimum acceptable z, so that p * 100 % are &gt; z</span>
<span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">p</span><span class="special">,</span> <span class="comment">// probability value desired at x, say 0.95 for 95% &gt; z.</span>
<span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">scale</span><span class="special">);</span> <span class="comment">// scale parameter, for example, normal standard deviation.</span>
<span class="special">}}</span> <span class="comment">// namespaces</span>
</pre>
<h5>
<a name="math_toolkit.dist_ref.dist_algorithms.h2"></a>
<span class="phrase"><a name="math_toolkit.dist_ref.dist_algorithms.find_scale_function"></a></span><a class="link" href="dist_algorithms.html#math_toolkit.dist_ref.dist_algorithms.find_scale_function">find_scale
function</a>
</h5>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">distributions</span><span class="special">/</span><span class="identifier">find_scale</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span></pre>
<pre class="programlisting"><span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Dist</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Chapter 22. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&gt;</span>
<span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">find_scale</span><span class="special">(</span> <span class="comment">// For example, normal mean.</span>
<span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">z</span><span class="special">,</span> <span class="comment">// location of random variable z to give probability, P(X &gt; z) == p.</span>
<span class="comment">// For example, a nominal minimum acceptable weight z, so that p * 100 % are &gt; z</span>
<span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">p</span><span class="special">,</span> <span class="comment">// probability value desired at x, say 0.95 for 95% &gt; z.</span>
<span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">location</span><span class="special">,</span> <span class="comment">// location parameter, for example, normal distribution mean.</span>
<span class="keyword">const</span> <a class="link" href="../../policy.html" title="Chapter 22. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&amp;</span> <span class="identifier">pol</span><span class="special">);</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">Dist</span><span class="special">&gt;</span> <span class="comment">// with default policy.</span>
<span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">find_scale</span><span class="special">(</span> <span class="comment">// For example, normal mean.</span>
<span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">z</span><span class="special">,</span> <span class="comment">// location of random variable z to give probability, P(X &gt; z) == p.</span>
<span class="comment">// For example, a nominal minimum acceptable z, so that p * 100 % are &gt; z</span>
<span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">p</span><span class="special">,</span> <span class="comment">// probability value desired at x, say 0.95 for 95% &gt; z.</span>
<span class="keyword">typename</span> <span class="identifier">Dist</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">location</span><span class="special">)</span> <span class="comment">// location parameter, for example, normal distribution mean.</span>
<span class="special">}}</span> <span class="comment">// namespaces</span>
</pre>
<p>
All argument must be finite, otherwise <a class="link" href="../error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>
is called.
</p>
<p>
Probability arguments must be [0, 1], otherwise <a class="link" href="../error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>
is called.
</p>
<p>
If the choice of arguments would give a negative scale, <a class="link" href="../error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>
is called, unless the policy is to ignore, when the negative (impossible)
value of scale is returned.
</p>
<p>
<a class="link" href="../stat_tut/weg/find_eg.html" title="Find Location and Scale Examples">Find Mean and standard
deviation examples</a> gives simple examples of use of both find_scale
and find_location, and a longer example finding means and standard deviations
of normally distributed weights to meet a specification.
</p>
</div>
<div class="copyright-footer">Copyright © 2006-2021 Nikhar Agrawal, Anton Bikineev, Matthew Borland,
Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert Holin, Bruno
Lalande, John Maddock, Evan Miller, Jeremy Murphy, Matthew Pulver, Johan Råde,
Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg, Daryle
Walker and Xiaogang Zhang<p>
Distributed under the Boost Software License, Version 1.0. (See accompanying
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
</p>
</div>
<hr>
<div class="spirit-nav">
<a accesskey="p" href="dists/weibull_dist.html"><img src="../../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../dist_ref.html"><img src="../../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../index.html"><img src="../../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="../future.html"><img src="../../../../../../doc/src/images/next.png" alt="Next"></a>
</div>
</body>
</html>