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<title>Distribution Algorithms</title>
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<div class="titlepage"><div><div><h3 class="title">
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<a name="math_toolkit.dist_ref.dist_algorithms"></a><a class="link" href="dist_algorithms.html" title="Distribution Algorithms">Distribution Algorithms</a>
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</h3></div></div></div>
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<h5>
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<a name="math_toolkit.dist_ref.dist_algorithms.h0"></a>
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<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
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the Location and Scale for Normal and similar distributions</a>
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</h5>
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<p>
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Two functions aid finding location and scale of random variable z to give
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probability p (given a scale or location). Only applies to distributions
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like normal, lognormal, extreme value, Cauchy, (and symmetrical triangular),
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that have scale and location properties.
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</p>
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<p>
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These functions are useful to predict the mean and/or standard deviation
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that will be needed to meet a specified minimum weight or maximum dose.
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</p>
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<p>
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Complement versions are also provided, both with explicit and implicit (default)
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policy.
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</p>
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<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>
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<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>
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</pre>
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<h5>
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<a name="math_toolkit.dist_ref.dist_algorithms.h1"></a>
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<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
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function</a>
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</h5>
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<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</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">></span></pre>
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<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>
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<span class="keyword">template</span> <span class="special"><</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">></span> <span class="comment">// explicit error handling policy</span>
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<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>
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<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 > z) == p.</span>
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<span class="comment">// For example, a nominal minimum acceptable z, so that p * 100 % are > z</span>
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<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% > z.</span>
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<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>
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<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">&</span> <span class="identifier">pol</span><span class="special">);</span>
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<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">Dist</span><span class="special">></span> <span class="comment">// with default policy.</span>
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<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>
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<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 > z) == p.</span>
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<span class="comment">// For example, a nominal minimum acceptable z, so that p * 100 % are > z</span>
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<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% > z.</span>
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<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>
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<span class="special">}}</span> <span class="comment">// namespaces</span>
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</pre>
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<h5>
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<a name="math_toolkit.dist_ref.dist_algorithms.h2"></a>
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<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
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function</a>
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</h5>
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<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</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">></span></pre>
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<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>
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<span class="keyword">template</span> <span class="special"><</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">></span>
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<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>
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<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 > z) == p.</span>
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<span class="comment">// For example, a nominal minimum acceptable weight z, so that p * 100 % are > z</span>
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<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% > z.</span>
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<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>
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<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">&</span> <span class="identifier">pol</span><span class="special">);</span>
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<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">Dist</span><span class="special">></span> <span class="comment">// with default policy.</span>
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<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>
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<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 > z) == p.</span>
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<span class="comment">// For example, a nominal minimum acceptable z, so that p * 100 % are > z</span>
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<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% > z.</span>
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<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>
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<span class="special">}}</span> <span class="comment">// namespaces</span>
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</pre>
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<p>
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All argument must be finite, otherwise <a class="link" href="../error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>
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is called.
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</p>
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<p>
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Probability arguments must be [0, 1], otherwise <a class="link" href="../error_handling.html#math_toolkit.error_handling.domain_error">domain_error</a>
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is called.
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</p>
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<p>
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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>
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is called, unless the policy is to ignore, when the negative (impossible)
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value of scale is returned.
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</p>
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<p>
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<a class="link" href="../stat_tut/weg/find_eg.html" title="Find Location and Scale Examples">Find Mean and standard
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deviation examples</a> gives simple examples of use of both find_scale
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and find_location, and a longer example finding means and standard deviations
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of normally distributed weights to meet a specification.
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</p>
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</div>
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<div class="copyright-footer">Copyright © 2006-2021 Nikhar Agrawal, Anton Bikineev, Matthew Borland,
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Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert Holin, Bruno
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Lalande, John Maddock, Evan Miller, Jeremy Murphy, Matthew Pulver, Johan Råde,
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Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg, Daryle
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Walker and Xiaogang Zhang<p>
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Distributed under the Boost Software License, Version 1.0. (See accompanying
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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>)
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