]>
Commit | Line | Data |
---|---|---|
7c673cae FG |
1 | /* boost random/extreme_value_distribution.hpp header file |
2 | * | |
3 | * Copyright Steven Watanabe 2010 | |
4 | * Distributed under the Boost Software License, Version 1.0. (See | |
5 | * accompanying file LICENSE_1_0.txt or copy at | |
6 | * http://www.boost.org/LICENSE_1_0.txt) | |
7 | * | |
8 | * See http://www.boost.org for most recent version including documentation. | |
9 | * | |
10 | * $Id$ | |
11 | */ | |
12 | ||
13 | #ifndef BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP | |
14 | #define BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP | |
15 | ||
16 | #include <boost/config/no_tr1/cmath.hpp> | |
17 | #include <iosfwd> | |
18 | #include <istream> | |
19 | #include <boost/config.hpp> | |
20 | #include <boost/limits.hpp> | |
21 | #include <boost/random/detail/operators.hpp> | |
22 | #include <boost/random/uniform_01.hpp> | |
23 | ||
24 | namespace boost { | |
25 | namespace random { | |
26 | ||
27 | /** | |
28 | * The extreme value distribution is a real valued distribution with two | |
29 | * parameters a and b. | |
30 | * | |
31 | * It has \f$\displaystyle p(x) = \frac{1}{b}e^{\frac{a-x}{b} - e^\frac{a-x}{b}}\f$. | |
32 | */ | |
33 | template<class RealType = double> | |
34 | class extreme_value_distribution { | |
35 | public: | |
36 | typedef RealType result_type; | |
37 | typedef RealType input_type; | |
38 | ||
39 | class param_type { | |
40 | public: | |
41 | typedef extreme_value_distribution distribution_type; | |
42 | ||
43 | /** | |
44 | * Constructs a @c param_type from the "a" and "b" parameters | |
45 | * of the distribution. | |
46 | * | |
47 | * Requires: b > 0 | |
48 | */ | |
49 | explicit param_type(RealType a_arg = 1.0, RealType b_arg = 1.0) | |
50 | : _a(a_arg), _b(b_arg) | |
51 | {} | |
52 | ||
53 | /** Returns the "a" parameter of the distribtuion. */ | |
54 | RealType a() const { return _a; } | |
55 | /** Returns the "b" parameter of the distribution. */ | |
56 | RealType b() const { return _b; } | |
57 | ||
58 | /** Writes a @c param_type to a @c std::ostream. */ | |
59 | BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) | |
60 | { os << parm._a << ' ' << parm._b; return os; } | |
61 | ||
62 | /** Reads a @c param_type from a @c std::istream. */ | |
63 | BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) | |
64 | { is >> parm._a >> std::ws >> parm._b; return is; } | |
65 | ||
66 | /** Returns true if the two sets of parameters are the same. */ | |
67 | BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) | |
68 | { return lhs._a == rhs._a && lhs._b == rhs._b; } | |
69 | ||
70 | /** Returns true if the two sets of parameters are the different. */ | |
71 | BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) | |
72 | ||
73 | private: | |
74 | RealType _a; | |
75 | RealType _b; | |
76 | }; | |
77 | ||
78 | /** | |
79 | * Constructs an @c extreme_value_distribution from its "a" and "b" parameters. | |
80 | * | |
81 | * Requires: b > 0 | |
82 | */ | |
83 | explicit extreme_value_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0) | |
84 | : _a(a_arg), _b(b_arg) | |
85 | {} | |
86 | /** Constructs an @c extreme_value_distribution from its parameters. */ | |
87 | explicit extreme_value_distribution(const param_type& parm) | |
88 | : _a(parm.a()), _b(parm.b()) | |
89 | {} | |
90 | ||
91 | /** | |
92 | * Returns a random variate distributed according to the | |
93 | * @c extreme_value_distribution. | |
94 | */ | |
95 | template<class URNG> | |
96 | RealType operator()(URNG& urng) const | |
97 | { | |
98 | using std::log; | |
99 | return _a - log(-log(uniform_01<RealType>()(urng))) * _b; | |
100 | } | |
101 | ||
102 | /** | |
103 | * Returns a random variate distributed accordint to the extreme | |
104 | * value distribution with parameters specified by @c param. | |
105 | */ | |
106 | template<class URNG> | |
107 | RealType operator()(URNG& urng, const param_type& parm) const | |
108 | { | |
109 | return extreme_value_distribution(parm)(urng); | |
110 | } | |
111 | ||
112 | /** Returns the "a" parameter of the distribution. */ | |
113 | RealType a() const { return _a; } | |
114 | /** Returns the "b" parameter of the distribution. */ | |
115 | RealType b() const { return _b; } | |
116 | ||
117 | /** Returns the smallest value that the distribution can produce. */ | |
118 | RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const | |
119 | { return -std::numeric_limits<RealType>::infinity(); } | |
120 | /** Returns the largest value that the distribution can produce. */ | |
121 | RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const | |
122 | { return std::numeric_limits<RealType>::infinity(); } | |
123 | ||
124 | /** Returns the parameters of the distribution. */ | |
125 | param_type param() const { return param_type(_a, _b); } | |
126 | /** Sets the parameters of the distribution. */ | |
127 | void param(const param_type& parm) | |
128 | { | |
129 | _a = parm.a(); | |
130 | _b = parm.b(); | |
131 | } | |
132 | ||
133 | /** | |
134 | * Effects: Subsequent uses of the distribution do not depend | |
135 | * on values produced by any engine prior to invoking reset. | |
136 | */ | |
137 | void reset() { } | |
138 | ||
139 | /** Writes an @c extreme_value_distribution to a @c std::ostream. */ | |
140 | BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, extreme_value_distribution, wd) | |
141 | { | |
142 | os << wd.param(); | |
143 | return os; | |
144 | } | |
145 | ||
146 | /** Reads an @c extreme_value_distribution from a @c std::istream. */ | |
147 | BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, extreme_value_distribution, wd) | |
148 | { | |
149 | param_type parm; | |
150 | if(is >> parm) { | |
151 | wd.param(parm); | |
152 | } | |
153 | return is; | |
154 | } | |
155 | ||
156 | /** | |
157 | * Returns true if the two instances of @c extreme_value_distribution will | |
158 | * return identical sequences of values given equal generators. | |
159 | */ | |
160 | BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(extreme_value_distribution, lhs, rhs) | |
161 | { return lhs._a == rhs._a && lhs._b == rhs._b; } | |
162 | ||
163 | /** | |
164 | * Returns true if the two instances of @c extreme_value_distribution will | |
165 | * return different sequences of values given equal generators. | |
166 | */ | |
167 | BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(extreme_value_distribution) | |
168 | ||
169 | private: | |
170 | RealType _a; | |
171 | RealType _b; | |
172 | }; | |
173 | ||
174 | } // namespace random | |
175 | } // namespace boost | |
176 | ||
177 | #endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP |