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1 | /* boost random/laplace_distribution.hpp header file |
2 | * | |
3 | * Copyright Steven Watanabe 2014 | |
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_LAPLACE_DISTRIBUTION_HPP | |
14 | #define BOOST_RANDOM_LAPLACE_DISTRIBUTION_HPP | |
15 | ||
16 | #include <cassert> | |
17 | #include <istream> | |
18 | #include <iosfwd> | |
19 | #include <boost/random/detail/operators.hpp> | |
20 | #include <boost/random/exponential_distribution.hpp> | |
21 | ||
22 | namespace boost { | |
23 | namespace random { | |
24 | ||
25 | /** | |
26 | * The laplace distribution is a real-valued distribution with | |
27 | * two parameters, mean and beta. | |
28 | * | |
29 | * It has \f$\displaystyle p(x) = \frac{e^-{\frac{|x-\mu|}{\beta}}}{2\beta}\f$. | |
30 | */ | |
31 | template<class RealType = double> | |
32 | class laplace_distribution { | |
33 | public: | |
34 | typedef RealType result_type; | |
35 | typedef RealType input_type; | |
36 | ||
37 | class param_type { | |
38 | public: | |
39 | typedef laplace_distribution distribution_type; | |
40 | ||
41 | /** | |
42 | * Constructs a @c param_type from the "mean" and "beta" parameters | |
43 | * of the distribution. | |
44 | */ | |
45 | explicit param_type(RealType mean_arg = RealType(0.0), | |
46 | RealType beta_arg = RealType(1.0)) | |
47 | : _mean(mean_arg), _beta(beta_arg) | |
48 | {} | |
49 | ||
50 | /** Returns the "mean" parameter of the distribtuion. */ | |
51 | RealType mean() const { return _mean; } | |
52 | /** Returns the "beta" parameter of the distribution. */ | |
53 | RealType beta() const { return _beta; } | |
54 | ||
55 | /** Writes a @c param_type to a @c std::ostream. */ | |
56 | BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) | |
57 | { os << parm._mean << ' ' << parm._beta; return os; } | |
58 | ||
59 | /** Reads a @c param_type from a @c std::istream. */ | |
60 | BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) | |
61 | { is >> parm._mean >> std::ws >> parm._beta; return is; } | |
62 | ||
63 | /** Returns true if the two sets of parameters are the same. */ | |
64 | BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) | |
65 | { return lhs._mean == rhs._mean && lhs._beta == rhs._beta; } | |
66 | ||
67 | /** Returns true if the two sets of parameters are the different. */ | |
68 | BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) | |
69 | ||
70 | private: | |
71 | RealType _mean; | |
72 | RealType _beta; | |
73 | }; | |
74 | ||
75 | /** | |
76 | * Constructs an @c laplace_distribution from its "mean" and "beta" parameters. | |
77 | */ | |
78 | explicit laplace_distribution(RealType mean_arg = RealType(0.0), | |
79 | RealType beta_arg = RealType(1.0)) | |
80 | : _mean(mean_arg), _beta(beta_arg) | |
81 | {} | |
82 | /** Constructs an @c laplace_distribution from its parameters. */ | |
83 | explicit laplace_distribution(const param_type& parm) | |
84 | : _mean(parm.mean()), _beta(parm.beta()) | |
85 | {} | |
86 | ||
87 | /** | |
88 | * Returns a random variate distributed according to the | |
89 | * laplace distribution. | |
90 | */ | |
91 | template<class URNG> | |
92 | RealType operator()(URNG& urng) const | |
93 | { | |
94 | RealType exponential = exponential_distribution<RealType>()(urng); | |
95 | if(uniform_01<RealType>()(urng) < 0.5) | |
96 | exponential = -exponential; | |
97 | return _mean + _beta * exponential; | |
98 | } | |
99 | ||
100 | /** | |
101 | * Returns a random variate distributed accordint to the laplace | |
102 | * distribution with parameters specified by @c param. | |
103 | */ | |
104 | template<class URNG> | |
105 | RealType operator()(URNG& urng, const param_type& parm) const | |
106 | { | |
107 | return laplace_distribution(parm)(urng); | |
108 | } | |
109 | ||
110 | /** Returns the "mean" parameter of the distribution. */ | |
111 | RealType mean() const { return _mean; } | |
112 | /** Returns the "beta" parameter of the distribution. */ | |
113 | RealType beta() const { return _beta; } | |
114 | ||
115 | /** Returns the smallest value that the distribution can produce. */ | |
116 | RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const | |
117 | { return RealType(-std::numeric_limits<RealType>::infinity()); } | |
118 | /** Returns the largest value that the distribution can produce. */ | |
119 | RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const | |
120 | { return RealType(std::numeric_limits<RealType>::infinity()); } | |
121 | ||
122 | /** Returns the parameters of the distribution. */ | |
123 | param_type param() const { return param_type(_mean, _beta); } | |
124 | /** Sets the parameters of the distribution. */ | |
125 | void param(const param_type& parm) | |
126 | { | |
127 | _mean = parm.mean(); | |
128 | _beta = parm.beta(); | |
129 | } | |
130 | ||
131 | /** | |
132 | * Effects: Subsequent uses of the distribution do not depend | |
133 | * on values produced by any engine prior to invoking reset. | |
134 | */ | |
135 | void reset() { } | |
136 | ||
137 | /** Writes an @c laplace_distribution to a @c std::ostream. */ | |
138 | BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, laplace_distribution, wd) | |
139 | { | |
140 | os << wd.param(); | |
141 | return os; | |
142 | } | |
143 | ||
144 | /** Reads an @c laplace_distribution from a @c std::istream. */ | |
145 | BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, laplace_distribution, wd) | |
146 | { | |
147 | param_type parm; | |
148 | if(is >> parm) { | |
149 | wd.param(parm); | |
150 | } | |
151 | return is; | |
152 | } | |
153 | ||
154 | /** | |
155 | * Returns true if the two instances of @c laplace_distribution will | |
156 | * return identical sequences of values given equal generators. | |
157 | */ | |
158 | BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(laplace_distribution, lhs, rhs) | |
159 | { return lhs._mean == rhs._mean && lhs._beta == rhs._beta; } | |
160 | ||
161 | /** | |
162 | * Returns true if the two instances of @c laplace_distribution will | |
163 | * return different sequences of values given equal generators. | |
164 | */ | |
165 | BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(laplace_distribution) | |
166 | ||
167 | private: | |
168 | RealType _mean; | |
169 | RealType _beta; | |
170 | }; | |
171 | ||
172 | } // namespace random | |
173 | } // namespace boost | |
174 | ||
175 | #endif // BOOST_RANDOM_LAPLACE_DISTRIBUTION_HPP |