ecency-mobile/ios/Pods/boost-for-react-native/boost/random/chi_squared_distribution.hpp

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6.4 KiB
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/* boost random/chi_squared_distribution.hpp header file
*
* Copyright Steven Watanabe 2011
* Distributed under 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)
*
* See http://www.boost.org for most recent version including documentation.
*
* $Id$
*/
#ifndef BOOST_RANDOM_CHI_SQUARED_DISTRIBUTION_HPP_INCLUDED
#define BOOST_RANDOM_CHI_SQUARED_DISTRIBUTION_HPP_INCLUDED
#include <iosfwd>
#include <boost/limits.hpp>
#include <boost/random/detail/config.hpp>
#include <boost/random/gamma_distribution.hpp>
namespace boost {
namespace random {
/**
* The chi squared distribution is a real valued distribution with
* one parameter, @c n. The distribution produces values > 0.
*
* The distribution function is
* \f$\displaystyle P(x) = \frac{x^{(n/2)-1}e^{-x/2}}{\Gamma(n/2)2^{n/2}}\f$.
*/
template<class RealType = double>
class chi_squared_distribution {
public:
typedef RealType result_type;
typedef RealType input_type;
class param_type {
public:
typedef chi_squared_distribution distribution_type;
/**
* Construct a param_type object. @c n
* is the parameter of the distribution.
*
* Requires: t >=0 && 0 <= p <= 1
*/
explicit param_type(RealType n_arg = RealType(1))
: _n(n_arg)
{}
/** Returns the @c n parameter of the distribution. */
RealType n() const { return _n; }
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
/** Writes the parameters of the distribution to a @c std::ostream. */
template<class CharT, class Traits>
friend std::basic_ostream<CharT,Traits>&
operator<<(std::basic_ostream<CharT,Traits>& os,
const param_type& parm)
{
os << parm._n;
return os;
}
/** Reads the parameters of the distribution from a @c std::istream. */
template<class CharT, class Traits>
friend std::basic_istream<CharT,Traits>&
operator>>(std::basic_istream<CharT,Traits>& is, param_type& parm)
{
is >> parm._n;
return is;
}
#endif
/** Returns true if the parameters have the same values. */
friend bool operator==(const param_type& lhs, const param_type& rhs)
{
return lhs._n == rhs._n;
}
/** Returns true if the parameters have different values. */
friend bool operator!=(const param_type& lhs, const param_type& rhs)
{
return !(lhs == rhs);
}
private:
RealType _n;
};
/**
* Construct a @c chi_squared_distribution object. @c n
* is the parameter of the distribution.
*
* Requires: t >=0 && 0 <= p <= 1
*/
explicit chi_squared_distribution(RealType n_arg = RealType(1))
: _impl(static_cast<RealType>(n_arg / 2))
{
}
/**
* Construct an @c chi_squared_distribution object from the
* parameters.
*/
explicit chi_squared_distribution(const param_type& parm)
: _impl(static_cast<RealType>(parm.n() / 2))
{
}
/**
* Returns a random variate distributed according to the
* chi squared distribution.
*/
template<class URNG>
RealType operator()(URNG& urng)
{
return 2 * _impl(urng);
}
/**
* Returns a random variate distributed according to the
* chi squared distribution with parameters specified by @c param.
*/
template<class URNG>
RealType operator()(URNG& urng, const param_type& parm) const
{
return chi_squared_distribution(parm)(urng);
}
/** Returns the @c n parameter of the distribution. */
RealType n() const { return 2 * _impl.alpha(); }
/** Returns the smallest value that the distribution can produce. */
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; }
/** Returns the largest value that the distribution can produce. */
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION() const
{ return (std::numeric_limits<RealType>::infinity)(); }
/** Returns the parameters of the distribution. */
param_type param() const { return param_type(n()); }
/** Sets parameters of the distribution. */
void param(const param_type& parm)
{
typedef gamma_distribution<RealType> impl_type;
typename impl_type::param_type impl_parm(static_cast<RealType>(parm.n() / 2));
_impl.param(impl_parm);
}
/**
* Effects: Subsequent uses of the distribution do not depend
* on values produced by any engine prior to invoking reset.
*/
void reset() { _impl.reset(); }
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
/** Writes the parameters of the distribution to a @c std::ostream. */
template<class CharT, class Traits>
friend std::basic_ostream<CharT,Traits>&
operator<<(std::basic_ostream<CharT,Traits>& os,
const chi_squared_distribution& c2d)
{
os << c2d.param();
return os;
}
/** Reads the parameters of the distribution from a @c std::istream. */
template<class CharT, class Traits>
friend std::basic_istream<CharT,Traits>&
operator>>(std::basic_istream<CharT,Traits>& is,
chi_squared_distribution& c2d)
{
c2d.read(is);
return is;
}
#endif
/** Returns true if the two distributions will produce the same
sequence of values, given equal generators. */
friend bool operator==(const chi_squared_distribution& lhs,
const chi_squared_distribution& rhs)
{
return lhs._impl == rhs._impl;
}
/** Returns true if the two distributions could produce different
sequences of values, given equal generators. */
friend bool operator!=(const chi_squared_distribution& lhs,
const chi_squared_distribution& rhs)
{
return !(lhs == rhs);
}
private:
/// @cond show_private
template<class CharT, class Traits>
void read(std::basic_istream<CharT, Traits>& is) {
param_type parm;
if(is >> parm) {
param(parm);
}
}
gamma_distribution<RealType> _impl;
/// @endcond
};
}
}
#endif