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215 lines
6.6 KiB
C++
215 lines
6.6 KiB
C++
/* boost random/cauchy_distribution.hpp header file
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*
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* Copyright Jens Maurer 2000-2001
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* Distributed under the Boost Software License, Version 1.0. (See
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* accompanying file LICENSE_1_0.txt or copy at
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* http://www.boost.org/LICENSE_1_0.txt)
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*
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* See http://www.boost.org for most recent version including documentation.
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*
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* $Id$
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*
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* Revision history
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* 2001-02-18 moved to individual header files
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*/
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#ifndef BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
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#define BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
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#include <boost/config/no_tr1/cmath.hpp>
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#include <iosfwd>
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#include <istream>
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#include <boost/limits.hpp>
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#include <boost/random/detail/config.hpp>
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#include <boost/random/detail/operators.hpp>
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#include <boost/random/uniform_01.hpp>
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namespace boost {
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namespace random {
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// Cauchy distribution:
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/**
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* The cauchy distribution is a continuous distribution with two
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* parameters, median and sigma.
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*
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* It has \f$\displaystyle p(x) = \frac{\sigma}{\pi(\sigma^2 + (x-m)^2)}\f$
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*/
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template<class RealType = double>
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class cauchy_distribution
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{
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public:
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typedef RealType input_type;
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typedef RealType result_type;
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class param_type
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{
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public:
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typedef cauchy_distribution distribution_type;
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/** Constructs the parameters of the cauchy distribution. */
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explicit param_type(RealType median_arg = RealType(0.0),
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RealType sigma_arg = RealType(1.0))
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: _median(median_arg), _sigma(sigma_arg) {}
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// backwards compatibility for Boost.Random
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/** Returns the median of the distribution. */
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RealType median() const { return _median; }
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/** Returns the sigma parameter of the distribution. */
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RealType sigma() const { return _sigma; }
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// The new names in C++0x.
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/** Returns the median of the distribution. */
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RealType a() const { return _median; }
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/** Returns the sigma parameter of the distribution. */
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RealType b() const { return _sigma; }
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/** Writes the parameters to a std::ostream. */
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BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
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{
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os << parm._median << " " << parm._sigma;
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return os;
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}
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/** Reads the parameters from a std::istream. */
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BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
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{
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is >> parm._median >> std::ws >> parm._sigma;
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return is;
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}
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/** Returns true if the two sets of parameters are equal. */
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BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
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{ return lhs._median == rhs._median && lhs._sigma == rhs._sigma; }
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/** Returns true if the two sets of parameters are different. */
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BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
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private:
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RealType _median;
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RealType _sigma;
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};
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/**
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* Constructs a \cauchy_distribution with the paramters @c median
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* and @c sigma.
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*/
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explicit cauchy_distribution(RealType median_arg = RealType(0.0),
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RealType sigma_arg = RealType(1.0))
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: _median(median_arg), _sigma(sigma_arg) { }
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/**
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* Constructs a \cauchy_distribution from it's parameters.
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*/
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explicit cauchy_distribution(const param_type& parm)
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: _median(parm.median()), _sigma(parm.sigma()) { }
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// compiler-generated copy ctor and assignment operator are fine
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// backwards compatibility for Boost.Random
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/** Returns: the "median" parameter of the distribution */
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RealType median() const { return _median; }
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/** Returns: the "sigma" parameter of the distribution */
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RealType sigma() const { return _sigma; }
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// The new names in C++0x
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/** Returns: the "median" parameter of the distribution */
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RealType a() const { return _median; }
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/** Returns: the "sigma" parameter of the distribution */
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RealType b() const { return _sigma; }
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/** Returns the smallest value that the distribution can produce. */
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RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
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{ return -(std::numeric_limits<RealType>::infinity)(); }
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/** Returns the largest value that the distribution can produce. */
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RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
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{ return (std::numeric_limits<RealType>::infinity)(); }
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param_type param() const { return param_type(_median, _sigma); }
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void param(const param_type& parm)
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{
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_median = parm.median();
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_sigma = parm.sigma();
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}
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/**
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* Effects: Subsequent uses of the distribution do not depend
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* on values produced by any engine prior to invoking reset.
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*/
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void reset() { }
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/**
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* Returns: A random variate distributed according to the
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* cauchy distribution.
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*/
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template<class Engine>
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result_type operator()(Engine& eng)
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{
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// Can we have a boost::mathconst please?
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const result_type pi = result_type(3.14159265358979323846);
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using std::tan;
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RealType val = uniform_01<RealType>()(eng)-result_type(0.5);
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return _median + _sigma * tan(pi*val);
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}
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/**
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* Returns: A random variate distributed according to the
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* cauchy distribution with parameters specified by param.
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*/
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template<class Engine>
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result_type operator()(Engine& eng, const param_type& parm)
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{
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return cauchy_distribution(parm)(eng);
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}
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/**
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* Writes the distribution to a @c std::ostream.
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*/
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BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, cauchy_distribution, cd)
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{
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os << cd._median << " " << cd._sigma;
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return os;
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}
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/**
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* Reads the distribution from a @c std::istream.
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*/
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BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, cauchy_distribution, cd)
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{
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is >> cd._median >> std::ws >> cd._sigma;
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return is;
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}
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/**
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* Returns true if the two distributions will produce
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* identical sequences of values, given equal generators.
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*/
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BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(cauchy_distribution, lhs, rhs)
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{ return lhs._median == rhs._median && lhs._sigma == rhs._sigma; }
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/**
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* Returns true if the two distributions may produce
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* different sequences of values, given equal generators.
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*/
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BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(cauchy_distribution)
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private:
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RealType _median;
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RealType _sigma;
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};
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} // namespace random
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using random::cauchy_distribution;
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} // namespace boost
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#endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
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