221 lines
7.0 KiB
C++
221 lines
7.0 KiB
C++
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/* boost random/negative_binomial_distribution.hpp header file
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*
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* Copyright Steven Watanabe 2010
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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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#ifndef BOOST_RANDOM_NEGATIVE_BINOMIAL_DISTRIBUTION_HPP_INCLUDED
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#define BOOST_RANDOM_NEGATIVE_BINOMIAL_DISTRIBUTION_HPP_INCLUDED
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#include <iosfwd>
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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/gamma_distribution.hpp>
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#include <boost/random/poisson_distribution.hpp>
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namespace boost {
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namespace random {
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/**
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* The negative binomial distribution is an integer valued
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* distribution with two parameters, @c k and @c p. The
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* distribution produces non-negative values.
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*
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* The distribution function is
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* \f$\displaystyle P(i) = {k+i-1\choose i}p^k(1-p)^i\f$.
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*
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* This implementation uses a gamma-poisson mixture.
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*/
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template<class IntType = int, class RealType = double>
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class negative_binomial_distribution {
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public:
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typedef IntType result_type;
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typedef RealType input_type;
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class param_type {
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public:
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typedef negative_binomial_distribution distribution_type;
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/**
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* Construct a param_type object. @c k and @c p
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* are the parameters of the distribution.
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*
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* Requires: k >=0 && 0 <= p <= 1
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*/
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explicit param_type(IntType k_arg = 1, RealType p_arg = RealType (0.5))
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: _k(k_arg), _p(p_arg)
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{}
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/** Returns the @c k parameter of the distribution. */
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IntType k() const { return _k; }
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/** Returns the @c p parameter of the distribution. */
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RealType p() const { return _p; }
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#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
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/** Writes the parameters of the distribution to a @c std::ostream. */
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template<class CharT, class Traits>
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friend std::basic_ostream<CharT,Traits>&
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operator<<(std::basic_ostream<CharT,Traits>& os,
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const param_type& parm)
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{
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os << parm._p << " " << parm._k;
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return os;
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}
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/** Reads the parameters of the distribution from a @c std::istream. */
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template<class CharT, class Traits>
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friend std::basic_istream<CharT,Traits>&
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operator>>(std::basic_istream<CharT,Traits>& is, param_type& parm)
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{
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is >> parm._p >> std::ws >> parm._k;
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return is;
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}
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#endif
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/** Returns true if the parameters have the same values. */
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friend bool operator==(const param_type& lhs, const param_type& rhs)
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{
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return lhs._k == rhs._k && lhs._p == rhs._p;
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}
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/** Returns true if the parameters have different values. */
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friend bool operator!=(const param_type& lhs, const param_type& rhs)
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{
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return !(lhs == rhs);
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}
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private:
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IntType _k;
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RealType _p;
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};
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/**
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* Construct a @c negative_binomial_distribution object. @c k and @c p
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* are the parameters of the distribution.
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*
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* Requires: k >=0 && 0 <= p <= 1
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*/
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explicit negative_binomial_distribution(IntType k_arg = 1,
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RealType p_arg = RealType(0.5))
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: _k(k_arg), _p(p_arg)
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{}
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/**
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* Construct an @c negative_binomial_distribution object from the
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* parameters.
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*/
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explicit negative_binomial_distribution(const param_type& parm)
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: _k(parm.k()), _p(parm.p())
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{}
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/**
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* Returns a random variate distributed according to the
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* negative binomial distribution.
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*/
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template<class URNG>
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IntType operator()(URNG& urng) const
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{
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gamma_distribution<RealType> gamma(_k, (1-_p)/_p);
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poisson_distribution<IntType, RealType> poisson(gamma(urng));
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return poisson(urng);
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}
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/**
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* Returns a random variate distributed according to the negative
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* binomial distribution with parameters specified by @c param.
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*/
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template<class URNG>
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IntType operator()(URNG& urng, const param_type& parm) const
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{
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return negative_binomial_distribution(parm)(urng);
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}
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/** Returns the @c k parameter of the distribution. */
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IntType k() const { return _k; }
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/** Returns the @c p parameter of the distribution. */
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RealType p() const { return _p; }
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/** Returns the smallest value that the distribution can produce. */
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IntType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; }
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/** Returns the largest value that the distribution can produce. */
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IntType max BOOST_PREVENT_MACRO_SUBSTITUTION() const
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{ return (std::numeric_limits<IntType>::max)(); }
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/** Returns the parameters of the distribution. */
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param_type param() const { return param_type(_k, _p); }
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/** Sets parameters of the distribution. */
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void param(const param_type& parm)
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{
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_k = parm.k();
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_p = parm.p();
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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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#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
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/** Writes the parameters of the distribution to a @c std::ostream. */
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template<class CharT, class Traits>
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friend std::basic_ostream<CharT,Traits>&
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operator<<(std::basic_ostream<CharT,Traits>& os,
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const negative_binomial_distribution& bd)
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{
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os << bd.param();
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return os;
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}
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/** Reads the parameters of the distribution from a @c std::istream. */
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template<class CharT, class Traits>
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friend std::basic_istream<CharT,Traits>&
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operator>>(std::basic_istream<CharT,Traits>& is,
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negative_binomial_distribution& bd)
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{
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bd.read(is);
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return is;
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}
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#endif
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/** Returns true if the two distributions will produce the same
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sequence of values, given equal generators. */
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friend bool operator==(const negative_binomial_distribution& lhs,
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const negative_binomial_distribution& rhs)
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{
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return lhs._k == rhs._k && lhs._p == rhs._p;
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}
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/** Returns true if the two distributions could produce different
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sequences of values, given equal generators. */
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friend bool operator!=(const negative_binomial_distribution& lhs,
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const negative_binomial_distribution& rhs)
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{
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return !(lhs == rhs);
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}
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private:
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/// @cond \show_private
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template<class CharT, class Traits>
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void read(std::basic_istream<CharT, Traits>& is) {
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param_type parm;
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if(is >> parm) {
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param(parm);
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}
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}
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// parameters
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IntType _k;
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RealType _p;
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/// @endcond
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};
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}
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}
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#endif
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