176 lines
5.8 KiB
C++
176 lines
5.8 KiB
C++
|
/* boost random/laplace_distribution.hpp header file
|
||
|
*
|
||
|
* Copyright Steven Watanabe 2014
|
||
|
* 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_LAPLACE_DISTRIBUTION_HPP
|
||
|
#define BOOST_RANDOM_LAPLACE_DISTRIBUTION_HPP
|
||
|
|
||
|
#include <cassert>
|
||
|
#include <istream>
|
||
|
#include <iosfwd>
|
||
|
#include <boost/random/detail/operators.hpp>
|
||
|
#include <boost/random/exponential_distribution.hpp>
|
||
|
|
||
|
namespace boost {
|
||
|
namespace random {
|
||
|
|
||
|
/**
|
||
|
* The laplace distribution is a real-valued distribution with
|
||
|
* two parameters, mean and beta.
|
||
|
*
|
||
|
* It has \f$\displaystyle p(x) = \frac{e^-{\frac{|x-\mu|}{\beta}}}{2\beta}\f$.
|
||
|
*/
|
||
|
template<class RealType = double>
|
||
|
class laplace_distribution {
|
||
|
public:
|
||
|
typedef RealType result_type;
|
||
|
typedef RealType input_type;
|
||
|
|
||
|
class param_type {
|
||
|
public:
|
||
|
typedef laplace_distribution distribution_type;
|
||
|
|
||
|
/**
|
||
|
* Constructs a @c param_type from the "mean" and "beta" parameters
|
||
|
* of the distribution.
|
||
|
*/
|
||
|
explicit param_type(RealType mean_arg = RealType(0.0),
|
||
|
RealType beta_arg = RealType(1.0))
|
||
|
: _mean(mean_arg), _beta(beta_arg)
|
||
|
{}
|
||
|
|
||
|
/** Returns the "mean" parameter of the distribtuion. */
|
||
|
RealType mean() const { return _mean; }
|
||
|
/** Returns the "beta" parameter of the distribution. */
|
||
|
RealType beta() const { return _beta; }
|
||
|
|
||
|
/** Writes a @c param_type to a @c std::ostream. */
|
||
|
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||
|
{ os << parm._mean << ' ' << parm._beta; return os; }
|
||
|
|
||
|
/** Reads a @c param_type from a @c std::istream. */
|
||
|
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||
|
{ is >> parm._mean >> std::ws >> parm._beta; return is; }
|
||
|
|
||
|
/** Returns true if the two sets of parameters are the same. */
|
||
|
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||
|
{ return lhs._mean == rhs._mean && lhs._beta == rhs._beta; }
|
||
|
|
||
|
/** Returns true if the two sets of parameters are the different. */
|
||
|
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||
|
|
||
|
private:
|
||
|
RealType _mean;
|
||
|
RealType _beta;
|
||
|
};
|
||
|
|
||
|
/**
|
||
|
* Constructs an @c laplace_distribution from its "mean" and "beta" parameters.
|
||
|
*/
|
||
|
explicit laplace_distribution(RealType mean_arg = RealType(0.0),
|
||
|
RealType beta_arg = RealType(1.0))
|
||
|
: _mean(mean_arg), _beta(beta_arg)
|
||
|
{}
|
||
|
/** Constructs an @c laplace_distribution from its parameters. */
|
||
|
explicit laplace_distribution(const param_type& parm)
|
||
|
: _mean(parm.mean()), _beta(parm.beta())
|
||
|
{}
|
||
|
|
||
|
/**
|
||
|
* Returns a random variate distributed according to the
|
||
|
* laplace distribution.
|
||
|
*/
|
||
|
template<class URNG>
|
||
|
RealType operator()(URNG& urng) const
|
||
|
{
|
||
|
RealType exponential = exponential_distribution<RealType>()(urng);
|
||
|
if(uniform_01<RealType>()(urng) < 0.5)
|
||
|
exponential = -exponential;
|
||
|
return _mean + _beta * exponential;
|
||
|
}
|
||
|
|
||
|
/**
|
||
|
* Returns a random variate distributed accordint to the laplace
|
||
|
* distribution with parameters specified by @c param.
|
||
|
*/
|
||
|
template<class URNG>
|
||
|
RealType operator()(URNG& urng, const param_type& parm) const
|
||
|
{
|
||
|
return laplace_distribution(parm)(urng);
|
||
|
}
|
||
|
|
||
|
/** Returns the "mean" parameter of the distribution. */
|
||
|
RealType mean() const { return _mean; }
|
||
|
/** Returns the "beta" parameter of the distribution. */
|
||
|
RealType beta() const { return _beta; }
|
||
|
|
||
|
/** Returns the smallest value that the distribution can produce. */
|
||
|
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||
|
{ return RealType(-std::numeric_limits<RealType>::infinity()); }
|
||
|
/** Returns the largest value that the distribution can produce. */
|
||
|
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||
|
{ return RealType(std::numeric_limits<RealType>::infinity()); }
|
||
|
|
||
|
/** Returns the parameters of the distribution. */
|
||
|
param_type param() const { return param_type(_mean, _beta); }
|
||
|
/** Sets the parameters of the distribution. */
|
||
|
void param(const param_type& parm)
|
||
|
{
|
||
|
_mean = parm.mean();
|
||
|
_beta = parm.beta();
|
||
|
}
|
||
|
|
||
|
/**
|
||
|
* Effects: Subsequent uses of the distribution do not depend
|
||
|
* on values produced by any engine prior to invoking reset.
|
||
|
*/
|
||
|
void reset() { }
|
||
|
|
||
|
/** Writes an @c laplace_distribution to a @c std::ostream. */
|
||
|
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, laplace_distribution, wd)
|
||
|
{
|
||
|
os << wd.param();
|
||
|
return os;
|
||
|
}
|
||
|
|
||
|
/** Reads an @c laplace_distribution from a @c std::istream. */
|
||
|
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, laplace_distribution, wd)
|
||
|
{
|
||
|
param_type parm;
|
||
|
if(is >> parm) {
|
||
|
wd.param(parm);
|
||
|
}
|
||
|
return is;
|
||
|
}
|
||
|
|
||
|
/**
|
||
|
* Returns true if the two instances of @c laplace_distribution will
|
||
|
* return identical sequences of values given equal generators.
|
||
|
*/
|
||
|
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(laplace_distribution, lhs, rhs)
|
||
|
{ return lhs._mean == rhs._mean && lhs._beta == rhs._beta; }
|
||
|
|
||
|
/**
|
||
|
* Returns true if the two instances of @c laplace_distribution will
|
||
|
* return different sequences of values given equal generators.
|
||
|
*/
|
||
|
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(laplace_distribution)
|
||
|
|
||
|
private:
|
||
|
RealType _mean;
|
||
|
RealType _beta;
|
||
|
};
|
||
|
|
||
|
} // namespace random
|
||
|
} // namespace boost
|
||
|
|
||
|
#endif // BOOST_RANDOM_LAPLACE_DISTRIBUTION_HPP
|