185 lines
5.9 KiB
C++
185 lines
5.9 KiB
C++
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/* boost random/beta_distribution.hpp header file
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*
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* Copyright Steven Watanabe 2014
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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_BETA_DISTRIBUTION_HPP
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#define BOOST_RANDOM_BETA_DISTRIBUTION_HPP
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#include <cassert>
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#include <istream>
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#include <iosfwd>
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#include <boost/random/detail/operators.hpp>
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#include <boost/random/gamma_distribution.hpp>
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namespace boost {
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namespace random {
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/**
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* The beta distribution is a real-valued distribution which produces
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* values in the range [0, 1]. It has two parameters, alpha and beta.
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*
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* It has \f$\displaystyle p(x) = \frac{x^{\alpha-1}(1-x)^{\beta-1}}{B(\alpha, \beta)}\f$.
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*/
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template<class RealType = double>
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class beta_distribution {
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public:
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typedef RealType 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 beta_distribution distribution_type;
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/**
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* Constructs a @c param_type from the "alpha" and "beta" parameters
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* of the distribution.
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*
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* Requires: alpha > 0, beta > 0
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*/
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explicit param_type(RealType alpha_arg = RealType(1.0),
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RealType beta_arg = RealType(1.0))
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: _alpha(alpha_arg), _beta(beta_arg)
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{
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assert(alpha_arg > 0);
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assert(beta_arg > 0);
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}
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/** Returns the "alpha" parameter of the distribtuion. */
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RealType alpha() const { return _alpha; }
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/** Returns the "beta" parameter of the distribution. */
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RealType beta() const { return _beta; }
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/** Writes a @c param_type to a @c std::ostream. */
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BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
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{ os << parm._alpha << ' ' << parm._beta; return os; }
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/** Reads a @c param_type from a @c std::istream. */
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BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
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{ is >> parm._alpha >> std::ws >> parm._beta; return is; }
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/** Returns true if the two sets of parameters are the same. */
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BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
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{ return lhs._alpha == rhs._alpha && lhs._beta == rhs._beta; }
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/** Returns true if the two sets of parameters are the different. */
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BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
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private:
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RealType _alpha;
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RealType _beta;
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};
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/**
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* Constructs an @c beta_distribution from its "alpha" and "beta" parameters.
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*
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* Requires: alpha > 0, beta > 0
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*/
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explicit beta_distribution(RealType alpha_arg = RealType(1.0),
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RealType beta_arg = RealType(1.0))
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: _alpha(alpha_arg), _beta(beta_arg)
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{
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assert(alpha_arg > 0);
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assert(beta_arg > 0);
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}
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/** Constructs an @c beta_distribution from its parameters. */
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explicit beta_distribution(const param_type& parm)
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: _alpha(parm.alpha()), _beta(parm.beta())
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{}
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/**
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* Returns a random variate distributed according to the
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* beta distribution.
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*/
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template<class URNG>
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RealType operator()(URNG& urng) const
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{
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RealType a = gamma_distribution<RealType>(_alpha, RealType(1.0))(urng);
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RealType b = gamma_distribution<RealType>(_beta, RealType(1.0))(urng);
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return a / (a + b);
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}
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/**
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* Returns a random variate distributed accordint to the beta
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* distribution with parameters specified by @c param.
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*/
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template<class URNG>
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RealType operator()(URNG& urng, const param_type& parm) const
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{
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return beta_distribution(parm)(urng);
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}
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/** Returns the "alpha" parameter of the distribution. */
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RealType alpha() const { return _alpha; }
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/** Returns the "beta" parameter of the distribution. */
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RealType beta() const { return _beta; }
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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 RealType(0.0); }
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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 RealType(1.0); }
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/** Returns the parameters of the distribution. */
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param_type param() const { return param_type(_alpha, _beta); }
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/** Sets the parameters of the distribution. */
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void param(const param_type& parm)
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{
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_alpha = parm.alpha();
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_beta = parm.beta();
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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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/** Writes an @c beta_distribution to a @c std::ostream. */
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BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, beta_distribution, wd)
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{
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os << wd.param();
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return os;
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}
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/** Reads an @c beta_distribution from a @c std::istream. */
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BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, beta_distribution, wd)
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{
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param_type parm;
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if(is >> parm) {
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wd.param(parm);
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}
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return is;
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}
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/**
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* Returns true if the two instances of @c beta_distribution will
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* return identical sequences of values given equal generators.
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*/
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BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(beta_distribution, lhs, rhs)
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{ return lhs._alpha == rhs._alpha && lhs._beta == rhs._beta; }
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/**
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* Returns true if the two instances of @c beta_distribution will
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* return different sequences of values given equal generators.
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*/
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BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(beta_distribution)
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private:
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RealType _alpha;
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RealType _beta;
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};
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} // namespace random
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} // namespace boost
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#endif // BOOST_RANDOM_BETA_DISTRIBUTION_HPP
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