210 lines
6.4 KiB
C++
210 lines
6.4 KiB
C++
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/* boost random/chi_squared_distribution.hpp header file
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*
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* Copyright Steven Watanabe 2011
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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_CHI_SQUARED_DISTRIBUTION_HPP_INCLUDED
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#define BOOST_RANDOM_CHI_SQUARED_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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namespace boost {
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namespace random {
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/**
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* The chi squared distribution is a real valued distribution with
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* one parameter, @c n. The distribution produces values > 0.
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*
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* The distribution function is
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* \f$\displaystyle P(x) = \frac{x^{(n/2)-1}e^{-x/2}}{\Gamma(n/2)2^{n/2}}\f$.
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*/
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template<class RealType = double>
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class chi_squared_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 chi_squared_distribution distribution_type;
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/**
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* Construct a param_type object. @c n
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* is the parameter of the distribution.
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*
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* Requires: t >=0 && 0 <= p <= 1
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*/
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explicit param_type(RealType n_arg = RealType(1))
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: _n(n_arg)
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{}
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/** Returns the @c n parameter of the distribution. */
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RealType n() const { return _n; }
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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._n;
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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._n;
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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._n == rhs._n;
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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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RealType _n;
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};
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/**
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* Construct a @c chi_squared_distribution object. @c n
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* is the parameter of the distribution.
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*
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* Requires: t >=0 && 0 <= p <= 1
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*/
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explicit chi_squared_distribution(RealType n_arg = RealType(1))
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: _impl(static_cast<RealType>(n_arg / 2))
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{
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}
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/**
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* Construct an @c chi_squared_distribution object from the
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* parameters.
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*/
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explicit chi_squared_distribution(const param_type& parm)
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: _impl(static_cast<RealType>(parm.n() / 2))
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{
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}
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/**
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* Returns a random variate distributed according to the
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* chi squared distribution.
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*/
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template<class URNG>
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RealType operator()(URNG& urng)
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{
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return 2 * _impl(urng);
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}
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/**
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* Returns a random variate distributed according to the
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* chi squared 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 chi_squared_distribution(parm)(urng);
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}
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/** Returns the @c n parameter of the distribution. */
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RealType n() const { return 2 * _impl.alpha(); }
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/** Returns the smallest value that the distribution can produce. */
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RealType 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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RealType max BOOST_PREVENT_MACRO_SUBSTITUTION() const
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{ return (std::numeric_limits<RealType>::infinity)(); }
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/** Returns the parameters of the distribution. */
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param_type param() const { return param_type(n()); }
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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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typedef gamma_distribution<RealType> impl_type;
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typename impl_type::param_type impl_parm(static_cast<RealType>(parm.n() / 2));
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_impl.param(impl_parm);
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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() { _impl.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 chi_squared_distribution& c2d)
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{
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os << c2d.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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chi_squared_distribution& c2d)
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{
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c2d.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 chi_squared_distribution& lhs,
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const chi_squared_distribution& rhs)
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{
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return lhs._impl == rhs._impl;
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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 chi_squared_distribution& lhs,
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const chi_squared_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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gamma_distribution<RealType> _impl;
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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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