178 lines
5.7 KiB
C++
178 lines
5.7 KiB
C++
/* boost random/extreme_value_distribution.hpp header file
|
|
*
|
|
* Copyright Steven Watanabe 2010
|
|
* 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_EXTREME_VALUE_DISTRIBUTION_HPP
|
|
#define BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
|
|
|
|
#include <boost/config/no_tr1/cmath.hpp>
|
|
#include <iosfwd>
|
|
#include <istream>
|
|
#include <boost/config.hpp>
|
|
#include <boost/limits.hpp>
|
|
#include <boost/random/detail/operators.hpp>
|
|
#include <boost/random/uniform_01.hpp>
|
|
|
|
namespace boost {
|
|
namespace random {
|
|
|
|
/**
|
|
* The extreme value distribution is a real valued distribution with two
|
|
* parameters a and b.
|
|
*
|
|
* It has \f$\displaystyle p(x) = \frac{1}{b}e^{\frac{a-x}{b} - e^\frac{a-x}{b}}\f$.
|
|
*/
|
|
template<class RealType = double>
|
|
class extreme_value_distribution {
|
|
public:
|
|
typedef RealType result_type;
|
|
typedef RealType input_type;
|
|
|
|
class param_type {
|
|
public:
|
|
typedef extreme_value_distribution distribution_type;
|
|
|
|
/**
|
|
* Constructs a @c param_type from the "a" and "b" parameters
|
|
* of the distribution.
|
|
*
|
|
* Requires: b > 0
|
|
*/
|
|
explicit param_type(RealType a_arg = 1.0, RealType b_arg = 1.0)
|
|
: _a(a_arg), _b(b_arg)
|
|
{}
|
|
|
|
/** Returns the "a" parameter of the distribtuion. */
|
|
RealType a() const { return _a; }
|
|
/** Returns the "b" parameter of the distribution. */
|
|
RealType b() const { return _b; }
|
|
|
|
/** Writes a @c param_type to a @c std::ostream. */
|
|
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
|
{ os << parm._a << ' ' << parm._b; return os; }
|
|
|
|
/** Reads a @c param_type from a @c std::istream. */
|
|
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
|
{ is >> parm._a >> std::ws >> parm._b; return is; }
|
|
|
|
/** Returns true if the two sets of parameters are the same. */
|
|
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
|
{ return lhs._a == rhs._a && lhs._b == rhs._b; }
|
|
|
|
/** Returns true if the two sets of parameters are the different. */
|
|
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
|
|
|
private:
|
|
RealType _a;
|
|
RealType _b;
|
|
};
|
|
|
|
/**
|
|
* Constructs an @c extreme_value_distribution from its "a" and "b" parameters.
|
|
*
|
|
* Requires: b > 0
|
|
*/
|
|
explicit extreme_value_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0)
|
|
: _a(a_arg), _b(b_arg)
|
|
{}
|
|
/** Constructs an @c extreme_value_distribution from its parameters. */
|
|
explicit extreme_value_distribution(const param_type& parm)
|
|
: _a(parm.a()), _b(parm.b())
|
|
{}
|
|
|
|
/**
|
|
* Returns a random variate distributed according to the
|
|
* @c extreme_value_distribution.
|
|
*/
|
|
template<class URNG>
|
|
RealType operator()(URNG& urng) const
|
|
{
|
|
using std::log;
|
|
return _a - log(-log(uniform_01<RealType>()(urng))) * _b;
|
|
}
|
|
|
|
/**
|
|
* Returns a random variate distributed accordint to the extreme
|
|
* value distribution with parameters specified by @c param.
|
|
*/
|
|
template<class URNG>
|
|
RealType operator()(URNG& urng, const param_type& parm) const
|
|
{
|
|
return extreme_value_distribution(parm)(urng);
|
|
}
|
|
|
|
/** Returns the "a" parameter of the distribution. */
|
|
RealType a() const { return _a; }
|
|
/** Returns the "b" parameter of the distribution. */
|
|
RealType b() const { return _b; }
|
|
|
|
/** Returns the smallest value that the distribution can produce. */
|
|
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
|
{ return -std::numeric_limits<RealType>::infinity(); }
|
|
/** Returns the largest value that the distribution can produce. */
|
|
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
|
{ return std::numeric_limits<RealType>::infinity(); }
|
|
|
|
/** Returns the parameters of the distribution. */
|
|
param_type param() const { return param_type(_a, _b); }
|
|
/** Sets the parameters of the distribution. */
|
|
void param(const param_type& parm)
|
|
{
|
|
_a = parm.a();
|
|
_b = parm.b();
|
|
}
|
|
|
|
/**
|
|
* Effects: Subsequent uses of the distribution do not depend
|
|
* on values produced by any engine prior to invoking reset.
|
|
*/
|
|
void reset() { }
|
|
|
|
/** Writes an @c extreme_value_distribution to a @c std::ostream. */
|
|
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, extreme_value_distribution, wd)
|
|
{
|
|
os << wd.param();
|
|
return os;
|
|
}
|
|
|
|
/** Reads an @c extreme_value_distribution from a @c std::istream. */
|
|
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, extreme_value_distribution, wd)
|
|
{
|
|
param_type parm;
|
|
if(is >> parm) {
|
|
wd.param(parm);
|
|
}
|
|
return is;
|
|
}
|
|
|
|
/**
|
|
* Returns true if the two instances of @c extreme_value_distribution will
|
|
* return identical sequences of values given equal generators.
|
|
*/
|
|
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(extreme_value_distribution, lhs, rhs)
|
|
{ return lhs._a == rhs._a && lhs._b == rhs._b; }
|
|
|
|
/**
|
|
* Returns true if the two instances of @c extreme_value_distribution will
|
|
* return different sequences of values given equal generators.
|
|
*/
|
|
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(extreme_value_distribution)
|
|
|
|
private:
|
|
RealType _a;
|
|
RealType _b;
|
|
};
|
|
|
|
} // namespace random
|
|
} // namespace boost
|
|
|
|
#endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
|