184 lines
6.0 KiB
C++
184 lines
6.0 KiB
C++
/* boost random/fisher_f_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_FISHER_F_DISTRIBUTION_HPP
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#define BOOST_RANDOM_FISHER_F_DISTRIBUTION_HPP
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#include <iosfwd>
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#include <istream>
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#include <boost/config.hpp>
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#include <boost/limits.hpp>
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#include <boost/random/detail/operators.hpp>
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#include <boost/random/chi_squared_distribution.hpp>
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namespace boost {
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namespace random {
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/**
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* The Fisher F distribution is a real valued distribution with two
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* parameters m and n.
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*
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* It has \f$\displaystyle p(x) =
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* \frac{\Gamma((m+n)/2)}{\Gamma(m/2)\Gamma(n/2)}
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* \left(\frac{m}{n}\right)^{m/2}
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* x^{(m/2)-1} \left(1+\frac{mx}{n}\right)^{-(m+n)/2}
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* \f$.
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*/
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template<class RealType = double>
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class fisher_f_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 fisher_f_distribution distribution_type;
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/**
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* Constructs a @c param_type from the "m" and "n" parameters
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* of the distribution.
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*
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* Requires: m > 0 and n > 0
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*/
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explicit param_type(RealType m_arg = RealType(1.0),
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RealType n_arg = RealType(1.0))
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: _m(m_arg), _n(n_arg)
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{}
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/** Returns the "m" parameter of the distribtuion. */
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RealType m() const { return _m; }
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/** Returns the "n" parameter of the distribution. */
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RealType n() const { return _n; }
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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._m << ' ' << parm._n; 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._m >> std::ws >> parm._n; 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._m == rhs._m && lhs._n == rhs._n; }
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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 _m;
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RealType _n;
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};
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/**
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* Constructs a @c fisher_f_distribution from its "m" and "n" parameters.
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*
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* Requires: m > 0 and n > 0
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*/
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explicit fisher_f_distribution(RealType m_arg = RealType(1.0),
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RealType n_arg = RealType(1.0))
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: _impl_m(m_arg), _impl_n(n_arg)
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{}
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/** Constructs an @c fisher_f_distribution from its parameters. */
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explicit fisher_f_distribution(const param_type& parm)
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: _impl_m(parm.m()), _impl_n(parm.n())
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{}
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/**
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* Returns a random variate distributed according to the
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* F 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 (_impl_m(urng) * n()) / (_impl_n(urng) * m());
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}
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/**
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* Returns a random variate distributed according to the
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* F 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 fisher_f_distribution(parm)(urng);
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}
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/** Returns the "m" parameter of the distribution. */
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RealType m() const { return _impl_m.n(); }
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/** Returns the "n" parameter of the distribution. */
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RealType n() const { return _impl_n.n(); }
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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(m(), n()); }
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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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typedef chi_squared_distribution<RealType> impl_type;
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typename impl_type::param_type m_param(parm.m());
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_impl_m.param(m_param);
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typename impl_type::param_type n_param(parm.n());
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_impl_n.param(n_param);
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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 fisher_f_distribution to a @c std::ostream. */
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BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, fisher_f_distribution, fd)
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{
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os << fd.param();
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return os;
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}
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/** Reads an @c fisher_f_distribution from a @c std::istream. */
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BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, fisher_f_distribution, fd)
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{
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param_type parm;
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if(is >> parm) {
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fd.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 fisher_f_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(fisher_f_distribution, lhs, rhs)
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{ return lhs._impl_m == rhs._impl_m && lhs._impl_n == rhs._impl_n; }
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/**
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* Returns true if the two instances of @c fisher_f_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(fisher_f_distribution)
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private:
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chi_squared_distribution<RealType> _impl_m;
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chi_squared_distribution<RealType> _impl_n;
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};
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} // namespace random
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} // namespace boost
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#endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
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