210 lines
6.4 KiB
C++
210 lines
6.4 KiB
C++
/* boost random/chi_squared_distribution.hpp header file
|
|
*
|
|
* Copyright Steven Watanabe 2011
|
|
* 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_CHI_SQUARED_DISTRIBUTION_HPP_INCLUDED
|
|
#define BOOST_RANDOM_CHI_SQUARED_DISTRIBUTION_HPP_INCLUDED
|
|
|
|
#include <iosfwd>
|
|
#include <boost/limits.hpp>
|
|
|
|
#include <boost/random/detail/config.hpp>
|
|
#include <boost/random/gamma_distribution.hpp>
|
|
|
|
namespace boost {
|
|
namespace random {
|
|
|
|
/**
|
|
* The chi squared distribution is a real valued distribution with
|
|
* one parameter, @c n. The distribution produces values > 0.
|
|
*
|
|
* The distribution function is
|
|
* \f$\displaystyle P(x) = \frac{x^{(n/2)-1}e^{-x/2}}{\Gamma(n/2)2^{n/2}}\f$.
|
|
*/
|
|
template<class RealType = double>
|
|
class chi_squared_distribution {
|
|
public:
|
|
typedef RealType result_type;
|
|
typedef RealType input_type;
|
|
|
|
class param_type {
|
|
public:
|
|
typedef chi_squared_distribution distribution_type;
|
|
/**
|
|
* Construct a param_type object. @c n
|
|
* is the parameter of the distribution.
|
|
*
|
|
* Requires: t >=0 && 0 <= p <= 1
|
|
*/
|
|
explicit param_type(RealType n_arg = RealType(1))
|
|
: _n(n_arg)
|
|
{}
|
|
/** Returns the @c n parameter of the distribution. */
|
|
RealType n() const { return _n; }
|
|
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
|
/** Writes the parameters of the distribution to a @c std::ostream. */
|
|
template<class CharT, class Traits>
|
|
friend std::basic_ostream<CharT,Traits>&
|
|
operator<<(std::basic_ostream<CharT,Traits>& os,
|
|
const param_type& parm)
|
|
{
|
|
os << parm._n;
|
|
return os;
|
|
}
|
|
|
|
/** Reads the parameters of the distribution from a @c std::istream. */
|
|
template<class CharT, class Traits>
|
|
friend std::basic_istream<CharT,Traits>&
|
|
operator>>(std::basic_istream<CharT,Traits>& is, param_type& parm)
|
|
{
|
|
is >> parm._n;
|
|
return is;
|
|
}
|
|
#endif
|
|
/** Returns true if the parameters have the same values. */
|
|
friend bool operator==(const param_type& lhs, const param_type& rhs)
|
|
{
|
|
return lhs._n == rhs._n;
|
|
}
|
|
/** Returns true if the parameters have different values. */
|
|
friend bool operator!=(const param_type& lhs, const param_type& rhs)
|
|
{
|
|
return !(lhs == rhs);
|
|
}
|
|
private:
|
|
RealType _n;
|
|
};
|
|
|
|
/**
|
|
* Construct a @c chi_squared_distribution object. @c n
|
|
* is the parameter of the distribution.
|
|
*
|
|
* Requires: t >=0 && 0 <= p <= 1
|
|
*/
|
|
explicit chi_squared_distribution(RealType n_arg = RealType(1))
|
|
: _impl(static_cast<RealType>(n_arg / 2))
|
|
{
|
|
}
|
|
|
|
/**
|
|
* Construct an @c chi_squared_distribution object from the
|
|
* parameters.
|
|
*/
|
|
explicit chi_squared_distribution(const param_type& parm)
|
|
: _impl(static_cast<RealType>(parm.n() / 2))
|
|
{
|
|
}
|
|
|
|
/**
|
|
* Returns a random variate distributed according to the
|
|
* chi squared distribution.
|
|
*/
|
|
template<class URNG>
|
|
RealType operator()(URNG& urng)
|
|
{
|
|
return 2 * _impl(urng);
|
|
}
|
|
|
|
/**
|
|
* Returns a random variate distributed according to the
|
|
* chi squared distribution with parameters specified by @c param.
|
|
*/
|
|
template<class URNG>
|
|
RealType operator()(URNG& urng, const param_type& parm) const
|
|
{
|
|
return chi_squared_distribution(parm)(urng);
|
|
}
|
|
|
|
/** Returns the @c n parameter of the distribution. */
|
|
RealType n() const { return 2 * _impl.alpha(); }
|
|
|
|
/** Returns the smallest value that the distribution can produce. */
|
|
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; }
|
|
/** 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(n()); }
|
|
/** Sets parameters of the distribution. */
|
|
void param(const param_type& parm)
|
|
{
|
|
typedef gamma_distribution<RealType> impl_type;
|
|
typename impl_type::param_type impl_parm(static_cast<RealType>(parm.n() / 2));
|
|
_impl.param(impl_parm);
|
|
}
|
|
|
|
/**
|
|
* Effects: Subsequent uses of the distribution do not depend
|
|
* on values produced by any engine prior to invoking reset.
|
|
*/
|
|
void reset() { _impl.reset(); }
|
|
|
|
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
|
/** Writes the parameters of the distribution to a @c std::ostream. */
|
|
template<class CharT, class Traits>
|
|
friend std::basic_ostream<CharT,Traits>&
|
|
operator<<(std::basic_ostream<CharT,Traits>& os,
|
|
const chi_squared_distribution& c2d)
|
|
{
|
|
os << c2d.param();
|
|
return os;
|
|
}
|
|
|
|
/** Reads the parameters of the distribution from a @c std::istream. */
|
|
template<class CharT, class Traits>
|
|
friend std::basic_istream<CharT,Traits>&
|
|
operator>>(std::basic_istream<CharT,Traits>& is,
|
|
chi_squared_distribution& c2d)
|
|
{
|
|
c2d.read(is);
|
|
return is;
|
|
}
|
|
#endif
|
|
|
|
/** Returns true if the two distributions will produce the same
|
|
sequence of values, given equal generators. */
|
|
friend bool operator==(const chi_squared_distribution& lhs,
|
|
const chi_squared_distribution& rhs)
|
|
{
|
|
return lhs._impl == rhs._impl;
|
|
}
|
|
/** Returns true if the two distributions could produce different
|
|
sequences of values, given equal generators. */
|
|
friend bool operator!=(const chi_squared_distribution& lhs,
|
|
const chi_squared_distribution& rhs)
|
|
{
|
|
return !(lhs == rhs);
|
|
}
|
|
|
|
private:
|
|
|
|
/// @cond show_private
|
|
|
|
template<class CharT, class Traits>
|
|
void read(std::basic_istream<CharT, Traits>& is) {
|
|
param_type parm;
|
|
if(is >> parm) {
|
|
param(parm);
|
|
}
|
|
}
|
|
|
|
gamma_distribution<RealType> _impl;
|
|
|
|
/// @endcond
|
|
};
|
|
|
|
}
|
|
|
|
}
|
|
|
|
#endif
|