annotate DEPENDENCIES/generic/include/boost/random/cauchy_distribution.hpp @ 125:34e428693f5d vext

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author Chris Cannam
date Thu, 14 Jun 2018 11:15:39 +0100
parents c530137014c0
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Chris@16 1 /* boost random/cauchy_distribution.hpp header file
Chris@16 2 *
Chris@16 3 * Copyright Jens Maurer 2000-2001
Chris@16 4 * Distributed under the Boost Software License, Version 1.0. (See
Chris@16 5 * accompanying file LICENSE_1_0.txt or copy at
Chris@16 6 * http://www.boost.org/LICENSE_1_0.txt)
Chris@16 7 *
Chris@16 8 * See http://www.boost.org for most recent version including documentation.
Chris@16 9 *
Chris@101 10 * $Id$
Chris@16 11 *
Chris@16 12 * Revision history
Chris@16 13 * 2001-02-18 moved to individual header files
Chris@16 14 */
Chris@16 15
Chris@16 16 #ifndef BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
Chris@16 17 #define BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
Chris@16 18
Chris@16 19 #include <boost/config/no_tr1/cmath.hpp>
Chris@16 20 #include <iosfwd>
Chris@16 21 #include <istream>
Chris@16 22 #include <boost/limits.hpp>
Chris@16 23 #include <boost/random/detail/config.hpp>
Chris@16 24 #include <boost/random/detail/operators.hpp>
Chris@16 25 #include <boost/random/uniform_01.hpp>
Chris@16 26
Chris@16 27 namespace boost {
Chris@16 28 namespace random {
Chris@16 29
Chris@16 30 // Cauchy distribution:
Chris@16 31
Chris@16 32 /**
Chris@16 33 * The cauchy distribution is a continuous distribution with two
Chris@16 34 * parameters, median and sigma.
Chris@16 35 *
Chris@16 36 * It has \f$\displaystyle p(x) = \frac{\sigma}{\pi(\sigma^2 + (x-m)^2)}\f$
Chris@16 37 */
Chris@16 38 template<class RealType = double>
Chris@16 39 class cauchy_distribution
Chris@16 40 {
Chris@16 41 public:
Chris@16 42 typedef RealType input_type;
Chris@16 43 typedef RealType result_type;
Chris@16 44
Chris@16 45 class param_type
Chris@16 46 {
Chris@16 47 public:
Chris@16 48
Chris@16 49 typedef cauchy_distribution distribution_type;
Chris@16 50
Chris@16 51 /** Constructs the parameters of the cauchy distribution. */
Chris@16 52 explicit param_type(RealType median_arg = RealType(0.0),
Chris@16 53 RealType sigma_arg = RealType(1.0))
Chris@16 54 : _median(median_arg), _sigma(sigma_arg) {}
Chris@16 55
Chris@16 56 // backwards compatibility for Boost.Random
Chris@16 57
Chris@16 58 /** Returns the median of the distribution. */
Chris@16 59 RealType median() const { return _median; }
Chris@16 60 /** Returns the sigma parameter of the distribution. */
Chris@16 61 RealType sigma() const { return _sigma; }
Chris@16 62
Chris@16 63 // The new names in C++0x.
Chris@16 64
Chris@16 65 /** Returns the median of the distribution. */
Chris@16 66 RealType a() const { return _median; }
Chris@16 67 /** Returns the sigma parameter of the distribution. */
Chris@16 68 RealType b() const { return _sigma; }
Chris@16 69
Chris@16 70 /** Writes the parameters to a std::ostream. */
Chris@16 71 BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
Chris@16 72 {
Chris@16 73 os << parm._median << " " << parm._sigma;
Chris@16 74 return os;
Chris@16 75 }
Chris@16 76
Chris@16 77 /** Reads the parameters from a std::istream. */
Chris@16 78 BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
Chris@16 79 {
Chris@16 80 is >> parm._median >> std::ws >> parm._sigma;
Chris@16 81 return is;
Chris@16 82 }
Chris@16 83
Chris@16 84 /** Returns true if the two sets of parameters are equal. */
Chris@16 85 BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
Chris@16 86 { return lhs._median == rhs._median && lhs._sigma == rhs._sigma; }
Chris@16 87
Chris@16 88 /** Returns true if the two sets of parameters are different. */
Chris@16 89 BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
Chris@16 90
Chris@16 91 private:
Chris@16 92 RealType _median;
Chris@16 93 RealType _sigma;
Chris@16 94 };
Chris@16 95
Chris@16 96 /**
Chris@16 97 * Constructs a \cauchy_distribution with the paramters @c median
Chris@16 98 * and @c sigma.
Chris@16 99 */
Chris@16 100 explicit cauchy_distribution(RealType median_arg = RealType(0.0),
Chris@16 101 RealType sigma_arg = RealType(1.0))
Chris@16 102 : _median(median_arg), _sigma(sigma_arg) { }
Chris@16 103
Chris@16 104 /**
Chris@16 105 * Constructs a \cauchy_distribution from it's parameters.
Chris@16 106 */
Chris@16 107 explicit cauchy_distribution(const param_type& parm)
Chris@16 108 : _median(parm.median()), _sigma(parm.sigma()) { }
Chris@16 109
Chris@16 110 // compiler-generated copy ctor and assignment operator are fine
Chris@16 111
Chris@16 112 // backwards compatibility for Boost.Random
Chris@16 113
Chris@16 114 /** Returns: the "median" parameter of the distribution */
Chris@16 115 RealType median() const { return _median; }
Chris@16 116 /** Returns: the "sigma" parameter of the distribution */
Chris@16 117 RealType sigma() const { return _sigma; }
Chris@16 118
Chris@16 119 // The new names in C++0x
Chris@16 120
Chris@16 121 /** Returns: the "median" parameter of the distribution */
Chris@16 122 RealType a() const { return _median; }
Chris@16 123 /** Returns: the "sigma" parameter of the distribution */
Chris@16 124 RealType b() const { return _sigma; }
Chris@16 125
Chris@16 126 /** Returns the smallest value that the distribution can produce. */
Chris@16 127 RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
Chris@16 128 { return -(std::numeric_limits<RealType>::infinity)(); }
Chris@16 129
Chris@16 130 /** Returns the largest value that the distribution can produce. */
Chris@16 131 RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
Chris@16 132 { return (std::numeric_limits<RealType>::infinity)(); }
Chris@16 133
Chris@16 134 param_type param() const { return param_type(_median, _sigma); }
Chris@16 135
Chris@16 136 void param(const param_type& parm)
Chris@16 137 {
Chris@16 138 _median = parm.median();
Chris@16 139 _sigma = parm.sigma();
Chris@16 140 }
Chris@16 141
Chris@16 142 /**
Chris@16 143 * Effects: Subsequent uses of the distribution do not depend
Chris@16 144 * on values produced by any engine prior to invoking reset.
Chris@16 145 */
Chris@16 146 void reset() { }
Chris@16 147
Chris@16 148 /**
Chris@16 149 * Returns: A random variate distributed according to the
Chris@16 150 * cauchy distribution.
Chris@16 151 */
Chris@16 152 template<class Engine>
Chris@16 153 result_type operator()(Engine& eng)
Chris@16 154 {
Chris@16 155 // Can we have a boost::mathconst please?
Chris@16 156 const result_type pi = result_type(3.14159265358979323846);
Chris@16 157 using std::tan;
Chris@16 158 RealType val = uniform_01<RealType>()(eng)-result_type(0.5);
Chris@16 159 return _median + _sigma * tan(pi*val);
Chris@16 160 }
Chris@16 161
Chris@16 162 /**
Chris@16 163 * Returns: A random variate distributed according to the
Chris@16 164 * cauchy distribution with parameters specified by param.
Chris@16 165 */
Chris@16 166 template<class Engine>
Chris@16 167 result_type operator()(Engine& eng, const param_type& parm)
Chris@16 168 {
Chris@16 169 return cauchy_distribution(parm)(eng);
Chris@16 170 }
Chris@16 171
Chris@16 172 /**
Chris@16 173 * Writes the distribution to a @c std::ostream.
Chris@16 174 */
Chris@16 175 BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, cauchy_distribution, cd)
Chris@16 176 {
Chris@16 177 os << cd._median << " " << cd._sigma;
Chris@16 178 return os;
Chris@16 179 }
Chris@16 180
Chris@16 181 /**
Chris@16 182 * Reads the distribution from a @c std::istream.
Chris@16 183 */
Chris@16 184 BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, cauchy_distribution, cd)
Chris@16 185 {
Chris@16 186 is >> cd._median >> std::ws >> cd._sigma;
Chris@16 187 return is;
Chris@16 188 }
Chris@16 189
Chris@16 190 /**
Chris@16 191 * Returns true if the two distributions will produce
Chris@16 192 * identical sequences of values, given equal generators.
Chris@16 193 */
Chris@16 194 BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(cauchy_distribution, lhs, rhs)
Chris@16 195 { return lhs._median == rhs._median && lhs._sigma == rhs._sigma; }
Chris@16 196
Chris@16 197 /**
Chris@16 198 * Returns true if the two distributions may produce
Chris@16 199 * different sequences of values, given equal generators.
Chris@16 200 */
Chris@16 201 BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(cauchy_distribution)
Chris@16 202
Chris@16 203 private:
Chris@16 204 RealType _median;
Chris@16 205 RealType _sigma;
Chris@16 206 };
Chris@16 207
Chris@16 208 } // namespace random
Chris@16 209
Chris@16 210 using random::cauchy_distribution;
Chris@16 211
Chris@16 212 } // namespace boost
Chris@16 213
Chris@16 214 #endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP