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

Vext -> Repoint
author Chris Cannam
date Thu, 14 Jun 2018 11:15:39 +0100
parents c530137014c0
children
rev   line source
Chris@16 1 /* boost random/weibull_distribution.hpp header file
Chris@16 2 *
Chris@16 3 * Copyright Steven Watanabe 2010
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
Chris@16 13 #ifndef BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP
Chris@16 14 #define BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP
Chris@16 15
Chris@16 16 #include <boost/config/no_tr1/cmath.hpp>
Chris@16 17 #include <iosfwd>
Chris@16 18 #include <istream>
Chris@16 19 #include <boost/config.hpp>
Chris@16 20 #include <boost/limits.hpp>
Chris@16 21 #include <boost/random/detail/operators.hpp>
Chris@16 22 #include <boost/random/uniform_01.hpp>
Chris@16 23
Chris@16 24 namespace boost {
Chris@16 25 namespace random {
Chris@16 26
Chris@16 27 /**
Chris@16 28 * The Weibull distribution is a real valued distribution with two
Chris@16 29 * parameters a and b, producing values >= 0.
Chris@16 30 *
Chris@16 31 * It has \f$\displaystyle p(x) = \frac{a}{b}\left(\frac{x}{b}\right)^{a-1}e^{-\left(\frac{x}{b}\right)^a}\f$.
Chris@16 32 */
Chris@16 33 template<class RealType = double>
Chris@16 34 class weibull_distribution {
Chris@16 35 public:
Chris@16 36 typedef RealType result_type;
Chris@16 37 typedef RealType input_type;
Chris@16 38
Chris@16 39 class param_type {
Chris@16 40 public:
Chris@16 41 typedef weibull_distribution distribution_type;
Chris@16 42
Chris@16 43 /**
Chris@16 44 * Constructs a @c param_type from the "a" and "b" parameters
Chris@16 45 * of the distribution.
Chris@16 46 *
Chris@16 47 * Requires: a > 0 && b > 0
Chris@16 48 */
Chris@16 49 explicit param_type(RealType a_arg = 1.0, RealType b_arg = 1.0)
Chris@16 50 : _a(a_arg), _b(b_arg)
Chris@16 51 {}
Chris@16 52
Chris@16 53 /** Returns the "a" parameter of the distribtuion. */
Chris@16 54 RealType a() const { return _a; }
Chris@16 55 /** Returns the "b" parameter of the distribution. */
Chris@16 56 RealType b() const { return _b; }
Chris@16 57
Chris@16 58 /** Writes a @c param_type to a @c std::ostream. */
Chris@16 59 BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
Chris@16 60 { os << parm._a << ' ' << parm._b; return os; }
Chris@16 61
Chris@16 62 /** Reads a @c param_type from a @c std::istream. */
Chris@16 63 BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
Chris@16 64 { is >> parm._a >> std::ws >> parm._b; return is; }
Chris@16 65
Chris@16 66 /** Returns true if the two sets of parameters are the same. */
Chris@16 67 BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
Chris@16 68 { return lhs._a == rhs._a && lhs._b == rhs._b; }
Chris@16 69
Chris@16 70 /** Returns true if the two sets of parameters are the different. */
Chris@16 71 BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
Chris@16 72
Chris@16 73 private:
Chris@16 74 RealType _a;
Chris@16 75 RealType _b;
Chris@16 76 };
Chris@16 77
Chris@16 78 /**
Chris@16 79 * Constructs a @c weibull_distribution from its "a" and "b" parameters.
Chris@16 80 *
Chris@16 81 * Requires: a > 0 && b > 0
Chris@16 82 */
Chris@16 83 explicit weibull_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0)
Chris@16 84 : _a(a_arg), _b(b_arg)
Chris@16 85 {}
Chris@16 86 /** Constructs a @c weibull_distribution from its parameters. */
Chris@16 87 explicit weibull_distribution(const param_type& parm)
Chris@16 88 : _a(parm.a()), _b(parm.b())
Chris@16 89 {}
Chris@16 90
Chris@16 91 /**
Chris@16 92 * Returns a random variate distributed according to the
Chris@16 93 * @c weibull_distribution.
Chris@16 94 */
Chris@16 95 template<class URNG>
Chris@16 96 RealType operator()(URNG& urng) const
Chris@16 97 {
Chris@16 98 using std::pow;
Chris@16 99 using std::log;
Chris@16 100 return _b*pow(-log(1 - uniform_01<RealType>()(urng)), 1/_a);
Chris@16 101 }
Chris@16 102
Chris@16 103 /**
Chris@16 104 * Returns a random variate distributed accordint to the Weibull
Chris@16 105 * distribution with parameters specified by @c param.
Chris@16 106 */
Chris@16 107 template<class URNG>
Chris@16 108 RealType operator()(URNG& urng, const param_type& parm) const
Chris@16 109 {
Chris@16 110 return weibull_distribution(parm)(urng);
Chris@16 111 }
Chris@16 112
Chris@16 113 /** Returns the "a" parameter of the distribution. */
Chris@16 114 RealType a() const { return _a; }
Chris@16 115 /** Returns the "b" parameter of the distribution. */
Chris@16 116 RealType b() const { return _b; }
Chris@16 117
Chris@16 118 /** Returns the smallest value that the distribution can produce. */
Chris@16 119 RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
Chris@16 120 /** Returns the largest value that the distribution can produce. */
Chris@16 121 RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
Chris@16 122 { return std::numeric_limits<RealType>::infinity(); }
Chris@16 123
Chris@16 124 /** Returns the parameters of the distribution. */
Chris@16 125 param_type param() const { return param_type(_a, _b); }
Chris@16 126 /** Sets the parameters of the distribution. */
Chris@16 127 void param(const param_type& parm)
Chris@16 128 {
Chris@16 129 _a = parm.a();
Chris@16 130 _b = parm.b();
Chris@16 131 }
Chris@16 132
Chris@16 133 /**
Chris@16 134 * Effects: Subsequent uses of the distribution do not depend
Chris@16 135 * on values produced by any engine prior to invoking reset.
Chris@16 136 */
Chris@16 137 void reset() { }
Chris@16 138
Chris@16 139 /** Writes a @c weibull_distribution to a @c std::ostream. */
Chris@16 140 BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, weibull_distribution, wd)
Chris@16 141 {
Chris@16 142 os << wd.param();
Chris@16 143 return os;
Chris@16 144 }
Chris@16 145
Chris@16 146 /** Reads a @c weibull_distribution from a @c std::istream. */
Chris@16 147 BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, weibull_distribution, wd)
Chris@16 148 {
Chris@16 149 param_type parm;
Chris@16 150 if(is >> parm) {
Chris@16 151 wd.param(parm);
Chris@16 152 }
Chris@16 153 return is;
Chris@16 154 }
Chris@16 155
Chris@16 156 /**
Chris@16 157 * Returns true if the two instances of @c weibull_distribution will
Chris@16 158 * return identical sequences of values given equal generators.
Chris@16 159 */
Chris@16 160 BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(weibull_distribution, lhs, rhs)
Chris@16 161 { return lhs._a == rhs._a && lhs._b == rhs._b; }
Chris@16 162
Chris@16 163 /**
Chris@16 164 * Returns true if the two instances of @c weibull_distribution will
Chris@16 165 * return different sequences of values given equal generators.
Chris@16 166 */
Chris@16 167 BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(weibull_distribution)
Chris@16 168
Chris@16 169 private:
Chris@16 170 RealType _a;
Chris@16 171 RealType _b;
Chris@16 172 };
Chris@16 173
Chris@16 174 } // namespace random
Chris@16 175 } // namespace boost
Chris@16 176
Chris@16 177 #endif // BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP