comparison DEPENDENCIES/generic/include/boost/random/extreme_value_distribution.hpp @ 16:2665513ce2d3

Add boost headers

+/* 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: extreme_value_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#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