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comparison DEPENDENCIES/generic/include/boost/random/weibull_distribution.hpp @ 16:2665513ce2d3
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author | Chris Cannam |
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date | Tue, 05 Aug 2014 11:11:38 +0100 |
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children | c530137014c0 |
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1 /* boost random/weibull_distribution.hpp header file | |
2 * | |
3 * Copyright Steven Watanabe 2010 | |
4 * Distributed under the Boost Software License, Version 1.0. (See | |
5 * accompanying file LICENSE_1_0.txt or copy at | |
6 * http://www.boost.org/LICENSE_1_0.txt) | |
7 * | |
8 * See http://www.boost.org for most recent version including documentation. | |
9 * | |
10 * $Id: weibull_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $ | |
11 */ | |
12 | |
13 #ifndef BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP | |
14 #define BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP | |
15 | |
16 #include <boost/config/no_tr1/cmath.hpp> | |
17 #include <iosfwd> | |
18 #include <istream> | |
19 #include <boost/config.hpp> | |
20 #include <boost/limits.hpp> | |
21 #include <boost/random/detail/operators.hpp> | |
22 #include <boost/random/uniform_01.hpp> | |
23 | |
24 namespace boost { | |
25 namespace random { | |
26 | |
27 /** | |
28 * The Weibull distribution is a real valued distribution with two | |
29 * parameters a and b, producing values >= 0. | |
30 * | |
31 * It has \f$\displaystyle p(x) = \frac{a}{b}\left(\frac{x}{b}\right)^{a-1}e^{-\left(\frac{x}{b}\right)^a}\f$. | |
32 */ | |
33 template<class RealType = double> | |
34 class weibull_distribution { | |
35 public: | |
36 typedef RealType result_type; | |
37 typedef RealType input_type; | |
38 | |
39 class param_type { | |
40 public: | |
41 typedef weibull_distribution distribution_type; | |
42 | |
43 /** | |
44 * Constructs a @c param_type from the "a" and "b" parameters | |
45 * of the distribution. | |
46 * | |
47 * Requires: a > 0 && b > 0 | |
48 */ | |
49 explicit param_type(RealType a_arg = 1.0, RealType b_arg = 1.0) | |
50 : _a(a_arg), _b(b_arg) | |
51 {} | |
52 | |
53 /** Returns the "a" parameter of the distribtuion. */ | |
54 RealType a() const { return _a; } | |
55 /** Returns the "b" parameter of the distribution. */ | |
56 RealType b() const { return _b; } | |
57 | |
58 /** Writes a @c param_type to a @c std::ostream. */ | |
59 BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) | |
60 { os << parm._a << ' ' << parm._b; return os; } | |
61 | |
62 /** Reads a @c param_type from a @c std::istream. */ | |
63 BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) | |
64 { is >> parm._a >> std::ws >> parm._b; return is; } | |
65 | |
66 /** Returns true if the two sets of parameters are the same. */ | |
67 BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) | |
68 { return lhs._a == rhs._a && lhs._b == rhs._b; } | |
69 | |
70 /** Returns true if the two sets of parameters are the different. */ | |
71 BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) | |
72 | |
73 private: | |
74 RealType _a; | |
75 RealType _b; | |
76 }; | |
77 | |
78 /** | |
79 * Constructs a @c weibull_distribution from its "a" and "b" parameters. | |
80 * | |
81 * Requires: a > 0 && b > 0 | |
82 */ | |
83 explicit weibull_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0) | |
84 : _a(a_arg), _b(b_arg) | |
85 {} | |
86 /** Constructs a @c weibull_distribution from its parameters. */ | |
87 explicit weibull_distribution(const param_type& parm) | |
88 : _a(parm.a()), _b(parm.b()) | |
89 {} | |
90 | |
91 /** | |
92 * Returns a random variate distributed according to the | |
93 * @c weibull_distribution. | |
94 */ | |
95 template<class URNG> | |
96 RealType operator()(URNG& urng) const | |
97 { | |
98 using std::pow; | |
99 using std::log; | |
100 return _b*pow(-log(1 - uniform_01<RealType>()(urng)), 1/_a); | |
101 } | |
102 | |
103 /** | |
104 * Returns a random variate distributed accordint to the Weibull | |
105 * distribution with parameters specified by @c param. | |
106 */ | |
107 template<class URNG> | |
108 RealType operator()(URNG& urng, const param_type& parm) const | |
109 { | |
110 return weibull_distribution(parm)(urng); | |
111 } | |
112 | |
113 /** Returns the "a" parameter of the distribution. */ | |
114 RealType a() const { return _a; } | |
115 /** Returns the "b" parameter of the distribution. */ | |
116 RealType b() const { return _b; } | |
117 | |
118 /** Returns the smallest value that the distribution can produce. */ | |
119 RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; } | |
120 /** Returns the largest value that the distribution can produce. */ | |
121 RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const | |
122 { return std::numeric_limits<RealType>::infinity(); } | |
123 | |
124 /** Returns the parameters of the distribution. */ | |
125 param_type param() const { return param_type(_a, _b); } | |
126 /** Sets the parameters of the distribution. */ | |
127 void param(const param_type& parm) | |
128 { | |
129 _a = parm.a(); | |
130 _b = parm.b(); | |
131 } | |
132 | |
133 /** | |
134 * Effects: Subsequent uses of the distribution do not depend | |
135 * on values produced by any engine prior to invoking reset. | |
136 */ | |
137 void reset() { } | |
138 | |
139 /** Writes a @c weibull_distribution to a @c std::ostream. */ | |
140 BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, weibull_distribution, wd) | |
141 { | |
142 os << wd.param(); | |
143 return os; | |
144 } | |
145 | |
146 /** Reads a @c weibull_distribution from a @c std::istream. */ | |
147 BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, weibull_distribution, wd) | |
148 { | |
149 param_type parm; | |
150 if(is >> parm) { | |
151 wd.param(parm); | |
152 } | |
153 return is; | |
154 } | |
155 | |
156 /** | |
157 * Returns true if the two instances of @c weibull_distribution will | |
158 * return identical sequences of values given equal generators. | |
159 */ | |
160 BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(weibull_distribution, lhs, rhs) | |
161 { return lhs._a == rhs._a && lhs._b == rhs._b; } | |
162 | |
163 /** | |
164 * Returns true if the two instances of @c weibull_distribution will | |
165 * return different sequences of values given equal generators. | |
166 */ | |
167 BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(weibull_distribution) | |
168 | |
169 private: | |
170 RealType _a; | |
171 RealType _b; | |
172 }; | |
173 | |
174 } // namespace random | |
175 } // namespace boost | |
176 | |
177 #endif // BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP |