diff DEPENDENCIES/generic/include/boost/random/cauchy_distribution.hpp @ 16:2665513ce2d3

Add boost headers
author Chris Cannam
date Tue, 05 Aug 2014 11:11:38 +0100
parents
children c530137014c0
line wrap: on
line diff
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/DEPENDENCIES/generic/include/boost/random/cauchy_distribution.hpp	Tue Aug 05 11:11:38 2014 +0100
@@ -0,0 +1,214 @@
+/* boost random/cauchy_distribution.hpp header file
+ *
+ * Copyright Jens Maurer 2000-2001
+ * 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: cauchy_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ *  2001-02-18  moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
+#define BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
+
+#include <boost/config/no_tr1/cmath.hpp>
+#include <iosfwd>
+#include <istream>
+#include <boost/limits.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/uniform_01.hpp>
+
+namespace boost {
+namespace random {
+
+// Cauchy distribution: 
+
+/**
+ * The cauchy distribution is a continuous distribution with two
+ * parameters, median and sigma.
+ *
+ * It has \f$\displaystyle p(x) = \frac{\sigma}{\pi(\sigma^2 + (x-m)^2)}\f$
+ */
+template<class RealType = double>
+class cauchy_distribution
+{
+public:
+    typedef RealType input_type;
+    typedef RealType result_type;
+
+    class param_type
+    {
+    public:
+
+        typedef cauchy_distribution distribution_type;
+
+        /** Constructs the parameters of the cauchy distribution. */
+        explicit param_type(RealType median_arg = RealType(0.0),
+                            RealType sigma_arg = RealType(1.0))
+          : _median(median_arg), _sigma(sigma_arg) {}
+
+        // backwards compatibility for Boost.Random
+
+        /** Returns the median of the distribution. */
+        RealType median() const { return _median; }
+        /** Returns the sigma parameter of the distribution. */
+        RealType sigma() const { return _sigma; }
+
+        // The new names in C++0x.
+
+        /** Returns the median of the distribution. */
+        RealType a() const { return _median; }
+        /** Returns the sigma parameter of the distribution. */
+        RealType b() const { return _sigma; }
+
+        /** Writes the parameters to a std::ostream. */
+        BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+        {
+            os << parm._median << " " << parm._sigma;
+            return os;
+        }
+
+        /** Reads the parameters from a std::istream. */
+        BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+        {
+            is >> parm._median >> std::ws >> parm._sigma;
+            return is;
+        }
+
+        /** Returns true if the two sets of parameters are equal. */
+        BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+        { return lhs._median == rhs._median && lhs._sigma == rhs._sigma; }
+
+        /** Returns true if the two sets of parameters are different. */
+        BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+    private:
+        RealType _median;
+        RealType _sigma;
+    };
+
+    /**
+     * Constructs a \cauchy_distribution with the paramters @c median
+     * and @c sigma.
+     */
+    explicit cauchy_distribution(RealType median_arg = RealType(0.0), 
+                                 RealType sigma_arg = RealType(1.0))
+      : _median(median_arg), _sigma(sigma_arg) { }
+    
+    /**
+     * Constructs a \cauchy_distribution from it's parameters.
+     */
+    explicit cauchy_distribution(const param_type& parm)
+      : _median(parm.median()), _sigma(parm.sigma()) { }
+
+    // compiler-generated copy ctor and assignment operator are fine
+
+    // backwards compatibility for Boost.Random
+
+    /** Returns: the "median" parameter of the distribution */
+    RealType median() const { return _median; }
+    /** Returns: the "sigma" parameter of the distribution */
+    RealType sigma() const { return _sigma; }
+    
+    // The new names in C++0x
+
+    /** Returns: the "median" parameter of the distribution */
+    RealType a() const { return _median; }
+    /** Returns: the "sigma" parameter of the distribution */
+    RealType b() const { return _sigma; }
+
+    /** 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)(); }
+
+    param_type param() const { return param_type(_median, _sigma); }
+
+    void param(const param_type& parm)
+    {
+        _median = parm.median();
+        _sigma = parm.sigma();
+    }
+
+    /**
+     * Effects: Subsequent uses of the distribution do not depend
+     * on values produced by any engine prior to invoking reset.
+     */
+    void reset() { }
+
+    /**
+     * Returns: A random variate distributed according to the
+     * cauchy distribution.
+     */
+    template<class Engine>
+    result_type operator()(Engine& eng)
+    {
+        // Can we have a boost::mathconst please?
+        const result_type pi = result_type(3.14159265358979323846);
+        using std::tan;
+        RealType val = uniform_01<RealType>()(eng)-result_type(0.5);
+        return _median + _sigma * tan(pi*val);
+    }
+
+    /**
+     * Returns: A random variate distributed according to the
+     * cauchy distribution with parameters specified by param.
+     */
+    template<class Engine>
+    result_type operator()(Engine& eng, const param_type& parm)
+    {
+        return cauchy_distribution(parm)(eng);
+    }
+
+    /**
+     * Writes the distribution to a @c std::ostream.
+     */
+    BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, cauchy_distribution, cd)
+    {
+        os << cd._median << " " << cd._sigma;
+        return os;
+    }
+
+    /**
+     * Reads the distribution from a @c std::istream.
+     */
+    BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, cauchy_distribution, cd)
+    {
+        is >> cd._median >> std::ws >> cd._sigma;
+        return is;
+    }
+
+    /**
+     * Returns true if the two distributions will produce
+     * identical sequences of values, given equal generators.
+     */
+    BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(cauchy_distribution, lhs, rhs)
+    { return lhs._median == rhs._median && lhs._sigma == rhs._sigma; }
+
+    /**
+     * Returns true if the two distributions may produce
+     * different sequences of values, given equal generators.
+     */
+    BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(cauchy_distribution)
+
+private:
+    RealType _median;
+    RealType _sigma;
+};
+
+} // namespace random
+
+using random::cauchy_distribution;
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP