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

Add boost headers

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/DEPENDENCIES/generic/include/boost/random/chi_squared_distribution.hpp	Tue Aug 05 11:11:38 2014 +0100
@@ -0,0 +1,209 @@
+/* boost random/chi_squared_distribution.hpp header file
+ *
+ * Copyright Steven Watanabe 2011
+ * 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: chi_squared_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_CHI_SQUARED_DISTRIBUTION_HPP_INCLUDED
+#define BOOST_RANDOM_CHI_SQUARED_DISTRIBUTION_HPP_INCLUDED
+
+#include <iosfwd>
+#include <boost/limits.hpp>
+
+#include <boost/random/detail/config.hpp>
+#include <boost/random/gamma_distribution.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * The chi squared distribution is a real valued distribution with
+ * one parameter, @c n.  The distribution produces values > 0.
+ *
+ * The distribution function is
+ * \f$\displaystyle P(x) = \frac{x^{(n/2)-1}e^{-x/2}}{\Gamma(n/2)2^{n/2}}\f$.
+ */
+template<class RealType = double>
+class chi_squared_distribution {
+public:
+    typedef RealType result_type;
+    typedef RealType input_type;
+
+    class param_type {
+    public:
+        typedef chi_squared_distribution distribution_type;
+        /**
+         * Construct a param_type object.  @c n
+         * is the parameter of the distribution.
+         *
+         * Requires: t >=0 && 0 <= p <= 1
+         */
+        explicit param_type(RealType n_arg = RealType(1))
+          : _n(n_arg)
+        {}
+        /** Returns the @c n parameter of the distribution. */
+        RealType n() const { return _n; }
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+        /** Writes the parameters of the distribution to a @c std::ostream. */
+        template<class CharT, class Traits>
+        friend std::basic_ostream<CharT,Traits>&
+        operator<<(std::basic_ostream<CharT,Traits>& os,
+                   const param_type& parm)
+        {
+            os << parm._n;
+            return os;
+        }
+    
+        /** Reads the parameters of the distribution from a @c std::istream. */
+        template<class CharT, class Traits>
+        friend std::basic_istream<CharT,Traits>&
+        operator>>(std::basic_istream<CharT,Traits>& is, param_type& parm)
+        {
+            is >> parm._n;
+            return is;
+        }
+#endif
+        /** Returns true if the parameters have the same values. */
+        friend bool operator==(const param_type& lhs, const param_type& rhs)
+        {
+            return lhs._n == rhs._n;
+        }
+        /** Returns true if the parameters have different values. */
+        friend bool operator!=(const param_type& lhs, const param_type& rhs)
+        {
+            return !(lhs == rhs);
+        }
+    private:
+        RealType _n;
+    };
+    
+    /**
+     * Construct a @c chi_squared_distribution object. @c n
+     * is the parameter of the distribution.
+     *
+     * Requires: t >=0 && 0 <= p <= 1
+     */
+    explicit chi_squared_distribution(RealType n_arg = RealType(1))
+      : _impl(n_arg / 2)
+    {
+    }
+    
+    /**
+     * Construct an @c chi_squared_distribution object from the
+     * parameters.
+     */
+    explicit chi_squared_distribution(const param_type& parm)
+      : _impl(parm.n() / 2)
+    {
+    }
+    
+    /**
+     * Returns a random variate distributed according to the
+     * chi squared distribution.
+     */
+    template<class URNG>
+    RealType operator()(URNG& urng)
+    {
+        return 2 * _impl(urng);
+    }
+    
+    /**
+     * Returns a random variate distributed according to the
+     * chi squared distribution with parameters specified by @c param.
+     */
+    template<class URNG>
+    RealType operator()(URNG& urng, const param_type& parm) const
+    {
+        return chi_squared_distribution(parm)(urng);
+    }
+
+    /** Returns the @c n parameter of the distribution. */
+    RealType n() const { return 2 * _impl.alpha(); }
+
+    /** Returns the smallest value that the distribution can produce. */
+    RealType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; }
+    /** 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(n()); }
+    /** Sets parameters of the distribution. */
+    void param(const param_type& parm)
+    {
+        typedef gamma_distribution<RealType> impl_type;
+        typename impl_type::param_type impl_parm(parm.n() / 2);
+        _impl.param(impl_parm);
+    }
+
+    /**
+     * Effects: Subsequent uses of the distribution do not depend
+     * on values produced by any engine prior to invoking reset.
+     */
+    void reset() { _impl.reset(); }
+
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+    /** Writes the parameters of the distribution to a @c std::ostream. */
+    template<class CharT, class Traits>
+    friend std::basic_ostream<CharT,Traits>&
+    operator<<(std::basic_ostream<CharT,Traits>& os,
+               const chi_squared_distribution& c2d)
+    {
+        os << c2d.param();
+        return os;
+    }
+    
+    /** Reads the parameters of the distribution from a @c std::istream. */
+    template<class CharT, class Traits>
+    friend std::basic_istream<CharT,Traits>&
+    operator>>(std::basic_istream<CharT,Traits>& is,
+               chi_squared_distribution& c2d)
+    {
+        c2d.read(is);
+        return is;
+    }
+#endif
+
+    /** Returns true if the two distributions will produce the same
+        sequence of values, given equal generators. */
+    friend bool operator==(const chi_squared_distribution& lhs,
+                           const chi_squared_distribution& rhs)
+    {
+        return lhs._impl == rhs._impl;
+    }
+    /** Returns true if the two distributions could produce different
+        sequences of values, given equal generators. */
+    friend bool operator!=(const chi_squared_distribution& lhs,
+                           const chi_squared_distribution& rhs)
+    {
+        return !(lhs == rhs);
+    }
+
+private:
+
+    /// @cond show_private
+
+    template<class CharT, class Traits>
+    void read(std::basic_istream<CharT, Traits>& is) {
+        param_type parm;
+        if(is >> parm) {
+            param(parm);
+        }
+    }
+
+    gamma_distribution<RealType> _impl;
+
+    /// @endcond
+};
+
+}
+
+}
+
+#endif