Chris@16: /* boost random/negative_binomial_distribution.hpp header file
Chris@16:  *
Chris@16:  * Copyright Steven Watanabe 2010
Chris@16:  * Distributed under the Boost Software License, Version 1.0. (See
Chris@16:  * accompanying file LICENSE_1_0.txt or copy at
Chris@16:  * http://www.boost.org/LICENSE_1_0.txt)
Chris@16:  *
Chris@16:  * See http://www.boost.org for most recent version including documentation.
Chris@16:  *
Chris@101:  * $Id$
Chris@16:  */
Chris@16: 
Chris@16: #ifndef BOOST_RANDOM_NEGATIVE_BINOMIAL_DISTRIBUTION_HPP_INCLUDED
Chris@16: #define BOOST_RANDOM_NEGATIVE_BINOMIAL_DISTRIBUTION_HPP_INCLUDED
Chris@16: 
Chris@16: #include <iosfwd>
Chris@16: 
Chris@16: #include <boost/limits.hpp>
Chris@16: #include <boost/random/detail/config.hpp>
Chris@16: #include <boost/random/gamma_distribution.hpp>
Chris@16: #include <boost/random/poisson_distribution.hpp>
Chris@16: 
Chris@16: namespace boost {
Chris@16: namespace random {
Chris@16: 
Chris@16: /**
Chris@16:  * The negative binomial distribution is an integer valued
Chris@16:  * distribution with two parameters, @c k and @c p.  The
Chris@16:  * distribution produces non-negative values.
Chris@16:  *
Chris@16:  * The distribution function is
Chris@16:  * \f$\displaystyle P(i) = {k+i-1\choose i}p^k(1-p)^i\f$.
Chris@16:  *
Chris@16:  * This implementation uses a gamma-poisson mixture.
Chris@16:  */
Chris@16: template<class IntType = int, class RealType = double>
Chris@16: class negative_binomial_distribution {
Chris@16: public:
Chris@16:     typedef IntType result_type;
Chris@16:     typedef RealType input_type;
Chris@16: 
Chris@16:     class param_type {
Chris@16:     public:
Chris@16:         typedef negative_binomial_distribution distribution_type;
Chris@16:         /**
Chris@16:          * Construct a param_type object.  @c k and @c p
Chris@16:          * are the parameters of the distribution.
Chris@16:          *
Chris@16:          * Requires: k >=0 && 0 <= p <= 1
Chris@16:          */
Chris@16:         explicit param_type(IntType k_arg = 1, RealType p_arg = RealType (0.5))
Chris@16:           : _k(k_arg), _p(p_arg)
Chris@16:         {}
Chris@16:         /** Returns the @c k parameter of the distribution. */
Chris@16:         IntType k() const { return _k; }
Chris@16:         /** Returns the @c p parameter of the distribution. */
Chris@16:         RealType p() const { return _p; }
Chris@16: #ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
Chris@16:         /** Writes the parameters of the distribution to a @c std::ostream. */
Chris@16:         template<class CharT, class Traits>
Chris@16:         friend std::basic_ostream<CharT,Traits>&
Chris@16:         operator<<(std::basic_ostream<CharT,Traits>& os,
Chris@16:                    const param_type& parm)
Chris@16:         {
Chris@16:             os << parm._p << " " << parm._k;
Chris@16:             return os;
Chris@16:         }
Chris@16:     
Chris@16:         /** Reads the parameters of the distribution from a @c std::istream. */
Chris@16:         template<class CharT, class Traits>
Chris@16:         friend std::basic_istream<CharT,Traits>&
Chris@16:         operator>>(std::basic_istream<CharT,Traits>& is, param_type& parm)
Chris@16:         {
Chris@16:             is >> parm._p >> std::ws >> parm._k;
Chris@16:             return is;
Chris@16:         }
Chris@16: #endif
Chris@16:         /** Returns true if the parameters have the same values. */
Chris@16:         friend bool operator==(const param_type& lhs, const param_type& rhs)
Chris@16:         {
Chris@16:             return lhs._k == rhs._k && lhs._p == rhs._p;
Chris@16:         }
Chris@16:         /** Returns true if the parameters have different values. */
Chris@16:         friend bool operator!=(const param_type& lhs, const param_type& rhs)
Chris@16:         {
Chris@16:             return !(lhs == rhs);
Chris@16:         }
Chris@16:     private:
Chris@16:         IntType _k;
Chris@16:         RealType _p;
Chris@16:     };
Chris@16:     
Chris@16:     /**
Chris@16:      * Construct a @c negative_binomial_distribution object. @c k and @c p
Chris@16:      * are the parameters of the distribution.
Chris@16:      *
Chris@16:      * Requires: k >=0 && 0 <= p <= 1
Chris@16:      */
Chris@16:     explicit negative_binomial_distribution(IntType k_arg = 1,
Chris@16:                                             RealType p_arg = RealType(0.5))
Chris@16:       : _k(k_arg), _p(p_arg)
Chris@16:     {}
Chris@16:     
Chris@16:     /**
Chris@16:      * Construct an @c negative_binomial_distribution object from the
Chris@16:      * parameters.
Chris@16:      */
Chris@16:     explicit negative_binomial_distribution(const param_type& parm)
Chris@16:       : _k(parm.k()), _p(parm.p())
Chris@16:     {}
Chris@16:     
Chris@16:     /**
Chris@16:      * Returns a random variate distributed according to the
Chris@16:      * negative binomial distribution.
Chris@16:      */
Chris@16:     template<class URNG>
Chris@16:     IntType operator()(URNG& urng) const
Chris@16:     {
Chris@16:         gamma_distribution<RealType> gamma(_k, (1-_p)/_p);
Chris@16:         poisson_distribution<IntType, RealType> poisson(gamma(urng));
Chris@16:         return poisson(urng);
Chris@16:     }
Chris@16:     
Chris@16:     /**
Chris@16:      * Returns a random variate distributed according to the negative
Chris@16:      * binomial distribution with parameters specified by @c param.
Chris@16:      */
Chris@16:     template<class URNG>
Chris@16:     IntType operator()(URNG& urng, const param_type& parm) const
Chris@16:     {
Chris@16:         return negative_binomial_distribution(parm)(urng);
Chris@16:     }
Chris@16: 
Chris@16:     /** Returns the @c k parameter of the distribution. */
Chris@16:     IntType k() const { return _k; }
Chris@16:     /** Returns the @c p parameter of the distribution. */
Chris@16:     RealType p() const { return _p; }
Chris@16: 
Chris@16:     /** Returns the smallest value that the distribution can produce. */
Chris@16:     IntType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; }
Chris@16:     /** Returns the largest value that the distribution can produce. */
Chris@16:     IntType max BOOST_PREVENT_MACRO_SUBSTITUTION() const
Chris@16:     { return (std::numeric_limits<IntType>::max)(); }
Chris@16: 
Chris@16:     /** Returns the parameters of the distribution. */
Chris@16:     param_type param() const { return param_type(_k, _p); }
Chris@16:     /** Sets parameters of the distribution. */
Chris@16:     void param(const param_type& parm)
Chris@16:     {
Chris@16:         _k = parm.k();
Chris@16:         _p = parm.p();
Chris@16:     }
Chris@16: 
Chris@16:     /**
Chris@16:      * Effects: Subsequent uses of the distribution do not depend
Chris@16:      * on values produced by any engine prior to invoking reset.
Chris@16:      */
Chris@16:     void reset() { }
Chris@16: 
Chris@16: #ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
Chris@16:     /** Writes the parameters of the distribution to a @c std::ostream. */
Chris@16:     template<class CharT, class Traits>
Chris@16:     friend std::basic_ostream<CharT,Traits>&
Chris@16:     operator<<(std::basic_ostream<CharT,Traits>& os,
Chris@16:                const negative_binomial_distribution& bd)
Chris@16:     {
Chris@16:         os << bd.param();
Chris@16:         return os;
Chris@16:     }
Chris@16:     
Chris@16:     /** Reads the parameters of the distribution from a @c std::istream. */
Chris@16:     template<class CharT, class Traits>
Chris@16:     friend std::basic_istream<CharT,Traits>&
Chris@16:     operator>>(std::basic_istream<CharT,Traits>& is,
Chris@16:                negative_binomial_distribution& bd)
Chris@16:     {
Chris@16:         bd.read(is);
Chris@16:         return is;
Chris@16:     }
Chris@16: #endif
Chris@16: 
Chris@16:     /** Returns true if the two distributions will produce the same
Chris@16:         sequence of values, given equal generators. */
Chris@16:     friend bool operator==(const negative_binomial_distribution& lhs,
Chris@16:                            const negative_binomial_distribution& rhs)
Chris@16:     {
Chris@16:         return lhs._k == rhs._k && lhs._p == rhs._p;
Chris@16:     }
Chris@16:     /** Returns true if the two distributions could produce different
Chris@16:         sequences of values, given equal generators. */
Chris@16:     friend bool operator!=(const negative_binomial_distribution& lhs,
Chris@16:                            const negative_binomial_distribution& rhs)
Chris@16:     {
Chris@16:         return !(lhs == rhs);
Chris@16:     }
Chris@16: 
Chris@16: private:
Chris@16: 
Chris@16:     /// @cond \show_private
Chris@16: 
Chris@16:     template<class CharT, class Traits>
Chris@16:     void read(std::basic_istream<CharT, Traits>& is) {
Chris@16:         param_type parm;
Chris@16:         if(is >> parm) {
Chris@16:             param(parm);
Chris@16:         }
Chris@16:     }
Chris@16: 
Chris@16:     // parameters
Chris@16:     IntType _k;
Chris@16:     RealType _p;
Chris@16: 
Chris@16:     /// @endcond
Chris@16: };
Chris@16: 
Chris@16: }
Chris@16: 
Chris@16: }
Chris@16: 
Chris@16: #endif