Chris@102: /* boost random/beta_distribution.hpp header file
Chris@102:  *
Chris@102:  * Copyright Steven Watanabe 2014
Chris@102:  * Distributed under the Boost Software License, Version 1.0. (See
Chris@102:  * accompanying file LICENSE_1_0.txt or copy at
Chris@102:  * http://www.boost.org/LICENSE_1_0.txt)
Chris@102:  *
Chris@102:  * See http://www.boost.org for most recent version including documentation.
Chris@102:  *
Chris@102:  * $Id$
Chris@102:  */
Chris@102: 
Chris@102: #ifndef BOOST_RANDOM_BETA_DISTRIBUTION_HPP
Chris@102: #define BOOST_RANDOM_BETA_DISTRIBUTION_HPP
Chris@102: 
Chris@102: #include <cassert>
Chris@102: #include <istream>
Chris@102: #include <iosfwd>
Chris@102: #include <boost/random/detail/operators.hpp>
Chris@102: #include <boost/random/gamma_distribution.hpp>
Chris@102: 
Chris@102: namespace boost {
Chris@102: namespace random {
Chris@102: 
Chris@102: /**
Chris@102:  * The beta distribution is a real-valued distribution which produces
Chris@102:  * values in the range [0, 1].  It has two parameters, alpha and beta.
Chris@102:  *
Chris@102:  * It has \f$\displaystyle p(x) = \frac{x^{\alpha-1}(1-x)^{\beta-1}}{B(\alpha, \beta)}\f$.
Chris@102:  */
Chris@102: template<class RealType = double>
Chris@102: class beta_distribution {
Chris@102: public:
Chris@102:     typedef RealType result_type;
Chris@102:     typedef RealType input_type;
Chris@102: 
Chris@102:     class param_type {
Chris@102:     public:
Chris@102:         typedef beta_distribution distribution_type;
Chris@102: 
Chris@102:         /**
Chris@102:          * Constructs a @c param_type from the "alpha" and "beta" parameters
Chris@102:          * of the distribution.
Chris@102:          *
Chris@102:          * Requires: alpha > 0, beta > 0
Chris@102:          */
Chris@102:         explicit param_type(RealType alpha_arg = RealType(1.0),
Chris@102:                             RealType beta_arg = RealType(1.0))
Chris@102:           : _alpha(alpha_arg), _beta(beta_arg)
Chris@102:         {
Chris@102:             assert(alpha_arg > 0);
Chris@102:             assert(beta_arg > 0);
Chris@102:         }
Chris@102: 
Chris@102:         /** Returns the "alpha" parameter of the distribtuion. */
Chris@102:         RealType alpha() const { return _alpha; }
Chris@102:         /** Returns the "beta" parameter of the distribution. */
Chris@102:         RealType beta() const { return _beta; }
Chris@102: 
Chris@102:         /** Writes a @c param_type to a @c std::ostream. */
Chris@102:         BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
Chris@102:         { os << parm._alpha << ' ' << parm._beta; return os; }
Chris@102: 
Chris@102:         /** Reads a @c param_type from a @c std::istream. */
Chris@102:         BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
Chris@102:         { is >> parm._alpha >> std::ws >> parm._beta; return is; }
Chris@102: 
Chris@102:         /** Returns true if the two sets of parameters are the same. */
Chris@102:         BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
Chris@102:         { return lhs._alpha == rhs._alpha && lhs._beta == rhs._beta; }
Chris@102:         
Chris@102:         /** Returns true if the two sets of parameters are the different. */
Chris@102:         BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
Chris@102: 
Chris@102:     private:
Chris@102:         RealType _alpha;
Chris@102:         RealType _beta;
Chris@102:     };
Chris@102: 
Chris@102:     /**
Chris@102:      * Constructs an @c beta_distribution from its "alpha" and "beta" parameters.
Chris@102:      *
Chris@102:      * Requires: alpha > 0, beta > 0
Chris@102:      */
Chris@102:     explicit beta_distribution(RealType alpha_arg = RealType(1.0),
Chris@102:                                RealType beta_arg = RealType(1.0))
Chris@102:       : _alpha(alpha_arg), _beta(beta_arg)
Chris@102:     {
Chris@102:         assert(alpha_arg > 0);
Chris@102:         assert(beta_arg > 0);
Chris@102:     }
Chris@102:     /** Constructs an @c beta_distribution from its parameters. */
Chris@102:     explicit beta_distribution(const param_type& parm)
Chris@102:       : _alpha(parm.alpha()), _beta(parm.beta())
Chris@102:     {}
Chris@102: 
Chris@102:     /**
Chris@102:      * Returns a random variate distributed according to the
Chris@102:      * beta distribution.
Chris@102:      */
Chris@102:     template<class URNG>
Chris@102:     RealType operator()(URNG& urng) const
Chris@102:     {
Chris@102:         RealType a = gamma_distribution<RealType>(_alpha, RealType(1.0))(urng);
Chris@102:         RealType b = gamma_distribution<RealType>(_beta, RealType(1.0))(urng);
Chris@102:         return a / (a + b);
Chris@102:     }
Chris@102: 
Chris@102:     /**
Chris@102:      * Returns a random variate distributed accordint to the beta
Chris@102:      * distribution with parameters specified by @c param.
Chris@102:      */
Chris@102:     template<class URNG>
Chris@102:     RealType operator()(URNG& urng, const param_type& parm) const
Chris@102:     {
Chris@102:         return beta_distribution(parm)(urng);
Chris@102:     }
Chris@102: 
Chris@102:     /** Returns the "alpha" parameter of the distribution. */
Chris@102:     RealType alpha() const { return _alpha; }
Chris@102:     /** Returns the "beta" parameter of the distribution. */
Chris@102:     RealType beta() const { return _beta; }
Chris@102: 
Chris@102:     /** Returns the smallest value that the distribution can produce. */
Chris@102:     RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
Chris@102:     { return RealType(0.0); }
Chris@102:     /** Returns the largest value that the distribution can produce. */
Chris@102:     RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
Chris@102:     { return RealType(1.0); }
Chris@102: 
Chris@102:     /** Returns the parameters of the distribution. */
Chris@102:     param_type param() const { return param_type(_alpha, _beta); }
Chris@102:     /** Sets the parameters of the distribution. */
Chris@102:     void param(const param_type& parm)
Chris@102:     {
Chris@102:         _alpha = parm.alpha();
Chris@102:         _beta = parm.beta();
Chris@102:     }
Chris@102: 
Chris@102:     /**
Chris@102:      * Effects: Subsequent uses of the distribution do not depend
Chris@102:      * on values produced by any engine prior to invoking reset.
Chris@102:      */
Chris@102:     void reset() { }
Chris@102: 
Chris@102:     /** Writes an @c beta_distribution to a @c std::ostream. */
Chris@102:     BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, beta_distribution, wd)
Chris@102:     {
Chris@102:         os << wd.param();
Chris@102:         return os;
Chris@102:     }
Chris@102: 
Chris@102:     /** Reads an @c beta_distribution from a @c std::istream. */
Chris@102:     BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, beta_distribution, wd)
Chris@102:     {
Chris@102:         param_type parm;
Chris@102:         if(is >> parm) {
Chris@102:             wd.param(parm);
Chris@102:         }
Chris@102:         return is;
Chris@102:     }
Chris@102: 
Chris@102:     /**
Chris@102:      * Returns true if the two instances of @c beta_distribution will
Chris@102:      * return identical sequences of values given equal generators.
Chris@102:      */
Chris@102:     BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(beta_distribution, lhs, rhs)
Chris@102:     { return lhs._alpha == rhs._alpha && lhs._beta == rhs._beta; }
Chris@102:     
Chris@102:     /**
Chris@102:      * Returns true if the two instances of @c beta_distribution will
Chris@102:      * return different sequences of values given equal generators.
Chris@102:      */
Chris@102:     BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(beta_distribution)
Chris@102: 
Chris@102: private:
Chris@102:     RealType _alpha;
Chris@102:     RealType _beta;
Chris@102: };
Chris@102: 
Chris@102: } // namespace random
Chris@102: } // namespace boost
Chris@102: 
Chris@102: #endif // BOOST_RANDOM_BETA_DISTRIBUTION_HPP