Chris@16: /* boost random/cauchy_distribution.hpp header file
Chris@16:  *
Chris@16:  * Copyright Jens Maurer 2000-2001
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:  * Revision history
Chris@16:  *  2001-02-18  moved to individual header files
Chris@16:  */
Chris@16: 
Chris@16: #ifndef BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
Chris@16: #define BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
Chris@16: 
Chris@16: #include <boost/config/no_tr1/cmath.hpp>
Chris@16: #include <iosfwd>
Chris@16: #include <istream>
Chris@16: #include <boost/limits.hpp>
Chris@16: #include <boost/random/detail/config.hpp>
Chris@16: #include <boost/random/detail/operators.hpp>
Chris@16: #include <boost/random/uniform_01.hpp>
Chris@16: 
Chris@16: namespace boost {
Chris@16: namespace random {
Chris@16: 
Chris@16: // Cauchy distribution: 
Chris@16: 
Chris@16: /**
Chris@16:  * The cauchy distribution is a continuous distribution with two
Chris@16:  * parameters, median and sigma.
Chris@16:  *
Chris@16:  * It has \f$\displaystyle p(x) = \frac{\sigma}{\pi(\sigma^2 + (x-m)^2)}\f$
Chris@16:  */
Chris@16: template<class RealType = double>
Chris@16: class cauchy_distribution
Chris@16: {
Chris@16: public:
Chris@16:     typedef RealType input_type;
Chris@16:     typedef RealType result_type;
Chris@16: 
Chris@16:     class param_type
Chris@16:     {
Chris@16:     public:
Chris@16: 
Chris@16:         typedef cauchy_distribution distribution_type;
Chris@16: 
Chris@16:         /** Constructs the parameters of the cauchy distribution. */
Chris@16:         explicit param_type(RealType median_arg = RealType(0.0),
Chris@16:                             RealType sigma_arg = RealType(1.0))
Chris@16:           : _median(median_arg), _sigma(sigma_arg) {}
Chris@16: 
Chris@16:         // backwards compatibility for Boost.Random
Chris@16: 
Chris@16:         /** Returns the median of the distribution. */
Chris@16:         RealType median() const { return _median; }
Chris@16:         /** Returns the sigma parameter of the distribution. */
Chris@16:         RealType sigma() const { return _sigma; }
Chris@16: 
Chris@16:         // The new names in C++0x.
Chris@16: 
Chris@16:         /** Returns the median of the distribution. */
Chris@16:         RealType a() const { return _median; }
Chris@16:         /** Returns the sigma parameter of the distribution. */
Chris@16:         RealType b() const { return _sigma; }
Chris@16: 
Chris@16:         /** Writes the parameters to a std::ostream. */
Chris@16:         BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
Chris@16:         {
Chris@16:             os << parm._median << " " << parm._sigma;
Chris@16:             return os;
Chris@16:         }
Chris@16: 
Chris@16:         /** Reads the parameters from a std::istream. */
Chris@16:         BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
Chris@16:         {
Chris@16:             is >> parm._median >> std::ws >> parm._sigma;
Chris@16:             return is;
Chris@16:         }
Chris@16: 
Chris@16:         /** Returns true if the two sets of parameters are equal. */
Chris@16:         BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
Chris@16:         { return lhs._median == rhs._median && lhs._sigma == rhs._sigma; }
Chris@16: 
Chris@16:         /** Returns true if the two sets of parameters are different. */
Chris@16:         BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
Chris@16: 
Chris@16:     private:
Chris@16:         RealType _median;
Chris@16:         RealType _sigma;
Chris@16:     };
Chris@16: 
Chris@16:     /**
Chris@16:      * Constructs a \cauchy_distribution with the paramters @c median
Chris@16:      * and @c sigma.
Chris@16:      */
Chris@16:     explicit cauchy_distribution(RealType median_arg = RealType(0.0), 
Chris@16:                                  RealType sigma_arg = RealType(1.0))
Chris@16:       : _median(median_arg), _sigma(sigma_arg) { }
Chris@16:     
Chris@16:     /**
Chris@16:      * Constructs a \cauchy_distribution from it's parameters.
Chris@16:      */
Chris@16:     explicit cauchy_distribution(const param_type& parm)
Chris@16:       : _median(parm.median()), _sigma(parm.sigma()) { }
Chris@16: 
Chris@16:     // compiler-generated copy ctor and assignment operator are fine
Chris@16: 
Chris@16:     // backwards compatibility for Boost.Random
Chris@16: 
Chris@16:     /** Returns: the "median" parameter of the distribution */
Chris@16:     RealType median() const { return _median; }
Chris@16:     /** Returns: the "sigma" parameter of the distribution */
Chris@16:     RealType sigma() const { return _sigma; }
Chris@16:     
Chris@16:     // The new names in C++0x
Chris@16: 
Chris@16:     /** Returns: the "median" parameter of the distribution */
Chris@16:     RealType a() const { return _median; }
Chris@16:     /** Returns: the "sigma" parameter of the distribution */
Chris@16:     RealType b() const { return _sigma; }
Chris@16: 
Chris@16:     /** Returns the smallest value that the distribution can produce. */
Chris@16:     RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
Chris@16:     { return -(std::numeric_limits<RealType>::infinity)(); }
Chris@16: 
Chris@16:     /** Returns the largest value that the distribution can produce. */
Chris@16:     RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
Chris@16:     { return (std::numeric_limits<RealType>::infinity)(); }
Chris@16: 
Chris@16:     param_type param() const { return param_type(_median, _sigma); }
Chris@16: 
Chris@16:     void param(const param_type& parm)
Chris@16:     {
Chris@16:         _median = parm.median();
Chris@16:         _sigma = parm.sigma();
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:     /**
Chris@16:      * Returns: A random variate distributed according to the
Chris@16:      * cauchy distribution.
Chris@16:      */
Chris@16:     template<class Engine>
Chris@16:     result_type operator()(Engine& eng)
Chris@16:     {
Chris@16:         // Can we have a boost::mathconst please?
Chris@16:         const result_type pi = result_type(3.14159265358979323846);
Chris@16:         using std::tan;
Chris@16:         RealType val = uniform_01<RealType>()(eng)-result_type(0.5);
Chris@16:         return _median + _sigma * tan(pi*val);
Chris@16:     }
Chris@16: 
Chris@16:     /**
Chris@16:      * Returns: A random variate distributed according to the
Chris@16:      * cauchy distribution with parameters specified by param.
Chris@16:      */
Chris@16:     template<class Engine>
Chris@16:     result_type operator()(Engine& eng, const param_type& parm)
Chris@16:     {
Chris@16:         return cauchy_distribution(parm)(eng);
Chris@16:     }
Chris@16: 
Chris@16:     /**
Chris@16:      * Writes the distribution to a @c std::ostream.
Chris@16:      */
Chris@16:     BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, cauchy_distribution, cd)
Chris@16:     {
Chris@16:         os << cd._median << " " << cd._sigma;
Chris@16:         return os;
Chris@16:     }
Chris@16: 
Chris@16:     /**
Chris@16:      * Reads the distribution from a @c std::istream.
Chris@16:      */
Chris@16:     BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, cauchy_distribution, cd)
Chris@16:     {
Chris@16:         is >> cd._median >> std::ws >> cd._sigma;
Chris@16:         return is;
Chris@16:     }
Chris@16: 
Chris@16:     /**
Chris@16:      * Returns true if the two distributions will produce
Chris@16:      * identical sequences of values, given equal generators.
Chris@16:      */
Chris@16:     BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(cauchy_distribution, lhs, rhs)
Chris@16:     { return lhs._median == rhs._median && lhs._sigma == rhs._sigma; }
Chris@16: 
Chris@16:     /**
Chris@16:      * Returns true if the two distributions may produce
Chris@16:      * different sequences of values, given equal generators.
Chris@16:      */
Chris@16:     BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(cauchy_distribution)
Chris@16: 
Chris@16: private:
Chris@16:     RealType _median;
Chris@16:     RealType _sigma;
Chris@16: };
Chris@16: 
Chris@16: } // namespace random
Chris@16: 
Chris@16: using random::cauchy_distribution;
Chris@16: 
Chris@16: } // namespace boost
Chris@16: 
Chris@16: #endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP