Chris@16: /* boost random/chi_squared_distribution.hpp header file
Chris@16:  *
Chris@16:  * Copyright Steven Watanabe 2011
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_CHI_SQUARED_DISTRIBUTION_HPP_INCLUDED
Chris@16: #define BOOST_RANDOM_CHI_SQUARED_DISTRIBUTION_HPP_INCLUDED
Chris@16: 
Chris@16: #include <iosfwd>
Chris@16: #include <boost/limits.hpp>
Chris@16: 
Chris@16: #include <boost/random/detail/config.hpp>
Chris@16: #include <boost/random/gamma_distribution.hpp>
Chris@16: 
Chris@16: namespace boost {
Chris@16: namespace random {
Chris@16: 
Chris@16: /**
Chris@16:  * The chi squared distribution is a real valued distribution with
Chris@16:  * one parameter, @c n.  The distribution produces values > 0.
Chris@16:  *
Chris@16:  * The distribution function is
Chris@16:  * \f$\displaystyle P(x) = \frac{x^{(n/2)-1}e^{-x/2}}{\Gamma(n/2)2^{n/2}}\f$.
Chris@16:  */
Chris@16: template<class RealType = double>
Chris@16: class chi_squared_distribution {
Chris@16: public:
Chris@16:     typedef RealType result_type;
Chris@16:     typedef RealType input_type;
Chris@16: 
Chris@16:     class param_type {
Chris@16:     public:
Chris@16:         typedef chi_squared_distribution distribution_type;
Chris@16:         /**
Chris@16:          * Construct a param_type object.  @c n
Chris@16:          * is the parameter of the distribution.
Chris@16:          *
Chris@16:          * Requires: t >=0 && 0 <= p <= 1
Chris@16:          */
Chris@16:         explicit param_type(RealType n_arg = RealType(1))
Chris@16:           : _n(n_arg)
Chris@16:         {}
Chris@16:         /** Returns the @c n parameter of the distribution. */
Chris@16:         RealType n() const { return _n; }
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._n;
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._n;
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._n == rhs._n;
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:         RealType _n;
Chris@16:     };
Chris@16:     
Chris@16:     /**
Chris@16:      * Construct a @c chi_squared_distribution object. @c n
Chris@16:      * is the parameter of the distribution.
Chris@16:      *
Chris@16:      * Requires: t >=0 && 0 <= p <= 1
Chris@16:      */
Chris@16:     explicit chi_squared_distribution(RealType n_arg = RealType(1))
Chris@16:       : _impl(n_arg / 2)
Chris@16:     {
Chris@16:     }
Chris@16:     
Chris@16:     /**
Chris@16:      * Construct an @c chi_squared_distribution object from the
Chris@16:      * parameters.
Chris@16:      */
Chris@16:     explicit chi_squared_distribution(const param_type& parm)
Chris@16:       : _impl(parm.n() / 2)
Chris@16:     {
Chris@16:     }
Chris@16:     
Chris@16:     /**
Chris@16:      * Returns a random variate distributed according to the
Chris@16:      * chi squared distribution.
Chris@16:      */
Chris@16:     template<class URNG>
Chris@16:     RealType operator()(URNG& urng)
Chris@16:     {
Chris@16:         return 2 * _impl(urng);
Chris@16:     }
Chris@16:     
Chris@16:     /**
Chris@16:      * Returns a random variate distributed according to the
Chris@16:      * chi squared distribution with parameters specified by @c param.
Chris@16:      */
Chris@16:     template<class URNG>
Chris@16:     RealType operator()(URNG& urng, const param_type& parm) const
Chris@16:     {
Chris@16:         return chi_squared_distribution(parm)(urng);
Chris@16:     }
Chris@16: 
Chris@16:     /** Returns the @c n parameter of the distribution. */
Chris@16:     RealType n() const { return 2 * _impl.alpha(); }
Chris@16: 
Chris@16:     /** Returns the smallest value that the distribution can produce. */
Chris@16:     RealType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; }
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:     /** Returns the parameters of the distribution. */
Chris@16:     param_type param() const { return param_type(n()); }
Chris@16:     /** Sets parameters of the distribution. */
Chris@16:     void param(const param_type& parm)
Chris@16:     {
Chris@16:         typedef gamma_distribution<RealType> impl_type;
Chris@16:         typename impl_type::param_type impl_parm(parm.n() / 2);
Chris@16:         _impl.param(impl_parm);
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() { _impl.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 chi_squared_distribution& c2d)
Chris@16:     {
Chris@16:         os << c2d.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:                chi_squared_distribution& c2d)
Chris@16:     {
Chris@16:         c2d.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 chi_squared_distribution& lhs,
Chris@16:                            const chi_squared_distribution& rhs)
Chris@16:     {
Chris@16:         return lhs._impl == rhs._impl;
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 chi_squared_distribution& lhs,
Chris@16:                            const chi_squared_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:     gamma_distribution<RealType> _impl;
Chris@16: 
Chris@16:     /// @endcond
Chris@16: };
Chris@16: 
Chris@16: }
Chris@16: 
Chris@16: }
Chris@16: 
Chris@16: #endif