Chris@16: /* boost random/extreme_value_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_EXTREME_VALUE_DISTRIBUTION_HPP
Chris@16: #define BOOST_RANDOM_EXTREME_VALUE_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/config.hpp>
Chris@16: #include <boost/limits.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: /**
Chris@16:  * The extreme value distribution is a real valued distribution with two
Chris@16:  * parameters a and b.
Chris@16:  *
Chris@16:  * It has \f$\displaystyle p(x) = \frac{1}{b}e^{\frac{a-x}{b} - e^\frac{a-x}{b}}\f$.
Chris@16:  */
Chris@16: template<class RealType = double>
Chris@16: class extreme_value_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 extreme_value_distribution distribution_type;
Chris@16: 
Chris@16:         /**
Chris@16:          * Constructs a @c param_type from the "a" and "b" parameters
Chris@16:          * of the distribution.
Chris@16:          *
Chris@16:          * Requires: b > 0
Chris@16:          */
Chris@16:         explicit param_type(RealType a_arg = 1.0, RealType b_arg = 1.0)
Chris@16:           : _a(a_arg), _b(b_arg)
Chris@16:         {}
Chris@16: 
Chris@16:         /** Returns the "a" parameter of the distribtuion. */
Chris@16:         RealType a() const { return _a; }
Chris@16:         /** Returns the "b" parameter of the distribution. */
Chris@16:         RealType b() const { return _b; }
Chris@16: 
Chris@16:         /** Writes a @c param_type to a @c std::ostream. */
Chris@16:         BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
Chris@16:         { os << parm._a << ' ' << parm._b; return os; }
Chris@16: 
Chris@16:         /** Reads a @c param_type from a @c std::istream. */
Chris@16:         BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
Chris@16:         { is >> parm._a >> std::ws >> parm._b; return is; }
Chris@16: 
Chris@16:         /** Returns true if the two sets of parameters are the same. */
Chris@16:         BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
Chris@16:         { return lhs._a == rhs._a && lhs._b == rhs._b; }
Chris@16:         
Chris@16:         /** Returns true if the two sets of parameters are the different. */
Chris@16:         BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
Chris@16: 
Chris@16:     private:
Chris@16:         RealType _a;
Chris@16:         RealType _b;
Chris@16:     };
Chris@16: 
Chris@16:     /**
Chris@16:      * Constructs an @c extreme_value_distribution from its "a" and "b" parameters.
Chris@16:      *
Chris@16:      * Requires: b > 0
Chris@16:      */
Chris@16:     explicit extreme_value_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0)
Chris@16:       : _a(a_arg), _b(b_arg)
Chris@16:     {}
Chris@16:     /** Constructs an @c extreme_value_distribution from its parameters. */
Chris@16:     explicit extreme_value_distribution(const param_type& parm)
Chris@16:       : _a(parm.a()), _b(parm.b())
Chris@16:     {}
Chris@16: 
Chris@16:     /**
Chris@16:      * Returns a random variate distributed according to the
Chris@16:      * @c extreme_value_distribution.
Chris@16:      */
Chris@16:     template<class URNG>
Chris@16:     RealType operator()(URNG& urng) const
Chris@16:     {
Chris@16:         using std::log;
Chris@16:         return _a - log(-log(uniform_01<RealType>()(urng))) * _b;
Chris@16:     }
Chris@16: 
Chris@16:     /**
Chris@16:      * Returns a random variate distributed accordint to the extreme
Chris@16:      * value 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 extreme_value_distribution(parm)(urng);
Chris@16:     }
Chris@16: 
Chris@16:     /** Returns the "a" parameter of the distribution. */
Chris@16:     RealType a() const { return _a; }
Chris@16:     /** Returns the "b" parameter of the distribution. */
Chris@16:     RealType b() const { return _b; }
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:     /** 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(_a, _b); }
Chris@16:     /** Sets the parameters of the distribution. */
Chris@16:     void param(const param_type& parm)
Chris@16:     {
Chris@16:         _a = parm.a();
Chris@16:         _b = parm.b();
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:     /** Writes an @c extreme_value_distribution to a @c std::ostream. */
Chris@16:     BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, extreme_value_distribution, wd)
Chris@16:     {
Chris@16:         os << wd.param();
Chris@16:         return os;
Chris@16:     }
Chris@16: 
Chris@16:     /** Reads an @c extreme_value_distribution from a @c std::istream. */
Chris@16:     BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, extreme_value_distribution, wd)
Chris@16:     {
Chris@16:         param_type parm;
Chris@16:         if(is >> parm) {
Chris@16:             wd.param(parm);
Chris@16:         }
Chris@16:         return is;
Chris@16:     }
Chris@16: 
Chris@16:     /**
Chris@16:      * Returns true if the two instances of @c extreme_value_distribution will
Chris@16:      * return identical sequences of values given equal generators.
Chris@16:      */
Chris@16:     BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(extreme_value_distribution, lhs, rhs)
Chris@16:     { return lhs._a == rhs._a && lhs._b == rhs._b; }
Chris@16:     
Chris@16:     /**
Chris@16:      * Returns true if the two instances of @c extreme_value_distribution will
Chris@16:      * return different sequences of values given equal generators.
Chris@16:      */
Chris@16:     BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(extreme_value_distribution)
Chris@16: 
Chris@16: private:
Chris@16:     RealType _a;
Chris@16:     RealType _b;
Chris@16: };
Chris@16: 
Chris@16: } // namespace random
Chris@16: } // namespace boost
Chris@16: 
Chris@16: #endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP