Chris@16: /* boost random/fisher_f_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_FISHER_F_DISTRIBUTION_HPP
Chris@16: #define BOOST_RANDOM_FISHER_F_DISTRIBUTION_HPP
Chris@16: 
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/chi_squared_distribution.hpp>
Chris@16: 
Chris@16: namespace boost {
Chris@16: namespace random {
Chris@16: 
Chris@16: /**
Chris@16:  * The Fisher F distribution is a real valued distribution with two
Chris@16:  * parameters m and n.
Chris@16:  *
Chris@16:  * It has \f$\displaystyle p(x) =
Chris@16:  *   \frac{\Gamma((m+n)/2)}{\Gamma(m/2)\Gamma(n/2)}
Chris@16:  *   \left(\frac{m}{n}\right)^{m/2}
Chris@16:  *   x^{(m/2)-1} \left(1+\frac{mx}{n}\right)^{-(m+n)/2}
Chris@16:  * \f$.
Chris@16:  */
Chris@16: template<class RealType = double>
Chris@16: class fisher_f_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 fisher_f_distribution distribution_type;
Chris@16: 
Chris@16:         /**
Chris@16:          * Constructs a @c param_type from the "m" and "n" parameters
Chris@16:          * of the distribution.
Chris@16:          *
Chris@16:          * Requires: m > 0 and n > 0
Chris@16:          */
Chris@16:         explicit param_type(RealType m_arg = RealType(1.0),
Chris@16:                             RealType n_arg = RealType(1.0))
Chris@16:           : _m(m_arg), _n(n_arg)
Chris@16:         {}
Chris@16: 
Chris@16:         /** Returns the "m" parameter of the distribtuion. */
Chris@16:         RealType m() const { return _m; }
Chris@16:         /** Returns the "n" parameter of the distribution. */
Chris@16:         RealType n() const { return _n; }
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._m << ' ' << parm._n; 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._m >> std::ws >> parm._n; 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._m == rhs._m && lhs._n == rhs._n; }
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 _m;
Chris@16:         RealType _n;
Chris@16:     };
Chris@16: 
Chris@16:     /**
Chris@16:      * Constructs a @c fisher_f_distribution from its "m" and "n" parameters.
Chris@16:      *
Chris@16:      * Requires: m > 0 and n > 0
Chris@16:      */
Chris@16:     explicit fisher_f_distribution(RealType m_arg = RealType(1.0),
Chris@16:                                    RealType n_arg = RealType(1.0))
Chris@16:       : _impl_m(m_arg), _impl_n(n_arg)
Chris@16:     {}
Chris@16:     /** Constructs an @c fisher_f_distribution from its parameters. */
Chris@16:     explicit fisher_f_distribution(const param_type& parm)
Chris@16:       : _impl_m(parm.m()), _impl_n(parm.n())
Chris@16:     {}
Chris@16: 
Chris@16:     /**
Chris@16:      * Returns a random variate distributed according to the
Chris@16:      * F distribution.
Chris@16:      */
Chris@16:     template<class URNG>
Chris@16:     RealType operator()(URNG& urng)
Chris@16:     {
Chris@16:         return (_impl_m(urng) * n()) / (_impl_n(urng) * m());
Chris@16:     }
Chris@16: 
Chris@16:     /**
Chris@16:      * Returns a random variate distributed according to the
Chris@16:      * F 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 fisher_f_distribution(parm)(urng);
Chris@16:     }
Chris@16: 
Chris@16:     /** Returns the "m" parameter of the distribution. */
Chris@16:     RealType m() const { return _impl_m.n(); }
Chris@16:     /** Returns the "n" parameter of the distribution. */
Chris@16:     RealType n() const { return _impl_n.n(); }
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(m(), n()); }
Chris@16:     /** Sets the parameters of the distribution. */
Chris@16:     void param(const param_type& parm)
Chris@16:     {
Chris@16:         typedef chi_squared_distribution<RealType> impl_type;
Chris@16:         typename impl_type::param_type m_param(parm.m());
Chris@16:         _impl_m.param(m_param);
Chris@16:         typename impl_type::param_type n_param(parm.n());
Chris@16:         _impl_n.param(n_param);
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 fisher_f_distribution to a @c std::ostream. */
Chris@16:     BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, fisher_f_distribution, fd)
Chris@16:     {
Chris@16:         os << fd.param();
Chris@16:         return os;
Chris@16:     }
Chris@16: 
Chris@16:     /** Reads an @c fisher_f_distribution from a @c std::istream. */
Chris@16:     BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, fisher_f_distribution, fd)
Chris@16:     {
Chris@16:         param_type parm;
Chris@16:         if(is >> parm) {
Chris@16:             fd.param(parm);
Chris@16:         }
Chris@16:         return is;
Chris@16:     }
Chris@16: 
Chris@16:     /**
Chris@16:      * Returns true if the two instances of @c fisher_f_distribution will
Chris@16:      * return identical sequences of values given equal generators.
Chris@16:      */
Chris@16:     BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(fisher_f_distribution, lhs, rhs)
Chris@16:     { return lhs._impl_m == rhs._impl_m && lhs._impl_n == rhs._impl_n; }
Chris@16:     
Chris@16:     /**
Chris@16:      * Returns true if the two instances of @c fisher_f_distribution will
Chris@16:      * return different sequences of values given equal generators.
Chris@16:      */
Chris@16:     BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(fisher_f_distribution)
Chris@16: 
Chris@16: private:
Chris@16:     chi_squared_distribution<RealType> _impl_m;
Chris@16:     chi_squared_distribution<RealType> _impl_n;
Chris@16: };
Chris@16: 
Chris@16: } // namespace random
Chris@16: } // namespace boost
Chris@16: 
Chris@16: #endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP