Chris@102: /* boost random/laplace_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_LAPLACE_DISTRIBUTION_HPP
Chris@102: #define BOOST_RANDOM_LAPLACE_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/exponential_distribution.hpp>
Chris@102: 
Chris@102: namespace boost {
Chris@102: namespace random {
Chris@102: 
Chris@102: /**
Chris@102:  * The laplace distribution is a real-valued distribution with
Chris@102:  * two parameters, mean and beta.
Chris@102:  *
Chris@102:  * It has \f$\displaystyle p(x) = \frac{e^-{\frac{|x-\mu|}{\beta}}}{2\beta}\f$.
Chris@102:  */
Chris@102: template<class RealType = double>
Chris@102: class laplace_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 laplace_distribution distribution_type;
Chris@102: 
Chris@102:         /**
Chris@102:          * Constructs a @c param_type from the "mean" and "beta" parameters
Chris@102:          * of the distribution.
Chris@102:          */
Chris@102:         explicit param_type(RealType mean_arg = RealType(0.0),
Chris@102:                             RealType beta_arg = RealType(1.0))
Chris@102:           : _mean(mean_arg), _beta(beta_arg)
Chris@102:         {}
Chris@102: 
Chris@102:         /** Returns the "mean" parameter of the distribtuion. */
Chris@102:         RealType mean() const { return _mean; }
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._mean << ' ' << 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._mean >> 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._mean == rhs._mean && 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 _mean;
Chris@102:         RealType _beta;
Chris@102:     };
Chris@102: 
Chris@102:     /**
Chris@102:      * Constructs an @c laplace_distribution from its "mean" and "beta" parameters.
Chris@102:      */
Chris@102:     explicit laplace_distribution(RealType mean_arg = RealType(0.0),
Chris@102:                                RealType beta_arg = RealType(1.0))
Chris@102:       : _mean(mean_arg), _beta(beta_arg)
Chris@102:     {}
Chris@102:     /** Constructs an @c laplace_distribution from its parameters. */
Chris@102:     explicit laplace_distribution(const param_type& parm)
Chris@102:       : _mean(parm.mean()), _beta(parm.beta())
Chris@102:     {}
Chris@102: 
Chris@102:     /**
Chris@102:      * Returns a random variate distributed according to the
Chris@102:      * laplace distribution.
Chris@102:      */
Chris@102:     template<class URNG>
Chris@102:     RealType operator()(URNG& urng) const
Chris@102:     {
Chris@102:         RealType exponential = exponential_distribution<RealType>()(urng);
Chris@102:         if(uniform_01<RealType>()(urng) < 0.5)
Chris@102:             exponential = -exponential;
Chris@102:         return _mean + _beta * exponential;
Chris@102:     }
Chris@102: 
Chris@102:     /**
Chris@102:      * Returns a random variate distributed accordint to the laplace
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 laplace_distribution(parm)(urng);
Chris@102:     }
Chris@102: 
Chris@102:     /** Returns the "mean" parameter of the distribution. */
Chris@102:     RealType mean() const { return _mean; }
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(-std::numeric_limits<RealType>::infinity()); }
Chris@102:     /** Returns the largest value that the distribution can produce. */
Chris@102:     RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
Chris@102:     { return RealType(std::numeric_limits<RealType>::infinity()); }
Chris@102: 
Chris@102:     /** Returns the parameters of the distribution. */
Chris@102:     param_type param() const { return param_type(_mean, _beta); }
Chris@102:     /** Sets the parameters of the distribution. */
Chris@102:     void param(const param_type& parm)
Chris@102:     {
Chris@102:         _mean = parm.mean();
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 laplace_distribution to a @c std::ostream. */
Chris@102:     BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, laplace_distribution, wd)
Chris@102:     {
Chris@102:         os << wd.param();
Chris@102:         return os;
Chris@102:     }
Chris@102: 
Chris@102:     /** Reads an @c laplace_distribution from a @c std::istream. */
Chris@102:     BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, laplace_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 laplace_distribution will
Chris@102:      * return identical sequences of values given equal generators.
Chris@102:      */
Chris@102:     BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(laplace_distribution, lhs, rhs)
Chris@102:     { return lhs._mean == rhs._mean && lhs._beta == rhs._beta; }
Chris@102:     
Chris@102:     /**
Chris@102:      * Returns true if the two instances of @c laplace_distribution will
Chris@102:      * return different sequences of values given equal generators.
Chris@102:      */
Chris@102:     BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(laplace_distribution)
Chris@102: 
Chris@102: private:
Chris@102:     RealType _mean;
Chris@102:     RealType _beta;
Chris@102: };
Chris@102: 
Chris@102: } // namespace random
Chris@102: } // namespace boost
Chris@102: 
Chris@102: #endif // BOOST_RANDOM_LAPLACE_DISTRIBUTION_HPP