Chris@16: /* boost random/lognormal_distribution.hpp header file
Chris@16:  *
Chris@16:  * Copyright Jens Maurer 2000-2001
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:  * Revision history
Chris@16:  *  2001-02-18  moved to individual header files
Chris@16:  */
Chris@16: 
Chris@16: #ifndef BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
Chris@16: #define BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
Chris@16: 
Chris@16: #include <boost/config/no_tr1/cmath.hpp>      // std::exp, std::sqrt
Chris@16: #include <cassert>
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/normal_distribution.hpp>
Chris@16: 
Chris@16: namespace boost {
Chris@16: namespace random {
Chris@16: 
Chris@16: /**
Chris@16:  * Instantiations of class template lognormal_distribution model a
Chris@16:  * \random_distribution. Such a distribution produces random numbers
Chris@16:  * with \f$\displaystyle p(x) = \frac{1}{x s \sqrt{2\pi}} e^{\frac{-\left(\log(x)-m\right)^2}{2s^2}}\f$
Chris@16:  * for x > 0.
Chris@16:  *
Chris@16:  * @xmlwarning
Chris@16:  * This distribution has been updated to match the C++ standard.
Chris@16:  * Its behavior has changed from the original
Chris@16:  * boost::lognormal_distribution.  A backwards compatible
Chris@16:  * version is provided in namespace boost.
Chris@16:  * @endxmlwarning
Chris@16:  */
Chris@16: template<class RealType = double>
Chris@16: class lognormal_distribution
Chris@16: {
Chris@16: public:
Chris@16:     typedef typename normal_distribution<RealType>::input_type 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 lognormal_distribution distribution_type;
Chris@16: 
Chris@16:         /** Constructs the parameters of a lognormal_distribution. */
Chris@16:         explicit param_type(RealType m_arg = RealType(0.0),
Chris@16:                             RealType s_arg = RealType(1.0))
Chris@16:           : _m(m_arg), _s(s_arg) {}
Chris@16: 
Chris@16:         /** Returns the "m" parameter of the distribution. */
Chris@16:         RealType m() const { return _m; }
Chris@16: 
Chris@16:         /** Returns the "s" parameter of the distribution. */
Chris@16:         RealType s() const { return _s; }
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._m << " " << parm._s;
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._m >> std::ws >> parm._s;
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._m == rhs._m && lhs._s == rhs._s; }
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 _m;
Chris@16:         RealType _s;
Chris@16:     };
Chris@16: 
Chris@16:     /**
Chris@16:      * Constructs a lognormal_distribution. @c m and @c s are the
Chris@16:      * parameters of the distribution.
Chris@16:      */
Chris@16:     explicit lognormal_distribution(RealType m_arg = RealType(0.0),
Chris@16:                                     RealType s_arg = RealType(1.0))
Chris@16:       : _normal(m_arg, s_arg) {}
Chris@16: 
Chris@16:     /**
Chris@16:      * Constructs a lognormal_distribution from its parameters.
Chris@16:      */
Chris@16:     explicit lognormal_distribution(const param_type& parm)
Chris@16:       : _normal(parm.m(), parm.s()) {}
Chris@16: 
Chris@16:     // compiler-generated copy ctor and assignment operator are fine
Chris@16: 
Chris@16:     /** Returns the m parameter of the distribution. */
Chris@16:     RealType m() const { return _normal.mean(); }
Chris@16:     /** Returns the s parameter of the distribution. */
Chris@16:     RealType s() const { return _normal.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 RealType(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(), s()); }
Chris@16:     /** Sets the parameters of the distribution. */
Chris@16:     void param(const param_type& parm)
Chris@16:     {
Chris@16:         typedef normal_distribution<RealType> normal_type;
Chris@16:         typename normal_type::param_type normal_param(parm.m(), parm.s());
Chris@16:         _normal.param(normal_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() { _normal.reset(); }
Chris@16: 
Chris@16:     /**
Chris@16:      * Returns a random variate distributed according to the
Chris@16:      * lognormal distribution.
Chris@16:      */
Chris@16:     template<class Engine>
Chris@16:     result_type operator()(Engine& eng)
Chris@16:     {
Chris@16:         using std::exp;
Chris@16:         return exp(_normal(eng));
Chris@16:     }
Chris@16: 
Chris@16:     /**
Chris@16:      * Returns a random variate distributed according to the
Chris@16:      * lognormal 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:     { return lognormal_distribution(parm)(eng); }
Chris@16: 
Chris@16:     /** Writes the distribution to a @c std::ostream. */
Chris@16:     BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lognormal_distribution, ld)
Chris@16:     {
Chris@16:         os << ld._normal;
Chris@16:         return os;
Chris@16:     }
Chris@16: 
Chris@16:     /** Reads the distribution from a @c std::istream. */
Chris@16:     BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lognormal_distribution, ld)
Chris@16:     {
Chris@16:         is >> ld._normal;
Chris@16:         return is;
Chris@16:     }
Chris@16: 
Chris@16:     /**
Chris@16:      * Returns true if the two distributions will produce identical
Chris@16:      * sequences of values given equal generators.
Chris@16:      */
Chris@16:     BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(lognormal_distribution, lhs, rhs)
Chris@16:     { return lhs._normal == rhs._normal; }
Chris@16: 
Chris@16:     /**
Chris@16:      * Returns true if the two distributions may produce different
Chris@16:      * sequences of values given equal generators.
Chris@16:      */
Chris@16:     BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(lognormal_distribution)
Chris@16: 
Chris@16: private:
Chris@16:     normal_distribution<result_type> _normal;
Chris@16: };
Chris@16: 
Chris@16: } // namespace random
Chris@16: 
Chris@16: /// \cond show_deprecated
Chris@16: 
Chris@16: /**
Chris@16:  * Provided for backwards compatibility.  This class is
Chris@16:  * deprecated.  It provides the old behavior of lognormal_distribution with
Chris@16:  * \f$\displaystyle p(x) = \frac{1}{x \sigma_N \sqrt{2\pi}} e^{\frac{-\left(\log(x)-\mu_N\right)^2}{2\sigma_N^2}}\f$
Chris@16:  * for x > 0, where \f$\displaystyle \mu_N = \log\left(\frac{\mu^2}{\sqrt{\sigma^2 + \mu^2}}\right)\f$ and
Chris@16:  * \f$\displaystyle \sigma_N = \sqrt{\log\left(1 + \frac{\sigma^2}{\mu^2}\right)}\f$.
Chris@16:  */
Chris@16: template<class RealType = double>
Chris@16: class lognormal_distribution
Chris@16: {
Chris@16: public:
Chris@16:     typedef typename normal_distribution<RealType>::input_type input_type;
Chris@16:     typedef RealType result_type;
Chris@16: 
Chris@16:     lognormal_distribution(RealType mean_arg = RealType(1.0),
Chris@16:                            RealType sigma_arg = RealType(1.0))
Chris@16:       : _mean(mean_arg), _sigma(sigma_arg)
Chris@16:     {
Chris@16:         init();
Chris@16:     }
Chris@16:     RealType mean() const { return _mean; }
Chris@16:     RealType sigma() const { return _sigma; }
Chris@16:     void reset() { _normal.reset(); }
Chris@16:     template<class Engine>
Chris@16:     RealType operator()(Engine& eng)
Chris@16:     {
Chris@16:         using std::exp;
Chris@16:         return exp(_normal(eng) * _nsigma + _nmean);
Chris@16:     }
Chris@16:     BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lognormal_distribution, ld)
Chris@16:     {
Chris@16:         os << ld._normal << " " << ld._mean << " " << ld._sigma;
Chris@16:         return os;
Chris@16:     }
Chris@16:     BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lognormal_distribution, ld)
Chris@16:     {
Chris@16:         is >> ld._normal >> std::ws >> ld._mean >> std::ws >> ld._sigma;
Chris@16:         ld.init();
Chris@16:         return is;
Chris@16:     }
Chris@16: private:
Chris@16:     /// \cond show_private
Chris@16:     void init()
Chris@16:     {
Chris@16:         using std::log;
Chris@16:         using std::sqrt;
Chris@16:         _nmean = log(_mean*_mean/sqrt(_sigma*_sigma + _mean*_mean));
Chris@16:         _nsigma = sqrt(log(_sigma*_sigma/_mean/_mean+result_type(1)));
Chris@16:     }
Chris@16:     RealType _mean;
Chris@16:     RealType _sigma;
Chris@16:     RealType _nmean;
Chris@16:     RealType _nsigma;
Chris@16:     normal_distribution<RealType> _normal;
Chris@16:     /// \endcond
Chris@16: };
Chris@16: 
Chris@16: /// \endcond
Chris@16: 
Chris@16: } // namespace boost
Chris@16: 
Chris@16: #endif // BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP