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/Src/Dependencies/Boost/boost/random/extreme_value_distribution.hpp

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  1/* boost random/extreme_value_distribution.hpp header file
  2 *
  3 * Copyright Steven Watanabe 2010
  4 * Distributed under the Boost Software License, Version 1.0. (See
  5 * accompanying file LICENSE_1_0.txt or copy at
  6 * http://www.boost.org/LICENSE_1_0.txt)
  7 *
  8 * See http://www.boost.org for most recent version including documentation.
  9 *
 10 * $Id: extreme_value_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
 11 */
 12
 13#ifndef BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
 14#define BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
 15
 16#include <boost/config/no_tr1/cmath.hpp>
 17#include <iosfwd>
 18#include <istream>
 19#include <boost/config.hpp>
 20#include <boost/limits.hpp>
 21#include <boost/random/detail/operators.hpp>
 22#include <boost/random/uniform_01.hpp>
 23
 24namespace boost {
 25namespace random {
 26
 27/**
 28 * The extreme value distribution is a real valued distribution with two
 29 * parameters a and b.
 30 *
 31 * It has \f$\displaystyle p(x) = \frac{1}{b}e^{\frac{a-x}{b} - e^\frac{a-x}{b}}\f$.
 32 */
 33template<class RealType = double>
 34class extreme_value_distribution {
 35public:
 36    typedef RealType result_type;
 37    typedef RealType input_type;
 38
 39    class param_type {
 40    public:
 41        typedef extreme_value_distribution distribution_type;
 42
 43        /**
 44         * Constructs a @c param_type from the "a" and "b" parameters
 45         * of the distribution.
 46         *
 47         * Requires: b > 0
 48         */
 49        explicit param_type(RealType a_arg = 1.0, RealType b_arg = 1.0)
 50          : _a(a_arg), _b(b_arg)
 51        {}
 52
 53        /** Returns the "a" parameter of the distribtuion. */
 54        RealType a() const { return _a; }
 55        /** Returns the "b" parameter of the distribution. */
 56        RealType b() const { return _b; }
 57
 58        /** Writes a @c param_type to a @c std::ostream. */
 59        BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
 60        { os << parm._a << ' ' << parm._b; return os; }
 61
 62        /** Reads a @c param_type from a @c std::istream. */
 63        BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
 64        { is >> parm._a >> std::ws >> parm._b; return is; }
 65
 66        /** Returns true if the two sets of parameters are the same. */
 67        BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
 68        { return lhs._a == rhs._a && lhs._b == rhs._b; }
 69        
 70        /** Returns true if the two sets of parameters are the different. */
 71        BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
 72
 73    private:
 74        RealType _a;
 75        RealType _b;
 76    };
 77
 78    /**
 79     * Constructs an @c extreme_value_distribution from its "a" and "b" parameters.
 80     *
 81     * Requires: b > 0
 82     */
 83    explicit extreme_value_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0)
 84      : _a(a_arg), _b(b_arg)
 85    {}
 86    /** Constructs an @c extreme_value_distribution from its parameters. */
 87    explicit extreme_value_distribution(const param_type& parm)
 88      : _a(parm.a()), _b(parm.b())
 89    {}
 90
 91    /**
 92     * Returns a random variate distributed according to the
 93     * @c extreme_value_distribution.
 94     */
 95    template<class URNG>
 96    RealType operator()(URNG& urng) const
 97    {
 98        using std::log;
 99        return _a - log(-log(uniform_01<RealType>()(urng))) * _b;
100    }
101
102    /**
103     * Returns a random variate distributed accordint to the extreme
104     * value distribution with parameters specified by @c param.
105     */
106    template<class URNG>
107    RealType operator()(URNG& urng, const param_type& parm) const
108    {
109        return extreme_value_distribution(parm)(urng);
110    }
111
112    /** Returns the "a" parameter of the distribution. */
113    RealType a() const { return _a; }
114    /** Returns the "b" parameter of the distribution. */
115    RealType b() const { return _b; }
116
117    /** Returns the smallest value that the distribution can produce. */
118    RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
119    { return -std::numeric_limits<RealType>::infinity(); }
120    /** Returns the largest value that the distribution can produce. */
121    RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
122    { return std::numeric_limits<RealType>::infinity(); }
123
124    /** Returns the parameters of the distribution. */
125    param_type param() const { return param_type(_a, _b); }
126    /** Sets the parameters of the distribution. */
127    void param(const param_type& parm)
128    {
129        _a = parm.a();
130        _b = parm.b();
131    }
132
133    /**
134     * Effects: Subsequent uses of the distribution do not depend
135     * on values produced by any engine prior to invoking reset.
136     */
137    void reset() { }
138
139    /** Writes an @c extreme_value_distribution to a @c std::ostream. */
140    BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, extreme_value_distribution, wd)
141    {
142        os << wd.param();
143        return os;
144    }
145
146    /** Reads an @c extreme_value_distribution from a @c std::istream. */
147    BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, extreme_value_distribution, wd)
148    {
149        param_type parm;
150        if(is >> parm) {
151            wd.param(parm);
152        }
153        return is;
154    }
155
156    /**
157     * Returns true if the two instances of @c extreme_value_distribution will
158     * return identical sequences of values given equal generators.
159     */
160    BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(extreme_value_distribution, lhs, rhs)
161    { return lhs._a == rhs._a && lhs._b == rhs._b; }
162    
163    /**
164     * Returns true if the two instances of @c extreme_value_distribution will
165     * return different sequences of values given equal generators.
166     */
167    BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(extreme_value_distribution)
168
169private:
170    RealType _a;
171    RealType _b;
172};
173
174} // namespace random
175} // namespace boost
176
177#endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP