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

C++ Header | 183 lines | 90 code | 26 blank | 67 comment | 7 complexity | 736e14021bf4f6aa6494aef3b7e8f30c MD5 | raw file
  1/* boost random/fisher_f_distribution.hpp header file
2 *
3 * Copyright Steven Watanabe 2011
5 * accompanying file LICENSE_1_0.txt or copy at
7 *
9 *
10 * $Id: fisher_f_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe$
11 */
12
13#ifndef BOOST_RANDOM_FISHER_F_DISTRIBUTION_HPP
14#define BOOST_RANDOM_FISHER_F_DISTRIBUTION_HPP
15
16#include <iosfwd>
17#include <istream>
18#include <boost/config.hpp>
19#include <boost/limits.hpp>
20#include <boost/random/detail/operators.hpp>
21#include <boost/random/chi_squared_distribution.hpp>
22
23namespace boost {
24namespace random {
25
26/**
27 * The Fisher F distribution is a real valued distribution with two
28 * parameters m and n.
29 *
30 * It has \f$\displaystyle p(x) = 31 * \frac{\Gamma((m+n)/2)}{\Gamma(m/2)\Gamma(n/2)} 32 * \left(\frac{m}{n}\right)^{m/2} 33 * x^{(m/2)-1} \left(1+\frac{mx}{n}\right)^{-(m+n)/2} 34 * \f$.
35 */
36template<class RealType = double>
37class fisher_f_distribution {
38public:
39    typedef RealType result_type;
40    typedef RealType input_type;
41
42    class param_type {
43    public:
44        typedef fisher_f_distribution distribution_type;
45
46        /**
47         * Constructs a @c param_type from the "m" and "n" parameters
48         * of the distribution.
49         *
50         * Requires: m > 0 and n > 0
51         */
52        explicit param_type(RealType m_arg = RealType(1.0),
53                            RealType n_arg = RealType(1.0))
54          : _m(m_arg), _n(n_arg)
55        {}
56
57        /** Returns the "m" parameter of the distribtuion. */
58        RealType m() const { return _m; }
59        /** Returns the "n" parameter of the distribution. */
60        RealType n() const { return _n; }
61
62        /** Writes a @c param_type to a @c std::ostream. */
63        BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
64        { os << parm._m << ' ' << parm._n; return os; }
65
66        /** Reads a @c param_type from a @c std::istream. */
67        BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
68        { is >> parm._m >> std::ws >> parm._n; return is; }
69
70        /** Returns true if the two sets of parameters are the same. */
71        BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
72        { return lhs._m == rhs._m && lhs._n == rhs._n; }
73
74        /** Returns true if the two sets of parameters are the different. */
75        BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
76
77    private:
78        RealType _m;
79        RealType _n;
80    };
81
82    /**
83     * Constructs a @c fisher_f_distribution from its "m" and "n" parameters.
84     *
85     * Requires: m > 0 and n > 0
86     */
87    explicit fisher_f_distribution(RealType m_arg = RealType(1.0),
88                                   RealType n_arg = RealType(1.0))
89      : _impl_m(m_arg), _impl_n(n_arg)
90    {}
91    /** Constructs an @c fisher_f_distribution from its parameters. */
92    explicit fisher_f_distribution(const param_type& parm)
93      : _impl_m(parm.m()), _impl_n(parm.n())
94    {}
95
96    /**
97     * Returns a random variate distributed according to the
98     * F distribution.
99     */
100    template<class URNG>
101    RealType operator()(URNG& urng)
102    {
103        return (_impl_m(urng) * n()) / (_impl_n(urng) * m());
104    }
105
106    /**
107     * Returns a random variate distributed according to the
108     * F distribution with parameters specified by @c param.
109     */
110    template<class URNG>
111    RealType operator()(URNG& urng, const param_type& parm) const
112    {
113        return fisher_f_distribution(parm)(urng);
114    }
115
116    /** Returns the "m" parameter of the distribution. */
117    RealType m() const { return _impl_m.n(); }
118    /** Returns the "n" parameter of the distribution. */
119    RealType n() const { return _impl_n.n(); }
120
121    /** Returns the smallest value that the distribution can produce. */
122    RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
123    /** Returns the largest value that the distribution can produce. */
124    RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
125    { return std::numeric_limits<RealType>::infinity(); }
126
127    /** Returns the parameters of the distribution. */
128    param_type param() const { return param_type(m(), n()); }
129    /** Sets the parameters of the distribution. */
130    void param(const param_type& parm)
131    {
132        typedef chi_squared_distribution<RealType> impl_type;
133        typename impl_type::param_type m_param(parm.m());
134        _impl_m.param(m_param);
135        typename impl_type::param_type n_param(parm.n());
136        _impl_n.param(n_param);
137    }
138
139    /**
140     * Effects: Subsequent uses of the distribution do not depend
141     * on values produced by any engine prior to invoking reset.
142     */
143    void reset() { }
144
145    /** Writes an @c fisher_f_distribution to a @c std::ostream. */
146    BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, fisher_f_distribution, fd)
147    {
148        os << fd.param();
149        return os;
150    }
151
152    /** Reads an @c fisher_f_distribution from a @c std::istream. */
153    BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, fisher_f_distribution, fd)
154    {
155        param_type parm;
156        if(is >> parm) {
157            fd.param(parm);
158        }
159        return is;
160    }
161
162    /**
163     * Returns true if the two instances of @c fisher_f_distribution will
164     * return identical sequences of values given equal generators.
165     */
166    BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(fisher_f_distribution, lhs, rhs)
167    { return lhs._impl_m == rhs._impl_m && lhs._impl_n == rhs._impl_n; }
168
169    /**
170     * Returns true if the two instances of @c fisher_f_distribution will
171     * return different sequences of values given equal generators.
172     */
173    BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(fisher_f_distribution)
174
175private:
176    chi_squared_distribution<RealType> _impl_m;
177    chi_squared_distribution<RealType> _impl_n;
178};
179
180} // namespace random
181} // namespace boost
182
183#endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP