| /* boost random/lognormal_distribution.hpp header file |
| * |
| * Copyright Jens Maurer 2000-2001 |
| * Copyright Steven Watanabe 2011 |
| * Distributed under the Boost Software License, Version 1.0. (See |
| * accompanying file LICENSE_1_0.txt or copy at |
| * http://www.boost.org/LICENSE_1_0.txt) |
| * |
| * See http://www.boost.org for most recent version including documentation. |
| * |
| * $Id$ |
| * |
| * Revision history |
| * 2001-02-18 moved to individual header files |
| */ |
| |
| #ifndef BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP |
| #define BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP |
| |
| #include <boost/config/no_tr1/cmath.hpp> // std::exp, std::sqrt |
| #include <cassert> |
| #include <iosfwd> |
| #include <istream> |
| #include <boost/limits.hpp> |
| #include <boost/random/detail/config.hpp> |
| #include <boost/random/detail/operators.hpp> |
| #include <boost/random/normal_distribution.hpp> |
| |
| namespace boost { |
| namespace random { |
| |
| /** |
| * Instantiations of class template lognormal_distribution model a |
| * \random_distribution. Such a distribution produces random numbers |
| * with \f$\displaystyle p(x) = \frac{1}{x s \sqrt{2\pi}} e^{\frac{-\left(\log(x)-m\right)^2}{2s^2}}\f$ |
| * for x > 0. |
| * |
| * @xmlwarning |
| * This distribution has been updated to match the C++ standard. |
| * Its behavior has changed from the original |
| * boost::lognormal_distribution. A backwards compatible |
| * version is provided in namespace boost. |
| * @endxmlwarning |
| */ |
| template<class RealType = double> |
| class lognormal_distribution |
| { |
| public: |
| typedef typename normal_distribution<RealType>::input_type input_type; |
| typedef RealType result_type; |
| |
| class param_type |
| { |
| public: |
| |
| typedef lognormal_distribution distribution_type; |
| |
| /** Constructs the parameters of a lognormal_distribution. */ |
| explicit param_type(RealType m_arg = RealType(0.0), |
| RealType s_arg = RealType(1.0)) |
| : _m(m_arg), _s(s_arg) {} |
| |
| /** Returns the "m" parameter of the distribution. */ |
| RealType m() const { return _m; } |
| |
| /** Returns the "s" parameter of the distribution. */ |
| RealType s() const { return _s; } |
| |
| /** Writes the parameters to a std::ostream. */ |
| BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) |
| { |
| os << parm._m << " " << parm._s; |
| return os; |
| } |
| |
| /** Reads the parameters from a std::istream. */ |
| BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) |
| { |
| is >> parm._m >> std::ws >> parm._s; |
| return is; |
| } |
| |
| /** Returns true if the two sets of parameters are equal. */ |
| BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) |
| { return lhs._m == rhs._m && lhs._s == rhs._s; } |
| |
| /** Returns true if the two sets of parameters are different. */ |
| BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) |
| |
| private: |
| RealType _m; |
| RealType _s; |
| }; |
| |
| /** |
| * Constructs a lognormal_distribution. @c m and @c s are the |
| * parameters of the distribution. |
| */ |
| explicit lognormal_distribution(RealType m_arg = RealType(0.0), |
| RealType s_arg = RealType(1.0)) |
| : _normal(m_arg, s_arg) {} |
| |
| /** |
| * Constructs a lognormal_distribution from its parameters. |
| */ |
| explicit lognormal_distribution(const param_type& parm) |
| : _normal(parm.m(), parm.s()) {} |
| |
| // compiler-generated copy ctor and assignment operator are fine |
| |
| /** Returns the m parameter of the distribution. */ |
| RealType m() const { return _normal.mean(); } |
| /** Returns the s parameter of the distribution. */ |
| RealType s() const { return _normal.sigma(); } |
| |
| /** Returns the smallest value that the distribution can produce. */ |
| RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const |
| { return RealType(0); } |
| /** Returns the largest value that the distribution can produce. */ |
| RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const |
| { return (std::numeric_limits<RealType>::infinity)(); } |
| |
| /** Returns the parameters of the distribution. */ |
| param_type param() const { return param_type(m(), s()); } |
| /** Sets the parameters of the distribution. */ |
| void param(const param_type& parm) |
| { |
| typedef normal_distribution<RealType> normal_type; |
| typename normal_type::param_type normal_param(parm.m(), parm.s()); |
| _normal.param(normal_param); |
| } |
| |
| /** |
| * Effects: Subsequent uses of the distribution do not depend |
| * on values produced by any engine prior to invoking reset. |
| */ |
| void reset() { _normal.reset(); } |
| |
| /** |
| * Returns a random variate distributed according to the |
| * lognormal distribution. |
| */ |
| template<class Engine> |
| result_type operator()(Engine& eng) |
| { |
| using std::exp; |
| return exp(_normal(eng)); |
| } |
| |
| /** |
| * Returns a random variate distributed according to the |
| * lognormal distribution with parameters specified by param. |
| */ |
| template<class Engine> |
| result_type operator()(Engine& eng, const param_type& parm) |
| { return lognormal_distribution(parm)(eng); } |
| |
| /** Writes the distribution to a @c std::ostream. */ |
| BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lognormal_distribution, ld) |
| { |
| os << ld._normal; |
| return os; |
| } |
| |
| /** Reads the distribution from a @c std::istream. */ |
| BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lognormal_distribution, ld) |
| { |
| is >> ld._normal; |
| return is; |
| } |
| |
| /** |
| * Returns true if the two distributions will produce identical |
| * sequences of values given equal generators. |
| */ |
| BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(lognormal_distribution, lhs, rhs) |
| { return lhs._normal == rhs._normal; } |
| |
| /** |
| * Returns true if the two distributions may produce different |
| * sequences of values given equal generators. |
| */ |
| BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(lognormal_distribution) |
| |
| private: |
| normal_distribution<result_type> _normal; |
| }; |
| |
| } // namespace random |
| |
| /// \cond show_deprecated |
| |
| /** |
| * Provided for backwards compatibility. This class is |
| * deprecated. It provides the old behavior of lognormal_distribution with |
| * \f$\displaystyle p(x) = \frac{1}{x \sigma_N \sqrt{2\pi}} e^{\frac{-\left(\log(x)-\mu_N\right)^2}{2\sigma_N^2}}\f$ |
| * for x > 0, where \f$\displaystyle \mu_N = \log\left(\frac{\mu^2}{\sqrt{\sigma^2 + \mu^2}}\right)\f$ and |
| * \f$\displaystyle \sigma_N = \sqrt{\log\left(1 + \frac{\sigma^2}{\mu^2}\right)}\f$. |
| */ |
| template<class RealType = double> |
| class lognormal_distribution |
| { |
| public: |
| typedef typename normal_distribution<RealType>::input_type input_type; |
| typedef RealType result_type; |
| |
| lognormal_distribution(RealType mean_arg = RealType(1.0), |
| RealType sigma_arg = RealType(1.0)) |
| : _mean(mean_arg), _sigma(sigma_arg) |
| { |
| init(); |
| } |
| RealType mean() const { return _mean; } |
| RealType sigma() const { return _sigma; } |
| void reset() { _normal.reset(); } |
| template<class Engine> |
| RealType operator()(Engine& eng) |
| { |
| using std::exp; |
| return exp(_normal(eng) * _nsigma + _nmean); |
| } |
| BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lognormal_distribution, ld) |
| { |
| os << ld._normal << " " << ld._mean << " " << ld._sigma; |
| return os; |
| } |
| BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lognormal_distribution, ld) |
| { |
| is >> ld._normal >> std::ws >> ld._mean >> std::ws >> ld._sigma; |
| ld.init(); |
| return is; |
| } |
| private: |
| /// \cond show_private |
| void init() |
| { |
| using std::log; |
| using std::sqrt; |
| _nmean = log(_mean*_mean/sqrt(_sigma*_sigma + _mean*_mean)); |
| _nsigma = sqrt(log(_sigma*_sigma/_mean/_mean+result_type(1))); |
| } |
| RealType _mean; |
| RealType _sigma; |
| RealType _nmean; |
| RealType _nsigma; |
| normal_distribution<RealType> _normal; |
| /// \endcond |
| }; |
| |
| /// \endcond |
| |
| } // namespace boost |
| |
| #endif // BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP |