| /* boost random/cauchy_distribution.hpp header file |
| * |
| * Copyright Jens Maurer 2000-2001 |
| * 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_CAUCHY_DISTRIBUTION_HPP |
| #define BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP |
| |
| #include <boost/config/no_tr1/cmath.hpp> |
| #include <iosfwd> |
| #include <istream> |
| #include <boost/limits.hpp> |
| #include <boost/random/detail/config.hpp> |
| #include <boost/random/detail/operators.hpp> |
| #include <boost/random/uniform_01.hpp> |
| |
| namespace boost { |
| namespace random { |
| |
| // Cauchy distribution: |
| |
| /** |
| * The cauchy distribution is a continuous distribution with two |
| * parameters, median and sigma. |
| * |
| * It has \f$\displaystyle p(x) = \frac{\sigma}{\pi(\sigma^2 + (x-m)^2)}\f$ |
| */ |
| template<class RealType = double> |
| class cauchy_distribution |
| { |
| public: |
| typedef RealType input_type; |
| typedef RealType result_type; |
| |
| class param_type |
| { |
| public: |
| |
| typedef cauchy_distribution distribution_type; |
| |
| /** Constructs the parameters of the cauchy distribution. */ |
| explicit param_type(RealType median_arg = RealType(0.0), |
| RealType sigma_arg = RealType(1.0)) |
| : _median(median_arg), _sigma(sigma_arg) {} |
| |
| // backwards compatibility for Boost.Random |
| |
| /** Returns the median of the distribution. */ |
| RealType median() const { return _median; } |
| /** Returns the sigma parameter of the distribution. */ |
| RealType sigma() const { return _sigma; } |
| |
| // The new names in C++0x. |
| |
| /** Returns the median of the distribution. */ |
| RealType a() const { return _median; } |
| /** Returns the sigma parameter of the distribution. */ |
| RealType b() const { return _sigma; } |
| |
| /** Writes the parameters to a std::ostream. */ |
| BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) |
| { |
| os << parm._median << " " << parm._sigma; |
| return os; |
| } |
| |
| /** Reads the parameters from a std::istream. */ |
| BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) |
| { |
| is >> parm._median >> std::ws >> parm._sigma; |
| return is; |
| } |
| |
| /** Returns true if the two sets of parameters are equal. */ |
| BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) |
| { return lhs._median == rhs._median && lhs._sigma == rhs._sigma; } |
| |
| /** Returns true if the two sets of parameters are different. */ |
| BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) |
| |
| private: |
| RealType _median; |
| RealType _sigma; |
| }; |
| |
| /** |
| * Constructs a \cauchy_distribution with the paramters @c median |
| * and @c sigma. |
| */ |
| explicit cauchy_distribution(RealType median_arg = RealType(0.0), |
| RealType sigma_arg = RealType(1.0)) |
| : _median(median_arg), _sigma(sigma_arg) { } |
| |
| /** |
| * Constructs a \cauchy_distribution from it's parameters. |
| */ |
| explicit cauchy_distribution(const param_type& parm) |
| : _median(parm.median()), _sigma(parm.sigma()) { } |
| |
| // compiler-generated copy ctor and assignment operator are fine |
| |
| // backwards compatibility for Boost.Random |
| |
| /** Returns: the "median" parameter of the distribution */ |
| RealType median() const { return _median; } |
| /** Returns: the "sigma" parameter of the distribution */ |
| RealType sigma() const { return _sigma; } |
| |
| // The new names in C++0x |
| |
| /** Returns: the "median" parameter of the distribution */ |
| RealType a() const { return _median; } |
| /** Returns: the "sigma" parameter of the distribution */ |
| RealType b() const { return _sigma; } |
| |
| /** Returns the smallest value that the distribution can produce. */ |
| RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const |
| { return -(std::numeric_limits<RealType>::infinity)(); } |
| |
| /** Returns the largest value that the distribution can produce. */ |
| RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const |
| { return (std::numeric_limits<RealType>::infinity)(); } |
| |
| param_type param() const { return param_type(_median, _sigma); } |
| |
| void param(const param_type& parm) |
| { |
| _median = parm.median(); |
| _sigma = parm.sigma(); |
| } |
| |
| /** |
| * Effects: Subsequent uses of the distribution do not depend |
| * on values produced by any engine prior to invoking reset. |
| */ |
| void reset() { } |
| |
| /** |
| * Returns: A random variate distributed according to the |
| * cauchy distribution. |
| */ |
| template<class Engine> |
| result_type operator()(Engine& eng) |
| { |
| // Can we have a boost::mathconst please? |
| const result_type pi = result_type(3.14159265358979323846); |
| using std::tan; |
| RealType val = uniform_01<RealType>()(eng)-result_type(0.5); |
| return _median + _sigma * tan(pi*val); |
| } |
| |
| /** |
| * Returns: A random variate distributed according to the |
| * cauchy distribution with parameters specified by param. |
| */ |
| template<class Engine> |
| result_type operator()(Engine& eng, const param_type& parm) |
| { |
| return cauchy_distribution(parm)(eng); |
| } |
| |
| /** |
| * Writes the distribution to a @c std::ostream. |
| */ |
| BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, cauchy_distribution, cd) |
| { |
| os << cd._median << " " << cd._sigma; |
| return os; |
| } |
| |
| /** |
| * Reads the distribution from a @c std::istream. |
| */ |
| BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, cauchy_distribution, cd) |
| { |
| is >> cd._median >> std::ws >> cd._sigma; |
| return is; |
| } |
| |
| /** |
| * Returns true if the two distributions will produce |
| * identical sequences of values, given equal generators. |
| */ |
| BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(cauchy_distribution, lhs, rhs) |
| { return lhs._median == rhs._median && lhs._sigma == rhs._sigma; } |
| |
| /** |
| * Returns true if the two distributions may produce |
| * different sequences of values, given equal generators. |
| */ |
| BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(cauchy_distribution) |
| |
| private: |
| RealType _median; |
| RealType _sigma; |
| }; |
| |
| } // namespace random |
| |
| using random::cauchy_distribution; |
| |
| } // namespace boost |
| |
| #endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP |