| /* boost random/weibull_distribution.hpp header file |
| * |
| * Copyright Steven Watanabe 2010 |
| * 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. |
| * |
| * $Id$ |
| */ |
| |
| #ifndef BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP |
| #define BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP |
| |
| #include <boost/config/no_tr1/cmath.hpp> |
| #include <iosfwd> |
| #include <istream> |
| #include <boost/config.hpp> |
| #include <boost/limits.hpp> |
| #include <boost/random/detail/operators.hpp> |
| #include <boost/random/uniform_01.hpp> |
| |
| namespace boost { |
| namespace random { |
| |
| /** |
| * The Weibull distribution is a real valued distribution with two |
| * parameters a and b, producing values >= 0. |
| * |
| * It has \f$\displaystyle p(x) = \frac{a}{b}\left(\frac{x}{b}\right)^{a-1}e^{-\left(\frac{x}{b}\right)^a}\f$. |
| */ |
| template<class RealType = double> |
| class weibull_distribution { |
| public: |
| typedef RealType result_type; |
| typedef RealType input_type; |
| |
| class param_type { |
| public: |
| typedef weibull_distribution distribution_type; |
| |
| /** |
| * Constructs a @c param_type from the "a" and "b" parameters |
| * of the distribution. |
| * |
| * Requires: a > 0 && b > 0 |
| */ |
| explicit param_type(RealType a_arg = 1.0, RealType b_arg = 1.0) |
| : _a(a_arg), _b(b_arg) |
| {} |
| |
| /** Returns the "a" parameter of the distribtuion. */ |
| RealType a() const { return _a; } |
| /** Returns the "b" parameter of the distribution. */ |
| RealType b() const { return _b; } |
| |
| /** Writes a @c param_type to a @c std::ostream. */ |
| BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) |
| { os << parm._a << ' ' << parm._b; return os; } |
| |
| /** Reads a @c param_type from a @c std::istream. */ |
| BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) |
| { is >> parm._a >> std::ws >> parm._b; return is; } |
| |
| /** Returns true if the two sets of parameters are the same. */ |
| BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) |
| { return lhs._a == rhs._a && lhs._b == rhs._b; } |
| |
| /** Returns true if the two sets of parameters are the different. */ |
| BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) |
| |
| private: |
| RealType _a; |
| RealType _b; |
| }; |
| |
| /** |
| * Constructs a @c weibull_distribution from its "a" and "b" parameters. |
| * |
| * Requires: a > 0 && b > 0 |
| */ |
| explicit weibull_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0) |
| : _a(a_arg), _b(b_arg) |
| {} |
| /** Constructs a @c weibull_distribution from its parameters. */ |
| explicit weibull_distribution(const param_type& parm) |
| : _a(parm.a()), _b(parm.b()) |
| {} |
| |
| /** |
| * Returns a random variate distributed according to the |
| * @c weibull_distribution. |
| */ |
| template<class URNG> |
| RealType operator()(URNG& urng) const |
| { |
| using std::pow; |
| using std::log; |
| return _b*pow(-log(1 - uniform_01<RealType>()(urng)), 1/_a); |
| } |
| |
| /** |
| * Returns a random variate distributed accordint to the Weibull |
| * distribution with parameters specified by @c param. |
| */ |
| template<class URNG> |
| RealType operator()(URNG& urng, const param_type& parm) const |
| { |
| return weibull_distribution(parm)(urng); |
| } |
| |
| /** Returns the "a" parameter of the distribution. */ |
| RealType a() const { return _a; } |
| /** Returns the "b" parameter of the distribution. */ |
| RealType b() const { return _b; } |
| |
| /** Returns the smallest value that the distribution can produce. */ |
| RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 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(_a, _b); } |
| /** Sets the parameters of the distribution. */ |
| void param(const param_type& parm) |
| { |
| _a = parm.a(); |
| _b = parm.b(); |
| } |
| |
| /** |
| * Effects: Subsequent uses of the distribution do not depend |
| * on values produced by any engine prior to invoking reset. |
| */ |
| void reset() { } |
| |
| /** Writes a @c weibull_distribution to a @c std::ostream. */ |
| BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, weibull_distribution, wd) |
| { |
| os << wd.param(); |
| return os; |
| } |
| |
| /** Reads a @c weibull_distribution from a @c std::istream. */ |
| BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, weibull_distribution, wd) |
| { |
| param_type parm; |
| if(is >> parm) { |
| wd.param(parm); |
| } |
| return is; |
| } |
| |
| /** |
| * Returns true if the two instances of @c weibull_distribution will |
| * return identical sequences of values given equal generators. |
| */ |
| BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(weibull_distribution, lhs, rhs) |
| { return lhs._a == rhs._a && lhs._b == rhs._b; } |
| |
| /** |
| * Returns true if the two instances of @c weibull_distribution will |
| * return different sequences of values given equal generators. |
| */ |
| BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(weibull_distribution) |
| |
| private: |
| RealType _a; |
| RealType _b; |
| }; |
| |
| } // namespace random |
| } // namespace boost |
| |
| #endif // BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP |