| /* boost random/fisher_f_distribution.hpp header file |
| * |
| * 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. |
| * |
| * $Id$ |
| */ |
| |
| #ifndef BOOST_RANDOM_FISHER_F_DISTRIBUTION_HPP |
| #define BOOST_RANDOM_FISHER_F_DISTRIBUTION_HPP |
| |
| #include <iosfwd> |
| #include <istream> |
| #include <boost/config.hpp> |
| #include <boost/limits.hpp> |
| #include <boost/random/detail/operators.hpp> |
| #include <boost/random/chi_squared_distribution.hpp> |
| |
| namespace boost { |
| namespace random { |
| |
| /** |
| * The Fisher F distribution is a real valued distribution with two |
| * parameters m and n. |
| * |
| * It has \f$\displaystyle p(x) = |
| * \frac{\Gamma((m+n)/2)}{\Gamma(m/2)\Gamma(n/2)} |
| * \left(\frac{m}{n}\right)^{m/2} |
| * x^{(m/2)-1} \left(1+\frac{mx}{n}\right)^{-(m+n)/2} |
| * \f$. |
| */ |
| template<class RealType = double> |
| class fisher_f_distribution { |
| public: |
| typedef RealType result_type; |
| typedef RealType input_type; |
| |
| class param_type { |
| public: |
| typedef fisher_f_distribution distribution_type; |
| |
| /** |
| * Constructs a @c param_type from the "m" and "n" parameters |
| * of the distribution. |
| * |
| * Requires: m > 0 and n > 0 |
| */ |
| explicit param_type(RealType m_arg = RealType(1.0), |
| RealType n_arg = RealType(1.0)) |
| : _m(m_arg), _n(n_arg) |
| {} |
| |
| /** Returns the "m" parameter of the distribtuion. */ |
| RealType m() const { return _m; } |
| /** Returns the "n" parameter of the distribution. */ |
| RealType n() const { return _n; } |
| |
| /** Writes a @c param_type to a @c std::ostream. */ |
| BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) |
| { os << parm._m << ' ' << parm._n; return os; } |
| |
| /** Reads a @c param_type from a @c std::istream. */ |
| BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) |
| { is >> parm._m >> std::ws >> parm._n; return is; } |
| |
| /** Returns true if the two sets of parameters are the same. */ |
| BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) |
| { return lhs._m == rhs._m && lhs._n == rhs._n; } |
| |
| /** Returns true if the two sets of parameters are the different. */ |
| BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) |
| |
| private: |
| RealType _m; |
| RealType _n; |
| }; |
| |
| /** |
| * Constructs a @c fisher_f_distribution from its "m" and "n" parameters. |
| * |
| * Requires: m > 0 and n > 0 |
| */ |
| explicit fisher_f_distribution(RealType m_arg = RealType(1.0), |
| RealType n_arg = RealType(1.0)) |
| : _impl_m(m_arg), _impl_n(n_arg) |
| {} |
| /** Constructs an @c fisher_f_distribution from its parameters. */ |
| explicit fisher_f_distribution(const param_type& parm) |
| : _impl_m(parm.m()), _impl_n(parm.n()) |
| {} |
| |
| /** |
| * Returns a random variate distributed according to the |
| * F distribution. |
| */ |
| template<class URNG> |
| RealType operator()(URNG& urng) |
| { |
| return (_impl_m(urng) * n()) / (_impl_n(urng) * m()); |
| } |
| |
| /** |
| * Returns a random variate distributed according to the |
| * F distribution with parameters specified by @c param. |
| */ |
| template<class URNG> |
| RealType operator()(URNG& urng, const param_type& parm) const |
| { |
| return fisher_f_distribution(parm)(urng); |
| } |
| |
| /** Returns the "m" parameter of the distribution. */ |
| RealType m() const { return _impl_m.n(); } |
| /** Returns the "n" parameter of the distribution. */ |
| RealType n() const { return _impl_n.n(); } |
| |
| /** 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(m(), n()); } |
| /** Sets the parameters of the distribution. */ |
| void param(const param_type& parm) |
| { |
| typedef chi_squared_distribution<RealType> impl_type; |
| typename impl_type::param_type m_param(parm.m()); |
| _impl_m.param(m_param); |
| typename impl_type::param_type n_param(parm.n()); |
| _impl_n.param(n_param); |
| } |
| |
| /** |
| * Effects: Subsequent uses of the distribution do not depend |
| * on values produced by any engine prior to invoking reset. |
| */ |
| void reset() { } |
| |
| /** Writes an @c fisher_f_distribution to a @c std::ostream. */ |
| BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, fisher_f_distribution, fd) |
| { |
| os << fd.param(); |
| return os; |
| } |
| |
| /** Reads an @c fisher_f_distribution from a @c std::istream. */ |
| BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, fisher_f_distribution, fd) |
| { |
| param_type parm; |
| if(is >> parm) { |
| fd.param(parm); |
| } |
| return is; |
| } |
| |
| /** |
| * Returns true if the two instances of @c fisher_f_distribution will |
| * return identical sequences of values given equal generators. |
| */ |
| BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(fisher_f_distribution, lhs, rhs) |
| { return lhs._impl_m == rhs._impl_m && lhs._impl_n == rhs._impl_n; } |
| |
| /** |
| * Returns true if the two instances of @c fisher_f_distribution will |
| * return different sequences of values given equal generators. |
| */ |
| BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(fisher_f_distribution) |
| |
| private: |
| chi_squared_distribution<RealType> _impl_m; |
| chi_squared_distribution<RealType> _impl_n; |
| }; |
| |
| } // namespace random |
| } // namespace boost |
| |
| #endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP |