| /* boost random/negative_binomial_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_NEGATIVE_BINOMIAL_DISTRIBUTION_HPP_INCLUDED |
| #define BOOST_RANDOM_NEGATIVE_BINOMIAL_DISTRIBUTION_HPP_INCLUDED |
| |
| #include <iosfwd> |
| |
| #include <boost/limits.hpp> |
| #include <boost/random/detail/config.hpp> |
| #include <boost/random/gamma_distribution.hpp> |
| #include <boost/random/poisson_distribution.hpp> |
| |
| namespace boost { |
| namespace random { |
| |
| /** |
| * The negative binomial distribution is an integer valued |
| * distribution with two parameters, @c k and @c p. The |
| * distribution produces non-negative values. |
| * |
| * The distribution function is |
| * \f$\displaystyle P(i) = {k+i-1\choose i}p^k(1-p)^i\f$. |
| * |
| * This implementation uses a gamma-poisson mixture. |
| */ |
| template<class IntType = int, class RealType = double> |
| class negative_binomial_distribution { |
| public: |
| typedef IntType result_type; |
| typedef RealType input_type; |
| |
| class param_type { |
| public: |
| typedef negative_binomial_distribution distribution_type; |
| /** |
| * Construct a param_type object. @c k and @c p |
| * are the parameters of the distribution. |
| * |
| * Requires: k >=0 && 0 <= p <= 1 |
| */ |
| explicit param_type(IntType k_arg = 1, RealType p_arg = RealType (0.5)) |
| : _k(k_arg), _p(p_arg) |
| {} |
| /** Returns the @c k parameter of the distribution. */ |
| IntType k() const { return _k; } |
| /** Returns the @c p parameter of the distribution. */ |
| RealType p() const { return _p; } |
| #ifndef BOOST_RANDOM_NO_STREAM_OPERATORS |
| /** Writes the parameters of the distribution to a @c std::ostream. */ |
| template<class CharT, class Traits> |
| friend std::basic_ostream<CharT,Traits>& |
| operator<<(std::basic_ostream<CharT,Traits>& os, |
| const param_type& parm) |
| { |
| os << parm._p << " " << parm._k; |
| return os; |
| } |
| |
| /** Reads the parameters of the distribution from a @c std::istream. */ |
| template<class CharT, class Traits> |
| friend std::basic_istream<CharT,Traits>& |
| operator>>(std::basic_istream<CharT,Traits>& is, param_type& parm) |
| { |
| is >> parm._p >> std::ws >> parm._k; |
| return is; |
| } |
| #endif |
| /** Returns true if the parameters have the same values. */ |
| friend bool operator==(const param_type& lhs, const param_type& rhs) |
| { |
| return lhs._k == rhs._k && lhs._p == rhs._p; |
| } |
| /** Returns true if the parameters have different values. */ |
| friend bool operator!=(const param_type& lhs, const param_type& rhs) |
| { |
| return !(lhs == rhs); |
| } |
| private: |
| IntType _k; |
| RealType _p; |
| }; |
| |
| /** |
| * Construct a @c negative_binomial_distribution object. @c k and @c p |
| * are the parameters of the distribution. |
| * |
| * Requires: k >=0 && 0 <= p <= 1 |
| */ |
| explicit negative_binomial_distribution(IntType k_arg = 1, |
| RealType p_arg = RealType(0.5)) |
| : _k(k_arg), _p(p_arg) |
| {} |
| |
| /** |
| * Construct an @c negative_binomial_distribution object from the |
| * parameters. |
| */ |
| explicit negative_binomial_distribution(const param_type& parm) |
| : _k(parm.k()), _p(parm.p()) |
| {} |
| |
| /** |
| * Returns a random variate distributed according to the |
| * negative binomial distribution. |
| */ |
| template<class URNG> |
| IntType operator()(URNG& urng) const |
| { |
| gamma_distribution<RealType> gamma(_k, (1-_p)/_p); |
| poisson_distribution<IntType, RealType> poisson(gamma(urng)); |
| return poisson(urng); |
| } |
| |
| /** |
| * Returns a random variate distributed according to the negative |
| * binomial distribution with parameters specified by @c param. |
| */ |
| template<class URNG> |
| IntType operator()(URNG& urng, const param_type& parm) const |
| { |
| return negative_binomial_distribution(parm)(urng); |
| } |
| |
| /** Returns the @c k parameter of the distribution. */ |
| IntType k() const { return _k; } |
| /** Returns the @c p parameter of the distribution. */ |
| RealType p() const { return _p; } |
| |
| /** Returns the smallest value that the distribution can produce. */ |
| IntType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; } |
| /** Returns the largest value that the distribution can produce. */ |
| IntType max BOOST_PREVENT_MACRO_SUBSTITUTION() const |
| { return (std::numeric_limits<IntType>::max)(); } |
| |
| /** Returns the parameters of the distribution. */ |
| param_type param() const { return param_type(_k, _p); } |
| /** Sets parameters of the distribution. */ |
| void param(const param_type& parm) |
| { |
| _k = parm.k(); |
| _p = parm.p(); |
| } |
| |
| /** |
| * Effects: Subsequent uses of the distribution do not depend |
| * on values produced by any engine prior to invoking reset. |
| */ |
| void reset() { } |
| |
| #ifndef BOOST_RANDOM_NO_STREAM_OPERATORS |
| /** Writes the parameters of the distribution to a @c std::ostream. */ |
| template<class CharT, class Traits> |
| friend std::basic_ostream<CharT,Traits>& |
| operator<<(std::basic_ostream<CharT,Traits>& os, |
| const negative_binomial_distribution& bd) |
| { |
| os << bd.param(); |
| return os; |
| } |
| |
| /** Reads the parameters of the distribution from a @c std::istream. */ |
| template<class CharT, class Traits> |
| friend std::basic_istream<CharT,Traits>& |
| operator>>(std::basic_istream<CharT,Traits>& is, |
| negative_binomial_distribution& bd) |
| { |
| bd.read(is); |
| return is; |
| } |
| #endif |
| |
| /** Returns true if the two distributions will produce the same |
| sequence of values, given equal generators. */ |
| friend bool operator==(const negative_binomial_distribution& lhs, |
| const negative_binomial_distribution& rhs) |
| { |
| return lhs._k == rhs._k && lhs._p == rhs._p; |
| } |
| /** Returns true if the two distributions could produce different |
| sequences of values, given equal generators. */ |
| friend bool operator!=(const negative_binomial_distribution& lhs, |
| const negative_binomial_distribution& rhs) |
| { |
| return !(lhs == rhs); |
| } |
| |
| private: |
| |
| /// @cond \show_private |
| |
| template<class CharT, class Traits> |
| void read(std::basic_istream<CharT, Traits>& is) { |
| param_type parm; |
| if(is >> parm) { |
| param(parm); |
| } |
| } |
| |
| // parameters |
| IntType _k; |
| RealType _p; |
| |
| /// @endcond |
| }; |
| |
| } |
| |
| } |
| |
| #endif |