1 | /* boost random/exponential_distribution.hpp header file |
2 | * |
3 | * Copyright Jens Maurer 2000-2001 |
4 | * Copyright Steven Watanabe 2011 |
5 | * Distributed under the Boost Software License, Version 1.0. (See |
6 | * accompanying file LICENSE_1_0.txt or copy at |
7 | * http://www.boost.org/LICENSE_1_0.txt) |
8 | * |
9 | * See http://www.boost.org for most recent version including documentation. |
10 | * |
11 | * $Id$ |
12 | * |
13 | * Revision history |
14 | * 2001-02-18 moved to individual header files |
15 | */ |
16 | |
17 | #ifndef BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP |
18 | #define BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP |
19 | |
20 | #include <boost/config/no_tr1/cmath.hpp> |
21 | #include <iosfwd> |
22 | #include <boost/assert.hpp> |
23 | #include <boost/limits.hpp> |
24 | #include <boost/random/detail/config.hpp> |
25 | #include <boost/random/detail/operators.hpp> |
26 | #include <boost/random/uniform_01.hpp> |
27 | |
28 | namespace boost { |
29 | namespace random { |
30 | |
31 | /** |
32 | * The exponential distribution is a model of \random_distribution with |
33 | * a single parameter lambda. |
34 | * |
35 | * It has \f$\displaystyle p(x) = \lambda e^{-\lambda x}\f$ |
36 | */ |
37 | template<class RealType = double> |
38 | class exponential_distribution |
39 | { |
40 | public: |
41 | typedef RealType input_type; |
42 | typedef RealType result_type; |
43 | |
44 | class param_type |
45 | { |
46 | public: |
47 | |
48 | typedef exponential_distribution distribution_type; |
49 | |
50 | /** |
51 | * Constructs parameters with a given lambda. |
52 | * |
53 | * Requires: lambda > 0 |
54 | */ |
55 | param_type(RealType lambda_arg = RealType(1.0)) |
56 | : _lambda(lambda_arg) { BOOST_ASSERT(_lambda > RealType(0)); } |
57 | |
58 | /** Returns the lambda parameter of the distribution. */ |
59 | RealType lambda() const { return _lambda; } |
60 | |
61 | /** Writes the parameters to a @c std::ostream. */ |
62 | BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) |
63 | { |
64 | os << parm._lambda; |
65 | return os; |
66 | } |
67 | |
68 | /** Reads the parameters from a @c std::istream. */ |
69 | BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) |
70 | { |
71 | is >> parm._lambda; |
72 | return is; |
73 | } |
74 | |
75 | /** Returns true if the two sets of parameters are equal. */ |
76 | BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) |
77 | { return lhs._lambda == rhs._lambda; } |
78 | |
79 | /** Returns true if the two sets of parameters are different. */ |
80 | BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) |
81 | |
82 | private: |
83 | RealType _lambda; |
84 | }; |
85 | |
86 | /** |
87 | * Constructs an exponential_distribution with a given lambda. |
88 | * |
89 | * Requires: lambda > 0 |
90 | */ |
91 | explicit exponential_distribution(RealType lambda_arg = RealType(1.0)) |
92 | : _lambda(lambda_arg) { BOOST_ASSERT(_lambda > RealType(0)); } |
93 | |
94 | /** |
95 | * Constructs an exponential_distribution from its parameters |
96 | */ |
97 | explicit exponential_distribution(const param_type& parm) |
98 | : _lambda(parm.lambda()) {} |
99 | |
100 | // compiler-generated copy ctor and assignment operator are fine |
101 | |
102 | /** Returns the lambda parameter of the distribution. */ |
103 | RealType lambda() const { return _lambda; } |
104 | |
105 | /** Returns the smallest value that the distribution can produce. */ |
106 | RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const |
107 | { return RealType(0); } |
108 | /** Returns the largest value that the distribution can produce. */ |
109 | RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const |
110 | { return (std::numeric_limits<RealType>::infinity)(); } |
111 | |
112 | /** Returns the parameters of the distribution. */ |
113 | param_type param() const { return param_type(_lambda); } |
114 | /** Sets the parameters of the distribution. */ |
115 | void param(const param_type& parm) { _lambda = parm.lambda(); } |
116 | |
117 | /** |
118 | * Effects: Subsequent uses of the distribution do not depend |
119 | * on values produced by any engine prior to invoking reset. |
120 | */ |
121 | void reset() { } |
122 | |
123 | /** |
124 | * Returns a random variate distributed according to the |
125 | * exponential distribution. |
126 | */ |
127 | template<class Engine> |
128 | result_type operator()(Engine& eng) const |
129 | { |
130 | using std::log; |
131 | return -result_type(1) / |
132 | _lambda * log(result_type(1)-uniform_01<RealType>()(eng)); |
133 | } |
134 | |
135 | /** |
136 | * Returns a random variate distributed according to the exponential |
137 | * distribution with parameters specified by param. |
138 | */ |
139 | template<class Engine> |
140 | result_type operator()(Engine& eng, const param_type& parm) const |
141 | { |
142 | return exponential_distribution(parm)(eng); |
143 | } |
144 | |
145 | /** Writes the distribution to a std::ostream. */ |
146 | BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, exponential_distribution, ed) |
147 | { |
148 | os << ed._lambda; |
149 | return os; |
150 | } |
151 | |
152 | /** Reads the distribution from a std::istream. */ |
153 | BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, exponential_distribution, ed) |
154 | { |
155 | is >> ed._lambda; |
156 | return is; |
157 | } |
158 | |
159 | /** |
160 | * Returns true iff the two distributions will produce identical |
161 | * sequences of values given equal generators. |
162 | */ |
163 | BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(exponential_distribution, lhs, rhs) |
164 | { return lhs._lambda == rhs._lambda; } |
165 | |
166 | /** |
167 | * Returns true iff the two distributions will produce different |
168 | * sequences of values given equal generators. |
169 | */ |
170 | BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(exponential_distribution) |
171 | |
172 | private: |
173 | result_type _lambda; |
174 | }; |
175 | |
176 | } // namespace random |
177 | |
178 | using random::exponential_distribution; |
179 | |
180 | } // namespace boost |
181 | |
182 | #endif // BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP |
183 | |