/* boost random/exponential_distribution.hpp header file * * Copyright Jens Maurer 2000-2001 * 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. * * $Id$ * * Revision history * 2001-02-18 moved to individual header files */ #ifndef BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP #define BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP #include #include #include #include #include #include #include namespace boost { namespace random { /** * The exponential distribution is a model of \random_distribution with * a single parameter lambda. * * It has \f$\displaystyle p(x) = \lambda e^{-\lambda x}\f$ */ template class exponential_distribution { public: typedef RealType input_type; typedef RealType result_type; class param_type { public: typedef exponential_distribution distribution_type; /** * Constructs parameters with a given lambda. * * Requires: lambda > 0 */ param_type(RealType lambda_arg = RealType(1.0)) : _lambda(lambda_arg) { BOOST_ASSERT(_lambda > RealType(0)); } /** Returns the lambda parameter of the distribution. */ RealType lambda() const { return _lambda; } /** Writes the parameters to a @c std::ostream. */ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) { os << parm._lambda; return os; } /** Reads the parameters from a @c std::istream. */ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) { is >> parm._lambda; return is; } /** Returns true if the two sets of parameters are equal. */ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) { return lhs._lambda == rhs._lambda; } /** Returns true if the two sets of parameters are different. */ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) private: RealType _lambda; }; /** * Constructs an exponential_distribution with a given lambda. * * Requires: lambda > 0 */ explicit exponential_distribution(RealType lambda_arg = RealType(1.0)) : _lambda(lambda_arg) { BOOST_ASSERT(_lambda > RealType(0)); } /** * Constructs an exponential_distribution from its parameters */ explicit exponential_distribution(const param_type& parm) : _lambda(parm.lambda()) {} // compiler-generated copy ctor and assignment operator are fine /** Returns the lambda parameter of the distribution. */ RealType lambda() const { return _lambda; } /** Returns the smallest value that the distribution can produce. */ RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return RealType(0); } /** Returns the largest value that the distribution can produce. */ RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (std::numeric_limits::infinity)(); } /** Returns the parameters of the distribution. */ param_type param() const { return param_type(_lambda); } /** Sets the parameters of the distribution. */ void param(const param_type& parm) { _lambda = parm.lambda(); } /** * 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 * exponential distribution. */ template result_type operator()(Engine& eng) const { using std::log; return -result_type(1) / _lambda * log(result_type(1)-uniform_01()(eng)); } /** * Returns a random variate distributed according to the exponential * distribution with parameters specified by param. */ template result_type operator()(Engine& eng, const param_type& parm) const { return exponential_distribution(parm)(eng); } /** Writes the distribution to a std::ostream. */ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, exponential_distribution, ed) { os << ed._lambda; return os; } /** Reads the distribution from a std::istream. */ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, exponential_distribution, ed) { is >> ed._lambda; return is; } /** * Returns true iff the two distributions will produce identical * sequences of values given equal generators. */ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(exponential_distribution, lhs, rhs) { return lhs._lambda == rhs._lambda; } /** * Returns true iff the two distributions will produce different * sequences of values given equal generators. */ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(exponential_distribution) private: result_type _lambda; }; } // namespace random using random::exponential_distribution; } // namespace boost #endif // BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP