/* boost random/extreme_value_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_EXTREME_VALUE_DISTRIBUTION_HPP #define BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP #include #include #include #include #include #include #include namespace boost { namespace random { /** * The extreme value distribution is a real valued distribution with two * parameters a and b. * * It has \f$\displaystyle p(x) = \frac{1}{b}e^{\frac{a-x}{b} - e^\frac{a-x}{b}}\f$. */ template class extreme_value_distribution { public: typedef RealType result_type; typedef RealType input_type; class param_type { public: typedef extreme_value_distribution distribution_type; /** * Constructs a @c param_type from the "a" and "b" parameters * of the distribution. * * Requires: 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 an @c extreme_value_distribution from its "a" and "b" parameters. * * Requires: b > 0 */ explicit extreme_value_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0) : _a(a_arg), _b(b_arg) {} /** Constructs an @c extreme_value_distribution from its parameters. */ explicit extreme_value_distribution(const param_type& parm) : _a(parm.a()), _b(parm.b()) {} /** * Returns a random variate distributed according to the * @c extreme_value_distribution. */ template RealType operator()(URNG& urng) const { using std::log; return _a - log(-log(uniform_01()(urng))) * _b; } /** * Returns a random variate distributed accordint to the extreme * value distribution with parameters specified by @c param. */ template RealType operator()(URNG& urng, const param_type& parm) const { return extreme_value_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 -std::numeric_limits::infinity(); } /** 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(_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 an @c extreme_value_distribution to a @c std::ostream. */ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, extreme_value_distribution, wd) { os << wd.param(); return os; } /** Reads an @c extreme_value_distribution from a @c std::istream. */ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, extreme_value_distribution, wd) { param_type parm; if(is >> parm) { wd.param(parm); } return is; } /** * Returns true if the two instances of @c extreme_value_distribution will * return identical sequences of values given equal generators. */ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(extreme_value_distribution, lhs, rhs) { return lhs._a == rhs._a && lhs._b == rhs._b; } /** * Returns true if the two instances of @c extreme_value_distribution will * return different sequences of values given equal generators. */ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(extreme_value_distribution) private: RealType _a; RealType _b; }; } // namespace random } // namespace boost #endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP