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/* boost random/beta_distribution.hpp header file
*
* Copyright Steven Watanabe 2014
* 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_BETA_DISTRIBUTION_HPP
#define BOOST_RANDOM_BETA_DISTRIBUTION_HPP
#include <cassert>
#include <istream>
#include <iosfwd>
#include <boost/random/detail/operators.hpp>
#include <boost/random/gamma_distribution.hpp>
namespace boost {
namespace random {
/**
* The beta distribution is a real-valued distribution which produces
* values in the range [0, 1]. It has two parameters, alpha and beta.
*
* It has \f$\displaystyle p(x) = \frac{x^{\alpha-1}(1-x)^{\beta-1}}{B(\alpha, \beta)}\f$.
*/
template<class RealType = double>
class beta_distribution {
public:
typedef RealType result_type;
typedef RealType input_type;
class param_type {
public:
typedef beta_distribution distribution_type;
/**
* Constructs a @c param_type from the "alpha" and "beta" parameters
* of the distribution.
*
* Requires: alpha > 0, beta > 0
*/
explicit param_type(RealType alpha_arg = RealType(1.0),
RealType beta_arg = RealType(1.0))
: _alpha(alpha_arg), _beta(beta_arg)
{
assert(alpha_arg > 0);
assert(beta_arg > 0);
}
/** Returns the "alpha" parameter of the distribtuion. */
RealType alpha() const { return _alpha; }
/** Returns the "beta" parameter of the distribution. */
RealType beta() const { return _beta; }
/** Writes a @c param_type to a @c std::ostream. */
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
{ os << parm._alpha << ' ' << parm._beta; return os; }
/** Reads a @c param_type from a @c std::istream. */
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
{ is >> parm._alpha >> std::ws >> parm._beta; return is; }
/** Returns true if the two sets of parameters are the same. */
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
{ return lhs._alpha == rhs._alpha && lhs._beta == rhs._beta; }
/** Returns true if the two sets of parameters are the different. */
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
private:
RealType _alpha;
RealType _beta;
};
/**
* Constructs an @c beta_distribution from its "alpha" and "beta" parameters.
*
* Requires: alpha > 0, beta > 0
*/
explicit beta_distribution(RealType alpha_arg = RealType(1.0),
RealType beta_arg = RealType(1.0))
: _alpha(alpha_arg), _beta(beta_arg)
{
assert(alpha_arg > 0);
assert(beta_arg > 0);
}
/** Constructs an @c beta_distribution from its parameters. */
explicit beta_distribution(const param_type& parm)
: _alpha(parm.alpha()), _beta(parm.beta())
{}
/**
* Returns a random variate distributed according to the
* beta distribution.
*/
template<class URNG>
RealType operator()(URNG& urng) const
{
RealType a = gamma_distribution<RealType>(_alpha, RealType(1.0))(urng);
RealType b = gamma_distribution<RealType>(_beta, RealType(1.0))(urng);
return a / (a + b);
}
/**
* Returns a random variate distributed accordint to the beta
* distribution with parameters specified by @c param.
*/
template<class URNG>
RealType operator()(URNG& urng, const param_type& parm) const
{
return beta_distribution(parm)(urng);
}
/** Returns the "alpha" parameter of the distribution. */
RealType alpha() const { return _alpha; }
/** Returns the "beta" parameter of the distribution. */
RealType beta() const { return _beta; }
/** Returns the smallest value that the distribution can produce. */
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
{ return RealType(0.0); }
/** Returns the largest value that the distribution can produce. */
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
{ return RealType(1.0); }
/** Returns the parameters of the distribution. */
param_type param() const { return param_type(_alpha, _beta); }
/** Sets the parameters of the distribution. */
void param(const param_type& parm)
{
_alpha = parm.alpha();
_beta = parm.beta();
}
/**
* Effects: Subsequent uses of the distribution do not depend
* on values produced by any engine prior to invoking reset.
*/
void reset() { }
/** Writes an @c beta_distribution to a @c std::ostream. */
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, beta_distribution, wd)
{
os << wd.param();
return os;
}
/** Reads an @c beta_distribution from a @c std::istream. */
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, beta_distribution, wd)
{
param_type parm;
if(is >> parm) {
wd.param(parm);
}
return is;
}
/**
* Returns true if the two instances of @c beta_distribution will
* return identical sequences of values given equal generators.
*/
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(beta_distribution, lhs, rhs)
{ return lhs._alpha == rhs._alpha && lhs._beta == rhs._beta; }
/**
* Returns true if the two instances of @c beta_distribution will
* return different sequences of values given equal generators.
*/
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(beta_distribution)
private:
RealType _alpha;
RealType _beta;
};
} // namespace random
} // namespace boost
#endif // BOOST_RANDOM_BETA_DISTRIBUTION_HPP
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