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/* 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: extreme_value_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
*/
#ifndef BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
#define BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
#include <boost/config/no_tr1/cmath.hpp>
#include <iosfwd>
#include <istream>
#include <boost/config.hpp>
#include <boost/limits.hpp>
#include <boost/random/detail/operators.hpp>
#include <boost/random/uniform_01.hpp>
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 RealType = double>
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<class URNG>
RealType operator()(URNG& urng) const
{
using std::log;
return _a - log(-log(uniform_01<RealType>()(urng))) * _b;
}
/**
* Returns a random variate distributed accordint to the extreme
* value distribution with parameters specified by @c param.
*/
template<class URNG>
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<RealType>::infinity(); }
/** Returns the largest value that the distribution can produce. */
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
{ return std::numeric_limits<RealType>::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
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