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/* boost random/fisher_f_distribution.hpp header file
*
* 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: fisher_f_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
*/
#ifndef BOOST_RANDOM_FISHER_F_DISTRIBUTION_HPP
#define BOOST_RANDOM_FISHER_F_DISTRIBUTION_HPP
#include <iosfwd>
#include <istream>
#include <boost/config.hpp>
#include <boost/limits.hpp>
#include <boost/random/detail/operators.hpp>
#include <boost/random/chi_squared_distribution.hpp>
namespace boost {
namespace random {
/**
* The Fisher F distribution is a real valued distribution with two
* parameters m and n.
*
* It has \f$\displaystyle p(x) =
* \frac{\Gamma((m+n)/2)}{\Gamma(m/2)\Gamma(n/2)}
* \left(\frac{m}{n}\right)^{m/2}
* x^{(m/2)-1} \left(1+\frac{mx}{n}\right)^{-(m+n)/2}
* \f$.
*/
template<class RealType = double>
class fisher_f_distribution {
public:
typedef RealType result_type;
typedef RealType input_type;
class param_type {
public:
typedef fisher_f_distribution distribution_type;
/**
* Constructs a @c param_type from the "m" and "n" parameters
* of the distribution.
*
* Requires: m > 0 and n > 0
*/
explicit param_type(RealType m_arg = RealType(1.0),
RealType n_arg = RealType(1.0))
: _m(m_arg), _n(n_arg)
{}
/** Returns the "m" parameter of the distribtuion. */
RealType m() const { return _m; }
/** Returns the "n" parameter of the distribution. */
RealType n() const { return _n; }
/** Writes a @c param_type to a @c std::ostream. */
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
{ os << parm._m << ' ' << parm._n; return os; }
/** Reads a @c param_type from a @c std::istream. */
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
{ is >> parm._m >> std::ws >> parm._n; return is; }
/** Returns true if the two sets of parameters are the same. */
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
{ return lhs._m == rhs._m && lhs._n == rhs._n; }
/** Returns true if the two sets of parameters are the different. */
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
private:
RealType _m;
RealType _n;
};
/**
* Constructs a @c fisher_f_distribution from its "m" and "n" parameters.
*
* Requires: m > 0 and n > 0
*/
explicit fisher_f_distribution(RealType m_arg = RealType(1.0),
RealType n_arg = RealType(1.0))
: _impl_m(m_arg), _impl_n(n_arg)
{}
/** Constructs an @c fisher_f_distribution from its parameters. */
explicit fisher_f_distribution(const param_type& parm)
: _impl_m(parm.m()), _impl_n(parm.n())
{}
/**
* Returns a random variate distributed according to the
* F distribution.
*/
template<class URNG>
RealType operator()(URNG& urng)
{
return (_impl_m(urng) * n()) / (_impl_n(urng) * m());
}
/**
* Returns a random variate distributed according to the
* F distribution with parameters specified by @c param.
*/
template<class URNG>
RealType operator()(URNG& urng, const param_type& parm) const
{
return fisher_f_distribution(parm)(urng);
}
/** Returns the "m" parameter of the distribution. */
RealType m() const { return _impl_m.n(); }
/** Returns the "n" parameter of the distribution. */
RealType n() const { return _impl_n.n(); }
/** Returns the smallest value that the distribution can produce. */
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
/** 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(m(), n()); }
/** Sets the parameters of the distribution. */
void param(const param_type& parm)
{
typedef chi_squared_distribution<RealType> impl_type;
typename impl_type::param_type m_param(parm.m());
_impl_m.param(m_param);
typename impl_type::param_type n_param(parm.n());
_impl_n.param(n_param);
}
/**
* Effects: Subsequent uses of the distribution do not depend
* on values produced by any engine prior to invoking reset.
*/
void reset() { }
/** Writes an @c fisher_f_distribution to a @c std::ostream. */
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, fisher_f_distribution, fd)
{
os << fd.param();
return os;
}
/** Reads an @c fisher_f_distribution from a @c std::istream. */
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, fisher_f_distribution, fd)
{
param_type parm;
if(is >> parm) {
fd.param(parm);
}
return is;
}
/**
* Returns true if the two instances of @c fisher_f_distribution will
* return identical sequences of values given equal generators.
*/
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(fisher_f_distribution, lhs, rhs)
{ return lhs._impl_m == rhs._impl_m && lhs._impl_n == rhs._impl_n; }
/**
* Returns true if the two instances of @c fisher_f_distribution will
* return different sequences of values given equal generators.
*/
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(fisher_f_distribution)
private:
chi_squared_distribution<RealType> _impl_m;
chi_squared_distribution<RealType> _impl_n;
};
} // namespace random
} // namespace boost
#endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
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