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/* boost random/laplace_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_LAPLACE_DISTRIBUTION_HPP
#define BOOST_RANDOM_LAPLACE_DISTRIBUTION_HPP
#include <cassert>
#include <istream>
#include <iosfwd>
#include <boost/random/detail/operators.hpp>
#include <boost/random/exponential_distribution.hpp>
namespace boost {
namespace random {
/**
* The laplace distribution is a real-valued distribution with
* two parameters, mean and beta.
*
* It has \f$\displaystyle p(x) = \frac{e^-{\frac{|x-\mu|}{\beta}}}{2\beta}\f$.
*/
template<class RealType = double>
class laplace_distribution {
public:
typedef RealType result_type;
typedef RealType input_type;
class param_type {
public:
typedef laplace_distribution distribution_type;
/**
* Constructs a @c param_type from the "mean" and "beta" parameters
* of the distribution.
*/
explicit param_type(RealType mean_arg = RealType(0.0),
RealType beta_arg = RealType(1.0))
: _mean(mean_arg), _beta(beta_arg)
{}
/** Returns the "mean" parameter of the distribtuion. */
RealType mean() const { return _mean; }
/** 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._mean << ' ' << 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._mean >> 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._mean == rhs._mean && lhs._beta == rhs._beta; }
/** Returns true if the two sets of parameters are the different. */
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
private:
RealType _mean;
RealType _beta;
};
/**
* Constructs an @c laplace_distribution from its "mean" and "beta" parameters.
*/
explicit laplace_distribution(RealType mean_arg = RealType(0.0),
RealType beta_arg = RealType(1.0))
: _mean(mean_arg), _beta(beta_arg)
{}
/** Constructs an @c laplace_distribution from its parameters. */
explicit laplace_distribution(const param_type& parm)
: _mean(parm.mean()), _beta(parm.beta())
{}
/**
* Returns a random variate distributed according to the
* laplace distribution.
*/
template<class URNG>
RealType operator()(URNG& urng) const
{
RealType exponential = exponential_distribution<RealType>()(urng);
if(uniform_01<RealType>()(urng) < 0.5)
exponential = -exponential;
return _mean + _beta * exponential;
}
/**
* Returns a random variate distributed accordint to the laplace
* distribution with parameters specified by @c param.
*/
template<class URNG>
RealType operator()(URNG& urng, const param_type& parm) const
{
return laplace_distribution(parm)(urng);
}
/** Returns the "mean" parameter of the distribution. */
RealType mean() const { return _mean; }
/** 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(-std::numeric_limits<RealType>::infinity()); }
/** Returns the largest value that the distribution can produce. */
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
{ return RealType(std::numeric_limits<RealType>::infinity()); }
/** Returns the parameters of the distribution. */
param_type param() const { return param_type(_mean, _beta); }
/** Sets the parameters of the distribution. */
void param(const param_type& parm)
{
_mean = parm.mean();
_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 laplace_distribution to a @c std::ostream. */
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, laplace_distribution, wd)
{
os << wd.param();
return os;
}
/** Reads an @c laplace_distribution from a @c std::istream. */
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, laplace_distribution, wd)
{
param_type parm;
if(is >> parm) {
wd.param(parm);
}
return is;
}
/**
* Returns true if the two instances of @c laplace_distribution will
* return identical sequences of values given equal generators.
*/
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(laplace_distribution, lhs, rhs)
{ return lhs._mean == rhs._mean && lhs._beta == rhs._beta; }
/**
* Returns true if the two instances of @c laplace_distribution will
* return different sequences of values given equal generators.
*/
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(laplace_distribution)
private:
RealType _mean;
RealType _beta;
};
} // namespace random
} // namespace boost
#endif // BOOST_RANDOM_LAPLACE_DISTRIBUTION_HPP
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