1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
|
/* boost random/weibull_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_WEIBULL_DISTRIBUTION_HPP
#define BOOST_RANDOM_WEIBULL_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 Weibull distribution is a real valued distribution with two
* parameters a and b, producing values >= 0.
*
* It has \f$\displaystyle p(x) = \frac{a}{b}\left(\frac{x}{b}\right)^{a-1}e^{-\left(\frac{x}{b}\right)^a}\f$.
*/
template<class RealType = double>
class weibull_distribution {
public:
typedef RealType result_type;
typedef RealType input_type;
class param_type {
public:
typedef weibull_distribution distribution_type;
/**
* Constructs a @c param_type from the "a" and "b" parameters
* of the distribution.
*
* Requires: a > 0 && 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 a @c weibull_distribution from its "a" and "b" parameters.
*
* Requires: a > 0 && b > 0
*/
explicit weibull_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0)
: _a(a_arg), _b(b_arg)
{}
/** Constructs a @c weibull_distribution from its parameters. */
explicit weibull_distribution(const param_type& parm)
: _a(parm.a()), _b(parm.b())
{}
/**
* Returns a random variate distributed according to the
* @c weibull_distribution.
*/
template<class URNG>
RealType operator()(URNG& urng) const
{
using std::pow;
using std::log;
return _b*pow(-log(1 - uniform_01<RealType>()(urng)), 1/_a);
}
/**
* Returns a random variate distributed accordint to the Weibull
* distribution with parameters specified by @c param.
*/
template<class URNG>
RealType operator()(URNG& urng, const param_type& parm) const
{
return weibull_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 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(_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 a @c weibull_distribution to a @c std::ostream. */
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, weibull_distribution, wd)
{
os << wd.param();
return os;
}
/** Reads a @c weibull_distribution from a @c std::istream. */
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, weibull_distribution, wd)
{
param_type parm;
if(is >> parm) {
wd.param(parm);
}
return is;
}
/**
* Returns true if the two instances of @c weibull_distribution will
* return identical sequences of values given equal generators.
*/
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(weibull_distribution, lhs, rhs)
{ return lhs._a == rhs._a && lhs._b == rhs._b; }
/**
* Returns true if the two instances of @c weibull_distribution will
* return different sequences of values given equal generators.
*/
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(weibull_distribution)
private:
RealType _a;
RealType _b;
};
} // namespace random
} // namespace boost
#endif // BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP
|
