/usr/include/boost/random
Edit: /usr/include/boost/random/gamma_distribution.hpp (9166B)
/* boost random/gamma_distribution.hpp header file
*
* Copyright Jens Maurer 2002
* 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_GAMMA_DISTRIBUTION_HPP
#define BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
#include
#include
#include
#include
#include
#include
#include
#include
namespace boost {
namespace random {
// The algorithm is taken from Knuth
/**
* The gamma distribution is a continuous distribution with two
* parameters alpha and beta. It produces values > 0.
*
* It has
* \f$\displaystyle p(x) = x^{\alpha-1}\frac{e^{-x/\beta}}{\beta^\alpha\Gamma(\alpha)}\f$.
*/
template
class gamma_distribution
{
public:
typedef RealType input_type;
typedef RealType result_type;
class param_type
{
public:
typedef gamma_distribution distribution_type;
/**
* Constructs a @c param_type object from the "alpha" and "beta"
* parameters.
*
* Requires: alpha > 0 && beta > 0
*/
param_type(const RealType& alpha_arg = RealType(1.0),
const RealType& beta_arg = RealType(1.0))
: _alpha(alpha_arg), _beta(beta_arg)
{
}
/** Returns the "alpha" parameter of the distribution. */
RealType alpha() const { return _alpha; }
/** Returns the "beta" parameter of the distribution. */
RealType beta() const { return _beta; }
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
/** Writes the parameters to a @c std::ostream. */
template
friend std::basic_ostream&
operator<<(std::basic_ostream& os,
const param_type& parm)
{
os << parm._alpha << ' ' << parm._beta;
return os;
}
/** Reads the parameters from a @c std::istream. */
template
friend std::basic_istream&
operator>>(std::basic_istream& is, param_type& parm)
{
is >> parm._alpha >> std::ws >> parm._beta;
return is;
}
#endif
/** Returns true if the two sets of parameters are the same. */
friend bool operator==(const param_type& lhs, const param_type& rhs)
{
return lhs._alpha == rhs._alpha && lhs._beta == rhs._beta;
}
/** Returns true if the two sets fo parameters are different. */
friend bool operator!=(const param_type& lhs, const param_type& rhs)
{
return !(lhs == rhs);
}
private:
RealType _alpha;
RealType _beta;
};
#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
BOOST_STATIC_ASSERT(!std::numeric_limits::is_integer);
#endif
/**
* Creates a new gamma_distribution with parameters "alpha" and "beta".
*
* Requires: alpha > 0 && beta > 0
*/
explicit gamma_distribution(const result_type& alpha_arg = result_type(1.0),
const result_type& beta_arg = result_type(1.0))
: _exp(result_type(1)), _alpha(alpha_arg), _beta(beta_arg)
{
BOOST_ASSERT(_alpha > result_type(0));
BOOST_ASSERT(_beta > result_type(0));
init();
}
/** Constructs a @c gamma_distribution from its parameters. */
explicit gamma_distribution(const param_type& parm)
: _exp(result_type(1)), _alpha(parm.alpha()), _beta(parm.beta())
{
init();
}
// compiler-generated copy ctor and assignment operator are fine
/** Returns the "alpha" paramter 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 0; }
/* Returns the largest value that the distribution can produce. */
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
{ return (std::numeric_limits::infinity)(); }
/** 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();
init();
}
/**
* Effects: Subsequent uses of the distribution do not depend
* on values produced by any engine prior to invoking reset.
*/
void reset() { _exp.reset(); }
/**
* Returns a random variate distributed according to
* the gamma distribution.
*/
template
result_type operator()(Engine& eng)
{
#ifndef BOOST_NO_STDC_NAMESPACE
// allow for Koenig lookup
using std::tan; using std::sqrt; using std::exp; using std::log;
using std::pow;
#endif
if(_alpha == result_type(1)) {
return _exp(eng) * _beta;
} else if(_alpha > result_type(1)) {
// Can we have a boost::mathconst please?
const result_type pi = result_type(3.14159265358979323846);
for(;;) {
result_type y = tan(pi * uniform_01()(eng));
result_type x = sqrt(result_type(2)*_alpha-result_type(1))*y
+ _alpha-result_type(1);
if(x <= result_type(0))
continue;
if(uniform_01()(eng) >
(result_type(1)+y*y) * exp((_alpha-result_type(1))
*log(x/(_alpha-result_type(1)))
- sqrt(result_type(2)*_alpha
-result_type(1))*y))
continue;
return x * _beta;
}
} else /* alpha < 1.0 */ {
for(;;) {
result_type u = uniform_01()(eng);
result_type y = _exp(eng);
result_type x, q;
if(u < _p) {
x = exp(-y/_alpha);
q = _p*exp(-x);
} else {
x = result_type(1)+y;
q = _p + (result_type(1)-_p) * pow(x,_alpha-result_type(1));
}
if(u >= q)
continue;
return x * _beta;
}
}
}
template
RealType operator()(URNG& urng, const param_type& parm) const
{
return gamma_distribution(parm)(urng);
}
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
/** Writes a @c gamma_distribution to a @c std::ostream. */
template
friend std::basic_ostream&
operator<<(std::basic_ostream& os,
const gamma_distribution& gd)
{
os << gd.param();
return os;
}
/** Reads a @c gamma_distribution from a @c std::istream. */
template
friend std::basic_istream&
operator>>(std::basic_istream& is, gamma_distribution& gd)
{
gd.read(is);
return is;
}
#endif
/**
* Returns true if the two distributions will produce identical
* sequences of random variates given equal generators.
*/
friend bool operator==(const gamma_distribution& lhs,
const gamma_distribution& rhs)
{
return lhs._alpha == rhs._alpha
&& lhs._beta == rhs._beta
&& lhs._exp == rhs._exp;
}
/**
* Returns true if the two distributions can produce different
* sequences of random variates, given equal generators.
*/
friend bool operator!=(const gamma_distribution& lhs,
const gamma_distribution& rhs)
{
return !(lhs == rhs);
}
private:
/// \cond hide_private_members
template
void read(std::basic_istream& is)
{
param_type parm;
if(is >> parm) {
param(parm);
}
}
void init()
{
#ifndef BOOST_NO_STDC_NAMESPACE
// allow for Koenig lookup
using std::exp;
#endif
_p = exp(result_type(1)) / (_alpha + exp(result_type(1)));
}
/// \endcond
exponential_distribution _exp;
result_type _alpha;
result_type _beta;
// some data precomputed from the parameters
result_type _p;
};
} // namespace random
using random::gamma_distribution;
} // namespace boost
#endif // BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP