/
usr
/
include
/
boost
/
random
/
/usr/include/boost/random
mkdir
upload
Name
Size
Mode
Actions
detail/
-
0755
rm
additive_combine.hpp
8826
0644
edit
dl
rm
bernoulli_distribution.hpp
5608
0644
edit
dl
rm
beta_distribution.hpp
5900
0644
edit
dl
rm
binomial_distribution.hpp
12985
0644
edit
dl
rm
cauchy_distribution.hpp
6528
0644
edit
dl
rm
chi_squared_distribution.hpp
6322
0644
edit
dl
rm
discard_block.hpp
7991
0644
edit
dl
rm
discrete_distribution.hpp
21137
0644
edit
dl
rm
exponential_distribution.hpp
20895
0644
edit
dl
rm
extreme_value_distribution.hpp
5611
0644
edit
dl
rm
faure.hpp
11474
0644
edit
dl
rm
fisher_f_distribution.hpp
5924
0644
edit
dl
rm
gamma_distribution.hpp
9166
0644
edit
dl
rm
generate_canonical.hpp
2954
0644
edit
dl
rm
geometric_distribution.hpp
7339
0644
edit
dl
rm
hyperexponential_distribution.hpp
36980
0644
edit
dl
rm
independent_bits.hpp
9117
0644
edit
dl
rm
inversive_congruential.hpp
9550
0644
edit
dl
rm
lagged_fibonacci.hpp
18256
0644
edit
dl
rm
laplace_distribution.hpp
5743
0644
edit
dl
rm
linear_congruential.hpp
16214
0644
edit
dl
rm
linear_feedback_shift.hpp
7162
0644
edit
dl
rm
lognormal_distribution.hpp
8051
0644
edit
dl
rm
mersenne_twister.hpp
24094
0644
edit
dl
rm
negative_binomial_distribution.hpp
6911
0644
edit
dl
rm
niederreiter_base2.hpp
11736
0644
edit
dl
rm
non_central_chi_squared_distribution.hpp
7724
0644
edit
dl
rm
normal_distribution.hpp
17441
0644
edit
dl
rm
piecewise_constant_distribution.hpp
17186
0644
edit
dl
rm
piecewise_linear_distribution.hpp
18802
0644
edit
dl
rm
poisson_distribution.hpp
10145
0644
edit
dl
rm
random_device.hpp
5032
0644
edit
dl
rm
random_number_generator.hpp
1958
0644
edit
dl
rm
ranlux.hpp
3292
0644
edit
dl
rm
seed_seq.hpp
3792
0644
edit
dl
rm
shuffle_order.hpp
9181
0644
edit
dl
rm
shuffle_output.hpp
1352
0644
edit
dl
rm
sobol.hpp
7704
0644
edit
dl
rm
student_t_distribution.hpp
5633
0644
edit
dl
rm
subtract_with_carry.hpp
21590
0644
edit
dl
rm
taus88.hpp
1164
0644
edit
dl
rm
traits.hpp
4165
0644
edit
dl
rm
triangle_distribution.hpp
7033
0644
edit
dl
rm
uniform_01.hpp
7538
0644
edit
dl
rm
uniform_int.hpp
2909
0644
edit
dl
rm
uniform_int_distribution.hpp
16199
0644
edit
dl
rm
uniform_on_sphere.hpp
8812
0644
edit
dl
rm
uniform_real.hpp
2449
0644
edit
dl
rm
uniform_real_distribution.hpp
7726
0644
edit
dl
rm
uniform_smallint.hpp
12230
0644
edit
dl
rm
variate_generator.hpp
3708
0644
edit
dl
rm
weibull_distribution.hpp
5524
0644
edit
dl
rm
xor_combine.hpp
7049
0644
edit
dl
rm
Edit:
/usr/include/boost/random/student_t_distribution.hpp
(5633B)
/* boost random/student_t_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. * * $Id$ */ #ifndef BOOST_RANDOM_STUDENT_T_DISTRIBUTION_HPP #define BOOST_RANDOM_STUDENT_T_DISTRIBUTION_HPP #include <boost/config/no_tr1/cmath.hpp> #include <iosfwd> #include <boost/config.hpp> #include <boost/limits.hpp> #include <boost/random/detail/operators.hpp> #include <boost/random/chi_squared_distribution.hpp> #include <boost/random/normal_distribution.hpp> namespace boost { namespace random { /** * The Student t distribution is a real valued distribution with one * parameter n, the number of degrees of freedom. * * It has \f$\displaystyle p(x) = * \frac{1}{\sqrt{n\pi}} * \frac{\Gamma((n+1)/2)}{\Gamma(n/2)} * \left(1+\frac{x^2}{n}\right)^{-(n+1)/2} * \f$. */ template<class RealType = double> class student_t_distribution { public: typedef RealType result_type; typedef RealType input_type; class param_type { public: typedef student_t_distribution distribution_type; /** * Constructs a @c param_type with "n" degrees of freedom. * * Requires: n > 0 */ explicit param_type(RealType n_arg = RealType(1.0)) : _n(n_arg) {} /** Returns the number of degrees of freedom 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._n; return os; } /** Reads a @c param_type from a @c std::istream. */ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) { is >> 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._n == rhs._n; } /** Returns true if the two sets of parameters are the different. */ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) private: RealType _n; }; /** * Constructs an @c student_t_distribution with "n" degrees of freedom. * * Requires: n > 0 */ explicit student_t_distribution(RealType n_arg = RealType(1.0)) : _normal(), _chi_squared(n_arg) {} /** Constructs an @c student_t_distribution from its parameters. */ explicit student_t_distribution(const param_type& parm) : _normal(), _chi_squared(parm.n()) {} /** * Returns a random variate distributed according to the * Student t distribution. */ template<class URNG> RealType operator()(URNG& urng) { using std::sqrt; return _normal(urng) / sqrt(_chi_squared(urng) / n()); } /** * Returns a random variate distributed accordint to the Student * t distribution with parameters specified by @c param. */ template<class URNG> RealType operator()(URNG& urng, const param_type& parm) const { return student_t_distribution(parm)(urng); } /** Returns the number of degrees of freedom. */ RealType n() const { return _chi_squared.n(); } /** 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(n()); } /** Sets the parameters of the distribution. */ void param(const param_type& parm) { typedef chi_squared_distribution<RealType> chi_squared_type; typename chi_squared_type::param_type chi_squared_param(parm.n()); _chi_squared.param(chi_squared_param); } /** * Effects: Subsequent uses of the distribution do not depend * on values produced by any engine prior to invoking reset. */ void reset() { _normal.reset(); _chi_squared.reset(); } /** Writes a @c student_t_distribution to a @c std::ostream. */ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, student_t_distribution, td) { os << td.param(); return os; } /** Reads a @c student_t_distribution from a @c std::istream. */ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, student_t_distribution, td) { param_type parm; if(is >> parm) { td.param(parm); } return is; } /** * Returns true if the two instances of @c student_t_distribution will * return identical sequences of values given equal generators. */ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(student_t_distribution, lhs, rhs) { return lhs._normal == rhs._normal && lhs._chi_squared == rhs._chi_squared; } /** * Returns true if the two instances of @c student_t_distribution will * return different sequences of values given equal generators. */ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(student_t_distribution) private: normal_distribution<RealType> _normal; chi_squared_distribution<RealType> _chi_squared; }; } // namespace random } // namespace boost #endif // BOOST_RANDOM_STUDENT_T_DISTRIBUTION_HPP
Save
cmd:
run