--- /dev/null
+/* boost random/chi_squared_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: chi_squared_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_CHI_SQUARED_DISTRIBUTION_HPP_INCLUDED
+#define BOOST_RANDOM_CHI_SQUARED_DISTRIBUTION_HPP_INCLUDED
+
+#include <iosfwd>
+#include <boost/limits.hpp>
+
+#include <boost/random/detail/config.hpp>
+#include <boost/random/gamma_distribution.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * The chi squared distribution is a real valued distribution with
+ * one parameter, @c n. The distribution produces values > 0.
+ *
+ * The distribution function is
+ * \f$\displaystyle P(x) = \frac{x^{(n/2)-1}e^{-x/2}}{\Gamma(n/2)2^{n/2}}\f$.
+ */
+template<class RealType = double>
+class chi_squared_distribution {
+public:
+ typedef RealType result_type;
+ typedef RealType input_type;
+
+ class param_type {
+ public:
+ typedef chi_squared_distribution distribution_type;
+ /**
+ * Construct a param_type object. @c n
+ * is the parameter of the distribution.
+ *
+ * Requires: t >=0 && 0 <= p <= 1
+ */
+ explicit param_type(RealType n_arg = RealType(1))
+ : _n(n_arg)
+ {}
+ /** Returns the @c n parameter of the distribution. */
+ RealType n() const { return _n; }
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+ /** Writes the parameters of the distribution to a @c std::ostream. */
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os,
+ const param_type& parm)
+ {
+ os << parm._n;
+ return os;
+ }
+
+ /** Reads the parameters of the distribution from a @c std::istream. */
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is, param_type& parm)
+ {
+ is >> parm._n;
+ return is;
+ }
+#endif
+ /** Returns true if the parameters have the same values. */
+ friend bool operator==(const param_type& lhs, const param_type& rhs)
+ {
+ return lhs._n == rhs._n;
+ }
+ /** Returns true if the parameters have different values. */
+ friend bool operator!=(const param_type& lhs, const param_type& rhs)
+ {
+ return !(lhs == rhs);
+ }
+ private:
+ RealType _n;
+ };
+
+ /**
+ * Construct a @c chi_squared_distribution object. @c n
+ * is the parameter of the distribution.
+ *
+ * Requires: t >=0 && 0 <= p <= 1
+ */
+ explicit chi_squared_distribution(RealType n_arg = RealType(1))
+ : _impl(n_arg / 2)
+ {
+ }
+
+ /**
+ * Construct an @c chi_squared_distribution object from the
+ * parameters.
+ */
+ explicit chi_squared_distribution(const param_type& parm)
+ : _impl(parm.n() / 2)
+ {
+ }
+
+ /**
+ * Returns a random variate distributed according to the
+ * chi squared distribution.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng)
+ {
+ return 2 * _impl(urng);
+ }
+
+ /**
+ * Returns a random variate distributed according to the
+ * chi squared distribution with parameters specified by @c param.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng, const param_type& parm) const
+ {
+ return chi_squared_distribution(parm)(urng);
+ }
+
+ /** Returns the @c n parameter of the distribution. */
+ RealType n() const { return 2 * _impl.alpha(); }
+
+ /** 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(n()); }
+ /** Sets parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ typedef gamma_distribution<RealType> impl_type;
+ typename impl_type::param_type impl_parm(parm.n() / 2);
+ _impl.param(impl_parm);
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { _impl.reset(); }
+
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+ /** Writes the parameters of the distribution to a @c std::ostream. */
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os,
+ const chi_squared_distribution& c2d)
+ {
+ os << c2d.param();
+ return os;
+ }
+
+ /** Reads the parameters of the distribution from a @c std::istream. */
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is,
+ chi_squared_distribution& c2d)
+ {
+ c2d.read(is);
+ return is;
+ }
+#endif
+
+ /** Returns true if the two distributions will produce the same
+ sequence of values, given equal generators. */
+ friend bool operator==(const chi_squared_distribution& lhs,
+ const chi_squared_distribution& rhs)
+ {
+ return lhs._impl == rhs._impl;
+ }
+ /** Returns true if the two distributions could produce different
+ sequences of values, given equal generators. */
+ friend bool operator!=(const chi_squared_distribution& lhs,
+ const chi_squared_distribution& rhs)
+ {
+ return !(lhs == rhs);
+ }
+
+private:
+
+ /// @cond show_private
+
+ template<class CharT, class Traits>
+ void read(std::basic_istream<CharT, Traits>& is) {
+ param_type parm;
+ if(is >> parm) {
+ param(parm);
+ }
+ }
+
+ gamma_distribution<RealType> _impl;
+
+ /// @endcond
+};
+
+}
+
+}
+
+#endif
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