--- /dev/null
+/* boost random/fisher_f_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: fisher_f_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_FISHER_F_DISTRIBUTION_HPP
+#define BOOST_RANDOM_FISHER_F_DISTRIBUTION_HPP
+
+#include <iosfwd>
+#include <istream>
+#include <boost/config.hpp>
+#include <boost/limits.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/chi_squared_distribution.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * The Fisher F distribution is a real valued distribution with two
+ * parameters m and n.
+ *
+ * It has \f$\displaystyle p(x) =
+ * \frac{\Gamma((m+n)/2)}{\Gamma(m/2)\Gamma(n/2)}
+ * \left(\frac{m}{n}\right)^{m/2}
+ * x^{(m/2)-1} \left(1+\frac{mx}{n}\right)^{-(m+n)/2}
+ * \f$.
+ */
+template<class RealType = double>
+class fisher_f_distribution {
+public:
+ typedef RealType result_type;
+ typedef RealType input_type;
+
+ class param_type {
+ public:
+ typedef fisher_f_distribution distribution_type;
+
+ /**
+ * Constructs a @c param_type from the "m" and "n" parameters
+ * of the distribution.
+ *
+ * Requires: m > 0 and n > 0
+ */
+ explicit param_type(RealType m_arg = RealType(1.0),
+ RealType n_arg = RealType(1.0))
+ : _m(m_arg), _n(n_arg)
+ {}
+
+ /** Returns the "m" parameter of the distribtuion. */
+ RealType m() const { return _m; }
+ /** Returns the "n" parameter 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._m << ' ' << 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._m >> std::ws >> 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._m == rhs._m && lhs._n == rhs._n; }
+
+ /** Returns true if the two sets of parameters are the different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+ private:
+ RealType _m;
+ RealType _n;
+ };
+
+ /**
+ * Constructs a @c fisher_f_distribution from its "m" and "n" parameters.
+ *
+ * Requires: m > 0 and n > 0
+ */
+ explicit fisher_f_distribution(RealType m_arg = RealType(1.0),
+ RealType n_arg = RealType(1.0))
+ : _impl_m(m_arg), _impl_n(n_arg)
+ {}
+ /** Constructs an @c fisher_f_distribution from its parameters. */
+ explicit fisher_f_distribution(const param_type& parm)
+ : _impl_m(parm.m()), _impl_n(parm.n())
+ {}
+
+ /**
+ * Returns a random variate distributed according to the
+ * F distribution.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng)
+ {
+ return (_impl_m(urng) * n()) / (_impl_n(urng) * m());
+ }
+
+ /**
+ * Returns a random variate distributed according to the
+ * F distribution with parameters specified by @c param.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng, const param_type& parm) const
+ {
+ return fisher_f_distribution(parm)(urng);
+ }
+
+ /** Returns the "m" parameter of the distribution. */
+ RealType m() const { return _impl_m.n(); }
+ /** Returns the "n" parameter of the distribution. */
+ RealType n() const { return _impl_n.n(); }
+
+ /** 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(m(), n()); }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ typedef chi_squared_distribution<RealType> impl_type;
+ typename impl_type::param_type m_param(parm.m());
+ _impl_m.param(m_param);
+ typename impl_type::param_type n_param(parm.n());
+ _impl_n.param(n_param);
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { }
+
+ /** Writes an @c fisher_f_distribution to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, fisher_f_distribution, fd)
+ {
+ os << fd.param();
+ return os;
+ }
+
+ /** Reads an @c fisher_f_distribution from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, fisher_f_distribution, fd)
+ {
+ param_type parm;
+ if(is >> parm) {
+ fd.param(parm);
+ }
+ return is;
+ }
+
+ /**
+ * Returns true if the two instances of @c fisher_f_distribution will
+ * return identical sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(fisher_f_distribution, lhs, rhs)
+ { return lhs._impl_m == rhs._impl_m && lhs._impl_n == rhs._impl_n; }
+
+ /**
+ * Returns true if the two instances of @c fisher_f_distribution will
+ * return different sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(fisher_f_distribution)
+
+private:
+ chi_squared_distribution<RealType> _impl_m;
+ chi_squared_distribution<RealType> _impl_n;
+};
+
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
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