+/* 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: student_t_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#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
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