X-Git-Url: https://git.donarmstrong.com/?p=rsem.git;a=blobdiff_plain;f=boost%2Frandom%2Fextreme_value_distribution.hpp;fp=boost%2Frandom%2Fextreme_value_distribution.hpp;h=61a65545469b03c2dd7418a7c9f40e4ff23ded65;hp=0000000000000000000000000000000000000000;hb=2d71eb92104693ca9baa5a2e1c23eeca776d8fd3;hpb=da57529b92adbb7ae74a89861cb39fb35ac7c62d diff --git a/boost/random/extreme_value_distribution.hpp b/boost/random/extreme_value_distribution.hpp new file mode 100644 index 0000000..61a6554 --- /dev/null +++ b/boost/random/extreme_value_distribution.hpp @@ -0,0 +1,177 @@ +/* boost random/extreme_value_distribution.hpp header file + * + * 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: extreme_value_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $ + */ + +#ifndef BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP +#define BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP + +#include +#include +#include +#include +#include +#include +#include + +namespace boost { +namespace random { + +/** + * The extreme value distribution is a real valued distribution with two + * parameters a and b. + * + * It has \f$\displaystyle p(x) = \frac{1}{b}e^{\frac{a-x}{b} - e^\frac{a-x}{b}}\f$. + */ +template +class extreme_value_distribution { +public: + typedef RealType result_type; + typedef RealType input_type; + + class param_type { + public: + typedef extreme_value_distribution distribution_type; + + /** + * Constructs a @c param_type from the "a" and "b" parameters + * of the distribution. + * + * Requires: b > 0 + */ + explicit param_type(RealType a_arg = 1.0, RealType b_arg = 1.0) + : _a(a_arg), _b(b_arg) + {} + + /** Returns the "a" parameter of the distribtuion. */ + RealType a() const { return _a; } + /** Returns the "b" parameter of the distribution. */ + RealType b() const { return _b; } + + /** Writes a @c param_type to a @c std::ostream. */ + BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) + { os << parm._a << ' ' << parm._b; return os; } + + /** Reads a @c param_type from a @c std::istream. */ + BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) + { is >> parm._a >> std::ws >> parm._b; return is; } + + /** Returns true if the two sets of parameters are the same. */ + BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) + { return lhs._a == rhs._a && lhs._b == rhs._b; } + + /** Returns true if the two sets of parameters are the different. */ + BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) + + private: + RealType _a; + RealType _b; + }; + + /** + * Constructs an @c extreme_value_distribution from its "a" and "b" parameters. + * + * Requires: b > 0 + */ + explicit extreme_value_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0) + : _a(a_arg), _b(b_arg) + {} + /** Constructs an @c extreme_value_distribution from its parameters. */ + explicit extreme_value_distribution(const param_type& parm) + : _a(parm.a()), _b(parm.b()) + {} + + /** + * Returns a random variate distributed according to the + * @c extreme_value_distribution. + */ + template + RealType operator()(URNG& urng) const + { + using std::log; + return _a - log(-log(uniform_01()(urng))) * _b; + } + + /** + * Returns a random variate distributed accordint to the extreme + * value distribution with parameters specified by @c param. + */ + template + RealType operator()(URNG& urng, const param_type& parm) const + { + return extreme_value_distribution(parm)(urng); + } + + /** Returns the "a" parameter of the distribution. */ + RealType a() const { return _a; } + /** Returns the "b" parameter of the distribution. */ + RealType b() const { return _b; } + + /** Returns the smallest value that the distribution can produce. */ + RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const + { return -std::numeric_limits::infinity(); } + /** 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(_a, _b); } + /** Sets the parameters of the distribution. */ + void param(const param_type& parm) + { + _a = parm.a(); + _b = parm.b(); + } + + /** + * Effects: Subsequent uses of the distribution do not depend + * on values produced by any engine prior to invoking reset. + */ + void reset() { } + + /** Writes an @c extreme_value_distribution to a @c std::ostream. */ + BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, extreme_value_distribution, wd) + { + os << wd.param(); + return os; + } + + /** Reads an @c extreme_value_distribution from a @c std::istream. */ + BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, extreme_value_distribution, wd) + { + param_type parm; + if(is >> parm) { + wd.param(parm); + } + return is; + } + + /** + * Returns true if the two instances of @c extreme_value_distribution will + * return identical sequences of values given equal generators. + */ + BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(extreme_value_distribution, lhs, rhs) + { return lhs._a == rhs._a && lhs._b == rhs._b; } + + /** + * Returns true if the two instances of @c extreme_value_distribution will + * return different sequences of values given equal generators. + */ + BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(extreme_value_distribution) + +private: + RealType _a; + RealType _b; +}; + +} // namespace random +} // namespace boost + +#endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP