X-Git-Url: https://git.donarmstrong.com/?p=rsem.git;a=blobdiff_plain;f=boost%2Frandom%2Fstudent_t_distribution.hpp;fp=boost%2Frandom%2Fstudent_t_distribution.hpp;h=665afdb556b64a20e617da9a9d7f94ccdbac5b67;hp=0000000000000000000000000000000000000000;hb=2d71eb92104693ca9baa5a2e1c23eeca776d8fd3;hpb=da57529b92adbb7ae74a89861cb39fb35ac7c62d

diff --git a/boost/random/student_t_distribution.hpp b/boost/random/student_t_distribution.hpp
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+/* 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