X-Git-Url: https://git.donarmstrong.com/?p=rsem.git;a=blobdiff_plain;f=boost%2Frandom%2Fweibull_distribution.hpp;fp=boost%2Frandom%2Fweibull_distribution.hpp;h=2c8a26f770aff5045d7f5588282a7445ddc1e433;hp=0000000000000000000000000000000000000000;hb=2d71eb92104693ca9baa5a2e1c23eeca776d8fd3;hpb=da57529b92adbb7ae74a89861cb39fb35ac7c62d diff --git a/boost/random/weibull_distribution.hpp b/boost/random/weibull_distribution.hpp new file mode 100644 index 0000000..2c8a26f --- /dev/null +++ b/boost/random/weibull_distribution.hpp @@ -0,0 +1,177 @@ +/* boost random/weibull_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: weibull_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $ + */ + +#ifndef BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP +#define BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP + +#include +#include +#include +#include +#include +#include +#include + +namespace boost { +namespace random { + +/** + * The Weibull distribution is a real valued distribution with two + * parameters a and b, producing values >= 0. + * + * It has \f$\displaystyle p(x) = \frac{a}{b}\left(\frac{x}{b}\right)^{a-1}e^{-\left(\frac{x}{b}\right)^a}\f$. + */ +template +class weibull_distribution { +public: + typedef RealType result_type; + typedef RealType input_type; + + class param_type { + public: + typedef weibull_distribution distribution_type; + + /** + * Constructs a @c param_type from the "a" and "b" parameters + * of the distribution. + * + * Requires: a > 0 && 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 a @c weibull_distribution from its "a" and "b" parameters. + * + * Requires: a > 0 && b > 0 + */ + explicit weibull_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0) + : _a(a_arg), _b(b_arg) + {} + /** Constructs a @c weibull_distribution from its parameters. */ + explicit weibull_distribution(const param_type& parm) + : _a(parm.a()), _b(parm.b()) + {} + + /** + * Returns a random variate distributed according to the + * @c weibull_distribution. + */ + template + RealType operator()(URNG& urng) const + { + using std::pow; + using std::log; + return _b*pow(-log(1 - uniform_01()(urng)), 1/_a); + } + + /** + * Returns a random variate distributed accordint to the Weibull + * distribution with parameters specified by @c param. + */ + template + RealType operator()(URNG& urng, const param_type& parm) const + { + return weibull_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 0; } + /** 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 a @c weibull_distribution to a @c std::ostream. */ + BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, weibull_distribution, wd) + { + os << wd.param(); + return os; + } + + /** Reads a @c weibull_distribution from a @c std::istream. */ + BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, weibull_distribution, wd) + { + param_type parm; + if(is >> parm) { + wd.param(parm); + } + return is; + } + + /** + * Returns true if the two instances of @c weibull_distribution will + * return identical sequences of values given equal generators. + */ + BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(weibull_distribution, lhs, rhs) + { return lhs._a == rhs._a && lhs._b == rhs._b; } + + /** + * Returns true if the two instances of @c weibull_distribution will + * return different sequences of values given equal generators. + */ + BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(weibull_distribution) + +private: + RealType _a; + RealType _b; +}; + +} // namespace random +} // namespace boost + +#endif // BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP