1 /* boost random/extreme_value_distribution.hpp header file 2 * 3 * Copyright Steven Watanabe 2010 4 * Distributed under the Boost Software License, Version 1.0. (See 5 * accompanying file LICENSE_1_0.txt or copy at 6 * http://www.boost.org/LICENSE_1_0.txt) 7 * 8 * See http://www.boost.org for most recent version including documentation. 9 * 10 * $Id$ 11 */ 12 13 #ifndef BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP 14 #define BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP 15 16 #include <boost/config/no_tr1/cmath.hpp> 17 #include <iosfwd> 18 #include <istream> 19 #include <boost/config.hpp> 20 #include <boost/limits.hpp> 21 #include <boost/random/detail/operators.hpp> 22 #include <boost/random/uniform_01.hpp> 23 24 namespace boost { 25 namespace random { 26 27 /** 28 * The extreme value distribution is a real valued distribution with two 29 * parameters a and b. 30 * 31 * It has \f$\displaystyle p(x) = \frac{1}{b}e^{\frac{a-x}{b} - e^\frac{a-x}{b}}\f$. 32 */ 33 template<class RealType = double> 34 class extreme_value_distribution { 35 public: 36 typedef RealType result_type; 37 typedef RealType input_type; 38 39 class param_type { 40 public: 41 typedef extreme_value_distribution distribution_type; 42 43 /** 44 * Constructs a @c param_type from the "a" and "b" parameters 45 * of the distribution. 46 * 47 * Requires: b > 0 48 */ param_type(RealType a_arg=1.0,RealType b_arg=1.0)49 explicit param_type(RealType a_arg = 1.0, RealType b_arg = 1.0) 50 : _a(a_arg), _b(b_arg) 51 {} 52 53 /** Returns the "a" parameter of the distribtuion. */ a() const54 RealType a() const { return _a; } 55 /** Returns the "b" parameter of the distribution. */ b() const56 RealType b() const { return _b; } 57 58 /** Writes a @c param_type to a @c std::ostream. */ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os,param_type,parm)59 BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) 60 { os << parm._a << ' ' << parm._b; return os; } 61 62 /** Reads a @c param_type from a @c std::istream. */ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is,param_type,parm)63 BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) 64 { is >> parm._a >> std::ws >> parm._b; return is; } 65 66 /** Returns true if the two sets of parameters are the same. */ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type,lhs,rhs)67 BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) 68 { return lhs._a == rhs._a && lhs._b == rhs._b; } 69 70 /** Returns true if the two sets of parameters are the different. */ 71 BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) 72 73 private: 74 RealType _a; 75 RealType _b; 76 }; 77 78 /** 79 * Constructs an @c extreme_value_distribution from its "a" and "b" parameters. 80 * 81 * Requires: b > 0 82 */ extreme_value_distribution(RealType a_arg=1.0,RealType b_arg=1.0)83 explicit extreme_value_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0) 84 : _a(a_arg), _b(b_arg) 85 {} 86 /** Constructs an @c extreme_value_distribution from its parameters. */ extreme_value_distribution(const param_type & parm)87 explicit extreme_value_distribution(const param_type& parm) 88 : _a(parm.a()), _b(parm.b()) 89 {} 90 91 /** 92 * Returns a random variate distributed according to the 93 * @c extreme_value_distribution. 94 */ 95 template<class URNG> operator ()(URNG & urng) const96 RealType operator()(URNG& urng) const 97 { 98 using std::log; 99 return _a - log(-log(uniform_01<RealType>()(urng))) * _b; 100 } 101 102 /** 103 * Returns a random variate distributed accordint to the extreme 104 * value distribution with parameters specified by @c param. 105 */ 106 template<class URNG> operator ()(URNG & urng,const param_type & parm) const107 RealType operator()(URNG& urng, const param_type& parm) const 108 { 109 return extreme_value_distribution(parm)(urng); 110 } 111 112 /** Returns the "a" parameter of the distribution. */ a() const113 RealType a() const { return _a; } 114 /** Returns the "b" parameter of the distribution. */ b() const115 RealType b() const { return _b; } 116 117 /** Returns the smallest value that the distribution can produce. */ BOOST_PREVENT_MACRO_SUBSTITUTION() const118 RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const 119 { return -std::numeric_limits<RealType>::infinity(); } 120 /** Returns the largest value that the distribution can produce. */ BOOST_PREVENT_MACRO_SUBSTITUTION() const121 RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const 122 { return std::numeric_limits<RealType>::infinity(); } 123 124 /** Returns the parameters of the distribution. */ param() const125 param_type param() const { return param_type(_a, _b); } 126 /** Sets the parameters of the distribution. */ param(const param_type & parm)127 void param(const param_type& parm) 128 { 129 _a = parm.a(); 130 _b = parm.b(); 131 } 132 133 /** 134 * Effects: Subsequent uses of the distribution do not depend 135 * on values produced by any engine prior to invoking reset. 136 */ reset()137 void reset() { } 138 139 /** Writes an @c extreme_value_distribution to a @c std::ostream. */ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os,extreme_value_distribution,wd)140 BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, extreme_value_distribution, wd) 141 { 142 os << wd.param(); 143 return os; 144 } 145 146 /** Reads an @c extreme_value_distribution from a @c std::istream. */ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is,extreme_value_distribution,wd)147 BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, extreme_value_distribution, wd) 148 { 149 param_type parm; 150 if(is >> parm) { 151 wd.param(parm); 152 } 153 return is; 154 } 155 156 /** 157 * Returns true if the two instances of @c extreme_value_distribution will 158 * return identical sequences of values given equal generators. 159 */ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(extreme_value_distribution,lhs,rhs)160 BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(extreme_value_distribution, lhs, rhs) 161 { return lhs._a == rhs._a && lhs._b == rhs._b; } 162 163 /** 164 * Returns true if the two instances of @c extreme_value_distribution will 165 * return different sequences of values given equal generators. 166 */ 167 BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(extreme_value_distribution) 168 169 private: 170 RealType _a; 171 RealType _b; 172 }; 173 174 } // namespace random 175 } // namespace boost 176 177 #endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP 178