| /* boost random/laplace_distribution.hpp header file |
| * |
| * Copyright Steven Watanabe 2014 |
| * 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. |
| * |
| * $Id$ |
| */ |
| |
| #ifndef BOOST_RANDOM_LAPLACE_DISTRIBUTION_HPP |
| #define BOOST_RANDOM_LAPLACE_DISTRIBUTION_HPP |
| |
| #include <cassert> |
| #include <istream> |
| #include <iosfwd> |
| #include <boost/random/detail/operators.hpp> |
| #include <boost/random/exponential_distribution.hpp> |
| |
| namespace boost { |
| namespace random { |
| |
| /** |
| * The laplace distribution is a real-valued distribution with |
| * two parameters, mean and beta. |
| * |
| * It has \f$\displaystyle p(x) = \frac{e^-{\frac{|x-\mu|}{\beta}}}{2\beta}\f$. |
| */ |
| template<class RealType = double> |
| class laplace_distribution { |
| public: |
| typedef RealType result_type; |
| typedef RealType input_type; |
| |
| class param_type { |
| public: |
| typedef laplace_distribution distribution_type; |
| |
| /** |
| * Constructs a @c param_type from the "mean" and "beta" parameters |
| * of the distribution. |
| */ |
| explicit param_type(RealType mean_arg = RealType(0.0), |
| RealType beta_arg = RealType(1.0)) |
| : _mean(mean_arg), _beta(beta_arg) |
| {} |
| |
| /** Returns the "mean" parameter of the distribtuion. */ |
| RealType mean() const { return _mean; } |
| /** Returns the "beta" parameter of the distribution. */ |
| RealType beta() const { return _beta; } |
| |
| /** Writes a @c param_type to a @c std::ostream. */ |
| BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) |
| { os << parm._mean << ' ' << parm._beta; return os; } |
| |
| /** Reads a @c param_type from a @c std::istream. */ |
| BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) |
| { is >> parm._mean >> std::ws >> parm._beta; return is; } |
| |
| /** Returns true if the two sets of parameters are the same. */ |
| BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) |
| { return lhs._mean == rhs._mean && lhs._beta == rhs._beta; } |
| |
| /** Returns true if the two sets of parameters are the different. */ |
| BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) |
| |
| private: |
| RealType _mean; |
| RealType _beta; |
| }; |
| |
| /** |
| * Constructs an @c laplace_distribution from its "mean" and "beta" parameters. |
| */ |
| explicit laplace_distribution(RealType mean_arg = RealType(0.0), |
| RealType beta_arg = RealType(1.0)) |
| : _mean(mean_arg), _beta(beta_arg) |
| {} |
| /** Constructs an @c laplace_distribution from its parameters. */ |
| explicit laplace_distribution(const param_type& parm) |
| : _mean(parm.mean()), _beta(parm.beta()) |
| {} |
| |
| /** |
| * Returns a random variate distributed according to the |
| * laplace distribution. |
| */ |
| template<class URNG> |
| RealType operator()(URNG& urng) const |
| { |
| RealType exponential = exponential_distribution<RealType>()(urng); |
| if(uniform_01<RealType>()(urng) < 0.5) |
| exponential = -exponential; |
| return _mean + _beta * exponential; |
| } |
| |
| /** |
| * Returns a random variate distributed accordint to the laplace |
| * distribution with parameters specified by @c param. |
| */ |
| template<class URNG> |
| RealType operator()(URNG& urng, const param_type& parm) const |
| { |
| return laplace_distribution(parm)(urng); |
| } |
| |
| /** Returns the "mean" parameter of the distribution. */ |
| RealType mean() const { return _mean; } |
| /** Returns the "beta" parameter of the distribution. */ |
| RealType beta() const { return _beta; } |
| |
| /** Returns the smallest value that the distribution can produce. */ |
| RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const |
| { return RealType(-std::numeric_limits<RealType>::infinity()); } |
| /** Returns the largest value that the distribution can produce. */ |
| RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const |
| { return RealType(std::numeric_limits<RealType>::infinity()); } |
| |
| /** Returns the parameters of the distribution. */ |
| param_type param() const { return param_type(_mean, _beta); } |
| /** Sets the parameters of the distribution. */ |
| void param(const param_type& parm) |
| { |
| _mean = parm.mean(); |
| _beta = parm.beta(); |
| } |
| |
| /** |
| * Effects: Subsequent uses of the distribution do not depend |
| * on values produced by any engine prior to invoking reset. |
| */ |
| void reset() { } |
| |
| /** Writes an @c laplace_distribution to a @c std::ostream. */ |
| BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, laplace_distribution, wd) |
| { |
| os << wd.param(); |
| return os; |
| } |
| |
| /** Reads an @c laplace_distribution from a @c std::istream. */ |
| BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, laplace_distribution, wd) |
| { |
| param_type parm; |
| if(is >> parm) { |
| wd.param(parm); |
| } |
| return is; |
| } |
| |
| /** |
| * Returns true if the two instances of @c laplace_distribution will |
| * return identical sequences of values given equal generators. |
| */ |
| BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(laplace_distribution, lhs, rhs) |
| { return lhs._mean == rhs._mean && lhs._beta == rhs._beta; } |
| |
| /** |
| * Returns true if the two instances of @c laplace_distribution will |
| * return different sequences of values given equal generators. |
| */ |
| BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(laplace_distribution) |
| |
| private: |
| RealType _mean; |
| RealType _beta; |
| }; |
| |
| } // namespace random |
| } // namespace boost |
| |
| #endif // BOOST_RANDOM_LAPLACE_DISTRIBUTION_HPP |