| /* boost random/cauchy_distribution.hpp header file |
| * |
| * Copyright Jens Maurer 2000-2001 |
| * 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: cauchy_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $ |
| * |
| * Revision history |
| * 2001-02-18 moved to individual header files |
| */ |
| |
| #ifndef BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP |
| #define BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP |
| |
| #include <boost/config/no_tr1/cmath.hpp> |
| #include <iostream> |
| #include <boost/limits.hpp> |
| #include <boost/static_assert.hpp> |
| #include <boost/random/detail/config.hpp> |
| |
| namespace boost { |
| |
| #if defined(__GNUC__) && (__GNUC__ < 3) |
| // Special gcc workaround: gcc 2.95.x ignores using-declarations |
| // in template classes (confirmed by gcc author Martin v. Loewis) |
| using std::tan; |
| #endif |
| |
| // Cauchy distribution: |
| |
| /** |
| * The cauchy distribution is a continuous distribution with two |
| * parameters, sigma and median. |
| * |
| * It has \f$p(x) = \frac{\sigma}{\pi(\sigma^2 + (x-m)^2)}\f$ |
| */ |
| template<class RealType = double> |
| class cauchy_distribution |
| { |
| public: |
| typedef RealType input_type; |
| typedef RealType result_type; |
| |
| #ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS |
| BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer); |
| #endif |
| |
| /** |
| * Constructs a \cauchy_distribution with the paramters @c median |
| * and @c sigma. |
| */ |
| explicit cauchy_distribution(result_type median_arg = result_type(0), |
| result_type sigma_arg = result_type(1)) |
| : _median(median_arg), _sigma(sigma_arg) { } |
| |
| // compiler-generated copy ctor and assignment operator are fine |
| |
| /** |
| * Returns: the "median" parameter of the distribution |
| */ |
| result_type median() const { return _median; } |
| /** |
| * Returns: the "sigma" parameter of the distribution |
| */ |
| result_type sigma() const { return _sigma; } |
| /** |
| * Effects: Subsequent uses of the distribution do not depend |
| * on values produced by any engine prior to invoking reset. |
| */ |
| void reset() { } |
| |
| /** |
| * Returns: A random variate distributed according to the |
| * cauchy distribution. |
| */ |
| template<class Engine> |
| result_type operator()(Engine& eng) |
| { |
| // Can we have a boost::mathconst please? |
| const result_type pi = result_type(3.14159265358979323846); |
| #ifndef BOOST_NO_STDC_NAMESPACE |
| using std::tan; |
| #endif |
| return _median + _sigma * tan(pi*(eng()-result_type(0.5))); |
| } |
| |
| #ifndef BOOST_RANDOM_NO_STREAM_OPERATORS |
| /** |
| * Writes the parameters of the distribution to a @c std::ostream. |
| */ |
| template<class CharT, class Traits> |
| friend std::basic_ostream<CharT,Traits>& |
| operator<<(std::basic_ostream<CharT,Traits>& os, const cauchy_distribution& cd) |
| { |
| os << cd._median << " " << cd._sigma; |
| return os; |
| } |
| |
| /** |
| * Reads the parameters of the distribution from a @c std::istream. |
| */ |
| template<class CharT, class Traits> |
| friend std::basic_istream<CharT,Traits>& |
| operator>>(std::basic_istream<CharT,Traits>& is, cauchy_distribution& cd) |
| { |
| is >> std::ws >> cd._median >> std::ws >> cd._sigma; |
| return is; |
| } |
| #endif |
| |
| private: |
| result_type _median, _sigma; |
| }; |
| |
| } // namespace boost |
| |
| #endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP |