| /* boost random/lognormal_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: lognormal_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $ |
| * |
| * Revision history |
| * 2001-02-18 moved to individual header files |
| */ |
| |
| #ifndef BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP |
| #define BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP |
| |
| #include <boost/config/no_tr1/cmath.hpp> // std::exp, std::sqrt |
| #include <cassert> |
| #include <iostream> |
| #include <boost/limits.hpp> |
| #include <boost/static_assert.hpp> |
| #include <boost/random/detail/config.hpp> |
| #include <boost/random/normal_distribution.hpp> |
| |
| #ifdef BOOST_NO_STDC_NAMESPACE |
| namespace std { |
| using ::log; |
| using ::sqrt; |
| } |
| #endif |
| |
| 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::sqrt; |
| using std::exp; |
| #endif |
| |
| /** |
| * Instantiations of class template lognormal_distribution model a |
| * \random_distribution. Such a distribution produces random numbers |
| * with \f$p(x) = \frac{1}{x \sigma_N \sqrt{2\pi}} e^{\frac{-\left(\log(x)-\mu_N\right)^2}{2\sigma_N^2}}\f$ |
| * for x > 0, where \f$\mu_N = \log\left(\frac{\mu^2}{\sqrt{\sigma^2 + \mu^2}}\right)\f$ and |
| * \f$\sigma_N = \sqrt{\log\left(1 + \frac{\sigma^2}{\mu^2}\right)}\f$. |
| */ |
| template<class RealType = double> |
| class lognormal_distribution |
| { |
| public: |
| typedef typename normal_distribution<RealType>::input_type 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 lognormal_distribution. @c mean and @c sigma are the |
| * mean and standard deviation of the lognormal distribution. |
| */ |
| explicit lognormal_distribution(result_type mean_arg = result_type(1), |
| result_type sigma_arg = result_type(1)) |
| : _mean(mean_arg), _sigma(sigma_arg) |
| { |
| assert(_mean > result_type(0)); |
| init(); |
| } |
| |
| // compiler-generated copy ctor and assignment operator are fine |
| |
| RealType mean() const { return _mean; } |
| RealType sigma() const { return _sigma; } |
| void reset() { _normal.reset(); } |
| |
| template<class Engine> |
| result_type operator()(Engine& eng) |
| { |
| #ifndef BOOST_NO_STDC_NAMESPACE |
| // allow for Koenig lookup |
| using std::exp; |
| #endif |
| return exp(_normal(eng) * _nsigma + _nmean); |
| } |
| |
| #ifndef BOOST_RANDOM_NO_STREAM_OPERATORS |
| template<class CharT, class Traits> |
| friend std::basic_ostream<CharT,Traits>& |
| operator<<(std::basic_ostream<CharT,Traits>& os, const lognormal_distribution& ld) |
| { |
| os << ld._normal << " " << ld._mean << " " << ld._sigma; |
| return os; |
| } |
| |
| template<class CharT, class Traits> |
| friend std::basic_istream<CharT,Traits>& |
| operator>>(std::basic_istream<CharT,Traits>& is, lognormal_distribution& ld) |
| { |
| is >> std::ws >> ld._normal >> std::ws >> ld._mean >> std::ws >> ld._sigma; |
| ld.init(); |
| return is; |
| } |
| #endif |
| |
| private: |
| |
| /// \cond hide_private_members |
| void init() |
| { |
| #ifndef BOOST_NO_STDC_NAMESPACE |
| // allow for Koenig lookup |
| using std::exp; using std::log; using std::sqrt; |
| #endif |
| _nmean = log(_mean*_mean/sqrt(_sigma*_sigma + _mean*_mean)); |
| _nsigma = sqrt(log(_sigma*_sigma/_mean/_mean+result_type(1))); |
| } |
| /// \endcond |
| |
| RealType _mean, _sigma; |
| RealType _nmean, _nsigma; |
| normal_distribution<result_type> _normal; |
| }; |
| |
| } // namespace boost |
| |
| #endif // BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP |