/* boost random/beta_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_BETA_DISTRIBUTION_HPP #define BOOST_RANDOM_BETA_DISTRIBUTION_HPP #include #include #include #include #include namespace lslboost { namespace random { /** * The beta distribution is a real-valued distribution which produces * values in the range [0, 1]. It has two parameters, alpha and beta. * * It has \f$\displaystyle p(x) = \frac{x^{\alpha-1}(1-x)^{\beta-1}}{B(\alpha, \beta)}\f$. */ template class beta_distribution { public: typedef RealType result_type; typedef RealType input_type; class param_type { public: typedef beta_distribution distribution_type; /** * Constructs a @c param_type from the "alpha" and "beta" parameters * of the distribution. * * Requires: alpha > 0, beta > 0 */ explicit param_type(RealType alpha_arg = RealType(1.0), RealType beta_arg = RealType(1.0)) : _alpha(alpha_arg), _beta(beta_arg) { assert(alpha_arg > 0); assert(beta_arg > 0); } /** Returns the "alpha" parameter of the distribtuion. */ RealType alpha() const { return _alpha; } /** 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._alpha << ' ' << 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._alpha >> 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._alpha == rhs._alpha && lhs._beta == rhs._beta; } /** Returns true if the two sets of parameters are the different. */ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) private: RealType _alpha; RealType _beta; }; /** * Constructs an @c beta_distribution from its "alpha" and "beta" parameters. * * Requires: alpha > 0, beta > 0 */ explicit beta_distribution(RealType alpha_arg = RealType(1.0), RealType beta_arg = RealType(1.0)) : _alpha(alpha_arg), _beta(beta_arg) { assert(alpha_arg > 0); assert(beta_arg > 0); } /** Constructs an @c beta_distribution from its parameters. */ explicit beta_distribution(const param_type& parm) : _alpha(parm.alpha()), _beta(parm.beta()) {} /** * Returns a random variate distributed according to the * beta distribution. */ template RealType operator()(URNG& urng) const { RealType a = gamma_distribution(_alpha, RealType(1.0))(urng); RealType b = gamma_distribution(_beta, RealType(1.0))(urng); return a / (a + b); } /** * Returns a random variate distributed accordint to the beta * distribution with parameters specified by @c param. */ template RealType operator()(URNG& urng, const param_type& parm) const { return beta_distribution(parm)(urng); } /** Returns the "alpha" parameter of the distribution. */ RealType alpha() const { return _alpha; } /** 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(0.0); } /** Returns the largest value that the distribution can produce. */ RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return RealType(1.0); } /** Returns the parameters of the distribution. */ param_type param() const { return param_type(_alpha, _beta); } /** Sets the parameters of the distribution. */ void param(const param_type& parm) { _alpha = parm.alpha(); _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 beta_distribution to a @c std::ostream. */ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, beta_distribution, wd) { os << wd.param(); return os; } /** Reads an @c beta_distribution from a @c std::istream. */ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, beta_distribution, wd) { param_type parm; if(is >> parm) { wd.param(parm); } return is; } /** * Returns true if the two instances of @c beta_distribution will * return identical sequences of values given equal generators. */ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(beta_distribution, lhs, rhs) { return lhs._alpha == rhs._alpha && lhs._beta == rhs._beta; } /** * Returns true if the two instances of @c beta_distribution will * return different sequences of values given equal generators. */ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(beta_distribution) private: RealType _alpha; RealType _beta; }; } // namespace random } // namespace lslboost #endif // BOOST_RANDOM_BETA_DISTRIBUTION_HPP