/* 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. * * $Id$ * * Revision history * 2001-02-18 moved to individual header files */ #ifndef BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP #define BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP #include #include #include #include #include #include #include namespace lslboost { namespace random { // Cauchy distribution: /** * The cauchy distribution is a continuous distribution with two * parameters, median and sigma. * * It has \f$\displaystyle p(x) = \frac{\sigma}{\pi(\sigma^2 + (x-m)^2)}\f$ */ template class cauchy_distribution { public: typedef RealType input_type; typedef RealType result_type; class param_type { public: typedef cauchy_distribution distribution_type; /** Constructs the parameters of the cauchy distribution. */ explicit param_type(RealType median_arg = RealType(0.0), RealType sigma_arg = RealType(1.0)) : _median(median_arg), _sigma(sigma_arg) {} // backwards compatibility for Boost.Random /** Returns the median of the distribution. */ RealType median() const { return _median; } /** Returns the sigma parameter of the distribution. */ RealType sigma() const { return _sigma; } // The new names in C++0x. /** Returns the median of the distribution. */ RealType a() const { return _median; } /** Returns the sigma parameter of the distribution. */ RealType b() const { return _sigma; } /** Writes the parameters to a std::ostream. */ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) { os << parm._median << " " << parm._sigma; return os; } /** Reads the parameters from a std::istream. */ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) { is >> parm._median >> std::ws >> parm._sigma; return is; } /** Returns true if the two sets of parameters are equal. */ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) { return lhs._median == rhs._median && lhs._sigma == rhs._sigma; } /** Returns true if the two sets of parameters are different. */ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) private: RealType _median; RealType _sigma; }; /** * Constructs a \cauchy_distribution with the paramters @c median * and @c sigma. */ explicit cauchy_distribution(RealType median_arg = RealType(0.0), RealType sigma_arg = RealType(1.0)) : _median(median_arg), _sigma(sigma_arg) { } /** * Constructs a \cauchy_distribution from it's parameters. */ explicit cauchy_distribution(const param_type& parm) : _median(parm.median()), _sigma(parm.sigma()) { } // compiler-generated copy ctor and assignment operator are fine // backwards compatibility for Boost.Random /** Returns: the "median" parameter of the distribution */ RealType median() const { return _median; } /** Returns: the "sigma" parameter of the distribution */ RealType sigma() const { return _sigma; } // The new names in C++0x /** Returns: the "median" parameter of the distribution */ RealType a() const { return _median; } /** Returns: the "sigma" parameter of the distribution */ RealType b() const { return _sigma; } /** Returns the smallest value that the distribution can produce. */ RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return -(std::numeric_limits::infinity)(); } /** Returns the largest value that the distribution can produce. */ RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (std::numeric_limits::infinity)(); } param_type param() const { return param_type(_median, _sigma); } void param(const param_type& parm) { _median = parm.median(); _sigma = parm.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 result_type operator()(Engine& eng) { // Can we have a lslboost::mathconst please? const result_type pi = result_type(3.14159265358979323846); using std::tan; RealType val = uniform_01()(eng)-result_type(0.5); return _median + _sigma * tan(pi*val); } /** * Returns: A random variate distributed according to the * cauchy distribution with parameters specified by param. */ template result_type operator()(Engine& eng, const param_type& parm) { return cauchy_distribution(parm)(eng); } /** * Writes the distribution to a @c std::ostream. */ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, cauchy_distribution, cd) { os << cd._median << " " << cd._sigma; return os; } /** * Reads the distribution from a @c std::istream. */ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, cauchy_distribution, cd) { is >> cd._median >> std::ws >> cd._sigma; return is; } /** * Returns true if the two distributions will produce * identical sequences of values, given equal generators. */ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(cauchy_distribution, lhs, rhs) { return lhs._median == rhs._median && lhs._sigma == rhs._sigma; } /** * Returns true if the two distributions may produce * different sequences of values, given equal generators. */ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(cauchy_distribution) private: RealType _median; RealType _sigma; }; } // namespace random using random::cauchy_distribution; } // namespace lslboost #endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP