/* boost random/negative_binomial_distribution.hpp header file * * Copyright Steven Watanabe 2010 * 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_NEGATIVE_BINOMIAL_DISTRIBUTION_HPP_INCLUDED #define BOOST_RANDOM_NEGATIVE_BINOMIAL_DISTRIBUTION_HPP_INCLUDED #include #include #include #include #include namespace lslboost { namespace random { /** * The negative binomial distribution is an integer valued * distribution with two parameters, @c k and @c p. The * distribution produces non-negative values. * * The distribution function is * \f$\displaystyle P(i) = {k+i-1\choose i}p^k(1-p)^i\f$. * * This implementation uses a gamma-poisson mixture. */ template class negative_binomial_distribution { public: typedef IntType result_type; typedef RealType input_type; class param_type { public: typedef negative_binomial_distribution distribution_type; /** * Construct a param_type object. @c k and @c p * are the parameters of the distribution. * * Requires: k >=0 && 0 <= p <= 1 */ explicit param_type(IntType k_arg = 1, RealType p_arg = RealType (0.5)) : _k(k_arg), _p(p_arg) {} /** Returns the @c k parameter of the distribution. */ IntType k() const { return _k; } /** Returns the @c p parameter of the distribution. */ RealType p() const { return _p; } #ifndef BOOST_RANDOM_NO_STREAM_OPERATORS /** Writes the parameters of the distribution to a @c std::ostream. */ template friend std::basic_ostream& operator<<(std::basic_ostream& os, const param_type& parm) { os << parm._p << " " << parm._k; return os; } /** Reads the parameters of the distribution from a @c std::istream. */ template friend std::basic_istream& operator>>(std::basic_istream& is, param_type& parm) { is >> parm._p >> std::ws >> parm._k; return is; } #endif /** Returns true if the parameters have the same values. */ friend bool operator==(const param_type& lhs, const param_type& rhs) { return lhs._k == rhs._k && lhs._p == rhs._p; } /** Returns true if the parameters have different values. */ friend bool operator!=(const param_type& lhs, const param_type& rhs) { return !(lhs == rhs); } private: IntType _k; RealType _p; }; /** * Construct a @c negative_binomial_distribution object. @c k and @c p * are the parameters of the distribution. * * Requires: k >=0 && 0 <= p <= 1 */ explicit negative_binomial_distribution(IntType k_arg = 1, RealType p_arg = RealType(0.5)) : _k(k_arg), _p(p_arg) {} /** * Construct an @c negative_binomial_distribution object from the * parameters. */ explicit negative_binomial_distribution(const param_type& parm) : _k(parm.k()), _p(parm.p()) {} /** * Returns a random variate distributed according to the * negative binomial distribution. */ template IntType operator()(URNG& urng) const { gamma_distribution gamma(_k, (1-_p)/_p); poisson_distribution poisson(gamma(urng)); return poisson(urng); } /** * Returns a random variate distributed according to the negative * binomial distribution with parameters specified by @c param. */ template IntType operator()(URNG& urng, const param_type& parm) const { return negative_binomial_distribution(parm)(urng); } /** Returns the @c k parameter of the distribution. */ IntType k() const { return _k; } /** Returns the @c p parameter of the distribution. */ RealType p() const { return _p; } /** Returns the smallest value that the distribution can produce. */ IntType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; } /** Returns the largest value that the distribution can produce. */ IntType max BOOST_PREVENT_MACRO_SUBSTITUTION() const { return (std::numeric_limits::max)(); } /** Returns the parameters of the distribution. */ param_type param() const { return param_type(_k, _p); } /** Sets parameters of the distribution. */ void param(const param_type& parm) { _k = parm.k(); _p = parm.p(); } /** * Effects: Subsequent uses of the distribution do not depend * on values produced by any engine prior to invoking reset. */ void reset() { } #ifndef BOOST_RANDOM_NO_STREAM_OPERATORS /** Writes the parameters of the distribution to a @c std::ostream. */ template friend std::basic_ostream& operator<<(std::basic_ostream& os, const negative_binomial_distribution& bd) { os << bd.param(); return os; } /** Reads the parameters of the distribution from a @c std::istream. */ template friend std::basic_istream& operator>>(std::basic_istream& is, negative_binomial_distribution& bd) { bd.read(is); return is; } #endif /** Returns true if the two distributions will produce the same sequence of values, given equal generators. */ friend bool operator==(const negative_binomial_distribution& lhs, const negative_binomial_distribution& rhs) { return lhs._k == rhs._k && lhs._p == rhs._p; } /** Returns true if the two distributions could produce different sequences of values, given equal generators. */ friend bool operator!=(const negative_binomial_distribution& lhs, const negative_binomial_distribution& rhs) { return !(lhs == rhs); } private: /// @cond \show_private template void read(std::basic_istream& is) { param_type parm; if(is >> parm) { param(parm); } } // parameters IntType _k; RealType _p; /// @endcond }; } } #endif