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/* 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 <boost/config/no_tr1/cmath.hpp>
#include <iosfwd>
#include <istream>
#include <boost/limits.hpp>
#include <boost/random/detail/config.hpp>
#include <boost/random/detail/operators.hpp>
#include <boost/random/uniform_01.hpp>
namespace boost {
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 RealType = double>
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<RealType>::infinity)(); }
/** Returns the largest value that the distribution can produce. */
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
{ return (std::numeric_limits<RealType>::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<class Engine>
result_type operator()(Engine& eng)
{
// Can we have a boost::mathconst please?
const result_type pi = result_type(3.14159265358979323846);
using std::tan;
RealType val = uniform_01<RealType>()(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<class Engine>
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 boost
#endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP