PurpleI2P
/
Boost-for-Android-Prebuilt
mirror of https://github.com/PurpleI2P/Boost-for-Android-Prebuilt
1
0
Fork 0
Code Issues Releases Wiki Activity
Prebuilt Boost for Android
You can not select more than 25 topics Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
2 Commits
6 Branches
0 Tags
563 MiB
Tree: 8c917088ef
Branches Tags
${ item.name }
Create tag ${ searchTerm }
Create branch ${ searchTerm }
from '8c917088ef'
${ noResults }
Boost-for-Android-Prebuilt/boost-1_72_0/include/boost/random/hyperexponential_distributi...

872 lines
36 KiB
Raw Blame History

/* boost random/hyperexponential_distribution.hpp header file
*
* Copyright Marco Guazzone 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.
*
* Much of the code here taken by boost::math::hyperexponential_distribution.
* To this end, we would like to thank Paul Bristow and John Maddock for their
* valuable feedback.
*
* \author Marco Guazzone (marco.guazzone@gmail.com)
*/
#ifndef BOOST_RANDOM_HYPEREXPONENTIAL_DISTRIBUTION_HPP
#define BOOST_RANDOM_HYPEREXPONENTIAL_DISTRIBUTION_HPP
#include <boost/config.hpp>
#include <boost/math/special_functions/fpclassify.hpp>
#include <boost/random/detail/operators.hpp>
#include <boost/random/detail/vector_io.hpp>
#include <boost/random/discrete_distribution.hpp>
#include <boost/random/exponential_distribution.hpp>
#include <boost/range/begin.hpp>
#include <boost/range/end.hpp>
#include <boost/range/size.hpp>
#include <boost/type_traits/has_pre_increment.hpp>
#include <cassert>
#include <cmath>
#include <cstddef>
#include <iterator>
#ifndef BOOST_NO_CXX11_HDR_INITIALIZER_LIST
# include <initializer_list>
#endif // BOOST_NO_CXX11_HDR_INITIALIZER_LIST
#include <iostream>
#include <limits>
#include <numeric>
#include <vector>
namespace boost { namespace random {
namespace hyperexp_detail {
template <typename T>
std::vector<T>& normalize(std::vector<T>& v)
{
if (v.size() == 0)
{
return v;
}
const T sum = std::accumulate(v.begin(), v.end(), static_cast<T>(0));
T final_sum = 0;
const typename std::vector<T>::iterator end = --v.end();
for (typename std::vector<T>::iterator it = v.begin();
it != end;
++it)
{
*it /= sum;
final_sum += *it;
}
*end = 1-final_sum; // avoids round off errors thus ensuring the probabilities really sum to 1
return v;
}
template <typename RealT>
bool check_probabilities(std::vector<RealT> const& probabilities)
{
const std::size_t n = probabilities.size();
RealT sum = 0;
for (std::size_t i = 0; i < n; ++i)
{
if (probabilities[i] < 0
|| probabilities[i] > 1
|| !(boost::math::isfinite)(probabilities[i]))
{
return false;
}
sum += probabilities[i];
}
//NOTE: the check below seems to fail on some architectures.
// So we commented it.
//// - We try to keep phase probabilities correctly normalized in the distribution constructors
//// - However in practice we have to allow for a very slight divergence from a sum of exactly 1:
////if (std::abs(sum-1) > (std::numeric_limits<RealT>::epsilon()*2))
//// This is from Knuth "The Art of Computer Programming: Vol.2, 3rd Ed", and can be used to
//// check is two numbers are approximately equal
//const RealT one = 1;
//const RealT tol = std::numeric_limits<RealT>::epsilon()*2.0;
//if (std::abs(sum-one) > (std::max(std::abs(sum), std::abs(one))*tol))
//{
// return false;
//}
return true;
}
template <typename RealT>
bool check_rates(std::vector<RealT> const& rates)
{
const std::size_t n = rates.size();
for (std::size_t i = 0; i < n; ++i)
{
if (rates[i] <= 0
|| !(boost::math::isfinite)(rates[i]))
{
return false;
}
}
return true;
}
template <typename RealT>
bool check_params(std::vector<RealT> const& probabilities, std::vector<RealT> const& rates)
{
if (probabilities.size() != rates.size())
{
return false;
}
return check_probabilities(probabilities)
&& check_rates(rates);
}
} // Namespace hyperexp_detail
/**
* The hyperexponential distribution is a real-valued continuous distribution
* with two parameters, the <em>phase probability vector</em> \c probs and the
* <em>rate vector</em> \c rates.
*
* A \f$k\f$-phase hyperexponential distribution is a mixture of \f$k\f$
* exponential distributions.
* For this reason, it is also referred to as <em>mixed exponential
* distribution</em> or <em>parallel \f$k\f$-phase exponential
* distribution</em>.
*
* A \f$k\f$-phase hyperexponential distribution is characterized by two
* parameters, namely a <em>phase probability vector</em> \f$\mathbf{\alpha}=(\alpha_1,\ldots,\alpha_k)\f$ and a <em>rate vector</em> \f$\mathbf{\lambda}=(\lambda_1,\ldots,\lambda_k)\f$.
*
* A \f$k\f$-phase hyperexponential distribution is frequently used in
* <em>queueing theory</em> to model the distribution of the superposition of
* \f$k\f$ independent events, like, for instance, the service time distribution
* of a queueing station with \f$k\f$ servers in parallel where the \f$i\f$-th
* server is chosen with probability \f$\alpha_i\f$ and its service time
* distribution is an exponential distribution with rate \f$\lambda_i\f$
* (Allen,1990; Papadopolous et al.,1993; Trivedi,2002).
*
* For instance, CPUs service-time distribution in a computing system has often
* been observed to possess such a distribution (Rosin,1965).
* Also, the arrival of different types of customer to a single queueing station
* is often modeled as a hyperexponential distribution (Papadopolous et al.,1993).
* Similarly, if a product manufactured in several parallel assemply lines and
* the outputs are merged, the failure density of the overall product is likely
* to be hyperexponential (Trivedi,2002).
*
* Finally, since the hyperexponential distribution exhibits a high Coefficient
* of Variation (CoV), that is a CoV > 1, it is especially suited to fit
* empirical data with large CoV (Feitelson,2014; Wolski et al.,2013) and to
* approximate <em>long-tail probability distributions</em> (Feldmann et al.,1998).
*
* See (Boost,2014) for more information and examples.
*
* A \f$k\f$-phase hyperexponential distribution has a probability density
* function
* \f[
* f(x) = \sum_{i=1}^k \alpha_i \lambda_i e^{-x\lambda_i}
* \f]
* where:
* - \f$k\f$ is the <em>number of phases</em> and also the size of the input
* vector parameters,
* - \f$\mathbf{\alpha}=(\alpha_1,\ldots,\alpha_k)\f$ is the <em>phase probability
* vector</em> parameter, and
* - \f$\mathbf{\lambda}=(\lambda_1,\ldots,\lambda_k)\f$ is the <em>rate vector</em>
* parameter.
* .
*
* Given a \f$k\f$-phase hyperexponential distribution with phase probability
* vector \f$\mathbf{\alpha}\f$ and rate vector \f$\mathbf{\lambda}\f$, the
* random variate generation algorithm consists of the following steps (Tyszer,1999):
* -# Generate a random variable \f$U\f$ uniformly distribution on the interval \f$(0,1)\f$.
* -# Use \f$U\f$ to select the appropriate \f$\lambda_i\f$ (e.g., the
* <em>alias method</em> can possibly be used for this step).
* -# Generate an exponentially distributed random variable \f$X\f$ with rate parameter \f$\lambda_i\f$.
* -# Return \f$X\f$.
* .
*
* References:
* -# A.O. Allen, <em>Probability, Statistics, and Queuing Theory with Computer Science Applications, Second Edition</em>, Academic Press, 1990.
* -# Boost C++ Libraries, <em>Boost.Math / Statistical Distributions: Hyperexponential Distribution</em>, Online: http://www.boost.org/doc/libs/release/libs/math/doc/html/dist.html , 2014.
* -# D.G. Feitelson, <em>Workload Modeling for Computer Systems Performance Evaluation</em>, Cambridge University Press, 2014
* -# A. Feldmann and W. Whitt, <em>Fitting mixtures of exponentials to long-tail distributions to analyze network performance models</em>, Performance Evaluation 31(3-4):245, doi:10.1016/S0166-5316(97)00003-5, 1998.
* -# H.T. Papadopolous, C. Heavey and J. Browne, <em>Queueing Theory in Manufacturing Systems Analysis and Design</em>, Chapman & Hall/CRC, 1993, p. 35.
* -# R.F. Rosin, <em>Determining a computing center environment</em>, Communications of the ACM 8(7):463-468, 1965.
* -# K.S. Trivedi, <em>Probability and Statistics with Reliability, Queueing, and Computer Science Applications</em>, John Wiley & Sons, Inc., 2002.
* -# J. Tyszer, <em>Object-Oriented Computer Simulation of Discrete-Event Systems</em>, Springer, 1999.
* -# Wikipedia, <em>Hyperexponential Distribution</em>, Online: http://en.wikipedia.org/wiki/Hyperexponential_distribution , 2014.
* -# Wolfram Mathematica, <em>Hyperexponential Distribution</em>, Online: http://reference.wolfram.com/language/ref/HyperexponentialDistribution.html , 2014.
* .
*
* \author Marco Guazzone (marco.guazzone@gmail.com)
*/
template<class RealT = double>
class hyperexponential_distribution
{
public: typedef RealT result_type;
public: typedef RealT input_type;
/**
* The parameters of a hyperexponential distribution.
*
* Stores the <em>phase probability vector</em> and the <em>rate vector</em>
* of the hyperexponential distribution.
*
* \author Marco Guazzone (marco.guazzone@gmail.com)
*/
public: class param_type
{
public: typedef hyperexponential_distribution distribution_type;
/**
* Constructs a \c param_type with the default parameters
* of the distribution.
*/
public: param_type()
: probs_(1, 1),
rates_(1, 1)
{
}
/**
* Constructs a \c param_type from the <em>phase probability vector</em>
* and <em>rate vector</em> parameters of the distribution.
*
* The <em>phase probability vector</em> parameter is given by the range
* defined by [\a prob_first, \a prob_last) iterator pair, and the
* <em>rate vector</em> parameter is given by the range defined by
* [\a rate_first, \a rate_last) iterator pair.
*
* \tparam ProbIterT Must meet the requirements of \c InputIterator concept (ISO,2014,sec. 24.2.3 [input.iterators]).
* \tparam RateIterT Must meet the requirements of \c InputIterator concept (ISO,2014,sec. 24.2.3 [input.iterators]).
*
* \param prob_first The iterator to the beginning of the range of non-negative real elements representing the phase probabilities; if elements don't sum to 1, they are normalized.
* \param prob_last The iterator to the ending of the range of non-negative real elements representing the phase probabilities; if elements don't sum to 1, they are normalized.
* \param rate_first The iterator to the beginning of the range of non-negative real elements representing the rates.
* \param rate_last The iterator to the ending of the range of non-negative real elements representing the rates.
*
* References:
* -# ISO, <em>ISO/IEC 14882-2014: Information technology - Programming languages - C++</em>, 2014
* .
*/
public: template <typename ProbIterT, typename RateIterT>
param_type(ProbIterT prob_first, ProbIterT prob_last,
RateIterT rate_first, RateIterT rate_last)
: probs_(prob_first, prob_last),
rates_(rate_first, rate_last)
{
hyperexp_detail::normalize(probs_);
assert( hyperexp_detail::check_params(probs_, rates_) );
}
/**
* Constructs a \c param_type from the <em>phase probability vector</em>
* and <em>rate vector</em> parameters of the distribution.
*
* The <em>phase probability vector</em> parameter is given by the range
* defined by \a prob_range, and the <em>rate vector</em> parameter is
* given by the range defined by \a rate_range.
*
* \tparam ProbRangeT Must meet the requirements of <a href="boost:/libs/range/doc/html/range/concepts.html">Range</a> concept.
* \tparam RateRangeT Must meet the requirements of <a href="boost:/libs/range/doc/html/range/concepts.html">Range</a> concept.
*
* \param prob_range The range of non-negative real elements representing the phase probabilities; if elements don't sum to 1, they are normalized.
* \param rate_range The range of positive real elements representing the rates.
*
* \note
* The final \c disable_if parameter is an implementation detail that
* differentiates between this two argument constructor and the
* iterator-based two argument constructor described below.
*/
// We SFINAE this out of existance if either argument type is
// incrementable as in that case the type is probably an iterator:
public: template <typename ProbRangeT, typename RateRangeT>
param_type(ProbRangeT const& prob_range,
RateRangeT const& rate_range,
typename boost::disable_if_c<boost::has_pre_increment<ProbRangeT>::value || boost::has_pre_increment<RateRangeT>::value>::type* = 0)
: probs_(boost::begin(prob_range), boost::end(prob_range)),
rates_(boost::begin(rate_range), boost::end(rate_range))
{
hyperexp_detail::normalize(probs_);
assert( hyperexp_detail::check_params(probs_, rates_) );
}
/**
* Constructs a \c param_type from the <em>rate vector</em> parameter of
* the distribution and with equal phase probabilities.
*
* The <em>rate vector</em> parameter is given by the range defined by
* [\a rate_first, \a rate_last) iterator pair, and the <em>phase
* probability vector</em> parameter is set to the equal phase
* probabilities (i.e., to a vector of the same length \f$k\f$ of the
* <em>rate vector</em> and with each element set to \f$1.0/k\f$).
*
* \tparam RateIterT Must meet the requirements of \c InputIterator concept (ISO,2014,sec. 24.2.3 [input.iterators]).
* \tparam RateIterT2 Must meet the requirements of \c InputIterator concept (ISO,2014,sec. 24.2.3 [input.iterators]).
*
* \param rate_first The iterator to the beginning of the range of non-negative real elements representing the rates.
* \param rate_last The iterator to the ending of the range of non-negative real elements representing the rates.
*
* \note
* The final \c disable_if parameter is an implementation detail that
* differentiates between this two argument constructor and the
* range-based two argument constructor described above.
*
* References:
* -# ISO, <em>ISO/IEC 14882-2014: Information technology - Programming languages - C++</em>, 2014
* .
*/
// We SFINAE this out of existance if the argument type is
// incrementable as in that case the type is probably an iterator.
public: template <typename RateIterT>
param_type(RateIterT rate_first,
RateIterT rate_last,
typename boost::enable_if_c<boost::has_pre_increment<RateIterT>::value>::type* = 0)
: probs_(std::distance(rate_first, rate_last), 1), // will be normalized below
rates_(rate_first, rate_last)
{
assert(probs_.size() == rates_.size());
}
/**
* Constructs a @c param_type from the "rates" parameters
* of the distribution and with equal phase probabilities.
*
* The <em>rate vector</em> parameter is given by the range defined by
* \a rate_range, and the <em>phase probability vector</em> parameter is
* set to the equal phase probabilities (i.e., to a vector of the same
* length \f$k\f$ of the <em>rate vector</em> and with each element set
* to \f$1.0/k\f$).
*
* \tparam RateRangeT Must meet the requirements of <a href="boost:/libs/range/doc/html/range/concepts.html">Range</a> concept.
*
* \param rate_range The range of positive real elements representing the rates.
*/
public: template <typename RateRangeT>
param_type(RateRangeT const& rate_range)
: probs_(boost::size(rate_range), 1), // Will be normalized below
rates_(boost::begin(rate_range), boost::end(rate_range))
{
hyperexp_detail::normalize(probs_);
assert( hyperexp_detail::check_params(probs_, rates_) );
}
#ifndef BOOST_NO_CXX11_HDR_INITIALIZER_LIST
/**
* Constructs a \c param_type from the <em>phase probability vector</em>
* and <em>rate vector</em> parameters of the distribution.
*
* The <em>phase probability vector</em> parameter is given by the
* <em>brace-init-list</em> (ISO,2014,sec. 8.5.4 [dcl.init.list])
* defined by \a l1, and the <em>rate vector</em> parameter is given by the
* <em>brace-init-list</em> (ISO,2014,sec. 8.5.4 [dcl.init.list])
* defined by \a l2.
*
* \param l1 The initializer list for inizializing the phase probability vector.
* \param l2 The initializer list for inizializing the rate vector.
*
* References:
* -# ISO, <em>ISO/IEC 14882-2014: Information technology - Programming languages - C++</em>, 2014
* .
*/
public: param_type(std::initializer_list<RealT> l1, std::initializer_list<RealT> l2)
: probs_(l1.begin(), l1.end()),
rates_(l2.begin(), l2.end())
{
hyperexp_detail::normalize(probs_);
assert( hyperexp_detail::check_params(probs_, rates_) );
}
/**
* Constructs a \c param_type from the <em>rate vector</em> parameter
* of the distribution and with equal phase probabilities.
*
* The <em>rate vector</em> parameter is given by the
* <em>brace-init-list</em> (ISO,2014,sec. 8.5.4 [dcl.init.list])
* defined by \a l1, and the <em>phase probability vector</em> parameter is
* set to the equal phase probabilities (i.e., to a vector of the same
* length \f$k\f$ of the <em>rate vector</em> and with each element set
* to \f$1.0/k\f$).
*
* \param l1 The initializer list for inizializing the rate vector.
*
* References:
* -# ISO, <em>ISO/IEC 14882-2014: Information technology - Programming languages - C++</em>, 2014
* .
*/
public: param_type(std::initializer_list<RealT> l1)
: probs_(std::distance(l1.begin(), l1.end()), 1), // Will be normalized below
rates_(l1.begin(), l1.end())
{
hyperexp_detail::normalize(probs_);
assert( hyperexp_detail::check_params(probs_, rates_) );
}
#endif // BOOST_NO_CXX11_HDR_INITIALIZER_LIST
/**
* Gets the <em>phase probability vector</em> parameter of the distribtuion.
*
* \return The <em>phase probability vector</em> parameter of the distribution.
*
* \note
* The returned probabilities are the normalized version of the ones
* passed at construction time.
*/
public: std::vector<RealT> probabilities() const
{
return probs_;
}
/**
* Gets the <em>rate vector</em> parameter of the distribtuion.
*
* \return The <em>rate vector</em> parameter of the distribution.
*/
public: std::vector<RealT> rates() const
{
return rates_;
}
/** Writes a \c param_type to a \c std::ostream. */
public: BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, param)
{
detail::print_vector(os, param.probs_);
os << ' ';
detail::print_vector(os, param.rates_);
return os;
}
/** Reads a \c param_type from a \c std::istream. */
public: BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, param)
{
// NOTE: if \c std::ios_base::exceptions is set, the code below may
// throw in case of a I/O failure.
// To prevent leaving the state of \c param inconsistent:
// - if an exception is thrown, the state of \c param is left
// unchanged (i.e., is the same as the one at the beginning
// of the function's execution), and
// - the state of \c param only after reading the whole input.
std::vector<RealT> probs;
std::vector<RealT> rates;
// Reads probability and rate vectors
detail::read_vector(is, probs);
if (!is)
{
return is;
}
is >> std::ws;
detail::read_vector(is, rates);
if (!is)
{
return is;
}
// Update the state of the param_type object
if (probs.size() > 0)
{
param.probs_.swap(probs);
probs.clear();
}
if (rates.size() > 0)
{
param.rates_.swap(rates);
rates.clear();
}
// Adjust vector sizes (if needed)
if (param.probs_.size() != param.rates_.size()
|| param.probs_.size() == 0)
{
const std::size_t np = param.probs_.size();
const std::size_t nr = param.rates_.size();
if (np > nr)
{
param.rates_.resize(np, 1);
}
else if (nr > np)
{
param.probs_.resize(nr, 1);
}
else
{
param.probs_.resize(1, 1);
param.rates_.resize(1, 1);
}
}
// Normalize probabilities
// NOTE: this cannot be done earlier since the probability vector
// can be changed due to size conformance
hyperexp_detail::normalize(param.probs_);
//post: vector size conformance
assert(param.probs_.size() == param.rates_.size());
return is;
}
/** Returns true if the two sets of parameters are the same. */
public: BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
{
return lhs.probs_ == rhs.probs_
&& lhs.rates_ == rhs.rates_;
}
/** Returns true if the two sets of parameters are the different. */
public: BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
private: std::vector<RealT> probs_; ///< The <em>phase probability vector</em> parameter of the distribution
private: std::vector<RealT> rates_; ///< The <em>rate vector</em> parameter of the distribution
}; // param_type
/**
* Constructs a 1-phase \c hyperexponential_distribution (i.e., an
* exponential distribution) with rate 1.
*/
public: hyperexponential_distribution()
: dd_(std::vector<RealT>(1, 1)),
rates_(1, 1)
{
// empty
}
/**
* Constructs a \c hyperexponential_distribution from the <em>phase
* probability vector</em> and <em>rate vector</em> parameters of the
* distribution.
*
* The <em>phase probability vector</em> parameter is given by the range
* defined by [\a prob_first, \a prob_last) iterator pair, and the
* <em>rate vector</em> parameter is given by the range defined by
* [\a rate_first, \a rate_last) iterator pair.
*
* \tparam ProbIterT Must meet the requirements of \c InputIterator concept (ISO,2014,sec. 24.2.3 [input.iterators]).
* \tparam RateIterT Must meet the requirements of \c InputIterator concept (ISO,2014,sec. 24.2.3 [input.iterators]).
*
* \param prob_first The iterator to the beginning of the range of non-negative real elements representing the phase probabilities; if elements don't sum to 1, they are normalized.
* \param prob_last The iterator to the ending of the range of non-negative real elements representing the phase probabilities; if elements don't sum to 1, they are normalized.
* \param rate_first The iterator to the beginning of the range of non-negative real elements representing the rates.
* \param rate_last The iterator to the ending of the range of non-negative real elements representing the rates.
*
* References:
* -# ISO, <em>ISO/IEC 14882-2014: Information technology - Programming languages - C++</em>, 2014
* .
*/
public: template <typename ProbIterT, typename RateIterT>
hyperexponential_distribution(ProbIterT prob_first, ProbIterT prob_last,
RateIterT rate_first, RateIterT rate_last)
: dd_(prob_first, prob_last),
rates_(rate_first, rate_last)
{
assert( hyperexp_detail::check_params(dd_.probabilities(), rates_) );
}
/**
* Constructs a \c hyperexponential_distribution from the <em>phase
* probability vector</em> and <em>rate vector</em> parameters of the
* distribution.
*
* The <em>phase probability vector</em> parameter is given by the range
* defined by \a prob_range, and the <em>rate vector</em> parameter is
* given by the range defined by \a rate_range.
*
* \tparam ProbRangeT Must meet the requirements of <a href="boost:/libs/range/doc/html/range/concepts.html">Range</a> concept.
* \tparam RateRangeT Must meet the requirements of <a href="boost:/libs/range/doc/html/range/concepts.html">Range</a> concept.
*
* \param prob_range The range of non-negative real elements representing the phase probabilities; if elements don't sum to 1, they are normalized.
* \param rate_range The range of positive real elements representing the rates.
*
* \note
* The final \c disable_if parameter is an implementation detail that
* differentiates between this two argument constructor and the
* iterator-based two argument constructor described below.
*/
// We SFINAE this out of existance if either argument type is
// incrementable as in that case the type is probably an iterator:
public: template <typename ProbRangeT, typename RateRangeT>
hyperexponential_distribution(ProbRangeT const& prob_range,
RateRangeT const& rate_range,
typename boost::disable_if_c<boost::has_pre_increment<ProbRangeT>::value || boost::has_pre_increment<RateRangeT>::value>::type* = 0)
: dd_(prob_range),
rates_(boost::begin(rate_range), boost::end(rate_range))
{
assert( hyperexp_detail::check_params(dd_.probabilities(), rates_) );
}
/**
* Constructs a \c hyperexponential_distribution from the <em>rate
* vector</em> parameter of the distribution and with equal phase
* probabilities.
*
* The <em>rate vector</em> parameter is given by the range defined by
* [\a rate_first, \a rate_last) iterator pair, and the <em>phase
* probability vector</em> parameter is set to the equal phase
* probabilities (i.e., to a vector of the same length \f$k\f$ of the
* <em>rate vector</em> and with each element set to \f$1.0/k\f$).
*
* \tparam RateIterT Must meet the requirements of \c InputIterator concept (ISO,2014,sec. 24.2.3 [input.iterators]).
* \tparam RateIterT2 Must meet the requirements of \c InputIterator concept (ISO,2014,sec. 24.2.3 [input.iterators]).
*
* \param rate_first The iterator to the beginning of the range of non-negative real elements representing the rates.
* \param rate_last The iterator to the ending of the range of non-negative real elements representing the rates.
*
* \note
* The final \c disable_if parameter is an implementation detail that
* differentiates between this two argument constructor and the
* range-based two argument constructor described above.
*
* References:
* -# ISO, <em>ISO/IEC 14882-2014: Information technology - Programming languages - C++</em>, 2014
* .
*/
// We SFINAE this out of existance if the argument type is
// incrementable as in that case the type is probably an iterator.
public: template <typename RateIterT>
hyperexponential_distribution(RateIterT rate_first,
RateIterT rate_last,
typename boost::enable_if_c<boost::has_pre_increment<RateIterT>::value>::type* = 0)
: dd_(std::vector<RealT>(std::distance(rate_first, rate_last), 1)),
rates_(rate_first, rate_last)
{
assert( hyperexp_detail::check_params(dd_.probabilities(), rates_) );
}
/**
* Constructs a @c param_type from the "rates" parameters
* of the distribution and with equal phase probabilities.
*
* The <em>rate vector</em> parameter is given by the range defined by
* \a rate_range, and the <em>phase probability vector</em> parameter is
* set to the equal phase probabilities (i.e., to a vector of the same
* length \f$k\f$ of the <em>rate vector</em> and with each element set
* to \f$1.0/k\f$).
*
* \tparam RateRangeT Must meet the requirements of <a href="boost:/libs/range/doc/html/range/concepts.html">Range</a> concept.
*
* \param rate_range The range of positive real elements representing the rates.
*/
public: template <typename RateRangeT>
hyperexponential_distribution(RateRangeT const& rate_range)
: dd_(std::vector<RealT>(boost::size(rate_range), 1)),
rates_(boost::begin(rate_range), boost::end(rate_range))
{
assert( hyperexp_detail::check_params(dd_.probabilities(), rates_) );
}
/**
* Constructs a \c hyperexponential_distribution from its parameters.
*
* \param param The parameters of the distribution.
*/
public: explicit hyperexponential_distribution(param_type const& param)
: dd_(param.probabilities()),
rates_(param.rates())
{
assert( hyperexp_detail::check_params(dd_.probabilities(), rates_) );
}
#ifndef BOOST_NO_CXX11_HDR_INITIALIZER_LIST
/**
* Constructs a \c hyperexponential_distribution from the <em>phase
* probability vector</em> and <em>rate vector</em> parameters of the
* distribution.
*
* The <em>phase probability vector</em> parameter is given by the
* <em>brace-init-list</em> (ISO,2014,sec. 8.5.4 [dcl.init.list])
* defined by \a l1, and the <em>rate vector</em> parameter is given by the
* <em>brace-init-list</em> (ISO,2014,sec. 8.5.4 [dcl.init.list])
* defined by \a l2.
*
* \param l1 The initializer list for inizializing the phase probability vector.
* \param l2 The initializer list for inizializing the rate vector.
*
* References:
* -# ISO, <em>ISO/IEC 14882-2014: Information technology - Programming languages - C++</em>, 2014
* .
*/
public: hyperexponential_distribution(std::initializer_list<RealT> const& l1, std::initializer_list<RealT> const& l2)
: dd_(l1.begin(), l1.end()),
rates_(l2.begin(), l2.end())
{
assert( hyperexp_detail::check_params(dd_.probabilities(), rates_) );
}
/**
* Constructs a \c hyperexponential_distribution from the <em>rate
* vector</em> parameter of the distribution and with equal phase
* probabilities.
*
* The <em>rate vector</em> parameter is given by the
* <em>brace-init-list</em> (ISO,2014,sec. 8.5.4 [dcl.init.list])
* defined by \a l1, and the <em>phase probability vector</em> parameter is
* set to the equal phase probabilities (i.e., to a vector of the same
* length \f$k\f$ of the <em>rate vector</em> and with each element set
* to \f$1.0/k\f$).
*
* \param l1 The initializer list for inizializing the rate vector.
*
* References:
* -# ISO, <em>ISO/IEC 14882-2014: Information technology - Programming languages - C++</em>, 2014
* .
*/
public: hyperexponential_distribution(std::initializer_list<RealT> const& l1)
: dd_(std::vector<RealT>(std::distance(l1.begin(), l1.end()), 1)),
rates_(l1.begin(), l1.end())
{
assert( hyperexp_detail::check_params(dd_.probabilities(), rates_) );
}
#endif
/**
* Gets a random variate distributed according to the
* hyperexponential distribution.
*
* \tparam URNG Must meet the requirements of \uniform_random_number_generator.
*
* \param urng A uniform random number generator object.
*
* \return A random variate distributed according to the hyperexponential distribution.
*/
public: template<class URNG>\
RealT operator()(URNG& urng) const
{
const int i = dd_(urng);
return boost::random::exponential_distribution<RealT>(rates_[i])(urng);
}
/**
* Gets a random variate distributed according to the hyperexponential
* distribution with parameters specified by \c param.
*
* \tparam URNG Must meet the requirements of \uniform_random_number_generator.
*
* \param urng A uniform random number generator object.
* \param param A distribution parameter object.
*
* \return A random variate distributed according to the hyperexponential distribution.
* distribution with parameters specified by \c param.
*/
public: template<class URNG>
RealT operator()(URNG& urng, const param_type& param) const
{
return hyperexponential_distribution(param)(urng);
}
/** Returns the number of phases of the distribution. */
public: std::size_t num_phases() const
{
return rates_.size();
}
/** Returns the <em>phase probability vector</em> parameter of the distribution. */
public: std::vector<RealT> probabilities() const
{
return dd_.probabilities();
}
/** Returns the <em>rate vector</em> parameter of the distribution. */
public: std::vector<RealT> rates() const
{
return rates_;
}
/** Returns the smallest value that the distribution can produce. */
public: RealT min BOOST_PREVENT_MACRO_SUBSTITUTION () const
{
return 0;
}
/** Returns the largest value that the distribution can produce. */
public: RealT max BOOST_PREVENT_MACRO_SUBSTITUTION () const
{
return std::numeric_limits<RealT>::infinity();
}
/** Returns the parameters of the distribution. */
public: param_type param() const
{
std::vector<RealT> probs = dd_.probabilities();
return param_type(probs.begin(), probs.end(), rates_.begin(), rates_.end());
}
/** Sets the parameters of the distribution. */
public: void param(param_type const& param)
{
dd_.param(typename boost::random::discrete_distribution<int,RealT>::param_type(param.probabilities()));
rates_ = param.rates();
}
/**
* Effects: Subsequent uses of the distribution do not depend
* on values produced by any engine prior to invoking reset.
*/
public: void reset()
{
// empty
}
/** Writes an @c hyperexponential_distribution to a @c std::ostream. */
public: BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, hyperexponential_distribution, hd)
{
os << hd.param();
return os;
}
/** Reads an @c hyperexponential_distribution from a @c std::istream. */
public: BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, hyperexponential_distribution, hd)
{
param_type param;
if(is >> param)
{
hd.param(param);
}
return is;
}
/**
* Returns true if the two instances of @c hyperexponential_distribution will
* return identical sequences of values given equal generators.
*/
public: BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(hyperexponential_distribution, lhs, rhs)
{
return lhs.dd_ == rhs.dd_
&& lhs.rates_ == rhs.rates_;
}
/**
* Returns true if the two instances of @c hyperexponential_distribution will
* return different sequences of values given equal generators.
*/
public: BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(hyperexponential_distribution)
private: boost::random::discrete_distribution<int,RealT> dd_; ///< The \c discrete_distribution used to sample the phase probability and choose the rate
private: std::vector<RealT> rates_; ///< The <em>rate vector</em> parameter of the distribution
}; // hyperexponential_distribution
}} // namespace boost::random
#endif // BOOST_RANDOM_HYPEREXPONENTIAL_DISTRIBUTION_HPP