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PATH: opt / cpanel / ea-ruby27 / src / passenger-release-6.1.2 / src / cxx_supportlib / vendor-modified / boost / random

/* boost random/laplace_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_LAPLACE_DISTRIBUTION_HPP
#define BOOST_RANDOM_LAPLACE_DISTRIBUTION_HPP

#include <cassert>
#include <istream>
#include <iosfwd>
#include <boost/random/detail/operators.hpp>
#include <boost/random/exponential_distribution.hpp>

namespace boost {
namespace random {

/**
 * The laplace distribution is a real-valued distribution with
 * two parameters, mean and beta.
 *
 * It has \f$\displaystyle p(x) = \frac{e^-{\frac{|x-\mu|}{\beta}}}{2\beta}\f$.
 */
template<class RealType = double>
class laplace_distribution {
public:
    typedef RealType result_type;
    typedef RealType input_type;

class param_type {
    public:
        typedef laplace_distribution distribution_type;

/**
         * Constructs a @c param_type from the "mean" and "beta" parameters
         * of the distribution.
         */
        explicit param_type(RealType mean_arg = RealType(0.0),
                            RealType beta_arg = RealType(1.0))
          : _mean(mean_arg), _beta(beta_arg)
        {}

/** Returns the "mean" parameter of the distribtuion. */
        RealType mean() const { return _mean; }
        /** 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._mean << ' ' << 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._mean >> 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._mean == rhs._mean && lhs._beta == rhs._beta; }
        
        /** Returns true if the two sets of parameters are the different. */
        BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)

private:
        RealType _mean;
        RealType _beta;
    };

/**
     * Constructs an @c laplace_distribution from its "mean" and "beta" parameters.
     */
    explicit laplace_distribution(RealType mean_arg = RealType(0.0),
                               RealType beta_arg = RealType(1.0))
      : _mean(mean_arg), _beta(beta_arg)
    {}
    /** Constructs an @c laplace_distribution from its parameters. */
    explicit laplace_distribution(const param_type& parm)
      : _mean(parm.mean()), _beta(parm.beta())
    {}

/**
     * Returns a random variate distributed according to the
     * laplace distribution.
     */
    template<class URNG>
    RealType operator()(URNG& urng) const
    {
        RealType exponential = exponential_distribution<RealType>()(urng);
        if(uniform_01<RealType>()(urng) < 0.5)
            exponential = -exponential;
        return _mean + _beta * exponential;
    }

/**
     * Returns a random variate distributed accordint to the laplace
     * distribution with parameters specified by @c param.
     */
    template<class URNG>
    RealType operator()(URNG& urng, const param_type& parm) const
    {
        return laplace_distribution(parm)(urng);
    }

/** Returns the "mean" parameter of the distribution. */
    RealType mean() const { return _mean; }
    /** 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(-std::numeric_limits<RealType>::infinity()); }
    /** Returns the largest value that the distribution can produce. */
    RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
    { return RealType(std::numeric_limits<RealType>::infinity()); }

/** Returns the parameters of the distribution. */
    param_type param() const { return param_type(_mean, _beta); }
    /** Sets the parameters of the distribution. */
    void param(const param_type& parm)
    {
        _mean = parm.mean();
        _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 laplace_distribution to a @c std::ostream. */
    BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, laplace_distribution, wd)
    {
        os << wd.param();
        return os;
    }

/** Reads an @c laplace_distribution from a @c std::istream. */
    BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, laplace_distribution, wd)
    {
        param_type parm;
        if(is >> parm) {
            wd.param(parm);
        }
        return is;
    }

/**
     * Returns true if the two instances of @c laplace_distribution will
     * return identical sequences of values given equal generators.
     */
    BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(laplace_distribution, lhs, rhs)
    { return lhs._mean == rhs._mean && lhs._beta == rhs._beta; }
    
    /**
     * Returns true if the two instances of @c laplace_distribution will
     * return different sequences of values given equal generators.
     */
    BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(laplace_distribution)

private:
    RealType _mean;
    RealType _beta;
};

} // namespace random
} // namespace boost

#endif // BOOST_RANDOM_LAPLACE_DISTRIBUTION_HPP

[-] uniform_smallint.hpp [edit]
[-] weibull_distribution.hpp [edit]
[-] xor_combine.hpp [edit]
[-] generate_canonical.hpp [edit]
[-] traits.hpp [edit]
[-] laplace_distribution.hpp [edit]
[-] hyperexponential_distribution.hpp [edit]
[-] student_t_distribution.hpp [edit]
[-] lagged_fibonacci.hpp [edit]
[-] uniform_int.hpp [edit]
[-] binomial_distribution.hpp [edit]
[-] uniform_on_sphere.hpp [edit]
[-] bernoulli_distribution.hpp [edit]
[-] triangle_distribution.hpp [edit]
[-] beta_distribution.hpp [edit]
[-] subtract_with_carry.hpp [edit]
[-] uniform_01.hpp [edit]
[-] discrete_distribution.hpp [edit]
[-] variate_generator.hpp [edit]
[-] taus88.hpp [edit]
[-] generalized_inverse_gaussian_distribution.hpp [edit]
[-] random_number_generator.hpp [edit]
[-] exponential_distribution.hpp [edit]
[+] ..
[-] inverse_gaussian_distribution.hpp [edit]
[-] xoshiro.hpp [edit]
[-] inversive_congruential.hpp [edit]
[-] cauchy_distribution.hpp [edit]
[-] faure.hpp [edit]
[-] chi_squared_distribution.hpp [edit]
[-] linear_congruential.hpp [edit]
[-] mersenne_twister.hpp [edit]
[-] lognormal_distribution.hpp [edit]
[-] uniform_int_distribution.hpp [edit]
[-] geometric_distribution.hpp [edit]
[-] piecewise_linear_distribution.hpp [edit]
[-] independent_bits.hpp [edit]
[-] extreme_value_distribution.hpp [edit]
[-] splitmix64.hpp [edit]
[-] gamma_distribution.hpp [edit]
[-] niederreiter_base2.hpp [edit]
[-] poisson_distribution.hpp [edit]
[-] mixmax.hpp [edit]
[-] uniform_real_distribution.hpp [edit]
[-] discard_block.hpp [edit]
[-] seed_seq.hpp [edit]
[-] normal_distribution.hpp [edit]
[-] fisher_f_distribution.hpp [edit]
[-] negative_binomial_distribution.hpp [edit]
[-] shuffle_output.hpp [edit]
[-] linear_feedback_shift.hpp [edit]
[-] additive_combine.hpp [edit]
[+] detail
[-] shuffle_order.hpp [edit]
[-] random_device.hpp [edit]
[-] sobol.hpp [edit]
[-] ranlux.hpp [edit]
[-] uniform_real.hpp [edit]
[-] non_central_chi_squared_distribution.hpp [edit]
[-] piecewise_constant_distribution.hpp [edit]