1/* boost random/chi_squared_distribution.hpp header file
2 *
3 * Copyright Steven Watanabe 2011
4 * Distributed under the Boost Software License, Version 1.0. (See
5 * accompanying file LICENSE_1_0.txt or copy at
6 * http://www.boost.org/LICENSE_1_0.txt)
7 *
8 * See http://www.boost.org for most recent version including documentation.
9 *
10 * $Id$
11 */
12
13#ifndef BOOST_RANDOM_CHI_SQUARED_DISTRIBUTION_HPP_INCLUDED
14#define BOOST_RANDOM_CHI_SQUARED_DISTRIBUTION_HPP_INCLUDED
15
16#include <iosfwd>
17#include <boost/limits.hpp>
18
19#include <boost/random/detail/config.hpp>
20#include <boost/random/gamma_distribution.hpp>
21
22namespace boost {
23namespace random {
24
25/**
26 * The chi squared distribution is a real valued distribution with
27 * one parameter, @c n. The distribution produces values > 0.
28 *
29 * The distribution function is
30 * \f$\displaystyle P(x) = \frac{x^{(n/2)-1}e^{-x/2}}{\Gamma(n/2)2^{n/2}}\f$.
31 */
32template<class RealType = double>
33class chi_squared_distribution {
34public:
35 typedef RealType result_type;
36 typedef RealType input_type;
37
38 class param_type {
39 public:
40 typedef chi_squared_distribution distribution_type;
41 /**
42 * Construct a param_type object. @c n
43 * is the parameter of the distribution.
44 *
45 * Requires: t >=0 && 0 <= p <= 1
46 */
47 explicit param_type(RealType n_arg = RealType(1))
48 : _n(n_arg)
49 {}
50 /** Returns the @c n parameter of the distribution. */
51 RealType n() const { return _n; }
52#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
53 /** Writes the parameters of the distribution to a @c std::ostream. */
54 template<class CharT, class Traits>
55 friend std::basic_ostream<CharT,Traits>&
56 operator<<(std::basic_ostream<CharT,Traits>& os,
57 const param_type& parm)
58 {
59 os << parm._n;
60 return os;
61 }
62
63 /** Reads the parameters of the distribution from a @c std::istream. */
64 template<class CharT, class Traits>
65 friend std::basic_istream<CharT,Traits>&
66 operator>>(std::basic_istream<CharT,Traits>& is, param_type& parm)
67 {
68 is >> parm._n;
69 return is;
70 }
71#endif
72 /** Returns true if the parameters have the same values. */
73 friend bool operator==(const param_type& lhs, const param_type& rhs)
74 {
75 return lhs._n == rhs._n;
76 }
77 /** Returns true if the parameters have different values. */
78 friend bool operator!=(const param_type& lhs, const param_type& rhs)
79 {
80 return !(lhs == rhs);
81 }
82 private:
83 RealType _n;
84 };
85
86 /**
87 * Construct a @c chi_squared_distribution object. @c n
88 * is the parameter of the distribution.
89 *
90 * Requires: t >=0 && 0 <= p <= 1
91 */
92 explicit chi_squared_distribution(RealType n_arg = RealType(1))
93 : _impl(static_cast<RealType>(n_arg / 2))
94 {
95 }
96
97 /**
98 * Construct an @c chi_squared_distribution object from the
99 * parameters.
100 */
101 explicit chi_squared_distribution(const param_type& parm)
102 : _impl(static_cast<RealType>(parm.n() / 2))
103 {
104 }
105
106 /**
107 * Returns a random variate distributed according to the
108 * chi squared distribution.
109 */
110 template<class URNG>
111 RealType operator()(URNG& urng)
112 {
113 return 2 * _impl(urng);
114 }
115
116 /**
117 * Returns a random variate distributed according to the
118 * chi squared distribution with parameters specified by @c param.
119 */
120 template<class URNG>
121 RealType operator()(URNG& urng, const param_type& parm) const
122 {
123 return chi_squared_distribution(parm)(urng);
124 }
125
126 /** Returns the @c n parameter of the distribution. */
127 RealType n() const { return 2 * _impl.alpha(); }
128
129 /** Returns the smallest value that the distribution can produce. */
130 RealType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; }
131 /** Returns the largest value that the distribution can produce. */
132 RealType max BOOST_PREVENT_MACRO_SUBSTITUTION() const
133 { return (std::numeric_limits<RealType>::infinity)(); }
134
135 /** Returns the parameters of the distribution. */
136 param_type param() const { return param_type(n()); }
137 /** Sets parameters of the distribution. */
138 void param(const param_type& parm)
139 {
140 typedef gamma_distribution<RealType> impl_type;
141 typename impl_type::param_type impl_parm(static_cast<RealType>(parm.n() / 2));
142 _impl.param(impl_parm);
143 }
144
145 /**
146 * Effects: Subsequent uses of the distribution do not depend
147 * on values produced by any engine prior to invoking reset.
148 */
149 void reset() { _impl.reset(); }
150
151#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
152 /** Writes the parameters of the distribution to a @c std::ostream. */
153 template<class CharT, class Traits>
154 friend std::basic_ostream<CharT,Traits>&
155 operator<<(std::basic_ostream<CharT,Traits>& os,
156 const chi_squared_distribution& c2d)
157 {
158 os << c2d.param();
159 return os;
160 }
161
162 /** Reads the parameters of the distribution from a @c std::istream. */
163 template<class CharT, class Traits>
164 friend std::basic_istream<CharT,Traits>&
165 operator>>(std::basic_istream<CharT,Traits>& is,
166 chi_squared_distribution& c2d)
167 {
168 c2d.read(is);
169 return is;
170 }
171#endif
172
173 /** Returns true if the two distributions will produce the same
174 sequence of values, given equal generators. */
175 friend bool operator==(const chi_squared_distribution& lhs,
176 const chi_squared_distribution& rhs)
177 {
178 return lhs._impl == rhs._impl;
179 }
180 /** Returns true if the two distributions could produce different
181 sequences of values, given equal generators. */
182 friend bool operator!=(const chi_squared_distribution& lhs,
183 const chi_squared_distribution& rhs)
184 {
185 return !(lhs == rhs);
186 }
187
188private:
189
190 /// @cond show_private
191
192 template<class CharT, class Traits>
193 void read(std::basic_istream<CharT, Traits>& is) {
194 param_type parm;
195 if(is >> parm) {
196 param(parm);
197 }
198 }
199
200 gamma_distribution<RealType> _impl;
201
202 /// @endcond
203};
204
205}
206
207}
208
209#endif
210