1/* boost random/fisher_f_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_FISHER_F_DISTRIBUTION_HPP
14#define BOOST_RANDOM_FISHER_F_DISTRIBUTION_HPP
15
16#include <iosfwd>
17#include <istream>
18#include <boost/config.hpp>
19#include <boost/limits.hpp>
20#include <boost/random/detail/operators.hpp>
21#include <boost/random/chi_squared_distribution.hpp>
22
23namespace boost {
24namespace random {
25
26/**
27 * The Fisher F distribution is a real valued distribution with two
28 * parameters m and n.
29 *
30 * It has \f$\displaystyle p(x) =
31 * \frac{\Gamma((m+n)/2)}{\Gamma(m/2)\Gamma(n/2)}
32 * \left(\frac{m}{n}\right)^{m/2}
33 * x^{(m/2)-1} \left(1+\frac{mx}{n}\right)^{-(m+n)/2}
34 * \f$.
35 */
36template<class RealType = double>
37class fisher_f_distribution {
38public:
39 typedef RealType result_type;
40 typedef RealType input_type;
41
42 class param_type {
43 public:
44 typedef fisher_f_distribution distribution_type;
45
46 /**
47 * Constructs a @c param_type from the "m" and "n" parameters
48 * of the distribution.
49 *
50 * Requires: m > 0 and n > 0
51 */
52 explicit param_type(RealType m_arg = RealType(1.0),
53 RealType n_arg = RealType(1.0))
54 : _m(m_arg), _n(n_arg)
55 {}
56
57 /** Returns the "m" parameter of the distribtuion. */
58 RealType m() const { return _m; }
59 /** Returns the "n" parameter of the distribution. */
60 RealType n() const { return _n; }
61
62 /** Writes a @c param_type to a @c std::ostream. */
63 BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
64 { os << parm._m << ' ' << parm._n; return os; }
65
66 /** Reads a @c param_type from a @c std::istream. */
67 BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
68 { is >> parm._m >> std::ws >> parm._n; return is; }
69
70 /** Returns true if the two sets of parameters are the same. */
71 BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
72 { return lhs._m == rhs._m && lhs._n == rhs._n; }
73
74 /** Returns true if the two sets of parameters are the different. */
75 BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
76
77 private:
78 RealType _m;
79 RealType _n;
80 };
81
82 /**
83 * Constructs a @c fisher_f_distribution from its "m" and "n" parameters.
84 *
85 * Requires: m > 0 and n > 0
86 */
87 explicit fisher_f_distribution(RealType m_arg = RealType(1.0),
88 RealType n_arg = RealType(1.0))
89 : _impl_m(m_arg), _impl_n(n_arg)
90 {}
91 /** Constructs an @c fisher_f_distribution from its parameters. */
92 explicit fisher_f_distribution(const param_type& parm)
93 : _impl_m(parm.m()), _impl_n(parm.n())
94 {}
95
96 /**
97 * Returns a random variate distributed according to the
98 * F distribution.
99 */
100 template<class URNG>
101 RealType operator()(URNG& urng)
102 {
103 return (_impl_m(urng) * n()) / (_impl_n(urng) * m());
104 }
105
106 /**
107 * Returns a random variate distributed according to the
108 * F distribution with parameters specified by @c param.
109 */
110 template<class URNG>
111 RealType operator()(URNG& urng, const param_type& parm) const
112 {
113 return fisher_f_distribution(parm)(urng);
114 }
115
116 /** Returns the "m" parameter of the distribution. */
117 RealType m() const { return _impl_m.n(); }
118 /** Returns the "n" parameter of the distribution. */
119 RealType n() const { return _impl_n.n(); }
120
121 /** Returns the smallest value that the distribution can produce. */
122 RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
123 /** Returns the largest value that the distribution can produce. */
124 RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
125 { return std::numeric_limits<RealType>::infinity(); }
126
127 /** Returns the parameters of the distribution. */
128 param_type param() const { return param_type(m(), n()); }
129 /** Sets the parameters of the distribution. */
130 void param(const param_type& parm)
131 {
132 typedef chi_squared_distribution<RealType> impl_type;
133 typename impl_type::param_type m_param(parm.m());
134 _impl_m.param(m_param);
135 typename impl_type::param_type n_param(parm.n());
136 _impl_n.param(n_param);
137 }
138
139 /**
140 * Effects: Subsequent uses of the distribution do not depend
141 * on values produced by any engine prior to invoking reset.
142 */
143 void reset() { }
144
145 /** Writes an @c fisher_f_distribution to a @c std::ostream. */
146 BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, fisher_f_distribution, fd)
147 {
148 os << fd.param();
149 return os;
150 }
151
152 /** Reads an @c fisher_f_distribution from a @c std::istream. */
153 BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, fisher_f_distribution, fd)
154 {
155 param_type parm;
156 if(is >> parm) {
157 fd.param(parm);
158 }
159 return is;
160 }
161
162 /**
163 * Returns true if the two instances of @c fisher_f_distribution will
164 * return identical sequences of values given equal generators.
165 */
166 BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(fisher_f_distribution, lhs, rhs)
167 { return lhs._impl_m == rhs._impl_m && lhs._impl_n == rhs._impl_n; }
168
169 /**
170 * Returns true if the two instances of @c fisher_f_distribution will
171 * return different sequences of values given equal generators.
172 */
173 BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(fisher_f_distribution)
174
175private:
176 chi_squared_distribution<RealType> _impl_m;
177 chi_squared_distribution<RealType> _impl_n;
178};
179
180} // namespace random
181} // namespace boost
182
183#endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
184