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 | |
23 | namespace boost { |
24 | namespace 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 | */ |
36 | template<class RealType = double> |
37 | class fisher_f_distribution { |
38 | public: |
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 | |
175 | private: |
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 | |