1 | /* boost random/laplace_distribution.hpp header file |
2 | * |
3 | * Copyright Steven Watanabe 2014 |
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_LAPLACE_DISTRIBUTION_HPP |
14 | #define BOOST_RANDOM_LAPLACE_DISTRIBUTION_HPP |
15 | |
16 | #include <cassert> |
17 | #include <istream> |
18 | #include <iosfwd> |
19 | #include <boost/random/detail/operators.hpp> |
20 | #include <boost/random/exponential_distribution.hpp> |
21 | |
22 | namespace boost { |
23 | namespace random { |
24 | |
25 | /** |
26 | * The laplace distribution is a real-valued distribution with |
27 | * two parameters, mean and beta. |
28 | * |
29 | * It has \f$\displaystyle p(x) = \frac{e^-{\frac{|x-\mu|}{\beta}}}{2\beta}\f$. |
30 | */ |
31 | template<class RealType = double> |
32 | class laplace_distribution { |
33 | public: |
34 | typedef RealType result_type; |
35 | typedef RealType input_type; |
36 | |
37 | class param_type { |
38 | public: |
39 | typedef laplace_distribution distribution_type; |
40 | |
41 | /** |
42 | * Constructs a @c param_type from the "mean" and "beta" parameters |
43 | * of the distribution. |
44 | */ |
45 | explicit param_type(RealType mean_arg = RealType(0.0), |
46 | RealType beta_arg = RealType(1.0)) |
47 | : _mean(mean_arg), _beta(beta_arg) |
48 | {} |
49 | |
50 | /** Returns the "mean" parameter of the distribtuion. */ |
51 | RealType mean() const { return _mean; } |
52 | /** Returns the "beta" parameter of the distribution. */ |
53 | RealType beta() const { return _beta; } |
54 | |
55 | /** Writes a @c param_type to a @c std::ostream. */ |
56 | BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) |
57 | { os << parm._mean << ' ' << parm._beta; return os; } |
58 | |
59 | /** Reads a @c param_type from a @c std::istream. */ |
60 | BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) |
61 | { is >> parm._mean >> std::ws >> parm._beta; return is; } |
62 | |
63 | /** Returns true if the two sets of parameters are the same. */ |
64 | BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) |
65 | { return lhs._mean == rhs._mean && lhs._beta == rhs._beta; } |
66 | |
67 | /** Returns true if the two sets of parameters are the different. */ |
68 | BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) |
69 | |
70 | private: |
71 | RealType _mean; |
72 | RealType _beta; |
73 | }; |
74 | |
75 | /** |
76 | * Constructs an @c laplace_distribution from its "mean" and "beta" parameters. |
77 | */ |
78 | explicit laplace_distribution(RealType mean_arg = RealType(0.0), |
79 | RealType beta_arg = RealType(1.0)) |
80 | : _mean(mean_arg), _beta(beta_arg) |
81 | {} |
82 | /** Constructs an @c laplace_distribution from its parameters. */ |
83 | explicit laplace_distribution(const param_type& parm) |
84 | : _mean(parm.mean()), _beta(parm.beta()) |
85 | {} |
86 | |
87 | /** |
88 | * Returns a random variate distributed according to the |
89 | * laplace distribution. |
90 | */ |
91 | template<class URNG> |
92 | RealType operator()(URNG& urng) const |
93 | { |
94 | RealType exponential = exponential_distribution<RealType>()(urng); |
95 | if(uniform_01<RealType>()(urng) < 0.5) |
96 | exponential = -exponential; |
97 | return _mean + _beta * exponential; |
98 | } |
99 | |
100 | /** |
101 | * Returns a random variate distributed accordint to the laplace |
102 | * distribution with parameters specified by @c param. |
103 | */ |
104 | template<class URNG> |
105 | RealType operator()(URNG& urng, const param_type& parm) const |
106 | { |
107 | return laplace_distribution(parm)(urng); |
108 | } |
109 | |
110 | /** Returns the "mean" parameter of the distribution. */ |
111 | RealType mean() const { return _mean; } |
112 | /** Returns the "beta" parameter of the distribution. */ |
113 | RealType beta() const { return _beta; } |
114 | |
115 | /** Returns the smallest value that the distribution can produce. */ |
116 | RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const |
117 | { return RealType(-std::numeric_limits<RealType>::infinity()); } |
118 | /** Returns the largest value that the distribution can produce. */ |
119 | RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const |
120 | { return RealType(std::numeric_limits<RealType>::infinity()); } |
121 | |
122 | /** Returns the parameters of the distribution. */ |
123 | param_type param() const { return param_type(_mean, _beta); } |
124 | /** Sets the parameters of the distribution. */ |
125 | void param(const param_type& parm) |
126 | { |
127 | _mean = parm.mean(); |
128 | _beta = parm.beta(); |
129 | } |
130 | |
131 | /** |
132 | * Effects: Subsequent uses of the distribution do not depend |
133 | * on values produced by any engine prior to invoking reset. |
134 | */ |
135 | void reset() { } |
136 | |
137 | /** Writes an @c laplace_distribution to a @c std::ostream. */ |
138 | BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, laplace_distribution, wd) |
139 | { |
140 | os << wd.param(); |
141 | return os; |
142 | } |
143 | |
144 | /** Reads an @c laplace_distribution from a @c std::istream. */ |
145 | BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, laplace_distribution, wd) |
146 | { |
147 | param_type parm; |
148 | if(is >> parm) { |
149 | wd.param(parm); |
150 | } |
151 | return is; |
152 | } |
153 | |
154 | /** |
155 | * Returns true if the two instances of @c laplace_distribution will |
156 | * return identical sequences of values given equal generators. |
157 | */ |
158 | BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(laplace_distribution, lhs, rhs) |
159 | { return lhs._mean == rhs._mean && lhs._beta == rhs._beta; } |
160 | |
161 | /** |
162 | * Returns true if the two instances of @c laplace_distribution will |
163 | * return different sequences of values given equal generators. |
164 | */ |
165 | BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(laplace_distribution) |
166 | |
167 | private: |
168 | RealType _mean; |
169 | RealType _beta; |
170 | }; |
171 | |
172 | } // namespace random |
173 | } // namespace boost |
174 | |
175 | #endif // BOOST_RANDOM_LAPLACE_DISTRIBUTION_HPP |
176 | |