1 | /* boost random/lognormal_distribution.hpp header file |
2 | * |
3 | * Copyright Jens Maurer 2000-2001 |
4 | * Copyright Steven Watanabe 2011 |
5 | * Distributed under the Boost Software License, Version 1.0. (See |
6 | * accompanying file LICENSE_1_0.txt or copy at |
7 | * http://www.boost.org/LICENSE_1_0.txt) |
8 | * |
9 | * See http://www.boost.org for most recent version including documentation. |
10 | * |
11 | * $Id$ |
12 | * |
13 | * Revision history |
14 | * 2001-02-18 moved to individual header files |
15 | */ |
16 | |
17 | #ifndef BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP |
18 | #define BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP |
19 | |
20 | #include <boost/config/no_tr1/cmath.hpp> // std::exp, std::sqrt |
21 | #include <cassert> |
22 | #include <iosfwd> |
23 | #include <istream> |
24 | #include <boost/limits.hpp> |
25 | #include <boost/random/detail/config.hpp> |
26 | #include <boost/random/detail/operators.hpp> |
27 | #include <boost/random/normal_distribution.hpp> |
28 | |
29 | namespace boost { |
30 | namespace random { |
31 | |
32 | /** |
33 | * Instantiations of class template lognormal_distribution model a |
34 | * \random_distribution. Such a distribution produces random numbers |
35 | * with \f$\displaystyle p(x) = \frac{1}{x s \sqrt{2\pi}} e^{\frac{-\left(\log(x)-m\right)^2}{2s^2}}\f$ |
36 | * for x > 0. |
37 | * |
38 | * @xmlwarning |
39 | * This distribution has been updated to match the C++ standard. |
40 | * Its behavior has changed from the original |
41 | * boost::lognormal_distribution. A backwards compatible |
42 | * version is provided in namespace boost. |
43 | * @endxmlwarning |
44 | */ |
45 | template<class RealType = double> |
46 | class lognormal_distribution |
47 | { |
48 | public: |
49 | typedef typename normal_distribution<RealType>::input_type input_type; |
50 | typedef RealType result_type; |
51 | |
52 | class param_type |
53 | { |
54 | public: |
55 | |
56 | typedef lognormal_distribution distribution_type; |
57 | |
58 | /** Constructs the parameters of a lognormal_distribution. */ |
59 | explicit param_type(RealType m_arg = RealType(0.0), |
60 | RealType s_arg = RealType(1.0)) |
61 | : _m(m_arg), _s(s_arg) {} |
62 | |
63 | /** Returns the "m" parameter of the distribution. */ |
64 | RealType m() const { return _m; } |
65 | |
66 | /** Returns the "s" parameter of the distribution. */ |
67 | RealType s() const { return _s; } |
68 | |
69 | /** Writes the parameters to a std::ostream. */ |
70 | BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) |
71 | { |
72 | os << parm._m << " " << parm._s; |
73 | return os; |
74 | } |
75 | |
76 | /** Reads the parameters from a std::istream. */ |
77 | BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) |
78 | { |
79 | is >> parm._m >> std::ws >> parm._s; |
80 | return is; |
81 | } |
82 | |
83 | /** Returns true if the two sets of parameters are equal. */ |
84 | BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) |
85 | { return lhs._m == rhs._m && lhs._s == rhs._s; } |
86 | |
87 | /** Returns true if the two sets of parameters are different. */ |
88 | BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) |
89 | |
90 | private: |
91 | RealType _m; |
92 | RealType _s; |
93 | }; |
94 | |
95 | /** |
96 | * Constructs a lognormal_distribution. @c m and @c s are the |
97 | * parameters of the distribution. |
98 | */ |
99 | explicit lognormal_distribution(RealType m_arg = RealType(0.0), |
100 | RealType s_arg = RealType(1.0)) |
101 | : _normal(m_arg, s_arg) {} |
102 | |
103 | /** |
104 | * Constructs a lognormal_distribution from its parameters. |
105 | */ |
106 | explicit lognormal_distribution(const param_type& parm) |
107 | : _normal(parm.m(), parm.s()) {} |
108 | |
109 | // compiler-generated copy ctor and assignment operator are fine |
110 | |
111 | /** Returns the m parameter of the distribution. */ |
112 | RealType m() const { return _normal.mean(); } |
113 | /** Returns the s parameter of the distribution. */ |
114 | RealType s() const { return _normal.sigma(); } |
115 | |
116 | /** Returns the smallest value that the distribution can produce. */ |
117 | RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const |
118 | { return RealType(0); } |
119 | /** Returns the largest value that the distribution can produce. */ |
120 | RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const |
121 | { return (std::numeric_limits<RealType>::infinity)(); } |
122 | |
123 | /** Returns the parameters of the distribution. */ |
124 | param_type param() const { return param_type(m(), s()); } |
125 | /** Sets the parameters of the distribution. */ |
126 | void param(const param_type& parm) |
127 | { |
128 | typedef normal_distribution<RealType> normal_type; |
129 | typename normal_type::param_type normal_param(parm.m(), parm.s()); |
130 | _normal.param(normal_param); |
131 | } |
132 | |
133 | /** |
134 | * Effects: Subsequent uses of the distribution do not depend |
135 | * on values produced by any engine prior to invoking reset. |
136 | */ |
137 | void reset() { _normal.reset(); } |
138 | |
139 | /** |
140 | * Returns a random variate distributed according to the |
141 | * lognormal distribution. |
142 | */ |
143 | template<class Engine> |
144 | result_type operator()(Engine& eng) |
145 | { |
146 | using std::exp; |
147 | return exp(_normal(eng)); |
148 | } |
149 | |
150 | /** |
151 | * Returns a random variate distributed according to the |
152 | * lognormal distribution with parameters specified by param. |
153 | */ |
154 | template<class Engine> |
155 | result_type operator()(Engine& eng, const param_type& parm) |
156 | { return lognormal_distribution(parm)(eng); } |
157 | |
158 | /** Writes the distribution to a @c std::ostream. */ |
159 | BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lognormal_distribution, ld) |
160 | { |
161 | os << ld._normal; |
162 | return os; |
163 | } |
164 | |
165 | /** Reads the distribution from a @c std::istream. */ |
166 | BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lognormal_distribution, ld) |
167 | { |
168 | is >> ld._normal; |
169 | return is; |
170 | } |
171 | |
172 | /** |
173 | * Returns true if the two distributions will produce identical |
174 | * sequences of values given equal generators. |
175 | */ |
176 | BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(lognormal_distribution, lhs, rhs) |
177 | { return lhs._normal == rhs._normal; } |
178 | |
179 | /** |
180 | * Returns true if the two distributions may produce different |
181 | * sequences of values given equal generators. |
182 | */ |
183 | BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(lognormal_distribution) |
184 | |
185 | private: |
186 | normal_distribution<result_type> _normal; |
187 | }; |
188 | |
189 | } // namespace random |
190 | |
191 | /// \cond show_deprecated |
192 | |
193 | /** |
194 | * Provided for backwards compatibility. This class is |
195 | * deprecated. It provides the old behavior of lognormal_distribution with |
196 | * \f$\displaystyle p(x) = \frac{1}{x \sigma_N \sqrt{2\pi}} e^{\frac{-\left(\log(x)-\mu_N\right)^2}{2\sigma_N^2}}\f$ |
197 | * for x > 0, where \f$\displaystyle \mu_N = \log\left(\frac{\mu^2}{\sqrt{\sigma^2 + \mu^2}}\right)\f$ and |
198 | * \f$\displaystyle \sigma_N = \sqrt{\log\left(1 + \frac{\sigma^2}{\mu^2}\right)}\f$. |
199 | */ |
200 | template<class RealType = double> |
201 | class lognormal_distribution |
202 | { |
203 | public: |
204 | typedef typename normal_distribution<RealType>::input_type input_type; |
205 | typedef RealType result_type; |
206 | |
207 | lognormal_distribution(RealType mean_arg = RealType(1.0), |
208 | RealType sigma_arg = RealType(1.0)) |
209 | : _mean(mean_arg), _sigma(sigma_arg) |
210 | { |
211 | init(); |
212 | } |
213 | RealType mean() const { return _mean; } |
214 | RealType sigma() const { return _sigma; } |
215 | void reset() { _normal.reset(); } |
216 | template<class Engine> |
217 | RealType operator()(Engine& eng) |
218 | { |
219 | using std::exp; |
220 | return exp(_normal(eng) * _nsigma + _nmean); |
221 | } |
222 | BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lognormal_distribution, ld) |
223 | { |
224 | os << ld._normal << " " << ld._mean << " " << ld._sigma; |
225 | return os; |
226 | } |
227 | BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lognormal_distribution, ld) |
228 | { |
229 | is >> ld._normal >> std::ws >> ld._mean >> std::ws >> ld._sigma; |
230 | ld.init(); |
231 | return is; |
232 | } |
233 | private: |
234 | /// \cond show_private |
235 | void init() |
236 | { |
237 | using std::log; |
238 | using std::sqrt; |
239 | _nmean = log(_mean*_mean/sqrt(_sigma*_sigma + _mean*_mean)); |
240 | _nsigma = sqrt(log(_sigma*_sigma/_mean/_mean+result_type(1))); |
241 | } |
242 | RealType _mean; |
243 | RealType _sigma; |
244 | RealType _nmean; |
245 | RealType _nsigma; |
246 | normal_distribution<RealType> _normal; |
247 | /// \endcond |
248 | }; |
249 | |
250 | /// \endcond |
251 | |
252 | } // namespace boost |
253 | |
254 | #endif // BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP |
255 | |