|
sl@0
|
1 |
/* boost random/cauchy_distribution.hpp header file
|
|
sl@0
|
2 |
*
|
|
sl@0
|
3 |
* Copyright Jens Maurer 2000-2001
|
|
sl@0
|
4 |
* Distributed under the Boost Software License, Version 1.0. (See
|
|
sl@0
|
5 |
* accompanying file LICENSE_1_0.txt or copy at
|
|
sl@0
|
6 |
* http://www.boost.org/LICENSE_1_0.txt)
|
|
sl@0
|
7 |
*
|
|
sl@0
|
8 |
* See http://www.boost.org for most recent version including documentation.
|
|
sl@0
|
9 |
*
|
|
sl@0
|
10 |
* $Id: cauchy_distribution.hpp,v 1.15 2004/07/27 03:43:32 dgregor Exp $
|
|
sl@0
|
11 |
*
|
|
sl@0
|
12 |
* Revision history
|
|
sl@0
|
13 |
* 2001-02-18 moved to individual header files
|
|
sl@0
|
14 |
*/
|
|
sl@0
|
15 |
|
|
sl@0
|
16 |
#ifndef BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
|
|
sl@0
|
17 |
#define BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
|
|
sl@0
|
18 |
|
|
sl@0
|
19 |
#include <cmath>
|
|
sl@0
|
20 |
#include <iostream>
|
|
sl@0
|
21 |
#include <boost/limits.hpp>
|
|
sl@0
|
22 |
#include <boost/static_assert.hpp>
|
|
sl@0
|
23 |
|
|
sl@0
|
24 |
namespace boost {
|
|
sl@0
|
25 |
|
|
sl@0
|
26 |
#if defined(__GNUC__) && (__GNUC__ < 3)
|
|
sl@0
|
27 |
// Special gcc workaround: gcc 2.95.x ignores using-declarations
|
|
sl@0
|
28 |
// in template classes (confirmed by gcc author Martin v. Loewis)
|
|
sl@0
|
29 |
using std::tan;
|
|
sl@0
|
30 |
#endif
|
|
sl@0
|
31 |
|
|
sl@0
|
32 |
// Cauchy distribution: p(x) = sigma/(pi*(sigma**2 + (x-median)**2))
|
|
sl@0
|
33 |
template<class RealType = double>
|
|
sl@0
|
34 |
class cauchy_distribution
|
|
sl@0
|
35 |
{
|
|
sl@0
|
36 |
public:
|
|
sl@0
|
37 |
typedef RealType input_type;
|
|
sl@0
|
38 |
typedef RealType result_type;
|
|
sl@0
|
39 |
|
|
sl@0
|
40 |
#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
|
|
sl@0
|
41 |
BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
|
|
sl@0
|
42 |
#endif
|
|
sl@0
|
43 |
|
|
sl@0
|
44 |
explicit cauchy_distribution(result_type median = result_type(0),
|
|
sl@0
|
45 |
result_type sigma = result_type(1))
|
|
sl@0
|
46 |
: _median(median), _sigma(sigma) { }
|
|
sl@0
|
47 |
|
|
sl@0
|
48 |
// compiler-generated copy ctor and assignment operator are fine
|
|
sl@0
|
49 |
|
|
sl@0
|
50 |
result_type median() const { return _median; }
|
|
sl@0
|
51 |
result_type sigma() const { return _sigma; }
|
|
sl@0
|
52 |
void reset() { }
|
|
sl@0
|
53 |
|
|
sl@0
|
54 |
template<class Engine>
|
|
sl@0
|
55 |
result_type operator()(Engine& eng)
|
|
sl@0
|
56 |
{
|
|
sl@0
|
57 |
// Can we have a boost::mathconst please?
|
|
sl@0
|
58 |
const result_type pi = result_type(3.14159265358979323846);
|
|
sl@0
|
59 |
#ifndef BOOST_NO_STDC_NAMESPACE
|
|
sl@0
|
60 |
using std::tan;
|
|
sl@0
|
61 |
#endif
|
|
sl@0
|
62 |
return _median + _sigma * tan(pi*(eng()-result_type(0.5)));
|
|
sl@0
|
63 |
}
|
|
sl@0
|
64 |
|
|
sl@0
|
65 |
#if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
|
|
sl@0
|
66 |
template<class CharT, class Traits>
|
|
sl@0
|
67 |
friend std::basic_ostream<CharT,Traits>&
|
|
sl@0
|
68 |
operator<<(std::basic_ostream<CharT,Traits>& os, const cauchy_distribution& cd)
|
|
sl@0
|
69 |
{
|
|
sl@0
|
70 |
os << cd._median << " " << cd._sigma;
|
|
sl@0
|
71 |
return os;
|
|
sl@0
|
72 |
}
|
|
sl@0
|
73 |
|
|
sl@0
|
74 |
template<class CharT, class Traits>
|
|
sl@0
|
75 |
friend std::basic_istream<CharT,Traits>&
|
|
sl@0
|
76 |
operator>>(std::basic_istream<CharT,Traits>& is, cauchy_distribution& cd)
|
|
sl@0
|
77 |
{
|
|
sl@0
|
78 |
is >> std::ws >> cd._median >> std::ws >> cd._sigma;
|
|
sl@0
|
79 |
return is;
|
|
sl@0
|
80 |
}
|
|
sl@0
|
81 |
#endif
|
|
sl@0
|
82 |
|
|
sl@0
|
83 |
private:
|
|
sl@0
|
84 |
result_type _median, _sigma;
|
|
sl@0
|
85 |
};
|
|
sl@0
|
86 |
|
|
sl@0
|
87 |
} // namespace boost
|
|
sl@0
|
88 |
|
|
sl@0
|
89 |
#endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
|