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/* boost random/lognormal_distribution.hpp header file
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*
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* Copyright Jens Maurer 2000-2001
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* Distributed under the Boost Software License, Version 1.0. (See
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* accompanying file LICENSE_1_0.txt or copy at
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* http://www.boost.org/LICENSE_1_0.txt)
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*
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* See http://www.boost.org for most recent version including documentation.
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*
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* $Id: lognormal_distribution.hpp,v 1.16 2004/07/27 03:43:32 dgregor Exp $
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*
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* Revision history
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* 2001-02-18 moved to individual header files
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*/
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#ifndef BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
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#define BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
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#include <cmath> // std::exp, std::sqrt
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#include <cassert>
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#include <iostream>
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#include <boost/limits.hpp>
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#include <boost/static_assert.hpp>
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#include <boost/random/normal_distribution.hpp>
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#ifdef BOOST_NO_STDC_NAMESPACE
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namespace std {
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using ::log;
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using ::sqrt;
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}
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#endif
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namespace boost {
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#if defined(__GNUC__) && (__GNUC__ < 3)
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// Special gcc workaround: gcc 2.95.x ignores using-declarations
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// in template classes (confirmed by gcc author Martin v. Loewis)
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using std::sqrt;
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using std::exp;
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#endif
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template<class RealType = double>
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class lognormal_distribution
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{
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public:
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typedef typename normal_distribution<RealType>::input_type input_type;
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typedef RealType result_type;
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#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
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BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
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#endif
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explicit lognormal_distribution(result_type mean = result_type(1),
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result_type sigma = result_type(1))
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: _mean(mean), _sigma(sigma)
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{
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assert(mean > result_type(0));
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init();
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}
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// compiler-generated copy ctor and assignment operator are fine
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RealType& mean() const { return _mean; }
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RealType& sigma() const { return _sigma; }
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void reset() { _normal.reset(); }
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template<class Engine>
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result_type operator()(Engine& eng)
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{
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#ifndef BOOST_NO_STDC_NAMESPACE
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// allow for Koenig lookup
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using std::exp;
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#endif
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return exp(_normal(eng) * _nsigma + _nmean);
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}
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#if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
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template<class CharT, class Traits>
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friend std::basic_ostream<CharT,Traits>&
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operator<<(std::basic_ostream<CharT,Traits>& os, const lognormal_distribution& ld)
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{
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os << ld._normal << " " << ld._mean << " " << ld._sigma;
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return os;
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}
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template<class CharT, class Traits>
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friend std::basic_istream<CharT,Traits>&
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operator>>(std::basic_istream<CharT,Traits>& is, lognormal_distribution& ld)
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{
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is >> std::ws >> ld._normal >> std::ws >> ld._mean >> std::ws >> ld._sigma;
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ld.init();
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return is;
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}
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#endif
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private:
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void init()
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{
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#ifndef BOOST_NO_STDC_NAMESPACE
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// allow for Koenig lookup
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using std::exp; using std::log; using std::sqrt;
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#endif
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_nmean = log(_mean*_mean/sqrt(_sigma*_sigma + _mean*_mean));
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_nsigma = sqrt(log(_sigma*_sigma/_mean/_mean+result_type(1)));
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}
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RealType _mean, _sigma;
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RealType _nmean, _nsigma;
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normal_distribution<result_type> _normal;
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};
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} // namespace boost
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#endif // BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
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