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- /* boost random/beta_distribution.hpp header file
- *
- * Copyright Steven Watanabe 2014
- * Distributed under the Boost Software License, Version 1.0. (See
- * accompanying file LICENSE_1_0.txt or copy at
- * http://www.boost.org/LICENSE_1_0.txt)
- *
- * See http://www.boost.org for most recent version including documentation.
- *
- * $Id$
- */
- #ifndef BOOST_RANDOM_BETA_DISTRIBUTION_HPP
- #define BOOST_RANDOM_BETA_DISTRIBUTION_HPP
- #include <cassert>
- #include <istream>
- #include <iosfwd>
- #include <boost/random/detail/operators.hpp>
- #include <boost/random/gamma_distribution.hpp>
- namespace boost {
- namespace random {
- /**
- * The beta distribution is a real-valued distribution which produces
- * values in the range [0, 1]. It has two parameters, alpha and beta.
- *
- * It has \f$\displaystyle p(x) = \frac{x^{\alpha-1}(1-x)^{\beta-1}}{B(\alpha, \beta)}\f$.
- */
- template<class RealType = double>
- class beta_distribution {
- public:
- typedef RealType result_type;
- typedef RealType input_type;
- class param_type {
- public:
- typedef beta_distribution distribution_type;
- /**
- * Constructs a @c param_type from the "alpha" and "beta" parameters
- * of the distribution.
- *
- * Requires: alpha > 0, beta > 0
- */
- explicit param_type(RealType alpha_arg = RealType(1.0),
- RealType beta_arg = RealType(1.0))
- : _alpha(alpha_arg), _beta(beta_arg)
- {
- assert(alpha_arg > 0);
- assert(beta_arg > 0);
- }
- /** Returns the "alpha" parameter of the distribtuion. */
- RealType alpha() const { return _alpha; }
- /** Returns the "beta" parameter of the distribution. */
- RealType beta() const { return _beta; }
- /** Writes a @c param_type to a @c std::ostream. */
- BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
- { os << parm._alpha << ' ' << parm._beta; return os; }
- /** Reads a @c param_type from a @c std::istream. */
- BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
- { is >> parm._alpha >> std::ws >> parm._beta; return is; }
- /** Returns true if the two sets of parameters are the same. */
- BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
- { return lhs._alpha == rhs._alpha && lhs._beta == rhs._beta; }
-
- /** Returns true if the two sets of parameters are the different. */
- BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
- private:
- RealType _alpha;
- RealType _beta;
- };
- /**
- * Constructs an @c beta_distribution from its "alpha" and "beta" parameters.
- *
- * Requires: alpha > 0, beta > 0
- */
- explicit beta_distribution(RealType alpha_arg = RealType(1.0),
- RealType beta_arg = RealType(1.0))
- : _alpha(alpha_arg), _beta(beta_arg)
- {
- assert(alpha_arg > 0);
- assert(beta_arg > 0);
- }
- /** Constructs an @c beta_distribution from its parameters. */
- explicit beta_distribution(const param_type& parm)
- : _alpha(parm.alpha()), _beta(parm.beta())
- {}
- /**
- * Returns a random variate distributed according to the
- * beta distribution.
- */
- template<class URNG>
- RealType operator()(URNG& urng) const
- {
- RealType a = gamma_distribution<RealType>(_alpha, RealType(1.0))(urng);
- RealType b = gamma_distribution<RealType>(_beta, RealType(1.0))(urng);
- return a / (a + b);
- }
- /**
- * Returns a random variate distributed accordint to the beta
- * distribution with parameters specified by @c param.
- */
- template<class URNG>
- RealType operator()(URNG& urng, const param_type& parm) const
- {
- return beta_distribution(parm)(urng);
- }
- /** Returns the "alpha" parameter of the distribution. */
- RealType alpha() const { return _alpha; }
- /** Returns the "beta" parameter of the distribution. */
- RealType beta() const { return _beta; }
- /** Returns the smallest value that the distribution can produce. */
- RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
- { return RealType(0.0); }
- /** Returns the largest value that the distribution can produce. */
- RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
- { return RealType(1.0); }
- /** Returns the parameters of the distribution. */
- param_type param() const { return param_type(_alpha, _beta); }
- /** Sets the parameters of the distribution. */
- void param(const param_type& parm)
- {
- _alpha = parm.alpha();
- _beta = parm.beta();
- }
- /**
- * Effects: Subsequent uses of the distribution do not depend
- * on values produced by any engine prior to invoking reset.
- */
- void reset() { }
- /** Writes an @c beta_distribution to a @c std::ostream. */
- BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, beta_distribution, wd)
- {
- os << wd.param();
- return os;
- }
- /** Reads an @c beta_distribution from a @c std::istream. */
- BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, beta_distribution, wd)
- {
- param_type parm;
- if(is >> parm) {
- wd.param(parm);
- }
- return is;
- }
- /**
- * Returns true if the two instances of @c beta_distribution will
- * return identical sequences of values given equal generators.
- */
- BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(beta_distribution, lhs, rhs)
- { return lhs._alpha == rhs._alpha && lhs._beta == rhs._beta; }
-
- /**
- * Returns true if the two instances of @c beta_distribution will
- * return different sequences of values given equal generators.
- */
- BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(beta_distribution)
- private:
- RealType _alpha;
- RealType _beta;
- };
- } // namespace random
- } // namespace boost
- #endif // BOOST_RANDOM_BETA_DISTRIBUTION_HPP
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