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- /* boost random/cauchy_distribution.hpp header file
- *
- * Copyright Jens Maurer 2000-2001
- * 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.
- *
- * $Id$
- *
- * Revision history
- * 2001-02-18 moved to individual header files
- */
- #ifndef BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
- #define BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
- #include <boost/config/no_tr1/cmath.hpp>
- #include <iosfwd>
- #include <istream>
- #include <boost/limits.hpp>
- #include <boost/random/detail/config.hpp>
- #include <boost/random/detail/operators.hpp>
- #include <boost/random/uniform_01.hpp>
- namespace boost {
- namespace random {
- // Cauchy distribution:
- /**
- * The cauchy distribution is a continuous distribution with two
- * parameters, median and sigma.
- *
- * It has \f$\displaystyle p(x) = \frac{\sigma}{\pi(\sigma^2 + (x-m)^2)}\f$
- */
- template<class RealType = double>
- class cauchy_distribution
- {
- public:
- typedef RealType input_type;
- typedef RealType result_type;
- class param_type
- {
- public:
- typedef cauchy_distribution distribution_type;
- /** Constructs the parameters of the cauchy distribution. */
- explicit param_type(RealType median_arg = RealType(0.0),
- RealType sigma_arg = RealType(1.0))
- : _median(median_arg), _sigma(sigma_arg) {}
- // backwards compatibility for Boost.Random
- /** Returns the median of the distribution. */
- RealType median() const { return _median; }
- /** Returns the sigma parameter of the distribution. */
- RealType sigma() const { return _sigma; }
- // The new names in C++0x.
- /** Returns the median of the distribution. */
- RealType a() const { return _median; }
- /** Returns the sigma parameter of the distribution. */
- RealType b() const { return _sigma; }
- /** Writes the parameters to a std::ostream. */
- BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
- {
- os << parm._median << " " << parm._sigma;
- return os;
- }
- /** Reads the parameters from a std::istream. */
- BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
- {
- is >> parm._median >> std::ws >> parm._sigma;
- return is;
- }
- /** Returns true if the two sets of parameters are equal. */
- BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
- { return lhs._median == rhs._median && lhs._sigma == rhs._sigma; }
- /** Returns true if the two sets of parameters are different. */
- BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
- private:
- RealType _median;
- RealType _sigma;
- };
- /**
- * Constructs a \cauchy_distribution with the paramters @c median
- * and @c sigma.
- */
- explicit cauchy_distribution(RealType median_arg = RealType(0.0),
- RealType sigma_arg = RealType(1.0))
- : _median(median_arg), _sigma(sigma_arg) { }
-
- /**
- * Constructs a \cauchy_distribution from it's parameters.
- */
- explicit cauchy_distribution(const param_type& parm)
- : _median(parm.median()), _sigma(parm.sigma()) { }
- // compiler-generated copy ctor and assignment operator are fine
- // backwards compatibility for Boost.Random
- /** Returns: the "median" parameter of the distribution */
- RealType median() const { return _median; }
- /** Returns: the "sigma" parameter of the distribution */
- RealType sigma() const { return _sigma; }
-
- // The new names in C++0x
- /** Returns: the "median" parameter of the distribution */
- RealType a() const { return _median; }
- /** Returns: the "sigma" parameter of the distribution */
- RealType b() const { return _sigma; }
- /** Returns the smallest value that the distribution can produce. */
- RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
- { return -(std::numeric_limits<RealType>::infinity)(); }
- /** Returns the largest value that the distribution can produce. */
- RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
- { return (std::numeric_limits<RealType>::infinity)(); }
- param_type param() const { return param_type(_median, _sigma); }
- void param(const param_type& parm)
- {
- _median = parm.median();
- _sigma = parm.sigma();
- }
- /**
- * Effects: Subsequent uses of the distribution do not depend
- * on values produced by any engine prior to invoking reset.
- */
- void reset() { }
- /**
- * Returns: A random variate distributed according to the
- * cauchy distribution.
- */
- template<class Engine>
- result_type operator()(Engine& eng)
- {
- // Can we have a boost::mathconst please?
- const result_type pi = result_type(3.14159265358979323846);
- using std::tan;
- RealType val = uniform_01<RealType>()(eng)-result_type(0.5);
- return _median + _sigma * tan(pi*val);
- }
- /**
- * Returns: A random variate distributed according to the
- * cauchy distribution with parameters specified by param.
- */
- template<class Engine>
- result_type operator()(Engine& eng, const param_type& parm)
- {
- return cauchy_distribution(parm)(eng);
- }
- /**
- * Writes the distribution to a @c std::ostream.
- */
- BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, cauchy_distribution, cd)
- {
- os << cd._median << " " << cd._sigma;
- return os;
- }
- /**
- * Reads the distribution from a @c std::istream.
- */
- BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, cauchy_distribution, cd)
- {
- is >> cd._median >> std::ws >> cd._sigma;
- return is;
- }
- /**
- * Returns true if the two distributions will produce
- * identical sequences of values, given equal generators.
- */
- BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(cauchy_distribution, lhs, rhs)
- { return lhs._median == rhs._median && lhs._sigma == rhs._sigma; }
- /**
- * Returns true if the two distributions may produce
- * different sequences of values, given equal generators.
- */
- BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(cauchy_distribution)
- private:
- RealType _median;
- RealType _sigma;
- };
- } // namespace random
- using random::cauchy_distribution;
- } // namespace boost
- #endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
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