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- /* boost random/piecewise_constant_distribution.hpp header file
- *
- * Copyright Steven Watanabe 2011
- * 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_PIECEWISE_CONSTANT_DISTRIBUTION_HPP_INCLUDED
- #define BOOST_RANDOM_PIECEWISE_CONSTANT_DISTRIBUTION_HPP_INCLUDED
- #include <vector>
- #include <numeric>
- #include <boost/assert.hpp>
- #include <boost/random/uniform_real.hpp>
- #include <boost/random/discrete_distribution.hpp>
- #include <boost/random/detail/config.hpp>
- #include <boost/random/detail/operators.hpp>
- #include <boost/random/detail/vector_io.hpp>
- #ifndef BOOST_NO_CXX11_HDR_INITIALIZER_LIST
- #include <initializer_list>
- #endif
- #include <boost/range/begin.hpp>
- #include <boost/range/end.hpp>
- namespace boost {
- namespace random {
- /**
- * The class @c piecewise_constant_distribution models a \random_distribution.
- */
- template<class RealType = double, class WeightType = double>
- class piecewise_constant_distribution {
- public:
- typedef std::size_t input_type;
- typedef RealType result_type;
- class param_type {
- public:
- typedef piecewise_constant_distribution distribution_type;
- /**
- * Constructs a @c param_type object, representing a distribution
- * that produces values uniformly distributed in the range [0, 1).
- */
- param_type()
- {
- _weights.push_back(WeightType(1));
- _intervals.push_back(RealType(0));
- _intervals.push_back(RealType(1));
- }
- /**
- * Constructs a @c param_type object from two iterator ranges
- * containing the interval boundaries and the interval weights.
- * If there are less than two boundaries, then this is equivalent to
- * the default constructor and creates a single interval, [0, 1).
- *
- * The values of the interval boundaries must be strictly
- * increasing, and the number of weights must be one less than
- * the number of interval boundaries. If there are extra
- * weights, they are ignored.
- */
- template<class IntervalIter, class WeightIter>
- param_type(IntervalIter intervals_first, IntervalIter intervals_last,
- WeightIter weight_first)
- : _intervals(intervals_first, intervals_last)
- {
- if(_intervals.size() < 2) {
- _intervals.clear();
- _intervals.push_back(RealType(0));
- _intervals.push_back(RealType(1));
- _weights.push_back(WeightType(1));
- } else {
- _weights.reserve(_intervals.size() - 1);
- for(std::size_t i = 0; i < _intervals.size() - 1; ++i) {
- _weights.push_back(*weight_first++);
- }
- }
- }
- #ifndef BOOST_NO_CXX11_HDR_INITIALIZER_LIST
- /**
- * Constructs a @c param_type object from an
- * initializer_list containing the interval boundaries
- * and a unary function specifying the weights. Each
- * weight is determined by calling the function at the
- * midpoint of the corresponding interval.
- *
- * If the initializer_list contains less than two elements,
- * this is equivalent to the default constructor and the
- * distribution will produce values uniformly distributed
- * in the range [0, 1).
- */
- template<class T, class F>
- param_type(const std::initializer_list<T>& il, F f)
- : _intervals(il.begin(), il.end())
- {
- if(_intervals.size() < 2) {
- _intervals.clear();
- _intervals.push_back(RealType(0));
- _intervals.push_back(RealType(1));
- _weights.push_back(WeightType(1));
- } else {
- _weights.reserve(_intervals.size() - 1);
- for(std::size_t i = 0; i < _intervals.size() - 1; ++i) {
- RealType midpoint = (_intervals[i] + _intervals[i + 1]) / 2;
- _weights.push_back(f(midpoint));
- }
- }
- }
- #endif
- /**
- * Constructs a @c param_type object from Boost.Range
- * ranges holding the interval boundaries and the weights. If
- * there are less than two interval boundaries, this is equivalent
- * to the default constructor and the distribution will produce
- * values uniformly distributed in the range [0, 1). The
- * number of weights must be one less than the number of
- * interval boundaries.
- */
- template<class IntervalRange, class WeightRange>
- param_type(const IntervalRange& intervals_arg,
- const WeightRange& weights_arg)
- : _intervals(boost::begin(intervals_arg), boost::end(intervals_arg)),
- _weights(boost::begin(weights_arg), boost::end(weights_arg))
- {
- if(_intervals.size() < 2) {
- _intervals.clear();
- _intervals.push_back(RealType(0));
- _intervals.push_back(RealType(1));
- _weights.push_back(WeightType(1));
- }
- }
- /**
- * Constructs the parameters for a distribution that approximates a
- * function. The range of the distribution is [xmin, xmax). This
- * range is divided into nw equally sized intervals and the weights
- * are found by calling the unary function f on the midpoints of the
- * intervals.
- */
- template<class F>
- param_type(std::size_t nw, RealType xmin, RealType xmax, F f)
- {
- std::size_t n = (nw == 0) ? 1 : nw;
- double delta = (xmax - xmin) / n;
- BOOST_ASSERT(delta > 0);
- for(std::size_t k = 0; k < n; ++k) {
- _weights.push_back(f(xmin + k*delta + delta/2));
- _intervals.push_back(xmin + k*delta);
- }
- _intervals.push_back(xmax);
- }
- /** Returns a vector containing the interval boundaries. */
- std::vector<RealType> intervals() const { return _intervals; }
- /**
- * Returns a vector containing the probability densities
- * over all the intervals of the distribution.
- */
- std::vector<RealType> densities() const
- {
- RealType sum = std::accumulate(_weights.begin(), _weights.end(),
- static_cast<RealType>(0));
- std::vector<RealType> result;
- result.reserve(_weights.size());
- for(std::size_t i = 0; i < _weights.size(); ++i) {
- RealType width = _intervals[i + 1] - _intervals[i];
- result.push_back(_weights[i] / (sum * width));
- }
- return result;
- }
- /** Writes the parameters to a @c std::ostream. */
- BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
- {
- detail::print_vector(os, parm._intervals);
- detail::print_vector(os, parm._weights);
- return os;
- }
-
- /** Reads the parameters from a @c std::istream. */
- BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
- {
- std::vector<RealType> new_intervals;
- std::vector<WeightType> new_weights;
- detail::read_vector(is, new_intervals);
- detail::read_vector(is, new_weights);
- if(is) {
- parm._intervals.swap(new_intervals);
- parm._weights.swap(new_weights);
- }
- return is;
- }
- /** Returns true if the two sets of parameters are the same. */
- BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
- {
- return lhs._intervals == rhs._intervals
- && lhs._weights == rhs._weights;
- }
- /** Returns true if the two sets of parameters are different. */
- BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
- private:
- friend class piecewise_constant_distribution;
- std::vector<RealType> _intervals;
- std::vector<WeightType> _weights;
- };
- /**
- * Creates a new @c piecewise_constant_distribution with
- * a single interval, [0, 1).
- */
- piecewise_constant_distribution()
- {
- _intervals.push_back(RealType(0));
- _intervals.push_back(RealType(1));
- }
- /**
- * Constructs a piecewise_constant_distribution from two iterator ranges
- * containing the interval boundaries and the interval weights.
- * If there are less than two boundaries, then this is equivalent to
- * the default constructor and creates a single interval, [0, 1).
- *
- * The values of the interval boundaries must be strictly
- * increasing, and the number of weights must be one less than
- * the number of interval boundaries. If there are extra
- * weights, they are ignored.
- *
- * For example,
- *
- * @code
- * double intervals[] = { 0.0, 1.0, 4.0 };
- * double weights[] = { 1.0, 1.0 };
- * piecewise_constant_distribution<> dist(
- * &intervals[0], &intervals[0] + 3, &weights[0]);
- * @endcode
- *
- * The distribution has a 50% chance of producing a
- * value between 0 and 1 and a 50% chance of producing
- * a value between 1 and 4.
- */
- template<class IntervalIter, class WeightIter>
- piecewise_constant_distribution(IntervalIter first_interval,
- IntervalIter last_interval,
- WeightIter first_weight)
- : _intervals(first_interval, last_interval)
- {
- if(_intervals.size() < 2) {
- _intervals.clear();
- _intervals.push_back(RealType(0));
- _intervals.push_back(RealType(1));
- } else {
- std::vector<WeightType> actual_weights;
- actual_weights.reserve(_intervals.size() - 1);
- for(std::size_t i = 0; i < _intervals.size() - 1; ++i) {
- actual_weights.push_back(*first_weight++);
- }
- typedef discrete_distribution<std::size_t, WeightType> bins_type;
- typename bins_type::param_type bins_param(actual_weights);
- _bins.param(bins_param);
- }
- }
- #ifndef BOOST_NO_CXX11_HDR_INITIALIZER_LIST
- /**
- * Constructs a piecewise_constant_distribution from an
- * initializer_list containing the interval boundaries
- * and a unary function specifying the weights. Each
- * weight is determined by calling the function at the
- * midpoint of the corresponding interval.
- *
- * If the initializer_list contains less than two elements,
- * this is equivalent to the default constructor and the
- * distribution will produce values uniformly distributed
- * in the range [0, 1).
- */
- template<class T, class F>
- piecewise_constant_distribution(std::initializer_list<T> il, F f)
- : _intervals(il.begin(), il.end())
- {
- if(_intervals.size() < 2) {
- _intervals.clear();
- _intervals.push_back(RealType(0));
- _intervals.push_back(RealType(1));
- } else {
- std::vector<WeightType> actual_weights;
- actual_weights.reserve(_intervals.size() - 1);
- for(std::size_t i = 0; i < _intervals.size() - 1; ++i) {
- RealType midpoint = (_intervals[i] + _intervals[i + 1]) / 2;
- actual_weights.push_back(f(midpoint));
- }
- typedef discrete_distribution<std::size_t, WeightType> bins_type;
- typename bins_type::param_type bins_param(actual_weights);
- _bins.param(bins_param);
- }
- }
- #endif
- /**
- * Constructs a piecewise_constant_distribution from Boost.Range
- * ranges holding the interval boundaries and the weights. If
- * there are less than two interval boundaries, this is equivalent
- * to the default constructor and the distribution will produce
- * values uniformly distributed in the range [0, 1). The
- * number of weights must be one less than the number of
- * interval boundaries.
- */
- template<class IntervalsRange, class WeightsRange>
- piecewise_constant_distribution(const IntervalsRange& intervals_arg,
- const WeightsRange& weights_arg)
- : _bins(weights_arg),
- _intervals(boost::begin(intervals_arg), boost::end(intervals_arg))
- {
- if(_intervals.size() < 2) {
- _intervals.clear();
- _intervals.push_back(RealType(0));
- _intervals.push_back(RealType(1));
- }
- }
- /**
- * Constructs a piecewise_constant_distribution that approximates a
- * function. The range of the distribution is [xmin, xmax). This
- * range is divided into nw equally sized intervals and the weights
- * are found by calling the unary function f on the midpoints of the
- * intervals.
- */
- template<class F>
- piecewise_constant_distribution(std::size_t nw,
- RealType xmin,
- RealType xmax,
- F f)
- : _bins(nw, xmin, xmax, f)
- {
- if(nw == 0) { nw = 1; }
- RealType delta = (xmax - xmin) / nw;
- _intervals.reserve(nw + 1);
- for(std::size_t i = 0; i < nw; ++i) {
- _intervals.push_back(xmin + i * delta);
- }
- _intervals.push_back(xmax);
- }
- /**
- * Constructs a piecewise_constant_distribution from its parameters.
- */
- explicit piecewise_constant_distribution(const param_type& parm)
- : _bins(parm._weights),
- _intervals(parm._intervals)
- {
- }
- /**
- * Returns a value distributed according to the parameters of the
- * piecewist_constant_distribution.
- */
- template<class URNG>
- RealType operator()(URNG& urng) const
- {
- std::size_t i = _bins(urng);
- return uniform_real<RealType>(_intervals[i], _intervals[i+1])(urng);
- }
-
- /**
- * Returns a value distributed according to the parameters
- * specified by param.
- */
- template<class URNG>
- RealType operator()(URNG& urng, const param_type& parm) const
- {
- return piecewise_constant_distribution(parm)(urng);
- }
-
- /** Returns the smallest value that the distribution can produce. */
- result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const
- { return _intervals.front(); }
- /** Returns the largest value that the distribution can produce. */
- result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const
- { return _intervals.back(); }
- /**
- * Returns a vector containing the probability density
- * over each interval.
- */
- std::vector<RealType> densities() const
- {
- std::vector<RealType> result(_bins.probabilities());
- for(std::size_t i = 0; i < result.size(); ++i) {
- result[i] /= (_intervals[i+1] - _intervals[i]);
- }
- return(result);
- }
- /** Returns a vector containing the interval boundaries. */
- std::vector<RealType> intervals() const { return _intervals; }
- /** Returns the parameters of the distribution. */
- param_type param() const
- {
- return param_type(_intervals, _bins.probabilities());
- }
- /** Sets the parameters of the distribution. */
- void param(const param_type& parm)
- {
- std::vector<RealType> new_intervals(parm._intervals);
- typedef discrete_distribution<std::size_t, WeightType> bins_type;
- typename bins_type::param_type bins_param(parm._weights);
- _bins.param(bins_param);
- _intervals.swap(new_intervals);
- }
-
- /**
- * Effects: Subsequent uses of the distribution do not depend
- * on values produced by any engine prior to invoking reset.
- */
- void reset() { _bins.reset(); }
- /** Writes a distribution to a @c std::ostream. */
- BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(
- os, piecewise_constant_distribution, pcd)
- {
- os << pcd.param();
- return os;
- }
- /** Reads a distribution from a @c std::istream */
- BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(
- is, piecewise_constant_distribution, pcd)
- {
- param_type parm;
- if(is >> parm) {
- pcd.param(parm);
- }
- return is;
- }
- /**
- * Returns true if the two distributions will return the
- * same sequence of values, when passed equal generators.
- */
- BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(
- piecewise_constant_distribution, lhs, rhs)
- {
- return lhs._bins == rhs._bins && lhs._intervals == rhs._intervals;
- }
- /**
- * Returns true if the two distributions may return different
- * sequences of values, when passed equal generators.
- */
- BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(piecewise_constant_distribution)
- private:
- discrete_distribution<std::size_t, WeightType> _bins;
- std::vector<RealType> _intervals;
- };
- }
- }
- #endif
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