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			178 lines
		
	
	
		
			5.6 KiB
		
	
	
	
		
			Plaintext
		
	
	
	
	
	
|   | /* boost random/weibull_distribution.hpp header file | ||
|  |  * | ||
|  |  * Copyright Steven Watanabe 2010 | ||
|  |  * 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_WEIBULL_DISTRIBUTION_HPP | ||
|  | #define BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP | ||
|  | 
 | ||
|  | #include <boost/config/no_tr1/cmath.hpp> | ||
|  | #include <iosfwd> | ||
|  | #include <istream> | ||
|  | #include <boost/config.hpp> | ||
|  | #include <boost/limits.hpp> | ||
|  | #include <boost/random/detail/operators.hpp> | ||
|  | #include <boost/random/uniform_01.hpp> | ||
|  | 
 | ||
|  | namespace boost { | ||
|  | namespace random { | ||
|  | 
 | ||
|  | /** | ||
|  |  * The Weibull distribution is a real valued distribution with two | ||
|  |  * parameters a and b, producing values >= 0. | ||
|  |  * | ||
|  |  * It has \f$\displaystyle p(x) = \frac{a}{b}\left(\frac{x}{b}\right)^{a-1}e^{-\left(\frac{x}{b}\right)^a}\f$. | ||
|  |  */ | ||
|  | template<class RealType = double> | ||
|  | class weibull_distribution { | ||
|  | public: | ||
|  |     typedef RealType result_type; | ||
|  |     typedef RealType input_type; | ||
|  | 
 | ||
|  |     class param_type { | ||
|  |     public: | ||
|  |         typedef weibull_distribution distribution_type; | ||
|  | 
 | ||
|  |         /** | ||
|  |          * Constructs a @c param_type from the "a" and "b" parameters | ||
|  |          * of the distribution. | ||
|  |          * | ||
|  |          * Requires: a > 0 && b > 0 | ||
|  |          */ | ||
|  |         explicit param_type(RealType a_arg = 1.0, RealType b_arg = 1.0) | ||
|  |           : _a(a_arg), _b(b_arg) | ||
|  |         {} | ||
|  | 
 | ||
|  |         /** Returns the "a" parameter of the distribtuion. */ | ||
|  |         RealType a() const { return _a; } | ||
|  |         /** Returns the "b" parameter of the distribution. */ | ||
|  |         RealType b() const { return _b; } | ||
|  | 
 | ||
|  |         /** Writes a @c param_type to a @c std::ostream. */ | ||
|  |         BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) | ||
|  |         { os << parm._a << ' ' << parm._b; return os; } | ||
|  | 
 | ||
|  |         /** Reads a @c param_type from a @c std::istream. */ | ||
|  |         BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) | ||
|  |         { is >> parm._a >> std::ws >> parm._b; return is; } | ||
|  | 
 | ||
|  |         /** Returns true if the two sets of parameters are the same. */ | ||
|  |         BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) | ||
|  |         { return lhs._a == rhs._a && lhs._b == rhs._b; } | ||
|  |          | ||
|  |         /** Returns true if the two sets of parameters are the different. */ | ||
|  |         BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) | ||
|  | 
 | ||
|  |     private: | ||
|  |         RealType _a; | ||
|  |         RealType _b; | ||
|  |     }; | ||
|  | 
 | ||
|  |     /** | ||
|  |      * Constructs a @c weibull_distribution from its "a" and "b" parameters. | ||
|  |      * | ||
|  |      * Requires: a > 0 && b > 0 | ||
|  |      */ | ||
|  |     explicit weibull_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0) | ||
|  |       : _a(a_arg), _b(b_arg) | ||
|  |     {} | ||
|  |     /** Constructs a @c weibull_distribution from its parameters. */ | ||
|  |     explicit weibull_distribution(const param_type& parm) | ||
|  |       : _a(parm.a()), _b(parm.b()) | ||
|  |     {} | ||
|  | 
 | ||
|  |     /** | ||
|  |      * Returns a random variate distributed according to the | ||
|  |      * @c weibull_distribution. | ||
|  |      */ | ||
|  |     template<class URNG> | ||
|  |     RealType operator()(URNG& urng) const | ||
|  |     { | ||
|  |         using std::pow; | ||
|  |         using std::log; | ||
|  |         return _b*pow(-log(1 - uniform_01<RealType>()(urng)), 1/_a); | ||
|  |     } | ||
|  | 
 | ||
|  |     /** | ||
|  |      * Returns a random variate distributed accordint to the Weibull | ||
|  |      * distribution with parameters specified by @c param. | ||
|  |      */ | ||
|  |     template<class URNG> | ||
|  |     RealType operator()(URNG& urng, const param_type& parm) const | ||
|  |     { | ||
|  |         return weibull_distribution(parm)(urng); | ||
|  |     } | ||
|  | 
 | ||
|  |     /** Returns the "a" parameter of the distribution. */ | ||
|  |     RealType a() const { return _a; } | ||
|  |     /** Returns the "b" parameter of the distribution. */ | ||
|  |     RealType b() const { return _b; } | ||
|  | 
 | ||
|  |     /** Returns the smallest value that the distribution can produce. */ | ||
|  |     RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; } | ||
|  |     /** Returns the largest value that the distribution can produce. */ | ||
|  |     RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const | ||
|  |     { return std::numeric_limits<RealType>::infinity(); } | ||
|  | 
 | ||
|  |     /** Returns the parameters of the distribution. */ | ||
|  |     param_type param() const { return param_type(_a, _b); } | ||
|  |     /** Sets the parameters of the distribution. */ | ||
|  |     void param(const param_type& parm) | ||
|  |     { | ||
|  |         _a = parm.a(); | ||
|  |         _b = parm.b(); | ||
|  |     } | ||
|  | 
 | ||
|  |     /** | ||
|  |      * Effects: Subsequent uses of the distribution do not depend | ||
|  |      * on values produced by any engine prior to invoking reset. | ||
|  |      */ | ||
|  |     void reset() { } | ||
|  | 
 | ||
|  |     /** Writes a @c weibull_distribution to a @c std::ostream. */ | ||
|  |     BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, weibull_distribution, wd) | ||
|  |     { | ||
|  |         os << wd.param(); | ||
|  |         return os; | ||
|  |     } | ||
|  | 
 | ||
|  |     /** Reads a @c weibull_distribution from a @c std::istream. */ | ||
|  |     BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, weibull_distribution, wd) | ||
|  |     { | ||
|  |         param_type parm; | ||
|  |         if(is >> parm) { | ||
|  |             wd.param(parm); | ||
|  |         } | ||
|  |         return is; | ||
|  |     } | ||
|  | 
 | ||
|  |     /** | ||
|  |      * Returns true if the two instances of @c weibull_distribution will | ||
|  |      * return identical sequences of values given equal generators. | ||
|  |      */ | ||
|  |     BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(weibull_distribution, lhs, rhs) | ||
|  |     { return lhs._a == rhs._a && lhs._b == rhs._b; } | ||
|  |      | ||
|  |     /** | ||
|  |      * Returns true if the two instances of @c weibull_distribution will | ||
|  |      * return different sequences of values given equal generators. | ||
|  |      */ | ||
|  |     BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(weibull_distribution) | ||
|  | 
 | ||
|  | private: | ||
|  |     RealType _a; | ||
|  |     RealType _b; | ||
|  | }; | ||
|  | 
 | ||
|  | } // namespace random | ||
|  | } // namespace boost | ||
|  | 
 | ||
|  | #endif // BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP |