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