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- /* boost random/negative_binomial_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_NEGATIVE_BINOMIAL_DISTRIBUTION_HPP_INCLUDED
- #define BOOST_RANDOM_NEGATIVE_BINOMIAL_DISTRIBUTION_HPP_INCLUDED
- #include <iosfwd>
- #include <boost/limits.hpp>
- #include <boost/random/detail/config.hpp>
- #include <boost/random/gamma_distribution.hpp>
- #include <boost/random/poisson_distribution.hpp>
- namespace boost {
- namespace random {
- /**
- * The negative binomial distribution is an integer valued
- * distribution with two parameters, @c k and @c p. The
- * distribution produces non-negative values.
- *
- * The distribution function is
- * \f$\displaystyle P(i) = {k+i-1\choose i}p^k(1-p)^i\f$.
- *
- * This implementation uses a gamma-poisson mixture.
- */
- template<class IntType = int, class RealType = double>
- class negative_binomial_distribution {
- public:
- typedef IntType result_type;
- typedef RealType input_type;
- class param_type {
- public:
- typedef negative_binomial_distribution distribution_type;
- /**
- * Construct a param_type object. @c k and @c p
- * are the parameters of the distribution.
- *
- * Requires: k >=0 && 0 <= p <= 1
- */
- explicit param_type(IntType k_arg = 1, RealType p_arg = RealType (0.5))
- : _k(k_arg), _p(p_arg)
- {}
- /** Returns the @c k parameter of the distribution. */
- IntType k() const { return _k; }
- /** Returns the @c p parameter of the distribution. */
- RealType p() const { return _p; }
- #ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
- /** Writes the parameters of the distribution to a @c std::ostream. */
- template<class CharT, class Traits>
- friend std::basic_ostream<CharT,Traits>&
- operator<<(std::basic_ostream<CharT,Traits>& os,
- const param_type& parm)
- {
- os << parm._p << " " << parm._k;
- return os;
- }
-
- /** Reads the parameters of the distribution from a @c std::istream. */
- template<class CharT, class Traits>
- friend std::basic_istream<CharT,Traits>&
- operator>>(std::basic_istream<CharT,Traits>& is, param_type& parm)
- {
- is >> parm._p >> std::ws >> parm._k;
- return is;
- }
- #endif
- /** Returns true if the parameters have the same values. */
- friend bool operator==(const param_type& lhs, const param_type& rhs)
- {
- return lhs._k == rhs._k && lhs._p == rhs._p;
- }
- /** Returns true if the parameters have different values. */
- friend bool operator!=(const param_type& lhs, const param_type& rhs)
- {
- return !(lhs == rhs);
- }
- private:
- IntType _k;
- RealType _p;
- };
-
- /**
- * Construct a @c negative_binomial_distribution object. @c k and @c p
- * are the parameters of the distribution.
- *
- * Requires: k >=0 && 0 <= p <= 1
- */
- explicit negative_binomial_distribution(IntType k_arg = 1,
- RealType p_arg = RealType(0.5))
- : _k(k_arg), _p(p_arg)
- {}
-
- /**
- * Construct an @c negative_binomial_distribution object from the
- * parameters.
- */
- explicit negative_binomial_distribution(const param_type& parm)
- : _k(parm.k()), _p(parm.p())
- {}
-
- /**
- * Returns a random variate distributed according to the
- * negative binomial distribution.
- */
- template<class URNG>
- IntType operator()(URNG& urng) const
- {
- gamma_distribution<RealType> gamma(_k, (1-_p)/_p);
- poisson_distribution<IntType, RealType> poisson(gamma(urng));
- return poisson(urng);
- }
-
- /**
- * Returns a random variate distributed according to the negative
- * binomial distribution with parameters specified by @c param.
- */
- template<class URNG>
- IntType operator()(URNG& urng, const param_type& parm) const
- {
- return negative_binomial_distribution(parm)(urng);
- }
- /** Returns the @c k parameter of the distribution. */
- IntType k() const { return _k; }
- /** Returns the @c p parameter of the distribution. */
- RealType p() const { return _p; }
- /** Returns the smallest value that the distribution can produce. */
- IntType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; }
- /** Returns the largest value that the distribution can produce. */
- IntType max BOOST_PREVENT_MACRO_SUBSTITUTION() const
- { return (std::numeric_limits<IntType>::max)(); }
- /** Returns the parameters of the distribution. */
- param_type param() const { return param_type(_k, _p); }
- /** Sets parameters of the distribution. */
- void param(const param_type& parm)
- {
- _k = parm.k();
- _p = parm.p();
- }
- /**
- * Effects: Subsequent uses of the distribution do not depend
- * on values produced by any engine prior to invoking reset.
- */
- void reset() { }
- #ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
- /** Writes the parameters of the distribution to a @c std::ostream. */
- template<class CharT, class Traits>
- friend std::basic_ostream<CharT,Traits>&
- operator<<(std::basic_ostream<CharT,Traits>& os,
- const negative_binomial_distribution& bd)
- {
- os << bd.param();
- return os;
- }
-
- /** Reads the parameters of the distribution from a @c std::istream. */
- template<class CharT, class Traits>
- friend std::basic_istream<CharT,Traits>&
- operator>>(std::basic_istream<CharT,Traits>& is,
- negative_binomial_distribution& bd)
- {
- bd.read(is);
- return is;
- }
- #endif
- /** Returns true if the two distributions will produce the same
- sequence of values, given equal generators. */
- friend bool operator==(const negative_binomial_distribution& lhs,
- const negative_binomial_distribution& rhs)
- {
- return lhs._k == rhs._k && lhs._p == rhs._p;
- }
- /** Returns true if the two distributions could produce different
- sequences of values, given equal generators. */
- friend bool operator!=(const negative_binomial_distribution& lhs,
- const negative_binomial_distribution& rhs)
- {
- return !(lhs == rhs);
- }
- private:
- /// @cond \show_private
- template<class CharT, class Traits>
- void read(std::basic_istream<CharT, Traits>& is) {
- param_type parm;
- if(is >> parm) {
- param(parm);
- }
- }
- // parameters
- IntType _k;
- RealType _p;
- /// @endcond
- };
- }
- }
- #endif
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