115 lines
3.2 KiB
C++
Executable File
115 lines
3.2 KiB
C++
Executable File
/* boost random/lognormal_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: lognormal_distribution.hpp 41369 2007-11-25 18:07:19Z bemandawes $
|
|
*
|
|
* Revision history
|
|
* 2001-02-18 moved to individual header files
|
|
*/
|
|
|
|
#ifndef BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
|
|
#define BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
|
|
|
|
#include <cmath> // std::exp, std::sqrt
|
|
#include <cassert>
|
|
#include <iostream>
|
|
#include <boost/limits.hpp>
|
|
#include <boost/static_assert.hpp>
|
|
#include <boost/random/normal_distribution.hpp>
|
|
|
|
#ifdef BOOST_NO_STDC_NAMESPACE
|
|
namespace std {
|
|
using ::log;
|
|
using ::sqrt;
|
|
}
|
|
#endif
|
|
|
|
namespace boost {
|
|
|
|
#if defined(__GNUC__) && (__GNUC__ < 3)
|
|
// Special gcc workaround: gcc 2.95.x ignores using-declarations
|
|
// in template classes (confirmed by gcc author Martin v. Loewis)
|
|
using std::sqrt;
|
|
using std::exp;
|
|
#endif
|
|
|
|
template<class RealType = double>
|
|
class lognormal_distribution
|
|
{
|
|
public:
|
|
typedef typename normal_distribution<RealType>::input_type input_type;
|
|
typedef RealType result_type;
|
|
|
|
#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
|
|
BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
|
|
#endif
|
|
|
|
explicit lognormal_distribution(result_type mean_arg = result_type(1),
|
|
result_type sigma_arg = result_type(1))
|
|
: _mean(mean_arg), _sigma(sigma_arg)
|
|
{
|
|
assert(_mean > result_type(0));
|
|
init();
|
|
}
|
|
|
|
// compiler-generated copy ctor and assignment operator are fine
|
|
|
|
RealType mean() const { return _mean; }
|
|
RealType sigma() const { return _sigma; }
|
|
void reset() { _normal.reset(); }
|
|
|
|
template<class Engine>
|
|
result_type operator()(Engine& eng)
|
|
{
|
|
#ifndef BOOST_NO_STDC_NAMESPACE
|
|
// allow for Koenig lookup
|
|
using std::exp;
|
|
#endif
|
|
return exp(_normal(eng) * _nsigma + _nmean);
|
|
}
|
|
|
|
#if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
|
|
template<class CharT, class Traits>
|
|
friend std::basic_ostream<CharT,Traits>&
|
|
operator<<(std::basic_ostream<CharT,Traits>& os, const lognormal_distribution& ld)
|
|
{
|
|
os << ld._normal << " " << ld._mean << " " << ld._sigma;
|
|
return os;
|
|
}
|
|
|
|
template<class CharT, class Traits>
|
|
friend std::basic_istream<CharT,Traits>&
|
|
operator>>(std::basic_istream<CharT,Traits>& is, lognormal_distribution& ld)
|
|
{
|
|
is >> std::ws >> ld._normal >> std::ws >> ld._mean >> std::ws >> ld._sigma;
|
|
ld.init();
|
|
return is;
|
|
}
|
|
#endif
|
|
|
|
private:
|
|
void init()
|
|
{
|
|
#ifndef BOOST_NO_STDC_NAMESPACE
|
|
// allow for Koenig lookup
|
|
using std::exp; using std::log; using std::sqrt;
|
|
#endif
|
|
_nmean = log(_mean*_mean/sqrt(_sigma*_sigma + _mean*_mean));
|
|
_nsigma = sqrt(log(_sigma*_sigma/_mean/_mean+result_type(1)));
|
|
}
|
|
|
|
RealType _mean, _sigma;
|
|
RealType _nmean, _nsigma;
|
|
normal_distribution<result_type> _normal;
|
|
};
|
|
|
|
} // namespace boost
|
|
|
|
#endif // BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
|