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/* boost random/beta_distribution.hpp header file | ||
* | ||
* Copyright Steven Watanabe 2014 | ||
* 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. | ||
* | ||
* $Id$ | ||
*/ | ||
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#ifndef BOOST_RANDOM_BETA_DISTRIBUTION_HPP | ||
#define BOOST_RANDOM_BETA_DISTRIBUTION_HPP | ||
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#include <cassert> | ||
#include <istream> | ||
#include <iosfwd> | ||
#include <boost/random/detail/operators.hpp> | ||
#include <boost/random/gamma_distribution.hpp> | ||
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namespace boost { | ||
namespace random { | ||
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/** | ||
* The beta distribution is a real-valued distribution which produces | ||
* values in the range [0, 1]. It has two parameters, alpha and beta. | ||
* | ||
* It has \f$\displaystyle p(x) = \frac{x^{\alpha-1}(1-x)^{\beta-1}}{B(\alpha, \beta)}\f$. | ||
*/ | ||
template<class RealType = double> | ||
class beta_distribution { | ||
public: | ||
typedef RealType result_type; | ||
typedef RealType input_type; | ||
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class param_type { | ||
public: | ||
typedef beta_distribution distribution_type; | ||
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/** | ||
* Constructs a @c param_type from the "alpha" and "beta" parameters | ||
* of the distribution. | ||
* | ||
* Requires: alpha > 0, beta > 0 | ||
*/ | ||
explicit param_type(RealType alpha_arg = RealType(1.0), | ||
RealType beta_arg = RealType(1.0)) | ||
: _alpha(alpha_arg), _beta(beta_arg) | ||
{ | ||
assert(alpha_arg > 0); | ||
assert(beta_arg > 0); | ||
} | ||
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/** Returns the "alpha" parameter of the distribtuion. */ | ||
RealType alpha() const { return _alpha; } | ||
/** Returns the "beta" parameter of the distribution. */ | ||
RealType beta() const { return _beta; } | ||
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/** Writes a @c param_type to a @c std::ostream. */ | ||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) | ||
{ os << parm._alpha << ' ' << parm._beta; return os; } | ||
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/** Reads a @c param_type from a @c std::istream. */ | ||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) | ||
{ is >> parm._alpha >> std::ws >> parm._beta; return is; } | ||
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/** Returns true if the two sets of parameters are the same. */ | ||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) | ||
{ return lhs._alpha == rhs._alpha && lhs._beta == rhs._beta; } | ||
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/** Returns true if the two sets of parameters are the different. */ | ||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) | ||
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private: | ||
RealType _alpha; | ||
RealType _beta; | ||
}; | ||
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/** | ||
* Constructs an @c beta_distribution from its "alpha" and "beta" parameters. | ||
* | ||
* Requires: alpha > 0, beta > 0 | ||
*/ | ||
explicit beta_distribution(RealType alpha_arg = RealType(1.0), | ||
RealType beta_arg = RealType(1.0)) | ||
: _alpha(alpha_arg), _beta(beta_arg) | ||
{ | ||
assert(alpha_arg > 0); | ||
assert(beta_arg > 0); | ||
} | ||
/** Constructs an @c beta_distribution from its parameters. */ | ||
explicit beta_distribution(const param_type& parm) | ||
: _alpha(parm.alpha()), _beta(parm.beta()) | ||
{} | ||
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/** | ||
* Returns a random variate distributed according to the | ||
* beta distribution. | ||
*/ | ||
template<class URNG> | ||
RealType operator()(URNG& urng) const | ||
{ | ||
RealType a = gamma_distribution<RealType>(_alpha, RealType(1.0))(urng); | ||
RealType b = gamma_distribution<RealType>(_beta, RealType(1.0))(urng); | ||
return a / (a + b); | ||
} | ||
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/** | ||
* Returns a random variate distributed accordint to the beta | ||
* distribution with parameters specified by @c param. | ||
*/ | ||
template<class URNG> | ||
RealType operator()(URNG& urng, const param_type& parm) const | ||
{ | ||
return beta_distribution(parm)(urng); | ||
} | ||
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/** Returns the "alpha" parameter of the distribution. */ | ||
RealType alpha() const { return _alpha; } | ||
/** Returns the "beta" parameter of the distribution. */ | ||
RealType beta() const { return _beta; } | ||
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/** Returns the smallest value that the distribution can produce. */ | ||
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const | ||
{ return RealType(0.0); } | ||
/** Returns the largest value that the distribution can produce. */ | ||
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const | ||
{ return RealType(1.0); } | ||
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/** Returns the parameters of the distribution. */ | ||
param_type param() const { return param_type(_alpha, _beta); } | ||
/** Sets the parameters of the distribution. */ | ||
void param(const param_type& parm) | ||
{ | ||
_alpha = parm.alpha(); | ||
_beta = parm.beta(); | ||
} | ||
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/** | ||
* Effects: Subsequent uses of the distribution do not depend | ||
* on values produced by any engine prior to invoking reset. | ||
*/ | ||
void reset() { } | ||
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/** Writes an @c beta_distribution to a @c std::ostream. */ | ||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, beta_distribution, wd) | ||
{ | ||
os << wd.param(); | ||
return os; | ||
} | ||
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/** Reads an @c beta_distribution from a @c std::istream. */ | ||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, beta_distribution, wd) | ||
{ | ||
param_type parm; | ||
if(is >> parm) { | ||
wd.param(parm); | ||
} | ||
return is; | ||
} | ||
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/** | ||
* Returns true if the two instances of @c beta_distribution will | ||
* return identical sequences of values given equal generators. | ||
*/ | ||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(beta_distribution, lhs, rhs) | ||
{ return lhs._alpha == rhs._alpha && lhs._beta == rhs._beta; } | ||
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/** | ||
* Returns true if the two instances of @c beta_distribution will | ||
* return different sequences of values given equal generators. | ||
*/ | ||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(beta_distribution) | ||
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private: | ||
RealType _alpha; | ||
RealType _beta; | ||
}; | ||
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} // namespace random | ||
} // namespace boost | ||
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#endif // BOOST_RANDOM_BETA_DISTRIBUTION_HPP |
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/* test_beta.cpp | ||
* | ||
* Copyright Steven Watanabe 2014 | ||
* 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) | ||
* | ||
* $Id$ | ||
* | ||
*/ | ||
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#include <boost/random/beta_distribution.hpp> | ||
#include <boost/random/uniform_real.hpp> | ||
#include <boost/math/distributions/beta.hpp> | ||
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#define BOOST_RANDOM_DISTRIBUTION boost::random::beta_distribution<> | ||
#define BOOST_RANDOM_DISTRIBUTION_NAME beta | ||
#define BOOST_MATH_DISTRIBUTION boost::math::beta_distribution<> | ||
#define BOOST_RANDOM_ARG1_TYPE double | ||
#define BOOST_RANDOM_ARG1_NAME alpha | ||
#define BOOST_RANDOM_ARG1_DEFAULT 1000.0 | ||
#define BOOST_RANDOM_ARG1_DISTRIBUTION(n) boost::uniform_real<>(0.00001, n) | ||
#define BOOST_RANDOM_ARG2_TYPE double | ||
#define BOOST_RANDOM_ARG2_NAME beta | ||
#define BOOST_RANDOM_ARG2_DEFAULT 1000.0 | ||
#define BOOST_RANDOM_ARG2_DISTRIBUTION(n) boost::uniform_real<>(0.00001, n) | ||
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#include "test_real_distribution.ipp" |
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/* test_beta_distribution.cpp | ||
* | ||
* Copyright Steven Watanabe 2014 | ||
* 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) | ||
* | ||
* $Id$ | ||
* | ||
*/ | ||
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#include <boost/random/beta_distribution.hpp> | ||
#include <limits> | ||
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#define BOOST_RANDOM_DISTRIBUTION boost::random::beta_distribution<> | ||
#define BOOST_RANDOM_ARG1 alpha | ||
#define BOOST_RANDOM_ARG2 beta | ||
#define BOOST_RANDOM_ARG1_DEFAULT 1.0 | ||
#define BOOST_RANDOM_ARG2_DEFAULT 1.0 | ||
#define BOOST_RANDOM_ARG1_VALUE 7.5 | ||
#define BOOST_RANDOM_ARG2_VALUE 0.25 | ||
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#define BOOST_RANDOM_DIST0_MIN 0 | ||
#define BOOST_RANDOM_DIST0_MAX 1 | ||
#define BOOST_RANDOM_DIST1_MIN 0 | ||
#define BOOST_RANDOM_DIST1_MAX 1 | ||
#define BOOST_RANDOM_DIST2_MIN 0 | ||
#define BOOST_RANDOM_DIST2_MAX 1 | ||
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#define BOOST_RANDOM_TEST1_PARAMS | ||
#define BOOST_RANDOM_TEST1_MIN 0.0 | ||
#define BOOST_RANDOM_TEST1_MAX 1.0 | ||
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#define BOOST_RANDOM_TEST2_PARAMS (1.0, 1000000.0) | ||
#define BOOST_RANDOM_TEST2_MIN 0.0 | ||
#define BOOST_RANDOM_TEST2_MAX 1.0 | ||
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#include "test_distribution.ipp" |