[857] | 1 | /* boost random/cauchy_distribution.hpp header file
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| 2 | *
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| 3 | * Copyright Jens Maurer 2000-2001
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| 4 | * Distributed under the Boost Software License, Version 1.0. (See
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| 5 | * accompanying file LICENSE_1_0.txt or copy at
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| 6 | * http://www.boost.org/LICENSE_1_0.txt)
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| 7 | *
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| 8 | * See http://www.boost.org for most recent version including documentation.
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| 9 | *
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| 10 | * $Id: cauchy_distribution.hpp,v 1.15 2004/07/27 03:43:32 dgregor Exp $
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| 11 | *
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| 12 | * Revision history
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| 13 | * 2001-02-18 moved to individual header files
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| 14 | */
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| 15 |
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| 16 | #ifndef BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
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| 17 | #define BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
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| 18 |
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| 19 | #include <cmath>
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| 20 | #include <iostream>
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| 21 | #include <boost/limits.hpp>
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| 22 | #include <boost/static_assert.hpp>
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| 23 |
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| 24 | namespace boost {
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| 25 |
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| 26 | #if defined(__GNUC__) && (__GNUC__ < 3)
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| 27 | // Special gcc workaround: gcc 2.95.x ignores using-declarations
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| 28 | // in template classes (confirmed by gcc author Martin v. Loewis)
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| 29 | using std::tan;
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| 30 | #endif
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| 31 |
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| 32 | // Cauchy distribution: p(x) = sigma/(pi*(sigma**2 + (x-median)**2))
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| 33 | template<class RealType = double>
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| 34 | class cauchy_distribution
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| 35 | {
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| 36 | public:
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| 37 | typedef RealType input_type;
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| 38 | typedef RealType result_type;
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| 39 |
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| 40 | #ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
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| 41 | BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
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| 42 | #endif
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| 43 |
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| 44 | explicit cauchy_distribution(result_type median = result_type(0),
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| 45 | result_type sigma = result_type(1))
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| 46 | : _median(median), _sigma(sigma) { }
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| 47 |
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| 48 | // compiler-generated copy ctor and assignment operator are fine
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| 49 |
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| 50 | result_type median() const { return _median; }
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| 51 | result_type sigma() const { return _sigma; }
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| 52 | void reset() { }
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| 53 |
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| 54 | template<class Engine>
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| 55 | result_type operator()(Engine& eng)
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| 56 | {
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| 57 | // Can we have a boost::mathconst please?
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| 58 | const result_type pi = result_type(3.14159265358979323846);
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| 59 | #ifndef BOOST_NO_STDC_NAMESPACE
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| 60 | using std::tan;
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| 61 | #endif
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| 62 | return _median + _sigma * tan(pi*(eng()-result_type(0.5)));
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| 63 | }
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| 64 |
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| 65 | #if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
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| 66 | template<class CharT, class Traits>
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| 67 | friend std::basic_ostream<CharT,Traits>&
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| 68 | operator<<(std::basic_ostream<CharT,Traits>& os, const cauchy_distribution& cd)
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| 69 | {
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| 70 | os << cd._median << " " << cd._sigma;
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| 71 | return os;
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| 72 | }
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| 73 |
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| 74 | template<class CharT, class Traits>
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| 75 | friend std::basic_istream<CharT,Traits>&
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| 76 | operator>>(std::basic_istream<CharT,Traits>& is, cauchy_distribution& cd)
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| 77 | {
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| 78 | is >> std::ws >> cd._median >> std::ws >> cd._sigma;
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| 79 | return is;
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| 80 | }
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| 81 | #endif
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| 82 |
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| 83 | private:
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| 84 | result_type _median, _sigma;
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| 85 | };
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| 86 |
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| 87 | } // namespace boost
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| 88 |
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| 89 | #endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
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