/* 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,v 1.16 2004/07/27 03:43:32 dgregor Exp $ * * Revision history * 2001-02-18 moved to individual header files */ #ifndef BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP #define BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP #include // std::exp, std::sqrt #include #include #include #include #include #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 lognormal_distribution { public: typedef typename normal_distribution::input_type input_type; typedef RealType result_type; #ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS BOOST_STATIC_ASSERT(!std::numeric_limits::is_integer); #endif explicit lognormal_distribution(result_type mean = result_type(1), result_type sigma = result_type(1)) : _mean(mean), _sigma(sigma) { 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 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 friend std::basic_ostream& operator<<(std::basic_ostream& os, const lognormal_distribution& ld) { os << ld._normal << " " << ld._mean << " " << ld._sigma; return os; } template friend std::basic_istream& operator>>(std::basic_istream& 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 _normal; }; } // namespace boost #endif // BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP