third_party/boost/include/boost/random/cauchy_distribution.hpp

/* boost random/cauchy_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: cauchy_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
 *
 * Revision history
 *  2001-02-18  moved to individual header files
 */

#ifndef BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
#define BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP

#include <boost/config/no_tr1/cmath.hpp>
#include <iostream>
#include <boost/limits.hpp>
#include <boost/static_assert.hpp>
#include <boost/random/detail/config.hpp>

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::tan;
#endif

// Cauchy distribution: 

/**
 * The cauchy distribution is a continuous distribution with two
 * parameters, sigma and median.
 *
 * It has \f$p(x) = \frac{\sigma}{\pi(\sigma^2 + (x-m)^2)}\f$
 */
template<class RealType = double>
class cauchy_distribution
{
public:
  typedef RealType input_type;
  typedef RealType result_type;

#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
  BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
#endif

  /**
   * Constructs a \cauchy_distribution with the paramters @c median
   * and @c sigma.
   */
  explicit cauchy_distribution(result_type median_arg = result_type(0), 
                               result_type sigma_arg = result_type(1))
    : _median(median_arg), _sigma(sigma_arg) { }

  // compiler-generated copy ctor and assignment operator are fine

  /**
   * Returns: the "median" parameter of the distribution
   */
  result_type median() const { return _median; }
  /**
   * Returns: the "sigma" parameter of the distribution
   */
  result_type sigma() const { return _sigma; }
  /**
   * Effects: Subsequent uses of the distribution do not depend
   * on values produced by any engine prior to invoking reset.
   */
  void reset() { }

  /**
   * Returns: A random variate distributed according to the
   * cauchy distribution.
   */
  template<class Engine>
  result_type operator()(Engine& eng)
  {
    // Can we have a boost::mathconst please?
    const result_type pi = result_type(3.14159265358979323846);
#ifndef BOOST_NO_STDC_NAMESPACE
    using std::tan;
#endif
    return _median + _sigma * tan(pi*(eng()-result_type(0.5)));
  }

#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 cauchy_distribution& cd)
  {
    os << cd._median << " " << cd._sigma;
    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, cauchy_distribution& cd)
  {
    is >> std::ws >> cd._median >> std::ws >> cd._sigma;
    return is;
  }
#endif

private:
  result_type _median, _sigma;
};

} // namespace boost

#endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP