/* 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 60755 2010-03-22 00:45:06Z steven_watanabe $ | |
* | |
* Revision history | |
* 2001-02-18 moved to individual header files | |
*/ | |
#ifndef BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP | |
#define BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP | |
#include <boost/config/no_tr1/cmath.hpp> // std::exp, std::sqrt | |
#include <cassert> | |
#include <iostream> | |
#include <boost/limits.hpp> | |
#include <boost/static_assert.hpp> | |
#include <boost/random/detail/config.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 | |
/** | |
* Instantiations of class template lognormal_distribution model a | |
* \random_distribution. Such a distribution produces random numbers | |
* with \f$p(x) = \frac{1}{x \sigma_N \sqrt{2\pi}} e^{\frac{-\left(\log(x)-\mu_N\right)^2}{2\sigma_N^2}}\f$ | |
* for x > 0, where \f$\mu_N = \log\left(\frac{\mu^2}{\sqrt{\sigma^2 + \mu^2}}\right)\f$ and | |
* \f$\sigma_N = \sqrt{\log\left(1 + \frac{\sigma^2}{\mu^2}\right)}\f$. | |
*/ | |
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 | |
/** | |
* Constructs a lognormal_distribution. @c mean and @c sigma are the | |
* mean and standard deviation of the lognormal distribution. | |
*/ | |
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); | |
} | |
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS | |
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: | |
/// \cond hide_private_members | |
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))); | |
} | |
/// \endcond | |
RealType _mean, _sigma; | |
RealType _nmean, _nsigma; | |
normal_distribution<result_type> _normal; | |
}; | |
} // namespace boost | |
#endif // BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP |