source: trunk/yat/random/ContinuousDistribution.h @ 3900

#ifndef theplu_yat_random_continuous_distribution
#define theplu_yat_random_continuous_distribution

// $Id: ContinuousDistribution.h 3900 2020-05-03 08:29:25Z peter $

/*
  Copyright (C) 2020 Peter Johansson

  This file is part of the yat library, http://dev.thep.lu.se/yat

  The yat library is free software; you can redistribute it and/or
  modify it under the terms of the GNU General Public License as
  published by the Free Software Foundation; either version 3 of the
  License, or (at your option) any later version.

  The yat library is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  General Public License for more details.

  You should have received a copy of the GNU General Public License
  along with yat. If not, see <http://www.gnu.org/licenses/>.
*/

// to #define BOOST_ALLOW_DEPRECATED_HEADERS if needed
#include <yat/utility/config_public.h>

#include "Distribution.h"

#include <boost/random/cauchy_distribution.hpp>
#include <boost/random/chi_squared_distribution.hpp>
#include <boost/random/extreme_value_distribution.hpp>
#include <boost/random/fisher_f_distribution.hpp>
#include <boost/random/gamma_distribution.hpp>
#include <boost/random/lognormal_distribution.hpp>
#ifdef YAT_HAVE_BOOST_RANDOM_NON_CENTRAL_CHI_SQUARED_DISTRIBUTION
#include <boost/random/non_central_chi_squared_distribution.hpp>
#endif
#include <boost/random/student_t_distribution.hpp>

namespace theplu {
namespace yat {
namespace random {

  /**
     Proxy class between RNG and <a href="https://www.boost.org/doc/libs/1_72_0/doc/html/boost_random/reference.html#boost_random.reference.distributions">Boost Distributions</a>

     \since New in yat 0.18
   */
  template<class RND>
  class ContinuousDistribution :
    public Distribution<RND, double>, public Continuous
  {
  public:
    /**
       \return a random number from distribution with parameters \a p.
     */
    double operator()(const typename RND::param_type& p) const
    {
      return const_cast<RND&>(this->distribution_)(this->urng_, p);
    }


    /**
       \return a random number from distribution with parameters as in
       param().
     */
    double operator()(void) const
    {
      return const_cast<RND&>(this->distribution_)(this->urng_);
    }
  };


  /**
     \see
     <a href="https://www.boost.org/doc/libs/1_72_0/doc/html/boost/random/cauchy_distribution.html">
     Boost cauchy_distribution</a>

     \since New in yat 0.18
   */
  typedef ContinuousDistribution<boost::random::cauchy_distribution<> > Cauchy;

  /**
     \see
     <a href="https://www.boost.org/doc/libs/1_72_0/doc/html/boost/random/chi_squared_distribution.html">
     Boost chi_squared_distribution</a>

     \since New in yat 0.18
   */
  typedef ContinuousDistribution<boost::random::chi_squared_distribution<> >
  ChiSquared;

  /**
     \see
     <a href="https://www.boost.org/doc/libs/1_72_0/doc/html/boost/random/extreme_value_distribution.html">
     Boost extreme_value_distribution</a>

     \since New in yat 0.18
   */
  typedef ContinuousDistribution<boost::random::extreme_value_distribution<> >
  ExtremeValue;

  /**
     \see
     <a href="https://www.boost.org/doc/libs/1_72_0/doc/html/boost/random/fisher_f_distribution.html">
     Boost fisher_f_distribution</a>

     \since New in yat 0.18
   */
  typedef ContinuousDistribution<boost::random::fisher_f_distribution<> >
  FisherF;

  /**
     \see
     <a href="https://www.boost.org/doc/libs/1_72_0/doc/html/boost/random/gamma_distribution.html">
     Boost gamma_distribution</a>

     \since New in yat 0.18
   */
  typedef ContinuousDistribution<boost::random::gamma_distribution<> > Gamma;

  /**
     \see
     <a href="https://www.boost.org/doc/libs/1_72_0/doc/html/boost/random/lognormal_distribution.html">
     Boost lognormal_distribution</a>

     \since New in yat 0.18
   */
  typedef ContinuousDistribution<boost::random::lognormal_distribution<> >
  Lognormal;

  /**
     \see
     <a href="https://www.boost.org/doc/libs/1_72_0/doc/html/boost/random/non_central_chi_squared_distribution.html">
     Boost non_central_chi_squared_distribution</a>

     \since New in yat 0.18

     \note non_central_chi_squared_distribution is not available in
     older boost (it does exist in boost 1.59)
   */
#ifdef YAT_HAVE_BOOST_RANDOM_NON_CENTRAL_CHI_SQUARED_DISTRIBUTION
  typedef
  ContinuousDistribution<boost::random::non_central_chi_squared_distribution<> >
  NonCentralChiSquared;
#endif

  /**
     \see
     <a href="https://www.boost.org/doc/libs/1_72_0/doc/html/boost/random/student_t_distribution.html">
     Boost student_t_distribution</a>

     \since New in yat 0.18
   */
  typedef ContinuousDistribution<boost::random::student_t_distribution<> >
  StudentT;

}}} // of namespace random, yat, and theplu

#endif