1 | #ifndef theplu_yat_random_continuous_distribution |
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2 | #define theplu_yat_random_continuous_distribution |
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3 | |
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4 | // $Id: ContinuousDistribution.h 3900 2020-05-03 08:29:25Z peter $ |
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5 | |
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6 | /* |
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7 | Copyright (C) 2020 Peter Johansson |
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8 | |
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9 | This file is part of the yat library, http://dev.thep.lu.se/yat |
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10 | |
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11 | The yat library is free software; you can redistribute it and/or |
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12 | modify it under the terms of the GNU General Public License as |
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13 | published by the Free Software Foundation; either version 3 of the |
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14 | License, or (at your option) any later version. |
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15 | |
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16 | The yat library is distributed in the hope that it will be useful, |
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17 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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18 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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19 | General Public License for more details. |
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20 | |
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21 | You should have received a copy of the GNU General Public License |
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22 | along with yat. If not, see <http://www.gnu.org/licenses/>. |
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23 | */ |
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24 | |
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25 | // to #define BOOST_ALLOW_DEPRECATED_HEADERS if needed |
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26 | #include <yat/utility/config_public.h> |
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27 | |
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28 | #include "Distribution.h" |
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29 | |
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30 | #include <boost/random/cauchy_distribution.hpp> |
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31 | #include <boost/random/chi_squared_distribution.hpp> |
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32 | #include <boost/random/extreme_value_distribution.hpp> |
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33 | #include <boost/random/fisher_f_distribution.hpp> |
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34 | #include <boost/random/gamma_distribution.hpp> |
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35 | #include <boost/random/lognormal_distribution.hpp> |
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36 | #ifdef YAT_HAVE_BOOST_RANDOM_NON_CENTRAL_CHI_SQUARED_DISTRIBUTION |
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37 | #include <boost/random/non_central_chi_squared_distribution.hpp> |
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38 | #endif |
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39 | #include <boost/random/student_t_distribution.hpp> |
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40 | |
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41 | namespace theplu { |
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42 | namespace yat { |
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43 | namespace random { |
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44 | |
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45 | /** |
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46 | 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> |
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47 | |
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48 | \since New in yat 0.18 |
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49 | */ |
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50 | template<class RND> |
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51 | class ContinuousDistribution : |
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52 | public Distribution<RND, double>, public Continuous |
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53 | { |
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54 | public: |
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55 | /** |
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56 | \return a random number from distribution with parameters \a p. |
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57 | */ |
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58 | double operator()(const typename RND::param_type& p) const |
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59 | { |
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60 | return const_cast<RND&>(this->distribution_)(this->urng_, p); |
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61 | } |
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62 | |
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63 | |
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64 | /** |
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65 | \return a random number from distribution with parameters as in |
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66 | param(). |
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67 | */ |
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68 | double operator()(void) const |
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69 | { |
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70 | return const_cast<RND&>(this->distribution_)(this->urng_); |
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71 | } |
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72 | }; |
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73 | |
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74 | |
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75 | /** |
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76 | \see |
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77 | <a href="https://www.boost.org/doc/libs/1_72_0/doc/html/boost/random/cauchy_distribution.html"> |
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78 | Boost cauchy_distribution</a> |
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79 | |
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80 | \since New in yat 0.18 |
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81 | */ |
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82 | typedef ContinuousDistribution<boost::random::cauchy_distribution<> > Cauchy; |
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83 | |
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84 | /** |
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85 | \see |
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86 | <a href="https://www.boost.org/doc/libs/1_72_0/doc/html/boost/random/chi_squared_distribution.html"> |
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87 | Boost chi_squared_distribution</a> |
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88 | |
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89 | \since New in yat 0.18 |
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90 | */ |
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91 | typedef ContinuousDistribution<boost::random::chi_squared_distribution<> > |
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92 | ChiSquared; |
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93 | |
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94 | /** |
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95 | \see |
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96 | <a href="https://www.boost.org/doc/libs/1_72_0/doc/html/boost/random/extreme_value_distribution.html"> |
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97 | Boost extreme_value_distribution</a> |
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98 | |
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99 | \since New in yat 0.18 |
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100 | */ |
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101 | typedef ContinuousDistribution<boost::random::extreme_value_distribution<> > |
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102 | ExtremeValue; |
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103 | |
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104 | /** |
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105 | \see |
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106 | <a href="https://www.boost.org/doc/libs/1_72_0/doc/html/boost/random/fisher_f_distribution.html"> |
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107 | Boost fisher_f_distribution</a> |
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108 | |
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109 | \since New in yat 0.18 |
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110 | */ |
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111 | typedef ContinuousDistribution<boost::random::fisher_f_distribution<> > |
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112 | FisherF; |
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113 | |
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114 | /** |
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115 | \see |
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116 | <a href="https://www.boost.org/doc/libs/1_72_0/doc/html/boost/random/gamma_distribution.html"> |
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117 | Boost gamma_distribution</a> |
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118 | |
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119 | \since New in yat 0.18 |
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120 | */ |
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121 | typedef ContinuousDistribution<boost::random::gamma_distribution<> > Gamma; |
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122 | |
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123 | /** |
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124 | \see |
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125 | <a href="https://www.boost.org/doc/libs/1_72_0/doc/html/boost/random/lognormal_distribution.html"> |
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126 | Boost lognormal_distribution</a> |
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127 | |
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128 | \since New in yat 0.18 |
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129 | */ |
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130 | typedef ContinuousDistribution<boost::random::lognormal_distribution<> > |
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131 | Lognormal; |
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132 | |
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133 | /** |
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134 | \see |
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135 | <a href="https://www.boost.org/doc/libs/1_72_0/doc/html/boost/random/non_central_chi_squared_distribution.html"> |
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136 | Boost non_central_chi_squared_distribution</a> |
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137 | |
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138 | \since New in yat 0.18 |
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139 | |
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140 | \note non_central_chi_squared_distribution is not available in |
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141 | older boost (it does exist in boost 1.59) |
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142 | */ |
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143 | #ifdef YAT_HAVE_BOOST_RANDOM_NON_CENTRAL_CHI_SQUARED_DISTRIBUTION |
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144 | typedef |
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145 | ContinuousDistribution<boost::random::non_central_chi_squared_distribution<> > |
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146 | NonCentralChiSquared; |
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147 | #endif |
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148 | |
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149 | /** |
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150 | \see |
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151 | <a href="https://www.boost.org/doc/libs/1_72_0/doc/html/boost/random/student_t_distribution.html"> |
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152 | Boost student_t_distribution</a> |
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153 | |
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154 | \since New in yat 0.18 |
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155 | */ |
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156 | typedef ContinuousDistribution<boost::random::student_t_distribution<> > |
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157 | StudentT; |
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158 | |
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159 | }}} // of namespace random, yat, and theplu |
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160 | |
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161 | #endif |
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