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Update cauchy_distribution to match C++0x.

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[SVN r68406]
This commit is contained in:
Steven Watanabe
2011-01-23 23:33:41 +00:00
parent 8b1fda2098
commit 0109f6e645
4 changed files with 231 additions and 72 deletions
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238
include/boost/random/cauchy_distribution.hpp
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@@ -17,24 +17,20 @@
#define BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
#include <boost/config/no_tr1/cmath.hpp>
#include <iostream>
#include <iosfwd>
#include <istream>
#include <boost/limits.hpp>
#include <boost/static_assert.hpp>
#include <boost/random/detail/config.hpp>
#include <boost/random/detail/operators.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
namespace random {
// Cauchy distribution:
/**
* The cauchy distribution is a continuous distribution with two
* parameters, sigma and median.
* parameters, median and sigma.
*
* It has \f$\displaystyle p(x) = \frac{\sigma}{\pi(\sigma^2 + (x-m)^2)}\f$
*/
@@ -42,80 +38,178 @@ template<class RealType = double>
class cauchy_distribution
{
public:
typedef RealType input_type;
typedef RealType result_type;
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
class param_type
{
public:
/**
* Constructs a \cauchy_distribution with the paramters @c median
* and @c sigma.
*/
explicit cauchy_distribution(result_type median_arg = result_type(0.0),
result_type sigma_arg = result_type(1.0))
: _median(median_arg), _sigma(sigma_arg) { }
typedef cauchy_distribution distribution_type;
// compiler-generated copy ctor and assignment operator are fine
/** Constructs the parameters of the cauchy distribution. */
explicit param_type(RealType median_arg = RealType(0.0),
RealType sigma_arg = RealType(1.0))
: _median(median_arg), _sigma(sigma_arg) {}
/**
* 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() { }
// backwards compatibility for Boost.Random
/**
* 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)));
}
/** Returns the median of the distribution. */
RealType median() const { return _median; }
/** Returns the sigma parameter of the distribution. */
RealType sigma() const { return _sigma; }
#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;
}
// The new names in C++0x.
/**
* 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
/** Returns the median of the distribution. */
RealType a() const { return _median; }
/** Returns the sigma parameter of the distribution. */
RealType b() const { return _sigma; }
/** Writes the parameters to a std::ostream. */
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
{
os << parm._median << " " << parm._sigma;
return os;
}
/** Reads the parameters from a std::istream. */
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
{
is >> parm._median >> std::ws >> parm._sigma;
return is;
}
/** Returns true if the two sets of parameters are equal. */
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
{ return lhs._median == rhs._median && lhs._sigma == rhs._sigma; }
/** Returns true if the two sets of parameters are different. */
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
private:
RealType _median;
RealType _sigma;
};
/**
* Constructs a \cauchy_distribution with the paramters @c median
* and @c sigma.
*/
explicit cauchy_distribution(RealType median_arg = RealType(0.0),
RealType sigma_arg = RealType(1.0))
: _median(median_arg), _sigma(sigma_arg) { }
/**
* Constructs a \cauchy_distribution from it's parameters.
*/
explicit cauchy_distribution(const param_type& parm)
: _median(parm.median()), _sigma(parm.sigma()) { }
// compiler-generated copy ctor and assignment operator are fine
// backwards compatibility for Boost.Random
/** Returns: the "median" parameter of the distribution */
RealType median() const { return _median; }
/** Returns: the "sigma" parameter of the distribution */
RealType sigma() const { return _sigma; }
// The new names in C++0x
/** Returns: the "median" parameter of the distribution */
RealType a() const { return _median; }
/** Returns: the "sigma" parameter of the distribution */
RealType b() const { return _sigma; }
/** Returns the smallest value that the distribution can produce. */
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
{ return -(std::numeric_limits<RealType>::infinity)(); }
/** Returns the largest value that the distribution can produce. */
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
{ return (std::numeric_limits<RealType>::infinity)(); }
param_type param() const { return param_type(_median, _sigma); }
void param(const param_type& parm)
{
_median = parm.median();
_sigma = parm.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);
using std::tan;
return _median + _sigma * tan(pi*(eng()-result_type(0.5)));
}
/**
* Returns: A random variate distributed according to the
* cauchy distribution with parameters specified by param.
*/
template<class Engine>
result_type operator()(Engine& eng, const param_type& parm)
{
return cauchy_distribution(parm)(eng);
}
/**
* Writes the distribution to a @c std::ostream.
*/
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, cauchy_distribution, cd)
{
os << cd._median << " " << cd._sigma;
return os;
}
/**
* Reads the distribution from a @c std::istream.
*/
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, cauchy_distribution, cd)
{
is >> cd._median >> std::ws >> cd._sigma;
return is;
}
/**
* Returns true if the two distributions will produce
* identical sequences of values, given equal generators.
*/
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(cauchy_distribution, lhs, rhs)
{ return lhs._median == rhs._median && lhs._sigma == rhs._sigma; }
/**
* Returns true if the two distributions may produce
* different sequences of values, given equal generators.
*/
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(cauchy_distribution)
private:
result_type _median, _sigma;
/// \cond
RealType _median;
RealType _sigma;
/// \endcond
};
} // namespace random
using random::cauchy_distribution;
} // namespace boost
#endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP

2
test/Jamfile.v2
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@@ -77,6 +77,8 @@ run test_exponential.cpp ;
run test_exponential_distribution.cpp /boost//unit_test_framework ;
run test_bernoulli.cpp ;
run test_bernoulli_distribution.cpp /boost//unit_test_framework ;
run test_cauchy.cpp ;
run test_cauchy_distribution.cpp /boost//unit_test_framework ;
# run nondet_random_speed.cpp ;
# run random_device.cpp ;

28
test/test_cauchy.cpp Normal file
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@@ -0,0 +1,28 @@
/* test_cauchy.cpp
*
* Copyright Steven Watanabe 2011
* 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)
*
* $Id$
*
*/
#include <boost/random/cauchy_distribution.hpp>
#include <boost/random/uniform_real.hpp>
#include <boost/math/distributions/cauchy.hpp>
#define BOOST_RANDOM_DISTRIBUTION boost::random::cauchy_distribution<>
#define BOOST_RANDOM_DISTRIBUTION_NAME cauchy
#define BOOST_MATH_DISTRIBUTION boost::math::cauchy
#define BOOST_RANDOM_ARG1_TYPE double
#define BOOST_RANDOM_ARG1_NAME median
#define BOOST_RANDOM_ARG1_DEFAULT 1000.0
#define BOOST_RANDOM_ARG1_DISTRIBUTION(n) boost::uniform_real<>(-n, n)
#define BOOST_RANDOM_ARG2_TYPE double
#define BOOST_RANDOM_ARG2_NAME sigma
#define BOOST_RANDOM_ARG2_DEFAULT 1000.0
#define BOOST_RANDOM_ARG2_DISTRIBUTION(n) boost::uniform_real<>(0.001, n)
#include "test_real_distribution.ipp"

35
test/test_cauchy_distribution.cpp Normal file
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@@ -0,0 +1,35 @@
/* test_cauchy_distribution.cpp
*
* Copyright Steven Watanabe 2011
* 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)
*
* $Id$
*
*/
#include <boost/random/cauchy_distribution.hpp>
#include <limits>
#define BOOST_RANDOM_DISTRIBUTION boost::random::cauchy_distribution<>
#define BOOST_RANDOM_ARG1 a
#define BOOST_RANDOM_ARG2 b
#define BOOST_RANDOM_ARG1_DEFAULT 0.0
#define BOOST_RANDOM_ARG2_DEFAULT 1.0
#define BOOST_RANDOM_ARG1_VALUE 7.5
#define BOOST_RANDOM_ARG2_VALUE 0.25
#define BOOST_RANDOM_DIST0_MIN -(std::numeric_limits<double>::infinity)()
#define BOOST_RANDOM_DIST0_MAX (std::numeric_limits<double>::infinity)()
#define BOOST_RANDOM_DIST1_MIN -(std::numeric_limits<double>::infinity)()
#define BOOST_RANDOM_DIST1_MAX (std::numeric_limits<double>::infinity)()
#define BOOST_RANDOM_DIST2_MIN -(std::numeric_limits<double>::infinity)()
#define BOOST_RANDOM_DIST2_MAX (std::numeric_limits<double>::infinity)()
#define BOOST_RANDOM_TEST1_PARAMS (-100000.0, 0.000001)
#define BOOST_RANDOM_TEST2_PARAMS (100000.0, 0.000001)
#define BOOST_RANDOM_TEST1_MAX 0.0
#define BOOST_RANDOM_TEST2_MIN 0.0
#include "test_distribution.ipp"