Add laplace_distribution. Refs #6804.

include/boost/random/laplace_distribution.hpp

@@ -0,0 +1,175 @@
+/* boost random/laplace_distribution.hpp header file
+ *
+ * Copyright Steven Watanabe 2014
+ * 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.
+ *
+ * $Id$
+ */
+
+#ifndef BOOST_RANDOM_LAPLACE_DISTRIBUTION_HPP
+#define BOOST_RANDOM_LAPLACE_DISTRIBUTION_HPP
+
+#include <cassert>
+#include <istream>
+#include <iosfwd>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/exponential_distribution.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * The laplace distribution is a real-valued distribution with
+ * two parameters, mean and beta.
+ *
+ * It has \f$\displaystyle p(x) = \frac{e^-{\frac{|x-\mu|}{\beta}}}{2\beta}\f$.
+ */
+template<class RealType = double>
+class laplace_distribution {
+public:
+    typedef RealType result_type;
+    typedef RealType input_type;
+
+    class param_type {
+    public:
+        typedef laplace_distribution distribution_type;
+
+        /**
+         * Constructs a @c param_type from the "mean" and "beta" parameters
+         * of the distribution.
+         */
+        explicit param_type(RealType mean_arg = RealType(0.0),
+                            RealType beta_arg = RealType(1.0))
+          : _mean(mean_arg), _beta(beta_arg)
+        {}
+
+        /** Returns the "mean" parameter of the distribtuion. */
+        RealType mean() const { return _mean; }
+        /** Returns the "beta" parameter of the distribution. */
+        RealType beta() const { return _beta; }
+
+        /** Writes a @c param_type to a @c std::ostream. */
+        BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+        { os << parm._mean << ' ' << parm._beta; return os; }
+
+        /** Reads a @c param_type from a @c std::istream. */
+        BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+        { is >> parm._mean >> std::ws >> parm._beta; return is; }
+
+        /** Returns true if the two sets of parameters are the same. */
+        BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+        { return lhs._mean == rhs._mean && lhs._beta == rhs._beta; }
+        
+        /** Returns true if the two sets of parameters are the different. */
+        BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+    private:
+        RealType _mean;
+        RealType _beta;
+    };
+
+    /**
+     * Constructs an @c laplace_distribution from its "mean" and "beta" parameters.
+     */
+    explicit laplace_distribution(RealType mean_arg = RealType(0.0),
+                               RealType beta_arg = RealType(1.0))
+      : _mean(mean_arg), _beta(beta_arg)
+    {}
+    /** Constructs an @c laplace_distribution from its parameters. */
+    explicit laplace_distribution(const param_type& parm)
+      : _mean(parm.mean()), _beta(parm.beta())
+    {}
+
+    /**
+     * Returns a random variate distributed according to the
+     * laplace distribution.
+     */
+    template<class URNG>
+    RealType operator()(URNG& urng) const
+    {
+        RealType exponential = exponential_distribution<RealType>()(urng);
+        if(uniform_01<RealType>()(urng) < 0.5)
+            exponential = -exponential;
+        return _mean + _beta * exponential;
+    }
+
+    /**
+     * Returns a random variate distributed accordint to the laplace
+     * distribution with parameters specified by @c param.
+     */
+    template<class URNG>
+    RealType operator()(URNG& urng, const param_type& parm) const
+    {
+        return laplace_distribution(parm)(urng);
+    }
+
+    /** Returns the "mean" parameter of the distribution. */
+    RealType mean() const { return _mean; }
+    /** Returns the "beta" parameter of the distribution. */
+    RealType beta() const { return _beta; }
+
+    /** Returns the smallest value that the distribution can produce. */
+    RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
+    { return RealType(-std::numeric_limits<RealType>::infinity()); }
+    /** Returns the largest value that the distribution can produce. */
+    RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
+    { return RealType(std::numeric_limits<RealType>::infinity()); }
+
+    /** Returns the parameters of the distribution. */
+    param_type param() const { return param_type(_mean, _beta); }
+    /** Sets the parameters of the distribution. */
+    void param(const param_type& parm)
+    {
+        _mean = parm.mean();
+        _beta = parm.beta();
+    }
+
+    /**
+     * Effects: Subsequent uses of the distribution do not depend
+     * on values produced by any engine prior to invoking reset.
+     */
+    void reset() { }
+
+    /** Writes an @c laplace_distribution to a @c std::ostream. */
+    BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, laplace_distribution, wd)
+    {
+        os << wd.param();
+        return os;
+    }
+
+    /** Reads an @c laplace_distribution from a @c std::istream. */
+    BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, laplace_distribution, wd)
+    {
+        param_type parm;
+        if(is >> parm) {
+            wd.param(parm);
+        }
+        return is;
+    }
+
+    /**
+     * Returns true if the two instances of @c laplace_distribution will
+     * return identical sequences of values given equal generators.
+     */
+    BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(laplace_distribution, lhs, rhs)
+    { return lhs._mean == rhs._mean && lhs._beta == rhs._beta; }
+    
+    /**
+     * Returns true if the two instances of @c laplace_distribution will
+     * return different sequences of values given equal generators.
+     */
+    BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(laplace_distribution)
+
+private:
+    RealType _mean;
+    RealType _beta;
+};
+
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_LAPLACE_DISTRIBUTION_HPP

test/Jamfile.v2

@@ -117,6 +117,8 @@ run test_old_uniform_int.cpp ;
 run test_old_uniform_int_distribution.cpp /boost//unit_test_framework ;
 run test_beta.cpp ;
 run test_beta_distribution.cpp /boost//unit_test_framework ;
+run test_laplace.cpp ;
+run test_laplace_distribution.cpp /boost//unit_test_framework ;
 
 # run nondet_random_speed.cpp ;
 # run random_device.cpp ;

test/test_laplace.cpp

@@ -0,0 +1,28 @@
+/* test_laplace.cpp
+ *
+ * Copyright Steven Watanabe 2014
+ * 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/laplace_distribution.hpp>
+#include <boost/random/uniform_real.hpp>
+#include <boost/math/distributions/laplace.hpp>
+
+#define BOOST_RANDOM_DISTRIBUTION boost::random::laplace_distribution<>
+#define BOOST_RANDOM_DISTRIBUTION_NAME laplace
+#define BOOST_MATH_DISTRIBUTION boost::math::laplace
+#define BOOST_RANDOM_ARG1_TYPE double
+#define BOOST_RANDOM_ARG1_NAME mean
+#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 beta
+#define BOOST_RANDOM_ARG2_DEFAULT 1000.0
+#define BOOST_RANDOM_ARG2_DISTRIBUTION(n) boost::uniform_real<>(0.00001, n)
+
+#include "test_real_distribution.ipp"

test/test_laplace_distribution.cpp

@@ -0,0 +1,36 @@
+/* test_laplace_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/laplace_distribution.hpp>
+#include <limits>
+
+#define BOOST_RANDOM_DISTRIBUTION boost::random::laplace_distribution<>
+#define BOOST_RANDOM_ARG1 mean
+#define BOOST_RANDOM_ARG2 beta
+#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 (-100.0)
+#define BOOST_RANDOM_TEST1_MAX 0
+
+#define BOOST_RANDOM_TEST2_PARAMS (100.0)
+#define BOOST_RANDOM_TEST2_MIN 0
+
+#include "test_distribution.ipp"