diff --git a/include/boost/random/laplace_distribution.hpp b/include/boost/random/laplace_distribution.hpp new file mode 100644 index 0000000..ec176a5 --- /dev/null +++ b/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 +#include +#include +#include +#include + +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 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 + RealType operator()(URNG& urng) const + { + RealType exponential = exponential_distribution()(urng); + if(uniform_01()(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 + 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::infinity()); } + /** Returns the largest value that the distribution can produce. */ + RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const + { return RealType(std::numeric_limits::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 diff --git a/test/Jamfile.v2 b/test/Jamfile.v2 index 0b35df5..50373b6 100644 --- a/test/Jamfile.v2 +++ b/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 ; diff --git a/test/test_laplace.cpp b/test/test_laplace.cpp new file mode 100644 index 0000000..a7fba0d --- /dev/null +++ b/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 +#include +#include + +#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" diff --git a/test/test_laplace_distribution.cpp b/test/test_laplace_distribution.cpp new file mode 100644 index 0000000..ac5f118 --- /dev/null +++ b/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 +#include + +#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::infinity)() +#define BOOST_RANDOM_DIST0_MAX (std::numeric_limits::infinity)() +#define BOOST_RANDOM_DIST1_MIN -(std::numeric_limits::infinity)() +#define BOOST_RANDOM_DIST1_MAX (std::numeric_limits::infinity)() +#define BOOST_RANDOM_DIST2_MIN -(std::numeric_limits::infinity)() +#define BOOST_RANDOM_DIST2_MAX (std::numeric_limits::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"