diff --git a/include/boost/random/beta_distribution.hpp b/include/boost/random/beta_distribution.hpp new file mode 100644 index 0000000..dabb72b --- /dev/null +++ b/include/boost/random/beta_distribution.hpp @@ -0,0 +1,184 @@ +/* boost random/beta_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_BETA_DISTRIBUTION_HPP +#define BOOST_RANDOM_BETA_DISTRIBUTION_HPP + +#include +#include +#include +#include +#include + +namespace boost { +namespace random { + +/** + * The beta distribution is a real-valued distribution which produces + * values in the range [0, 1]. It has two parameters, alpha and beta. + * + * It has \f$\displaystyle p(x) = \frac{x^{\alpha-1}(1-x)^{\beta-1}}{B(\alpha, \beta)}\f$. + */ +template +class beta_distribution { +public: + typedef RealType result_type; + typedef RealType input_type; + + class param_type { + public: + typedef beta_distribution distribution_type; + + /** + * Constructs a @c param_type from the "alpha" and "beta" parameters + * of the distribution. + * + * Requires: alpha > 0, beta > 0 + */ + explicit param_type(RealType alpha_arg = RealType(1.0), + RealType beta_arg = RealType(1.0)) + : _alpha(alpha_arg), _beta(beta_arg) + { + assert(alpha_arg > 0); + assert(beta_arg > 0); + } + + /** Returns the "alpha" parameter of the distribtuion. */ + RealType alpha() const { return _alpha; } + /** 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._alpha << ' ' << 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._alpha >> 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._alpha == rhs._alpha && lhs._beta == rhs._beta; } + + /** Returns true if the two sets of parameters are the different. */ + BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) + + private: + RealType _alpha; + RealType _beta; + }; + + /** + * Constructs an @c beta_distribution from its "alpha" and "beta" parameters. + * + * Requires: alpha > 0, beta > 0 + */ + explicit beta_distribution(RealType alpha_arg = RealType(1.0), + RealType beta_arg = RealType(1.0)) + : _alpha(alpha_arg), _beta(beta_arg) + { + assert(alpha_arg > 0); + assert(beta_arg > 0); + } + /** Constructs an @c beta_distribution from its parameters. */ + explicit beta_distribution(const param_type& parm) + : _alpha(parm.alpha()), _beta(parm.beta()) + {} + + /** + * Returns a random variate distributed according to the + * beta distribution. + */ + template + RealType operator()(URNG& urng) const + { + RealType a = gamma_distribution(_alpha, RealType(1.0))(urng); + RealType b = gamma_distribution(_beta, RealType(1.0))(urng); + return a / (a + b); + } + + /** + * Returns a random variate distributed accordint to the beta + * distribution with parameters specified by @c param. + */ + template + RealType operator()(URNG& urng, const param_type& parm) const + { + return beta_distribution(parm)(urng); + } + + /** Returns the "alpha" parameter of the distribution. */ + RealType alpha() const { return _alpha; } + /** 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(0.0); } + /** Returns the largest value that the distribution can produce. */ + RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const + { return RealType(1.0); } + + /** Returns the parameters of the distribution. */ + param_type param() const { return param_type(_alpha, _beta); } + /** Sets the parameters of the distribution. */ + void param(const param_type& parm) + { + _alpha = parm.alpha(); + _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 beta_distribution to a @c std::ostream. */ + BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, beta_distribution, wd) + { + os << wd.param(); + return os; + } + + /** Reads an @c beta_distribution from a @c std::istream. */ + BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, beta_distribution, wd) + { + param_type parm; + if(is >> parm) { + wd.param(parm); + } + return is; + } + + /** + * Returns true if the two instances of @c beta_distribution will + * return identical sequences of values given equal generators. + */ + BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(beta_distribution, lhs, rhs) + { return lhs._alpha == rhs._alpha && lhs._beta == rhs._beta; } + + /** + * Returns true if the two instances of @c beta_distribution will + * return different sequences of values given equal generators. + */ + BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(beta_distribution) + +private: + RealType _alpha; + RealType _beta; +}; + +} // namespace random +} // namespace boost + +#endif // BOOST_RANDOM_BETA_DISTRIBUTION_HPP diff --git a/test/Jamfile.v2 b/test/Jamfile.v2 index 0678ec5..0b35df5 100644 --- a/test/Jamfile.v2 +++ b/test/Jamfile.v2 @@ -115,6 +115,8 @@ run test_old_uniform_real.cpp ; run test_old_uniform_real_distribution.cpp /boost//unit_test_framework ; 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 nondet_random_speed.cpp ; # run random_device.cpp ; diff --git a/test/test_beta.cpp b/test/test_beta.cpp new file mode 100644 index 0000000..7b47bee --- /dev/null +++ b/test/test_beta.cpp @@ -0,0 +1,28 @@ +/* test_beta.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::beta_distribution<> +#define BOOST_RANDOM_DISTRIBUTION_NAME beta +#define BOOST_MATH_DISTRIBUTION boost::math::beta_distribution<> +#define BOOST_RANDOM_ARG1_TYPE double +#define BOOST_RANDOM_ARG1_NAME alpha +#define BOOST_RANDOM_ARG1_DEFAULT 1000.0 +#define BOOST_RANDOM_ARG1_DISTRIBUTION(n) boost::uniform_real<>(0.00001, 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_beta_distribution.cpp b/test/test_beta_distribution.cpp new file mode 100644 index 0000000..4d66b01 --- /dev/null +++ b/test/test_beta_distribution.cpp @@ -0,0 +1,38 @@ +/* test_beta_distribution.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 + +#define BOOST_RANDOM_DISTRIBUTION boost::random::beta_distribution<> +#define BOOST_RANDOM_ARG1 alpha +#define BOOST_RANDOM_ARG2 beta +#define BOOST_RANDOM_ARG1_DEFAULT 1.0 +#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 0 +#define BOOST_RANDOM_DIST0_MAX 1 +#define BOOST_RANDOM_DIST1_MIN 0 +#define BOOST_RANDOM_DIST1_MAX 1 +#define BOOST_RANDOM_DIST2_MIN 0 +#define BOOST_RANDOM_DIST2_MAX 1 + +#define BOOST_RANDOM_TEST1_PARAMS +#define BOOST_RANDOM_TEST1_MIN 0.0 +#define BOOST_RANDOM_TEST1_MAX 1.0 + +#define BOOST_RANDOM_TEST2_PARAMS (1.0, 1000000.0) +#define BOOST_RANDOM_TEST2_MIN 0.0 +#define BOOST_RANDOM_TEST2_MAX 1.0 + +#include "test_distribution.ipp"