boost/random/cauchy_distribution.hpp
/* boost random/cauchy_distribution.hpp header file
*
* Copyright Jens Maurer 2000-2001
* 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: cauchy_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
*
* Revision history
* 2001-02-18 moved to individual header files
*/
#ifndef BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
#define BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
#include <boost/config/no_tr1/cmath.hpp>
#include <iostream>
#include <boost/limits.hpp>
#include <boost/static_assert.hpp>
#include <boost/random/detail/config.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
// Cauchy distribution:
/**
* The cauchy distribution is a continuous distribution with two
* parameters, sigma and median.
*
* It has \f$p(x) = \frac{\sigma}{\pi(\sigma^2 + (x-m)^2)}\f$
*/
template<class RealType = double>
class cauchy_distribution
{
public:
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
/**
* Constructs a \cauchy_distribution with the paramters @c median
* and @c sigma.
*/
explicit cauchy_distribution(result_type median_arg = result_type(0),
result_type sigma_arg = result_type(1))
: _median(median_arg), _sigma(sigma_arg) { }
// compiler-generated copy ctor and assignment operator are fine
/**
* 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() { }
/**
* 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)));
}
#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;
}
/**
* 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
private:
result_type _median, _sigma;
};
} // namespace boost
#endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP