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Diffstat (limited to 'src/third_party/boost-1.56.0/boost/random/student_t_distribution.hpp')
| -rw-r--r-- | src/third_party/boost-1.56.0/boost/random/student_t_distribution.hpp | 180 |
1 files changed, 0 insertions, 180 deletions
diff --git a/src/third_party/boost-1.56.0/boost/random/student_t_distribution.hpp b/src/third_party/boost-1.56.0/boost/random/student_t_distribution.hpp deleted file mode 100644 index e28b0e3bfb3..00000000000 --- a/src/third_party/boost-1.56.0/boost/random/student_t_distribution.hpp +++ /dev/null @@ -1,180 +0,0 @@ -/* boost random/student_t_distribution.hpp header file - * - * 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) - * - * See http://www.boost.org for most recent version including documentation. - * - * $Id$ - */ - -#ifndef BOOST_RANDOM_STUDENT_T_DISTRIBUTION_HPP -#define BOOST_RANDOM_STUDENT_T_DISTRIBUTION_HPP - -#include <boost/config/no_tr1/cmath.hpp> -#include <iosfwd> -#include <boost/config.hpp> -#include <boost/limits.hpp> -#include <boost/random/detail/operators.hpp> -#include <boost/random/chi_squared_distribution.hpp> -#include <boost/random/normal_distribution.hpp> - -namespace boost { -namespace random { - -/** - * The Student t distribution is a real valued distribution with one - * parameter n, the number of degrees of freedom. - * - * It has \f$\displaystyle p(x) = - * \frac{1}{\sqrt{n\pi}} - * \frac{\Gamma((n+1)/2)}{\Gamma(n/2)} - * \left(1+\frac{x^2}{n}\right)^{-(n+1)/2} - * \f$. - */ -template<class RealType = double> -class student_t_distribution { -public: - typedef RealType result_type; - typedef RealType input_type; - - class param_type { - public: - typedef student_t_distribution distribution_type; - - /** - * Constructs a @c param_type with "n" degrees of freedom. - * - * Requires: n > 0 - */ - explicit param_type(RealType n_arg = RealType(1.0)) - : _n(n_arg) - {} - - /** Returns the number of degrees of freedom of the distribution. */ - RealType n() const { return _n; } - - /** Writes a @c param_type to a @c std::ostream. */ - BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) - { os << parm._n; return os; } - - /** Reads a @c param_type from a @c std::istream. */ - BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) - { is >> parm._n; return is; } - - /** Returns true if the two sets of parameters are the same. */ - BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) - { return lhs._n == rhs._n; } - - /** Returns true if the two sets of parameters are the different. */ - BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) - - private: - RealType _n; - }; - - /** - * Constructs an @c student_t_distribution with "n" degrees of freedom. - * - * Requires: n > 0 - */ - explicit student_t_distribution(RealType n_arg = RealType(1.0)) - : _normal(), _chi_squared(n_arg) - {} - /** Constructs an @c student_t_distribution from its parameters. */ - explicit student_t_distribution(const param_type& parm) - : _normal(), _chi_squared(parm.n()) - {} - - /** - * Returns a random variate distributed according to the - * Student t distribution. - */ - template<class URNG> - RealType operator()(URNG& urng) - { - using std::sqrt; - return _normal(urng) / sqrt(_chi_squared(urng) / n()); - } - - /** - * Returns a random variate distributed accordint to the Student - * t distribution with parameters specified by @c param. - */ - template<class URNG> - RealType operator()(URNG& urng, const param_type& parm) const - { - return student_t_distribution(parm)(urng); - } - - /** Returns the number of degrees of freedom. */ - RealType n() const { return _chi_squared.n(); } - - /** 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(); } - - /** Returns the parameters of the distribution. */ - param_type param() const { return param_type(n()); } - /** Sets the parameters of the distribution. */ - void param(const param_type& parm) - { - typedef chi_squared_distribution<RealType> chi_squared_type; - typename chi_squared_type::param_type chi_squared_param(parm.n()); - _chi_squared.param(chi_squared_param); - } - - /** - * Effects: Subsequent uses of the distribution do not depend - * on values produced by any engine prior to invoking reset. - */ - void reset() - { - _normal.reset(); - _chi_squared.reset(); - } - - /** Writes a @c student_t_distribution to a @c std::ostream. */ - BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, student_t_distribution, td) - { - os << td.param(); - return os; - } - - /** Reads a @c student_t_distribution from a @c std::istream. */ - BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, student_t_distribution, td) - { - param_type parm; - if(is >> parm) { - td.param(parm); - } - return is; - } - - /** - * Returns true if the two instances of @c student_t_distribution will - * return identical sequences of values given equal generators. - */ - BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(student_t_distribution, lhs, rhs) - { return lhs._normal == rhs._normal && lhs._chi_squared == rhs._chi_squared; } - - /** - * Returns true if the two instances of @c student_t_distribution will - * return different sequences of values given equal generators. - */ - BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(student_t_distribution) - -private: - normal_distribution<RealType> _normal; - chi_squared_distribution<RealType> _chi_squared; -}; - -} // namespace random -} // namespace boost - -#endif // BOOST_RANDOM_STUDENT_T_DISTRIBUTION_HPP |