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+/* boost random/negative_binomial_distribution.hpp header file
+ *
+ * Copyright Steven Watanabe 2010
+ * 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_NEGATIVE_BINOMIAL_DISTRIBUTION_HPP_INCLUDED
+#define BOOST_RANDOM_NEGATIVE_BINOMIAL_DISTRIBUTION_HPP_INCLUDED
+
+#include <iosfwd>
+
+#include <boost/limits.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/gamma_distribution.hpp>
+#include <boost/random/poisson_distribution.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * The negative binomial distribution is an integer valued
+ * distribution with two parameters, @c k and @c p. The
+ * distribution produces non-negative values.
+ *
+ * The distribution function is
+ * \f$\displaystyle P(i) = {k+i-1\choose i}p^k(1-p)^i\f$.
+ *
+ * This implementation uses a gamma-poisson mixture.
+ */
+template<class IntType = int, class RealType = double>
+class negative_binomial_distribution {
+public:
+ typedef IntType result_type;
+ typedef RealType input_type;
+
+ class param_type {
+ public:
+ typedef negative_binomial_distribution distribution_type;
+ /**
+ * Construct a param_type object. @c k and @c p
+ * are the parameters of the distribution.
+ *
+ * Requires: k >=0 && 0 <= p <= 1
+ */
+ explicit param_type(IntType k_arg = 1, RealType p_arg = RealType (0.5))
+ : _k(k_arg), _p(p_arg)
+ {}
+ /** Returns the @c k parameter of the distribution. */
+ IntType k() const { return _k; }
+ /** Returns the @c p parameter of the distribution. */
+ RealType p() const { return _p; }
+#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 param_type& parm)
+ {
+ os << parm._p << " " << parm._k;
+ 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, param_type& parm)
+ {
+ is >> parm._p >> std::ws >> parm._k;
+ return is;
+ }
+#endif
+ /** Returns true if the parameters have the same values. */
+ friend bool operator==(const param_type& lhs, const param_type& rhs)
+ {
+ return lhs._k == rhs._k && lhs._p == rhs._p;
+ }
+ /** Returns true if the parameters have different values. */
+ friend bool operator!=(const param_type& lhs, const param_type& rhs)
+ {
+ return !(lhs == rhs);
+ }
+ private:
+ IntType _k;
+ RealType _p;
+ };
+
+ /**
+ * Construct a @c negative_binomial_distribution object. @c k and @c p
+ * are the parameters of the distribution.
+ *
+ * Requires: k >=0 && 0 <= p <= 1
+ */
+ explicit negative_binomial_distribution(IntType k_arg = 1,
+ RealType p_arg = RealType(0.5))
+ : _k(k_arg), _p(p_arg)
+ {}
+
+ /**
+ * Construct an @c negative_binomial_distribution object from the
+ * parameters.
+ */
+ explicit negative_binomial_distribution(const param_type& parm)
+ : _k(parm.k()), _p(parm.p())
+ {}
+
+ /**
+ * Returns a random variate distributed according to the
+ * negative binomial distribution.
+ */
+ template<class URNG>
+ IntType operator()(URNG& urng) const
+ {
+ gamma_distribution<RealType> gamma(_k, (1-_p)/_p);
+ poisson_distribution<IntType, RealType> poisson(gamma(urng));
+ return poisson(urng);
+ }
+
+ /**
+ * Returns a random variate distributed according to the negative
+ * binomial distribution with parameters specified by @c param.
+ */
+ template<class URNG>
+ IntType operator()(URNG& urng, const param_type& parm) const
+ {
+ return negative_binomial_distribution(parm)(urng);
+ }
+
+ /** Returns the @c k parameter of the distribution. */
+ IntType k() const { return _k; }
+ /** Returns the @c p parameter of the distribution. */
+ RealType p() const { return _p; }
+
+ /** Returns the smallest value that the distribution can produce. */
+ IntType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; }
+ /** Returns the largest value that the distribution can produce. */
+ IntType max BOOST_PREVENT_MACRO_SUBSTITUTION() const
+ { return (std::numeric_limits<IntType>::max)(); }
+
+ /** Returns the parameters of the distribution. */
+ param_type param() const { return param_type(_k, _p); }
+ /** Sets parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ _k = parm.k();
+ _p = parm.p();
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { }
+
+#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 negative_binomial_distribution& bd)
+ {
+ os << bd.param();
+ 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,
+ negative_binomial_distribution& bd)
+ {
+ bd.read(is);
+ return is;
+ }
+#endif
+
+ /** Returns true if the two distributions will produce the same
+ sequence of values, given equal generators. */
+ friend bool operator==(const negative_binomial_distribution& lhs,
+ const negative_binomial_distribution& rhs)
+ {
+ return lhs._k == rhs._k && lhs._p == rhs._p;
+ }
+ /** Returns true if the two distributions could produce different
+ sequences of values, given equal generators. */
+ friend bool operator!=(const negative_binomial_distribution& lhs,
+ const negative_binomial_distribution& rhs)
+ {
+ return !(lhs == rhs);
+ }
+
+private:
+
+ /// @cond \show_private
+
+ template<class CharT, class Traits>
+ void read(std::basic_istream<CharT, Traits>& is) {
+ param_type parm;
+ if(is >> parm) {
+ param(parm);
+ }
+ }
+
+ // parameters
+ IntType _k;
+ RealType _p;
+
+ /// @endcond
+};
+
+}
+
+}
+
+#endif