/* 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 #include #include #include #include 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 cauchy_distribution { public: typedef RealType input_type; typedef RealType result_type; #ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS BOOST_STATIC_ASSERT(!std::numeric_limits::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 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 friend std::basic_ostream& operator<<(std::basic_ostream& os, const cauchy_distribution& cd) { os << cd._median << " " << cd._sigma; return os; } /** * Reads the parameters of the distribution from a @c std::istream. */ template friend std::basic_istream& operator>>(std::basic_istream& 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