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/* boost random/extreme_value_distribution.hpp header file
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* Copyright Steven Watanabe 2010
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* Distributed under the Boost Software License, Version 1.0. (See
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* accompanying file LICENSE_1_0.txt or copy at
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* http://www.boost.org/LICENSE_1_0.txt)
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* See http://www.boost.org for most recent version including documentation.
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* $Id: extreme_value_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
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#ifndef BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
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#define BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
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#include <boost/config/no_tr1/cmath.hpp>
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#include <boost/config.hpp>
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#include <boost/limits.hpp>
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#include <boost/random/detail/operators.hpp>
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#include <boost/random/uniform_01.hpp>
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* The extreme value distribution is a real valued distribution with two
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* It has \f$\displaystyle p(x) = \frac{1}{b}e^{\frac{a-x}{b} - e^\frac{a-x}{b}}\f$.
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template<class RealType = double>
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class extreme_value_distribution {
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typedef RealType result_type;
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typedef RealType input_type;
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typedef extreme_value_distribution distribution_type;
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* Constructs a @c param_type from the "a" and "b" parameters
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* of the distribution.
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explicit param_type(RealType a_arg = 1.0, RealType b_arg = 1.0)
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: _a(a_arg), _b(b_arg)
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/** Returns the "a" parameter of the distribtuion. */
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RealType a() const { return _a; }
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/** Returns the "b" parameter of the distribution. */
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RealType b() const { return _b; }
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/** Writes a @c param_type to a @c std::ostream. */
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BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
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{ os << parm._a << ' ' << parm._b; return os; }
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/** Reads a @c param_type from a @c std::istream. */
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BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
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{ is >> parm._a >> std::ws >> parm._b; return is; }
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/** Returns true if the two sets of parameters are the same. */
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BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
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{ return lhs._a == rhs._a && lhs._b == rhs._b; }
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/** Returns true if the two sets of parameters are the different. */
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BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
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* Constructs an @c extreme_value_distribution from its "a" and "b" parameters.
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explicit extreme_value_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0)
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: _a(a_arg), _b(b_arg)
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/** Constructs an @c extreme_value_distribution from its parameters. */
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explicit extreme_value_distribution(const param_type& parm)
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: _a(parm.a()), _b(parm.b())
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* Returns a random variate distributed according to the
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* @c extreme_value_distribution.
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RealType operator()(URNG& urng) const
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return _a - log(-log(uniform_01<RealType>()(urng))) * _b;
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* Returns a random variate distributed accordint to the extreme
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* value distribution with parameters specified by @c param.
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RealType operator()(URNG& urng, const param_type& parm) const
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return extreme_value_distribution(parm)(urng);
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/** Returns the "a" parameter of the distribution. */
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RealType a() const { return _a; }
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/** Returns the "b" parameter of the distribution. */
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RealType b() const { return _b; }
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/** Returns the smallest value that the distribution can produce. */
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RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
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{ return -std::numeric_limits<RealType>::infinity(); }
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/** Returns the largest value that the distribution can produce. */
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RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
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{ return std::numeric_limits<RealType>::infinity(); }
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/** Returns the parameters of the distribution. */
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param_type param() const { return param_type(_a, _b); }
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/** Sets the parameters of the distribution. */
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void param(const param_type& parm)
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* Effects: Subsequent uses of the distribution do not depend
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* on values produced by any engine prior to invoking reset.
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/** Writes an @c extreme_value_distribution to a @c std::ostream. */
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BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, extreme_value_distribution, wd)
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/** Reads an @c extreme_value_distribution from a @c std::istream. */
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BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, extreme_value_distribution, wd)
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* Returns true if the two instances of @c extreme_value_distribution will
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* return identical sequences of values given equal generators.
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BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(extreme_value_distribution, lhs, rhs)
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{ return lhs._a == rhs._a && lhs._b == rhs._b; }
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* Returns true if the two instances of @c extreme_value_distribution will
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* return different sequences of values given equal generators.
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BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(extreme_value_distribution)
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} // namespace random
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#endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP