Added boost header

test/external/boost/random/fisher_f_distribution.hpp

@@ -0,0 +1,183 @@
+/* boost random/fisher_f_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: fisher_f_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_FISHER_F_DISTRIBUTION_HPP
+#define BOOST_RANDOM_FISHER_F_DISTRIBUTION_HPP
+
+#include <iosfwd>
+#include <istream>
+#include <boost/config.hpp>
+#include <boost/limits.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/chi_squared_distribution.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * The Fisher F distribution is a real valued distribution with two
+ * parameters m and n.
+ *
+ * It has \f$\displaystyle p(x) =
+ *   \frac{\Gamma((m+n)/2)}{\Gamma(m/2)\Gamma(n/2)}
+ *   \left(\frac{m}{n}\right)^{m/2}
+ *   x^{(m/2)-1} \left(1+\frac{mx}{n}\right)^{-(m+n)/2}
+ * \f$.
+ */
+template<class RealType = double>
+class fisher_f_distribution {
+public:
+    typedef RealType result_type;
+    typedef RealType input_type;
+
+    class param_type {
+    public:
+        typedef fisher_f_distribution distribution_type;
+
+        /**
+         * Constructs a @c param_type from the "m" and "n" parameters
+         * of the distribution.
+         *
+         * Requires: m > 0 and n > 0
+         */
+        explicit param_type(RealType m_arg = RealType(1.0),
+                            RealType n_arg = RealType(1.0))
+          : _m(m_arg), _n(n_arg)
+        {}
+
+        /** Returns the "m" parameter of the distribtuion. */
+        RealType m() const { return _m; }
+        /** Returns the "n" parameter 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._m << ' ' << 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._m >> std::ws >> 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._m == rhs._m && lhs._n == rhs._n; }
+        
+        /** Returns true if the two sets of parameters are the different. */
+        BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+    private:
+        RealType _m;
+        RealType _n;
+    };
+
+    /**
+     * Constructs a @c fisher_f_distribution from its "m" and "n" parameters.
+     *
+     * Requires: m > 0 and n > 0
+     */
+    explicit fisher_f_distribution(RealType m_arg = RealType(1.0),
+                                   RealType n_arg = RealType(1.0))
+      : _impl_m(m_arg), _impl_n(n_arg)
+    {}
+    /** Constructs an @c fisher_f_distribution from its parameters. */
+    explicit fisher_f_distribution(const param_type& parm)
+      : _impl_m(parm.m()), _impl_n(parm.n())
+    {}
+
+    /**
+     * Returns a random variate distributed according to the
+     * F distribution.
+     */
+    template<class URNG>
+    RealType operator()(URNG& urng)
+    {
+        return (_impl_m(urng) * n()) / (_impl_n(urng) * m());
+    }
+
+    /**
+     * Returns a random variate distributed according to the
+     * F distribution with parameters specified by @c param.
+     */
+    template<class URNG>
+    RealType operator()(URNG& urng, const param_type& parm) const
+    {
+        return fisher_f_distribution(parm)(urng);
+    }
+
+    /** Returns the "m" parameter of the distribution. */
+    RealType m() const { return _impl_m.n(); }
+    /** Returns the "n" parameter of the distribution. */
+    RealType n() const { return _impl_n.n(); }
+
+    /** Returns the smallest value that the distribution can produce. */
+    RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
+    /** 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(m(), n()); }
+    /** Sets the parameters of the distribution. */
+    void param(const param_type& parm)
+    {
+        typedef chi_squared_distribution<RealType> impl_type;
+        typename impl_type::param_type m_param(parm.m());
+        _impl_m.param(m_param);
+        typename impl_type::param_type n_param(parm.n());
+        _impl_n.param(n_param);
+    }
+
+    /**
+     * Effects: Subsequent uses of the distribution do not depend
+     * on values produced by any engine prior to invoking reset.
+     */
+    void reset() { }
+
+    /** Writes an @c fisher_f_distribution to a @c std::ostream. */
+    BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, fisher_f_distribution, fd)
+    {
+        os << fd.param();
+        return os;
+    }
+
+    /** Reads an @c fisher_f_distribution from a @c std::istream. */
+    BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, fisher_f_distribution, fd)
+    {
+        param_type parm;
+        if(is >> parm) {
+            fd.param(parm);
+        }
+        return is;
+    }
+
+    /**
+     * Returns true if the two instances of @c fisher_f_distribution will
+     * return identical sequences of values given equal generators.
+     */
+    BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(fisher_f_distribution, lhs, rhs)
+    { return lhs._impl_m == rhs._impl_m && lhs._impl_n == rhs._impl_n; }
+    
+    /**
+     * Returns true if the two instances of @c fisher_f_distribution will
+     * return different sequences of values given equal generators.
+     */
+    BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(fisher_f_distribution)
+
+private:
+    chi_squared_distribution<RealType> _impl_m;
+    chi_squared_distribution<RealType> _impl_n;
+};
+
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP