ExponentialDistribution.hpp
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/**
* \file ExponentialDistribution.hpp
* \brief Header for ExponentialDistribution
*
* Sample from an exponential distribution.
*
* Copyright (c) Charles Karney (2006-2011) <charles@karney.com> and licensed
* under the MIT/X11 License. For more information, see
* http://randomlib.sourceforge.net/
**********************************************************************/
#if !defined(RANDOMLIB_EXPONENTIALDISTRIBUTION_HPP)
#define RANDOMLIB_EXPONENTIALDISTRIBUTION_HPP 1
#include <cmath>
namespace RandomLib {
/**
* \brief The exponential distribution.
*
* Sample from the distribution exp(−<i>x</i>/μ) for \e x ≥ 0.
* This uses the logarithm method, see Knuth, TAOCP, Vol 2, Sec 3.4.1.D.
* Example \code
#include <RandomLib/ExponentialDistribution.hpp>
RandomLib::Random r;
std::cout << "Seed set to " << r.SeedString() << "\n";
RandomLib::ExponentialDistribution<double> expdist;
std::cout << "Select from exponential distribution:";
for (size_t i = 0; i < 10; ++i)
std::cout << " " << expdist(r);
std::cout << "\n";
\endcode
*
* @tparam RealType the real type of the results (default double).
**********************************************************************/
template<typename RealType = double> class ExponentialDistribution {
public:
/**
* The type returned by ExponentialDistribution::operator()(Random&)
**********************************************************************/
typedef RealType result_type;
/**
* Return a sample of type RealType from the exponential distribution and
* mean μ. This uses Random::FloatU() which avoids taking log(0) and
* allows rare large values to be returned. If μ = 1, minimum returned
* value = 0 with prob 1/2<sup><i>p</i></sup>; maximum returned value =
* log(2)(\e p + \e e) with prob 1/2<sup><i>p</i> + <i>e</i></sup>. Here
* \e p is the precision of real type RealType and \e e is the exponent
* range.
*
* @tparam Random the type of RandomCanonical generator.
* @param[in,out] r the RandomCanonical generator.
* @param[in] mu the mean value of the exponential distribution (default 1).
* @return the random sample.
**********************************************************************/
template<class Random>
RealType operator()(Random& r, RealType mu = RealType(1)) const throw();
};
template<typename RealType> template<class Random> inline RealType
ExponentialDistribution<RealType>::operator()(Random& r, RealType mu) const
throw() {
return -mu * std::log(r.template FloatU<RealType>());
}
} // namespace RandomLib
#endif // RANDOMLIB_EXPONENTIALDISTRIBUTION_HPP