aboutsummaryrefslogtreecommitdiffstats
path: root/contrib/libs/cxxsupp/libcxx/include/__random/student_t_distribution.h
blob: 2d2be23657ae0b2523c719299b026bece8ae3a9e (plain) (blame)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
//===----------------------------------------------------------------------===//
//
// Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions.
// See https://llvm.org/LICENSE.txt for license information.
// SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception
//
//===----------------------------------------------------------------------===//

#ifndef _LIBCPP___RANDOM_STUDENT_T_DISTRIBUTION_H
#define _LIBCPP___RANDOM_STUDENT_T_DISTRIBUTION_H

#include <__config>
#include <__random/gamma_distribution.h>
#include <__random/is_valid.h>
#include <__random/normal_distribution.h>
#include <cmath>
#include <iosfwd>
#include <limits>

#if !defined(_LIBCPP_HAS_NO_PRAGMA_SYSTEM_HEADER)
#  pragma GCC system_header
#endif

_LIBCPP_PUSH_MACROS
#include <__undef_macros>

_LIBCPP_BEGIN_NAMESPACE_STD

template<class _RealType = double>
class _LIBCPP_TEMPLATE_VIS student_t_distribution
{
public:
    // types
    typedef _RealType result_type;

    class _LIBCPP_TEMPLATE_VIS param_type
    {
        result_type __n_;
    public:
        typedef student_t_distribution distribution_type;

        _LIBCPP_INLINE_VISIBILITY
        explicit param_type(result_type __n = 1) : __n_(__n) {}

        _LIBCPP_INLINE_VISIBILITY
        result_type n() const {return __n_;}

        friend _LIBCPP_INLINE_VISIBILITY
            bool operator==(const param_type& __x, const param_type& __y)
            {return __x.__n_ == __y.__n_;}
        friend _LIBCPP_INLINE_VISIBILITY
            bool operator!=(const param_type& __x, const param_type& __y)
            {return !(__x == __y);}
    };

private:
    param_type __p_;
    normal_distribution<result_type> __nd_;

public:
    // constructor and reset functions
#ifndef _LIBCPP_CXX03_LANG
    _LIBCPP_INLINE_VISIBILITY
    student_t_distribution() : student_t_distribution(1) {}
    _LIBCPP_INLINE_VISIBILITY
    explicit student_t_distribution(result_type __n)
        : __p_(param_type(__n)) {}
#else
    _LIBCPP_INLINE_VISIBILITY
    explicit student_t_distribution(result_type __n = 1)
        : __p_(param_type(__n)) {}
#endif
    _LIBCPP_INLINE_VISIBILITY
    explicit student_t_distribution(const param_type& __p)
        : __p_(__p) {}
    _LIBCPP_INLINE_VISIBILITY
    void reset() {__nd_.reset();}

    // generating functions
    template<class _URNG>
        _LIBCPP_INLINE_VISIBILITY
        result_type operator()(_URNG& __g)
        {return (*this)(__g, __p_);}
    template<class _URNG>
    _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g, const param_type& __p);

    // property functions
    _LIBCPP_INLINE_VISIBILITY
    result_type n() const {return __p_.n();}

    _LIBCPP_INLINE_VISIBILITY
    param_type param() const {return __p_;}
    _LIBCPP_INLINE_VISIBILITY
    void param(const param_type& __p) {__p_ = __p;}

    _LIBCPP_INLINE_VISIBILITY
    result_type min() const {return -numeric_limits<result_type>::infinity();}
    _LIBCPP_INLINE_VISIBILITY
    result_type max() const {return numeric_limits<result_type>::infinity();}

    friend _LIBCPP_INLINE_VISIBILITY
        bool operator==(const student_t_distribution& __x,
                        const student_t_distribution& __y)
        {return __x.__p_ == __y.__p_;}
    friend _LIBCPP_INLINE_VISIBILITY
        bool operator!=(const student_t_distribution& __x,
                        const student_t_distribution& __y)
        {return !(__x == __y);}
};

template <class _RealType>
template<class _URNG>
_RealType
student_t_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p)
{
    static_assert(__libcpp_random_is_valid_urng<_URNG>::value, "");
    gamma_distribution<result_type> __gd(__p.n() * .5, 2);
    return __nd_(__g) * _VSTD::sqrt(__p.n()/__gd(__g));
}

template <class _CharT, class _Traits, class _RT>
_LIBCPP_HIDE_FROM_ABI basic_ostream<_CharT, _Traits>&
operator<<(basic_ostream<_CharT, _Traits>& __os,
           const student_t_distribution<_RT>& __x)
{
    __save_flags<_CharT, _Traits> __lx(__os);
    typedef basic_ostream<_CharT, _Traits> _OStream;
    __os.flags(_OStream::dec | _OStream::left | _OStream::fixed |
               _OStream::scientific);
    __os << __x.n();
    return __os;
}

template <class _CharT, class _Traits, class _RT>
_LIBCPP_HIDE_FROM_ABI basic_istream<_CharT, _Traits>&
operator>>(basic_istream<_CharT, _Traits>& __is,
           student_t_distribution<_RT>& __x)
{
    typedef student_t_distribution<_RT> _Eng;
    typedef typename _Eng::result_type result_type;
    typedef typename _Eng::param_type param_type;
    __save_flags<_CharT, _Traits> __lx(__is);
    typedef basic_istream<_CharT, _Traits> _Istream;
    __is.flags(_Istream::dec | _Istream::skipws);
    result_type __n;
    __is >> __n;
    if (!__is.fail())
        __x.param(param_type(__n));
    return __is;
}

_LIBCPP_END_NAMESPACE_STD

_LIBCPP_POP_MACROS

#endif // _LIBCPP___RANDOM_STUDENT_T_DISTRIBUTION_H