libcxx/include/__random/student_t_distribution.h

//===----------------------------------------------------------------------===//
//
// 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/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> 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)
{
    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>
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>
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