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boost::random::extreme_value_distribution< RealType > Class Template Reference

The extreme value distribution is a real valued distribution with two parameters a and b. More...

#include <extreme_value_distribution.hpp>

Classes

class  param_type
 

Public Types

typedef RealType result_type
 
typedef RealType input_type
 

Public Member Functions

 extreme_value_distribution (RealType a_arg=1.0, RealType b_arg=1.0)
 Constructs an extreme_value_distribution from its "a" and "b" parameters. More...
 
 extreme_value_distribution (const param_type &parm)
 Constructs an extreme_value_distribution from its parameters. More...
 
template<class URNG >
RealType operator() (URNG &urng) const
 Returns a random variate distributed according to the extreme_value_distribution. More...
 
template<class URNG >
RealType operator() (URNG &urng, const param_type &parm) const
 Returns a random variate distributed accordint to the extreme value distribution with parameters specified by param. More...
 
RealType a () const
 Returns the "a" parameter of the distribution. More...
 
RealType b () const
 Returns the "b" parameter of the distribution. More...
 
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
 Returns the smallest value that the distribution can produce. More...
 
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
 Returns the largest value that the distribution can produce. More...
 
param_type param () const
 Returns the parameters of the distribution. More...
 
void param (const param_type &parm)
 Sets the parameters of the distribution. More...
 
void reset ()
 Effects: Subsequent uses of the distribution do not depend on values produced by any engine prior to invoking reset. More...
 
 BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR (os, extreme_value_distribution, wd)
 Writes an extreme_value_distribution to a std::ostream. More...
 
 BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR (is, extreme_value_distribution, wd)
 Reads an extreme_value_distribution from a std::istream. More...
 
 BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR (extreme_value_distribution, lhs, rhs)
 Returns true if the two instances of extreme_value_distribution will return identical sequences of values given equal generators. More...
 

Detailed Description

template<class RealType = double>
class boost::random::extreme_value_distribution< RealType >

The extreme value distribution is a real valued distribution with two parameters a and b.

It has $\displaystyle p(x) = \frac{1}{b}e^{\frac{a-x}{b} - e^\frac{a-x}{b}}$.

Member Typedef Documentation

template<class RealType = double>
typedef RealType boost::random::extreme_value_distribution< RealType >::input_type
template<class RealType = double>
typedef RealType boost::random::extreme_value_distribution< RealType >::result_type

Constructor & Destructor Documentation

template<class RealType = double>
boost::random::extreme_value_distribution< RealType >::extreme_value_distribution ( RealType  a_arg = 1.0,
RealType  b_arg = 1.0 
)
inlineexplicit

Constructs an extreme_value_distribution from its "a" and "b" parameters.

Requires: b > 0

Referenced by boost::random::extreme_value_distribution< RealType >::operator()().

template<class RealType = double>
boost::random::extreme_value_distribution< RealType >::extreme_value_distribution ( const param_type &  parm)
inlineexplicit

Constructs an extreme_value_distribution from its parameters.

Member Function Documentation

template<class RealType = double>
RealType boost::random::extreme_value_distribution< RealType >::a ( ) const
inline

Returns the "a" parameter of the distribution.

template<class RealType = double>
RealType boost::random::extreme_value_distribution< RealType >::b ( ) const
inline

Returns the "b" parameter of the distribution.

template<class RealType = double>
RealType min boost::random::extreme_value_distribution< RealType >::BOOST_PREVENT_MACRO_SUBSTITUTION ( ) const
inline

Returns the smallest value that the distribution can produce.

template<class RealType = double>
RealType max boost::random::extreme_value_distribution< RealType >::BOOST_PREVENT_MACRO_SUBSTITUTION ( ) const
inline

Returns the largest value that the distribution can produce.

template<class RealType = double>
boost::random::extreme_value_distribution< RealType >::BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR ( extreme_value_distribution< RealType >  ,
lhs  ,
rhs   
)
inline

Returns true if the two instances of extreme_value_distribution will return identical sequences of values given equal generators.

template<class RealType = double>
boost::random::extreme_value_distribution< RealType >::BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR ( is  ,
extreme_value_distribution< RealType >  ,
wd   
)
inline

Reads an extreme_value_distribution from a std::istream.

template<class RealType = double>
boost::random::extreme_value_distribution< RealType >::BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR ( os  ,
extreme_value_distribution< RealType >  ,
wd   
)
inline

Writes an extreme_value_distribution to a std::ostream.

template<class RealType = double>
template<class URNG >
RealType boost::random::extreme_value_distribution< RealType >::operator() ( URNG &  urng) const
inline

Returns a random variate distributed according to the extreme_value_distribution.

References boost::math::ef::log().

template<class RealType = double>
template<class URNG >
RealType boost::random::extreme_value_distribution< RealType >::operator() ( URNG &  urng,
const param_type &  parm 
) const
inline

Returns a random variate distributed accordint to the extreme value distribution with parameters specified by param.

References boost::random::extreme_value_distribution< RealType >::extreme_value_distribution().

template<class RealType = double>
param_type boost::random::extreme_value_distribution< RealType >::param ( ) const
inline

Returns the parameters of the distribution.

References boost::random::extreme_value_distribution< RealType >::param_type::param_type().

template<class RealType = double>
void boost::random::extreme_value_distribution< RealType >::param ( const param_type &  parm)
inline

Sets the parameters of the distribution.

References boost::random::extreme_value_distribution< RealType >::param_type::a(), and boost::random::extreme_value_distribution< RealType >::param_type::b().

template<class RealType = double>
void boost::random::extreme_value_distribution< RealType >::reset ( void  )
inline

Effects: Subsequent uses of the distribution do not depend on values produced by any engine prior to invoking reset.

The documentation for this class was generated from the following file: