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adapt/sscrisk/cel/array.hpp 更新

random/binomial_distribution.hpp 追加
This commit is contained in:
bolero-MURAKAMI 2011-10-12 00:38:14 +09:00
parent e6cda7492c
commit 10c46d9b85
3 changed files with 511 additions and 2 deletions

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@ -2,9 +2,15 @@
#define SPROUT_ADAPT_SSCRISK_CEL_ARRAY_HPP #define SPROUT_ADAPT_SSCRISK_CEL_ARRAY_HPP
#include <cstddef> #include <cstddef>
#include <type_traits>
#include <sscrisk/cel/array.hpp> #include <sscrisk/cel/array.hpp>
#include <sprout/config.hpp> #include <sprout/config.hpp>
#include <sprout/fixed_container/traits.hpp> #include <sprout/fixed_container/traits.hpp>
#if SPROUT_USE_INDEX_ITERATOR_IMPLEMENTATION
# include <sprout/fixed_container/begin.hpp>
# include <sprout/fixed_container/end.hpp>
# include <sprout/iterator/index_iterator.hpp>
#endif
namespace sprout { namespace sprout {
// //
@ -19,6 +25,85 @@ namespace sprout {
typedef sscrisk::cel::array<T, S> type; typedef sscrisk::cel::array<T, S> type;
}; };
}; };
#if SPROUT_USE_INDEX_ITERATOR_IMPLEMENTATION
//
// fixed_container_traits
//
template<typename T, std::size_t N>
struct fixed_container_traits<sscrisk::cel::array<T, N> >
: public sprout::detail::fixed_container_traits_base<sscrisk::cel::array<T, N> >
{
public:
typedef sscrisk::cel::array<T, N> fixed_container_type;
typedef fixed_container_type internal_type;
typedef internal_type clone_type;
typedef sprout::index_iterator<fixed_container_type&> iterator;
typedef sprout::index_iterator<fixed_container_type const&> const_iterator;
public:
SPROUT_STATIC_CONSTEXPR typename sprout::detail::fixed_container_traits_base<fixed_container_type>::size_type fixed_size
= std::tuple_size<typename std::remove_const<internal_type>::type>::value
;
};
//
// fixed_container_traits
//
template<typename T, std::size_t N>
struct fixed_container_traits<sscrisk::cel::array<T, N> const>
: public sprout::detail::fixed_container_traits_base<sscrisk::cel::array<T, N> const>
{
public:
typedef sscrisk::cel::array<T, N> const fixed_container_type;
typedef typename std::remove_const<fixed_container_type>::type internal_type;
typedef internal_type clone_type;
typedef sprout::index_iterator<fixed_container_type&> iterator;
typedef sprout::index_iterator<fixed_container_type const&> const_iterator;
public:
SPROUT_STATIC_CONSTEXPR typename sprout::detail::fixed_container_traits_base<fixed_container_type>::size_type fixed_size
= std::tuple_size<typename std::remove_const<internal_type>::type>::value
;
};
//
// begin
//
template<typename T, std::size_t N>
typename sprout::fixed_container_traits<sscrisk::cel::array<T, N> >::iterator begin(sscrisk::cel::array<T, N>& range) {
return typename sprout::fixed_container_traits<sscrisk::cel::array<T, N> >::iterator(range, 0);
}
template<typename T, std::size_t N>
SPROUT_CONSTEXPR typename sprout::fixed_container_traits<sscrisk::cel::array<T, N> >::const_iterator begin(sscrisk::cel::array<T, N> const& range) {
return typename sprout::fixed_container_traits<sscrisk::cel::array<T, N> >::const_iterator(range, 0);
}
//
// cbegin
//
template<typename T, std::size_t N>
SPROUT_CONSTEXPR typename sprout::fixed_container_traits<sscrisk::cel::array<T, N> >::const_iterator cbegin(sscrisk::cel::array<T, N> const& range) {
return sprout::fixed_container_traits<sscrisk::cel::array<T, N> >::const_iterator(range, 0);
}
//
// end
//
template<typename T, std::size_t N>
typename sprout::fixed_container_traits<sscrisk::cel::array<T, N> >::iterator end(sscrisk::cel::array<T, N>& range) {
return typename sprout::fixed_container_traits<sscrisk::cel::array<T, N> >::iterator(range, range.size());
}
template<typename T, std::size_t N>
SPROUT_CONSTEXPR typename sprout::fixed_container_traits<sscrisk::cel::array<T, N> >::const_iterator end(sscrisk::cel::array<T, N> const& range) {
return typename sprout::fixed_container_traits<sscrisk::cel::array<T, N> >::const_iterator(range, range.size());
}
//
// cend
//
template<typename T, std::size_t N>
SPROUT_CONSTEXPR typename sprout::fixed_container_traits<sscrisk::cel::array<T, N> >::const_iterator cend(sscrisk::cel::array<T, N> const& range) {
return typename sprout::fixed_container_traits<sscrisk::cel::array<T, N> >::const_iterator(range, range.size());
}
#endif
} // namespace sprout } // namespace sprout
#endif // #ifndef SPROUT_ADAPT_SSCRISK_CEL_ARRAY_HPP #endif // #ifndef SPROUT_ADAPT_SSCRISK_CEL_ARRAY_HPP

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@ -9,10 +9,9 @@
#include <sprout/random/uniform_01.hpp> #include <sprout/random/uniform_01.hpp>
#include <sprout/random/uniform_real_distribution.hpp> #include <sprout/random/uniform_real_distribution.hpp>
#include <sprout/random/bernoulli_distribution.hpp> #include <sprout/random/bernoulli_distribution.hpp>
#include <sprout/random/binomial_distribution.hpp>
#include <sprout/random/variate_generator.hpp> #include <sprout/random/variate_generator.hpp>
#include <sprout/random/random_result.hpp> #include <sprout/random/random_result.hpp>
#include <sprout/random/random_iterator.hpp> #include <sprout/random/random_iterator.hpp>
#endif // #ifndef SPROUT_RANDOM_HPP #endif // #ifndef SPROUT_RANDOM_HPP

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@ -0,0 +1,425 @@
#ifndef SPROUT_RANDOM_BINOMIAL_DISTRIBUTION_HPP
#define SPROUT_RANDOM_BINOMIAL_DISTRIBUTION_HPP
#include <iosfwd>
#include <istream>
#include <sprout/config.hpp>
#include <sprout/array.hpp>
#include <sprout/random/random_result.hpp>
#include <sprout/random/uniform_01.hpp>
namespace sprout {
namespace random {
namespace detail {
template<typename RealType>
struct binomial_table {
public:
SPROUT_STATIC_CONSTEXPR sprout::array<RealType, 10> table = sprout::array<RealType, 10>{{
0.08106146679532726,
0.04134069595540929,
0.02767792568499834,
0.02079067210376509,
0.01664469118982119,
0.01387612882307075,
0.01189670994589177,
0.01041126526197209,
0.009255462182712733,
0.008330563433362871
}};
};
template<class RealType>
SPROUT_CONSTEXPR sprout::array<RealType, 10> sprout::random::detail::binomial_table<RealType>::table;
} // namespace detail
//
// binomial_distribution
//
template<typename IntType = int, typename RealType = double>
class binomial_distribution {
public:
typedef RealType input_type;
typedef IntType result_type;
private:
struct btrd_type {
public:
RealType r;
RealType nr;
RealType npq;
RealType b;
RealType a;
RealType c;
RealType alpha;
RealType v_r;
RealType u_rv_r;
};
private:
static SPROUT_CONSTEXPR IntType arg_check(IntType t_arg, RealType p_arg) {
return t_arg >= IntType(0) && RealType(0) <= p_arg && p_arg <= RealType(1)
? t_arg
: throw "assert(t_arg >= IntType(0) && RealType(0) <= p_arg && p_arg <= RealType(1))"
;
}
public:
//
// param_type
//
class param_type {
public:
typedef binomial_distribution distribution_type;
private:
IntType t_;
RealType p_;
public:
SPROUT_CONSTEXPR param_type()
: t_(1)
, p_(0.5)
{}
SPROUT_CONSTEXPR explicit param_type(IntType t_arg, RealType p_arg = RealType(0.5))
: t_(arg_check(t_arg, p_arg))
, p_(p_arg)
{}
SPROUT_CONSTEXPR IntType t() const {
return t_;
}
SPROUT_CONSTEXPR RealType p() const {
return p_;
}
template<typename Elem, typename Traits>
friend std::basic_ostream<Elem, Traits>& operator>>(
std::basic_istream<Elem, Traits>& lhs,
param_type const& rhs
)
{
return lhs >> rhs.t_ >> std::ws >> rhs.p_;
}
template<typename Elem, typename Traits>
friend std::basic_ostream<Elem, Traits>& operator<<(
std::basic_ostream<Elem, Traits>& lhs,
param_type const& rhs
)
{
return lhs << rhs.t_ << " " << rhs.p_;
}
SPROUT_CONSTEXPR friend bool operator==(param_type const& lhs, param_type const& rhs) {
return lhs.t_ == rhs.t_ && lhs.p_ == rhs.p_;
}
SPROUT_CONSTEXPR friend bool operator!=(param_type const& lhs, param_type const& rhs) {
return !(lhs == rhs);
}
};
private:
static SPROUT_CONSTEXPR IntType init_t(IntType t) {
return t;
}
static SPROUT_CONSTEXPR RealType init_p(RealType p) {
return RealType(0.5) < p ? 1 - p : p;
}
static SPROUT_CONSTEXPR IntType init_m(IntType t, RealType p) {
return static_cast<IntType>((init_t(t) + 1) * init_p(p));
}
static SPROUT_CONSTEXPR btrd_type init_btrd_6(IntType t, RealType p, RealType r, RealType nr, RealType npq, RealType b, RealType a, RealType c, RealType alpha, RealType v_r) {
return btrd_type {
r,
nr,
npq,
b,
a,
c,
alpha,
v_r,
RealType(0.86) * v_r
};
}
static SPROUT_CONSTEXPR btrd_type init_btrd_5(IntType t, RealType p, RealType r, RealType nr, RealType npq, RealType sqrt_npq, RealType b) {
return init_btrd_6(t, p, r, nr, npq, b, RealType(-0.0873) + RealType(0.0248) * b + RealType(0.01) * p, t * p + RealType(0.5), (RealType(2.83) + RealType(5.1) / b) * sqrt_npq, RealType(0.92) - RealType(4.2) / b);
}
static SPROUT_CONSTEXPR btrd_type init_btrd_4(IntType t, RealType p, RealType r, RealType nr, RealType npq, RealType sqrt_npq) {
return init_btrd_5(t, p, r, nr, npq, sqrt_npq, RealType(1.15) + RealType(2.53) * sqrt_npq);
}
static SPROUT_CONSTEXPR btrd_type init_btrd_3(IntType t, RealType p, RealType r, RealType nr, RealType npq) {
using std::sqrt;
return init_btrd_4(t, p, r, nr, npq, sqrt(npq));
}
static SPROUT_CONSTEXPR btrd_type init_btrd_2(IntType t, RealType p, RealType r) {
return init_btrd_3(t, p, r, (t + 1) * r, t * p * (1 - p));
}
static SPROUT_CONSTEXPR btrd_type init_btrd_1(IntType t, RealType p) {
return init_btrd_2(t, p, p / (1 - p));
}
static SPROUT_CONSTEXPR btrd_type init_btrd(IntType t, RealType p) {
return init_btrd_1(init_t(t), init_p(p));
}
static SPROUT_CONSTEXPR RealType init_q_n(IntType t, RealType p) {
using std::pow;
return pow(1 - init_p(p), static_cast<RealType>(init_t(t)));
}
static SPROUT_CONSTEXPR bool init_use_inversion(IntType t, RealType p) {
return init_m(t, p) < 11;
}
static SPROUT_CONSTEXPR RealType fc_1(RealType ikp1) {
return (RealType(1) / 12 - (RealType(1) / 360 - (RealType(1) / 1260) * (ikp1 * ikp1)) * (ikp1 * ikp1)) * ikp1;
}
static SPROUT_CONSTEXPR RealType fc(IntType k) {
return k < 10
? sprout::random::detail::binomial_table<RealType>::table[k]
: fc_1(RealType(1) / (k + 1))
;
}
private:
IntType t_;
RealType p_;
IntType m_;
btrd_type btrd_;
RealType q_n_;
private:
SPROUT_CONSTEXPR bool use_inversion() const {
return m_ < 11;
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> invert_4(Engine const& eng, RealType u, RealType q, RealType s, RealType a, RealType r, IntType x = 0) const {
return u > r
? invert_4(eng, u - r, q, s, a, ((a / (x + 1)) - s) * r, x + 1)
: sprout::random::random_result<Engine, binomial_distribution>(x, eng, *this)
;
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> invert_3(IntType t, Engine const& eng, RealType u, RealType q, RealType s) const {
return invert_4(eng, u, q, s, (t + 1) * s, q_n_);
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> invert_2(IntType t, RealType p, Engine const& eng, RealType u, RealType q) const {
return invert_3(t, eng, u, q, p / q);
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> invert_1(IntType t, RealType p, Engine const& eng, RealType u) const {
return invert_2(t, p, eng, u, 1 - p);
}
template<typename Engine, typename Random>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> invert_0(IntType t, RealType p, Random const& rnd) const {
return invert_1(t, p, rnd.engine(), rnd.result());
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> invert(IntType t, RealType p, Engine const& eng) const {
return invert_0<Engine>(t, p, sprout::random::uniform_01<RealType>()(eng));
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> invert2_0(IntType t, sprout::random::random_result<Engine, binomial_distribution> const& rnd) const {
return sprout::random::random_result<Engine, binomial_distribution>(t - rnd.result(), rnd.engine(), rnd.distribution());
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> invert2(IntType t, RealType p, Engine const& eng) const {
return invert2_0<Engine>(t, invert(t, p, eng));
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate_10(Engine const& eng, RealType v, IntType k, IntType nm, RealType h, IntType nk) const {
using std::log;
return v <= h + (t_ + 1) * log(static_cast<RealType>(nm) / nk) + (k + RealType(0.5)) * log(nk * btrd_.r / (k + 1))- fc(k)- fc(t_ - k)
? sprout::random::random_result<Engine, binomial_distribution>(k, eng, *this)
: generate(eng)
;
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate_9(Engine const& eng, RealType v, IntType k, IntType nm) const {
using std::log;
return generate_10(eng, v, k, nm, (m_ + RealType(0.5)) * log((m_ + 1) / (btrd_.r * nm)) + fc(m_) + fc(t_ - m_), t_ - k + 1);
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate_8(Engine const& eng, RealType v, IntType k, RealType rho, RealType t) const {
return v < t - rho ? sprout::random::random_result<Engine, binomial_distribution>(k, eng, *this)
: v > t + rho ? generate(eng)
: generate_9(eng, v, k, t_ - m_ + 1)
;
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate_7_3(Engine const& eng, RealType v, IntType k, RealType f) const {
return v <= f
? sprout::random::random_result<Engine, binomial_distribution>(k, eng, *this)
: generate(eng)
;
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate_7_2(Engine const& eng, RealType v, IntType k, RealType f, IntType i) const {
return i != k
? generate_7_2(eng, v * (btrd_.nr / (i + 1) - btrd_.r), k, f, i + 1)
: generate_7_3(eng, v, k, f)
;
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate_7_1(Engine const& eng, RealType v, IntType k, RealType f, IntType i) const {
return i != k
? generate_7_1(eng, v, k, f * (btrd_.nr / (i + 1) - btrd_.r), i + 1)
: generate_7_3(eng, v, k, f)
;
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate_7(Engine const& eng, RealType v, IntType k, RealType f = RealType(1)) const {
return m_ < k ? generate_7_1(eng, v, k, f * (btrd_.nr / (m_ + 1) - btrd_.r), m_ + 1)
: m_ > k ? generate_7_2(eng, v * (btrd_.nr / (k + 1) - btrd_.r), k, f, k + 1)
: generate_7_3(eng, v, k, f)
;
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate_6(Engine const& eng, RealType v, IntType k, RealType km) const {
using std::log;
return km <= 15
? generate_7(eng, v, k)
: generate_8(eng, log(v), k, (km / btrd_.npq) * (((km / RealType(3.0) + RealType(0.625)) * km + RealType(1.0) / 6) / btrd_.npq + RealType(0.5)), -km * km / (2 * btrd_.npq))
;
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate_5(Engine const& eng, RealType v, RealType u, RealType us, IntType k) const {
using std::abs;
return k < 0 || k > t_
? generate(eng)
: generate_6(eng, v * btrd_.alpha / (btrd_.a / (us * us) + btrd_.b), k, abs(k - m_))
;
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate_4(Engine const& eng, RealType v, RealType u, RealType us) const {
using std::floor;
return generate_5(eng, v, u, us, static_cast<IntType>(floor((2 * btrd_.a / us + btrd_.b) * u + btrd_.c)));
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate_3(Engine const& eng, RealType v, RealType u) const {
using std::abs;
return generate_4(eng, v, u, 0.5 - abs(u));
}
template<typename Engine, typename Random>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate_2(Random const& rnd, RealType v) const {
return v >= btrd_.v_r
? generate_3(
rnd.engine(),
v,
rnd.result() - RealType(0.5)
)
: generate_3(
rnd.engine(),
rnd.result() * btrd_.v_r,
((v / btrd_.v_r - RealType(0.93)) < 0 ? RealType(-0.5) : RealType(0.5)) - (v / btrd_.v_r - RealType(0.93))
)
;
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate_1_1(Engine const& eng, RealType u) const {
using std::floor;
using std::abs;
return sprout::random::random_result<Engine, binomial_distribution>(
static_cast<IntType>(floor((2 * btrd_.a / (RealType(0.5) - abs(u)) + btrd_.b) * u + btrd_.c)),
eng,
*this
);
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate_1(Engine const& eng, RealType v) const {
return v <= btrd_.u_rv_r
? generate_1_1(eng, v / btrd_.v_r - RealType(0.43))
: generate_2<Engine>(sprout::random::uniform_01<RealType>()(eng), v)
;
}
template<typename Engine, typename Random>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate_0(Random const& rnd) const {
return generate_1(rnd.engine(), rnd.result());
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate(Engine const& eng) const {
return generate_0<Engine>(sprout::random::uniform_01<RealType>()(eng));
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate2_0(IntType t, sprout::random::random_result<Engine, binomial_distribution> const& rnd) const {
return sprout::random::random_result<Engine, binomial_distribution>(t - rnd.result(), rnd.engine(), rnd.distribution());
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> generate2(IntType t, Engine const& eng) const {
return generate2_0<Engine>(t, generate(eng));
}
void init() {
m_ = init_m(t_, p_);
if (use_inversion()) {
q_n_ = init_q_n(t_, p_);
} else {
btrd_ = init_btrd(t_, p_);
}
}
public:
SPROUT_CONSTEXPR binomial_distribution()
: t_(1)
, p_(RealType(0.5))
, m_(init_m(1, RealType(0.5)))
, btrd_(!init_use_inversion(1, RealType(0.5)) ? init_btrd(1, RealType(0.5)) : btrd_type())
, q_n_(init_use_inversion(1, RealType(0.5)) ? init_q_n(1, RealType(0.5)) : RealType())
{}
SPROUT_CONSTEXPR explicit binomial_distribution(IntType t_arg, RealType p_arg = RealType(0.5))
: t_(arg_check(t_arg, p_arg))
, p_(p_arg)
, m_(init_m(t_arg, p_arg))
, btrd_(!init_use_inversion(t_arg, p_arg) ? init_btrd(t_arg, p_arg) : btrd_type())
, q_n_(init_use_inversion(t_arg, p_arg) ? init_q_n(t_arg, p_arg) : RealType())
{}
SPROUT_CONSTEXPR explicit binomial_distribution(param_type const& parm)
: t_(parm.t())
, p_(parm.p())
, m_(init_m(parm.t(), parm.p()))
, btrd_(!init_use_inversion(parm.t(), parm.p()) ? init_btrd(parm.t(), parm.p()) : btrd_type())
, q_n_(init_use_inversion(parm.t(), parm.p()) ? init_q_n(parm.t(), parm.p()) : RealType())
{}
SPROUT_CONSTEXPR result_type t() const {
return t_;
}
SPROUT_CONSTEXPR result_type p() const {
return p_;
}
SPROUT_CONSTEXPR result_type min() const {
return 0;
}
SPROUT_CONSTEXPR result_type max() const {
return t_;
}
SPROUT_CONSTEXPR param_type param() const {
return param_type(t_, p_);
}
void param(param_type const& parm) {
t_ = parm.a();
p_ = parm.b();
init();
}
template<typename Engine>
SPROUT_CONSTEXPR sprout::random::random_result<Engine, binomial_distribution> operator()(Engine const& eng) const {
return use_inversion() ? RealType(0.5) < p_
? invert2(t_, 1 - p_, eng)
: invert(t_, p_, eng)
: RealType(0.5) < p_ ? generate2(t_, eng)
: generate(eng)
;
}
template<typename Elem, typename Traits>
friend std::basic_ostream<Elem, Traits>& operator>>(
std::basic_istream<Elem, Traits>& lhs,
binomial_distribution const& rhs
)
{
param_type parm;
return lhs >> parm;
param(parm);
return lhs;
}
template<typename Elem, typename Traits>
friend std::basic_ostream<Elem, Traits>& operator<<(
std::basic_ostream<Elem, Traits>& lhs,
binomial_distribution const& rhs
)
{
return lhs << param();
}
SPROUT_CONSTEXPR friend bool operator==(binomial_distribution const& lhs, binomial_distribution const& rhs) {
return lhs.param() == rhs.param();
}
SPROUT_CONSTEXPR friend bool operator!=(binomial_distribution const& lhs, binomial_distribution const& rhs) {
return !(lhs == rhs);
}
};
} // namespace random
using sprout::random::binomial_distribution;
} // namespace sprout
#endif // #ifndef SPROUT_RANDOM_BINOMIAL_DISTRIBUTION_HPP