#ifndef SPROUT_RANDOM_BINOMIAL_DISTRIBUTION_HPP #define SPROUT_RANDOM_BINOMIAL_DISTRIBUTION_HPP #include #include #include #include #include #include #include #include #include #include #include #include #include namespace sprout { namespace random { namespace detail { # define SPROUT_BINOMIAL_TABLE_DEF \ table_type{{ \ 1, \ 1, \ 2, \ 6, \ 24, \ 120 \ }} template struct binomial_table { public: typedef sprout::array table_type; public: SPROUT_STATIC_CONSTEXPR table_type table SPROUT_STATIC_CONSTEXPR_DATA_MEMBER_INNER(SPROUT_BINOMIAL_TABLE_DEF) ; }; template SPROUT_CONSTEXPR_OR_CONST typename sprout::random::detail::binomial_table::table_type sprout::random::detail::binomial_table::table SPROUT_STATIC_CONSTEXPR_DATA_MEMBER_OUTER(SPROUT_BINOMIAL_TABLE_DEF) ; # undef SPROUT_BINOMIAL_TABLE_DEF } // namespace detail // // binomial_distribution // template 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 bool arg_check_nothrow(IntType t_arg, RealType p_arg) { return t_arg >= IntType(0) && RealType(0) <= p_arg && p_arg <= RealType(1); } static SPROUT_CONSTEXPR IntType arg_check(IntType t_arg, RealType p_arg) { return arg_check_nothrow(t_arg, p_arg) ? t_arg : throw std::invalid_argument("binomial_distribution<>: invalid argument (t_arg >= 0 && 0 <= p_arg && p_arg <= 1)") ; } public: // // param_type // class param_type { public: typedef binomial_distribution distribution_type; private: static SPROUT_CONSTEXPR bool arg_check_nothrow(IntType t_arg, RealType p_arg) { return distribution_type::arg_check_nothrow(t_arg, p_arg); } private: IntType t_; RealType p_; public: SPROUT_CONSTEXPR param_type() : t_(1) , p_(0.5) {} explicit SPROUT_CONSTEXPR 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 friend std::basic_istream& operator>>( std::basic_istream& lhs, param_type& rhs ) { IntType t; RealType p; if (lhs >> t >> std::ws >> p) { if (arg_check_nothrow(t, p)) { rhs.t_ = t; rhs.p_ = p; } else { lhs.setstate(std::ios_base::failbit); } } return lhs; } template friend std::basic_ostream& operator<<( std::basic_ostream& lhs, param_type const& rhs ) { return lhs << rhs.t_ << " " << rhs.p_; } friend SPROUT_CONSTEXPR bool operator==(param_type const& lhs, param_type const& rhs) { return lhs.t_ == rhs.t_ && lhs.p_ == rhs.p_; } friend SPROUT_CONSTEXPR 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((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 sprout::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 sprout::pow; return pow(1 - init_p(p), static_cast(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::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 SPROUT_CONSTEXPR sprout::random::random_result 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(x, eng, *this) ; } template SPROUT_CONSTEXPR sprout::random::random_result 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 SPROUT_CONSTEXPR sprout::random::random_result invert_2(IntType t, RealType p, Engine const& eng, RealType u, RealType q) const { return invert_3(t, eng, u, q, p / q); } template SPROUT_CONSTEXPR sprout::random::random_result invert_1(IntType t, RealType p, Engine const& eng, RealType u) const { return invert_2(t, p, eng, u, 1 - p); } template SPROUT_CONSTEXPR sprout::random::random_result invert_0(IntType t, RealType p, Random const& rnd) const { return invert_1(t, p, rnd.engine(), rnd.result()); } template SPROUT_CONSTEXPR sprout::random::random_result invert(IntType t, RealType p, Engine const& eng) const { return invert_0(t, p, sprout::random::uniform_01()(eng)); } template SPROUT_CONSTEXPR sprout::random::random_result invert2_0(IntType t, sprout::random::random_result const& rnd) const { return sprout::random::random_result(t - rnd.result(), rnd.engine(), rnd.distribution()); } template SPROUT_CONSTEXPR sprout::random::random_result invert2(IntType t, RealType p, Engine const& eng) const { return invert2_0(t, invert(t, p, eng)); } template SPROUT_CONSTEXPR sprout::random::random_result generate_10(Engine const& eng, RealType v, IntType k, IntType nm, RealType h, IntType nk) const { using sprout::log; return v <= h + (t_ + 1) * log(static_cast(nm) / nk) + (k + RealType(0.5)) * log(nk * btrd_.r / (k + 1))- fc(k)- fc(t_ - k) ? sprout::random::random_result(k, eng, *this) : generate(eng) ; } template SPROUT_CONSTEXPR sprout::random::random_result generate_9(Engine const& eng, RealType v, IntType k, IntType nm) const { using sprout::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 SPROUT_CONSTEXPR sprout::random::random_result generate_8(Engine const& eng, RealType v, IntType k, RealType rho, RealType t) const { return v < t - rho ? sprout::random::random_result(k, eng, *this) : v > t + rho ? generate(eng) : generate_9(eng, v, k, t_ - m_ + 1) ; } template SPROUT_CONSTEXPR sprout::random::random_result generate_7_3(Engine const& eng, RealType v, IntType k, RealType f) const { return v <= f ? sprout::random::random_result(k, eng, *this) : generate(eng) ; } template SPROUT_CONSTEXPR sprout::random::random_result 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 SPROUT_CONSTEXPR sprout::random::random_result 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 SPROUT_CONSTEXPR sprout::random::random_result 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 SPROUT_CONSTEXPR sprout::random::random_result generate_6(Engine const& eng, RealType v, IntType k, RealType km) const { using sprout::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 SPROUT_CONSTEXPR sprout::random::random_result generate_5(Engine const& eng, RealType v, RealType u, RealType us, IntType k) const { using sprout::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 SPROUT_CONSTEXPR sprout::random::random_result generate_4(Engine const& eng, RealType v, RealType u, RealType us) const { using std::floor; return generate_5(eng, v, u, us, static_cast(floor((2 * btrd_.a / us + btrd_.b) * u + btrd_.c))); } template SPROUT_CONSTEXPR sprout::random::random_result generate_3(Engine const& eng, RealType v, RealType u) const { using sprout::abs; return generate_4(eng, v, u, 0.5 - abs(u)); } template SPROUT_CONSTEXPR sprout::random::random_result 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 SPROUT_CONSTEXPR sprout::random::random_result generate_1_1(Engine const& eng, RealType u) const { using std::floor; using sprout::abs; return sprout::random::random_result( static_cast(floor((2 * btrd_.a / (RealType(0.5) - abs(u)) + btrd_.b) * u + btrd_.c)), eng, *this ); } template SPROUT_CONSTEXPR sprout::random::random_result 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(sprout::random::uniform_01()(eng), v) ; } template SPROUT_CONSTEXPR sprout::random::random_result generate_0(Random const& rnd) const { return generate_1(rnd.engine(), rnd.result()); } template SPROUT_CONSTEXPR sprout::random::random_result generate(Engine const& eng) const { return generate_0(sprout::random::uniform_01()(eng)); } template SPROUT_CONSTEXPR sprout::random::random_result generate2_0(IntType t, sprout::random::random_result const& rnd) const { return sprout::random::random_result(t - rnd.result(), rnd.engine(), rnd.distribution()); } template SPROUT_CONSTEXPR sprout::random::random_result generate2(IntType t, Engine const& eng) const { return generate2_0(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()) {} explicit SPROUT_CONSTEXPR 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()) {} explicit SPROUT_CONSTEXPR 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.t(); p_ = parm.p(); init(); } template SPROUT_CONSTEXPR sprout::random::random_result 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 friend std::basic_istream& operator>>( std::basic_istream& lhs, binomial_distribution& rhs ) { param_type parm; if (lhs >> parm) { rhs.param(parm); } return lhs; } template friend std::basic_ostream& operator<<( std::basic_ostream& lhs, binomial_distribution const& rhs ) { return lhs << rhs.param(); } friend SPROUT_CONSTEXPR bool operator==(binomial_distribution const& lhs, binomial_distribution const& rhs) { return lhs.param() == rhs.param(); } friend SPROUT_CONSTEXPR 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