chi_squared_distribution.hpp

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//============================================================================
// vSMC/include/vsmc/rng/chi_squared_distribution.hpp
//----------------------------------------------------------------------------
//                         vSMC: Scalable Monte Carlo
//----------------------------------------------------------------------------
// Copyright (c) 2013-2015, Yan Zhou
// All rights reserved.
//
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//============================================================================

#ifndef VSMC_RNG_CHI_SQUARED_DISTRIBUTION_HPP
#define VSMC_RNG_CHI_SQUARED_DISTRIBUTION_HPP

#include <vsmc/rng/internal/common.hpp>
#include <vsmc/rng/gamma_distribution.hpp>

namespace vsmc
{

namespace internal
{

template <typename RealType>
inline bool chi_squared_distribution_check_param(RealType n)
{
    return n > 0;
}

} // namespace vsmc::internal

template <typename RealType>
class ChiSquaredDistribution
{
    VSMC_DEFINE_RNG_DISTRIBUTION_1(
        ChiSquared, chi_squared, RealType, result_type, n, 1)
    VSMC_DEFINE_RNG_DISTRIBUTION_OPERATORS

    public:
    result_type min VSMC_MNE() const { return 0; }

    result_type max VSMC_MNE() const
    {
        return std::numeric_limits<result_type>::max VSMC_MNE();
    }

    void reset() { gamma_ = GammaDistribution<RealType>(n() / 2, 2); }

    private:
    GammaDistribution<RealType> gamma_;

    template <typename RNGType>
    result_type generate(RNGType &rng, const param_type &param)
    {
        if (param == param_)
            return gamma_(rng);

        GammaDistribution<RealType> gamma(param.n() / 2, 2);

        return gamma(rng);
    }
}; // class ChiSquaredDistribution

template <typename RealType, typename RNGType>
inline void chi_squared_distribution(
    RNGType &rng, std::size_t n, RealType *r, RealType df)
{
    gamma_distribution(rng, n, r, df / 2, static_cast<RealType>(2));
}

template <typename RealType, typename RNGType>
inline void rng_rand(RNGType &rng, ChiSquaredDistribution<RealType> &dist,
    std::size_t n, RealType *r)
{
    dist(rng, n, r);
}

} // namespace vsmc

#endif // VSMC_RNG_CHI_SQUARED_DISTRIBUTION_HPP