lognormal_distribution.hpp

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

#ifndef VSMC_RNG_LOGNORMAL_DISTRIBUTION_HPP
#define VSMC_RNG_LOGNORMAL_DISTRIBUTION_HPP

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

namespace vsmc
{

namespace internal
{

template <typename RealType>
inline bool lognormal_distribution_check_param(RealType, RealType s)
{
    return s > 0;
}

} // namespace vsmc::internal

template <typename RealType>
class LognormalDistribution
{
    VSMC_DEFINE_RNG_DISTRIBUTION_2(
        Lognormal, lognormal, RealType, result_type, m, 0, result_type, s, 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() { normal_ = NormalDistribution<RealType>(0, 1); }

    private:
    NormalDistribution<RealType> normal_;

    template <typename RNGType>
    result_type generate(RNGType &rng, const param_type &param)
    {
        return std::exp(param.m() + param.s() * normal_(rng));
    }
}; // class LognormalDistribution

namespace internal
{

template <typename RealType, typename RNGType>
inline void lognormal_distribution_impl(
    RNGType &rng, std::size_t n, RealType *r, RealType m, RealType s)
{
    normal_distribution(rng, n, r, m, s);
    exp(n, r, r);
}

} // namespace vsmc::internal

template <typename RealType, typename RNGType>
inline void lognormal_distribution(RNGType &rng, std::size_t n, RealType *r,
    RealType logmean, RealType logstddev)
{
    const std::size_t k = 1000;
    const std::size_t m = n / k;
    const std::size_t l = n % k;
    for (std::size_t i = 0; i != m; ++i, r += k)
        internal::lognormal_distribution_impl(rng, k, r, logmean, logstddev);
    internal::lognormal_distribution_impl(rng, l, r, logmean, logstddev);
}

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

} // namespace vsmc

#endif // VSMC_RNG_LOGNORMAL_DISTRIBUTION_HPP