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poissonprocess.hpp
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poissonprocess.hpp
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// Copyright (c) Sergiu Dotenco 2010
//
// Distributed under the Boost Software License, Version 1.0. (See accompanying
// file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
/**
* @brief Poisson-process implementation.
* @file poissonprocess.hpp
*/
#ifndef POISSONPROCESS_HPP
#define POISSONPROCESS_HPP
#include <istream>
#include <ostream>
#include <boost/operators.hpp>
#include <boost/random/exponential_distribution.hpp>
/**
* @brief Homogeneous Poisson process.
*/
template<class RealType = double>
class HomogeneousPoissonProcess
: boost::equality_comparable
<
HomogeneousPoissonProcess<RealType>,
HomogeneousPoissonProcess<RealType>
>
{
typedef boost::exponential_distribution<RealType> exponential_distribution;
exponential_distribution exp_;
public:
typedef typename exponential_distribution::result_type result_type;
typedef result_type param_type;
explicit HomogeneousPoissonProcess(result_type lambda)
: exp_(lambda)
{
}
template<class UniformRandomNumberGenerator>
result_type operator()(UniformRandomNumberGenerator& u, result_type s)
{
return s - exp_(u);
}
result_type min() const
{
return exp_.min();
}
result_type max() const
{
return exp_.max();
}
result_type lambda() const
{
return exp_.lambda();
}
void reset()
{
exp_.reset();
}
bool operator==(const HomogeneousPoissonProcess& other) const
{
return exp_ == other.exp_;
}
template<class E, class T>
friend std::basic_ostream<E, T>&
operator<<(std::basic_ostream<E, T>& out,
const HomogeneousPoissonProcess& hpp)
{
out << hpp.exp_;
return out;
}
template<class E, class T>
friend std::basic_istream<E, T>&
operator>>(std::basic_istream<E, T>& out,
HomogeneousPoissonProcess& hpp)
{
in >> hpp.exp_;
return in;
}
};
#endif // POISSONPROCESS_HPP