Poisson.h

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/*!
 * 
 *
 * \brief       Implements a poisson distribution.
 * 
 * 
 *
 * \author      O. Krause
 * \date        2010-01-01
 *
 *
 * \par Copyright 1995-2017 Shark Development Team
 * 
 * <BR><HR>
 * This file is part of Shark.
 * <http://shark-ml.org/>
 * 
 * Shark is free software: you can redistribute it and/or modify
 * it under the terms of the GNU Lesser General Public License as published 
 * by the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 * 
 * Shark is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU Lesser General Public License for more details.
 * 
 * You should have received a copy of the GNU Lesser General Public License
 * along with Shark.  If not, see <http://www.gnu.org/licenses/>.
 *
 */
#ifndef SHARK_RNG_POISSON_H
#define SHARK_RNG_POISSON_H

#include <shark/Rng/Rng.h>

#include <boost/random.hpp>
#include <boost/random/poisson_distribution.hpp>

namespace shark {

    /**
    * \brief Implements a Poisson distribution with parameter mean.
    */
    template<typename RngType = shark::DefaultRngType>
    class Poisson : public boost::variate_generator< RngType*,boost::poisson_distribution<> > {
    private:
        typedef boost::variate_generator< RngType*,boost::poisson_distribution<> > Base;

    public:

        /**
        * \brief C'tor taking parameter mean as argument. Associates the
        * distribution with supplied RNG.
        * 
        */
        Poisson( RngType & rng, double mean = 0.01 )
            :Base(&rng,boost::poisson_distribution<>(mean))
        {}

        /**
        * \brief Injects the default sampling operator.
        */
        using Base::operator();

        /**
        * \brief Adjusts the parameter mean and samples the distribution.
        * \param [in] mean The new mean.
        */
        double operator()(double mean)
        {
            boost::poisson_distribution<> dist(mean);
            return dist(Base::engine());
        }

        /**
        * \brief Accesses the parameter mean.
        */
        double mean()const
        {
            return Base::distribution().mean();
        }

        /**
        * \brief Adjusts the parameter mean.
        */
        void mean(double newMean)
        {
            Base::distribution()=boost::poisson_distribution<>(newMean);
        }

        /**
        * \brief Calculates the probability of x >= 0.
        */
        double p(double x)const
        {
            if(x >= 0.0)
                return std::pow(mean(), x) * std::exp(-mean()) / boost::math::factorial<double>(std::size_t(x));
            else
                return 0;
        }

    };
}
#endif