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extreme_value_distribution Class

Generates an extreme value distribution.

Syntax

template<class RealType = double>
class extreme_value_distribution
   {
public:
   // types
   typedef RealType result_type;
   struct param_type;

   // constructor and reset functions
   explicit extreme_value_distribution(result_type a = 0.0, result_type b = 1.0);
   explicit extreme_value_distribution(const param_type& parm);
   void reset();

   // generating functions
   template <class URNG>
   result_type operator()(URNG& gen);
   template <class URNG>
   result_type operator()(URNG& gen, const param_type& parm);

   // property functions
   result_type a() const;
   result_type b() const;
   param_type param() const;
   void param(const param_type& parm);
   result_type min() const;
   result_type max() const;
   };

Parameters

RealType
The floating-point result type, defaults to double. For possible types, see <random>.

URNG
The random number generator engine. For possible types, see <random>.

Remarks

The class template describes a distribution that produces values of a user-specified floating-point type, or type double if none is provided, distributed according to the Extreme Value Distribution. The following table links to articles about individual members.

extreme_value_distribution
param_type

The property functions a() and b() return their respective values for stored distribution parameters a and b.

For more information about distribution classes and their members, see <random>.

For detailed information about the extreme value distribution, see the Wolfram MathWorld article Extreme Value Distribution.

Example

// compile with: /EHsc /W4
#include <random>
#include <iostream>
#include <iomanip>
#include <string>
#include <map>

void test(const double a, const double b, const int s) {

    // uncomment to use a non-deterministic generator
    //    std::random_device gen;

    std::mt19937 gen(1701);

    std::extreme_value_distribution<> distr(a, b);

    std::cout << std::endl;
    std::cout << "min() == " << distr.min() << std::endl;
    std::cout << "max() == " << distr.max() << std::endl;
    std::cout << "a() == " << std::fixed << std::setw(11) << std::setprecision(10) << distr.a() << std::endl;
    std::cout << "b() == " << std::fixed << std::setw(11) << std::setprecision(10) << distr.b() << std::endl;

    // generate the distribution as a histogram
    std::map<double, int> histogram;
    for (int i = 0; i < s; ++i) {
        ++histogram[distr(gen)];
    }

    // print results
    std::cout << "Distribution for " << s << " samples:" << std::endl;
    int counter = 0;
    for (const auto& elem : histogram) {
        std::cout << std::fixed << std::setw(11) << ++counter << ": "
            << std::setw(14) << std::setprecision(10) << elem.first << std::endl;
    }
    std::cout << std::endl;
}

int main()
{
    double a_dist = 0.0;
    double b_dist = 1;

    int samples = 10;

    std::cout << "Use CTRL-Z to bypass data entry and run using default values." << std::endl;
    std::cout << "Enter a floating point value for the \'a\' distribution parameter: ";
    std::cin >> a_dist;
    std::cout << "Enter a floating point value for the \'b\' distribution parameter (must be greater than zero): ";
    std::cin >> b_dist;
    std::cout << "Enter an integer value for the sample count: ";
    std::cin >> samples;

    test(a_dist, b_dist, samples);
}
Use CTRL-Z to bypass data entry and run using default values.
Enter a floating point value for the 'a' distribution parameter: 0
Enter a floating point value for the 'b' distribution parameter (must be greater than zero): 1
Enter an integer value for the sample count: 10

min() == -1.79769e+308
max() == 1.79769e+308
a() == 0.0000000000
b() == 1.0000000000
Distribution for 10 samples:
    1: -0.8813940331
    2: -0.7698972281
    3: 0.2951258007
    4: 0.3110450734
    5: 0.4210546820
    6: 0.4210688771
    7: 0.4598857960
    8: 1.3155194200
    9: 1.5379170046
    10: 2.0568757061

Requirements

Header: <random>

Namespace: std

extreme_value_distribution::extreme_value_distribution

Constructs the distribution.

explicit extreme_value_distribution(result_type a_value = 0.0, result_type b_value = 1.0);
explicit extreme_value_distribution(const param_type& parm);

Parameters

a_value
The a distribution parameter.

b_value
The b distribution parameter.

parm
The param_type structure used to construct the distribution.

Remarks

Precondition: 0.0 < b

The first constructor constructs an object whose stored a value holds the value a_value and whose stored b value holds the value b_value.

The second constructor constructs an object whose stored parameters are initialized from parm. You can obtain and set the current parameters of an existing distribution by calling the param() member function.

extreme_value_distribution::param_type

Stores the parameters of the distribution.

struct param_type {
   typedef extreme_value_distribution<result_type> distribution_type;
   param_type(result_type a_value = 0.0, result_type b_value = 1.0);
   result_type a() const;
   result_type b() const;

   bool operator==(const param_type& right) const;
   bool operator!=(const param_type& right) const;
   };

Parameters

a_value
The a distribution parameter.

b_value
The b distribution parameter.

right
The param_type object to compare to this.

Remarks

Precondition: 0.0 < b

This structure can be passed to the distribution's class constructor at instantiation, to the param() member function to set the stored parameters of an existing distribution, and to operator() to be used in place of the stored parameters.

See also

<random>