Add beta distribution wrapper. Fix api names

Author: pockerman

src/rlenvs/utils/maths/statistics/distributions/beta_dist.h

@@ -0,0 +1,171 @@
+#ifndef BETA_DIST_H
+#define BETA_DIST_H
+
+#include "rlenvs/rlenvs_types_v2.h"
+#include "rlenvs/rlenvs_consts.h"
+#include "rlevns/utils/maths/math_utils.h"
+
+#include <boost/random/beta_distribution.hpp>
+
+#include <vector>
+#include <cmath>
+#include <type_traits>
+
+
+
+namespace rlenvscpp {
+namespace utils{
+namespace maths {
+namespace stats {
+	
+///
+/// \brief The beta distribution 
+/// is a real-valued distribution which produces values in the range [0, 1]. 
+/// It has two parameters, alpha and beta.
+///
+template<typename RealType = real_t>
+class BetaDist
+{
+public:
+	
+	static_assert(is_floating_point<RealType>::value, "Not a floating point type");
+
+	///	
+	/// \breif The return type every time we call pdf, sample
+	///
+	typedef RealType result_type;  
+		
+	///
+	/// \brief Constructor
+	///
+	explicit BetaDist(result_type alpha=1.0, result_type std = 1.0);
+	
+	///
+	/// \brief compute the value of the PDF at the given point
+	///
+	result_type pdf(result_type x)const;
+	
+	///
+	/// \brief Sample from the distribution
+	///
+	result_type sample() const;
+	
+	///
+	/// \brief Sample from the distribution
+	///
+	result_type sample(uint_t seed) const;
+	
+	///
+	/// \brief sample from the distribution
+	///
+	std::vector<result_type> sample_many(uint_t size) const;
+	
+	///
+	/// \brief sample from the distribution
+	///
+	std::vector<result_type> sample_many(uint_t size, uint_t seed) const;
+	
+	///
+	/// \brief The mean value of the distribution
+	/// see https://en.wikipedia.org/wiki/Beta_distribution
+	///
+	result_type mean()const{return dist_.alpha / (dist_.alpha() + dist_.beta());}
+	
+	///
+	/// \brief The variance of the distribution.
+	/// see https://en.wikipedia.org/wiki/Beta_distribution
+	///
+	result_type variance()const{return dist_.stddev();}
+			
+private:
+	
+	///
+	/// \brief The underlying distribution. Mutable
+	/// as the API exposes const methods and the compiler 
+	/// complains
+	///
+	mutable boost::beta_distribution<RealType> dist_;
+	
+};
+
+
+template<typename RealType>	
+BetaDist<RealType>::BetaDist(RealType alpha, RealType beta)
+:
+dist_(alpha, beta)
+{}
+
+template<typename RealType>	
+RealType 
+BetaDist<RealType>::variance()const{
+	auto a = dist_.alpha()
+	auto b = dist_.beta();
+	return a*b / (utils::maths::sqr(a + b)*(a + b + 1) );
+}
+
+template<typename RealType>
+RealType 
+BetaDist<RealType>::sample() const{
+	
+	std::random_device rd{};
+    std::mt19937 gen{rd()};
+	return dist_(gen);
+	
+}
+
+template<typename RealType>
+RealType 
+BetaDist<RealType>::sample(uint_t seed) const{
+	
+	std::mt19937 gen{seed};
+	return dist_(gen);
+}
+
+template<typename RealType>
+std::vector<RealType> 
+BetaDist<RealType>::sample_many(uint_t size) const{
+	
+	std::vector<RealType> samples(size);
+	std::random_device rd{};
+    std::mt19937 gen{rd()};
+	
+	for(uint_t i=0; i<size; ++i){
+		samples[i] = dist_(gen);
+	}
+	
+	return samples;
+}
+
+template<typename RealType>
+std::vector<RealType> 
+BetaDist<RealType>::sample_many(uint_t size, uint_t seed) const{
+	
+	std::vector<RealType> samples(size);
+    std::mt19937 gen(seed);
+	
+	for(uint_t i=0; i<size; ++i){
+		samples[i] = dist_(gen);
+	}
+	
+	return samples;
+}
+
+template<typename RealType>
+RealType 
+BetaDist<RealType>::pdf(RealType x)const{
+	
+	auto alpha = dist_.alpha();
+	auto beta = dist_.beta();
+	auto beta_func = std::beta(alpha, beta);
+	return std::pow(x, alpha - 1)*std::pow(1.0-x, beta - 1.0) / beta_func;
+	
+}
+	
+}
+}
+}
+}
+
+
+
+#endif