/usr/include/openturns/NonCentralChiSquare.hxx is in libopenturns-dev 1.7-3.
This file is owned by root:root, with mode 0o644.
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/**
* @brief The NonCentralChiSquare distribution
*
* Copyright 2005-2015 Airbus-EDF-IMACS-Phimeca
*
* This library 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.
*
* This library 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
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef OPENTURNS_NONCENTRALCHISQUARE_HXX
#define OPENTURNS_NONCENTRALCHISQUARE_HXX
#include "ContinuousDistribution.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class NonCentralChiSquare
*
* The NonCentralChiSquare distribution.
*/
class OT_API NonCentralChiSquare
: public ContinuousDistribution
{
CLASSNAME;
public:
/** Default constructor */
/* The default values correspond to a classical ChiSquare distribution with 5 degrees of freedom */
NonCentralChiSquare(const NumericalScalar nu = 5.0,
const NumericalScalar lambda = 0.0);
/** Comparison operator */
Bool operator ==(const NonCentralChiSquare & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual NonCentralChiSquare * clone() const;
/** Get one realization of the distribution */
NumericalPoint getRealization() const;
/** Get the PDF of the distribution */
using ContinuousDistribution::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the distribution */
using ContinuousDistribution::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point) const;
/** Get the characteristic function of the distribution, i.e. phi(u) = E(exp(I*u*X)) */
NumericalComplex computeCharacteristicFunction(const NumericalScalar x) const;
NumericalComplex computeLogCharacteristicFunction(const NumericalScalar x) const;
/** Get the PDFGradient of the distribution */
using ContinuousDistribution::computePDFGradient;
NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the CDFGradient of the distribution */
using ContinuousDistribution::computeCDFGradient;
NumericalPoint computeCDFGradient(const NumericalPoint & point) const;
/** Get the standard deviation of the distribution */
NumericalPoint getStandardDeviation() const;
/** Get the skewness of the distribution */
NumericalPoint getSkewness() const;
/** Get the kurtosis of the distribution */
NumericalPoint getKurtosis() const;
/** Get the raw moments of the standardized distribution */
NumericalPoint getStandardMoment(const UnsignedInteger n) const;
/** Parameters value accessors */
void setParameter(const NumericalPoint & parameter);
NumericalPoint getParameter() const;
/** Parameters description accessor */
Description getParameterDescription() const;
/** Nu accessor */
void setNu(const NumericalScalar nu);
void setNuLambda(const NumericalScalar nu,
const NumericalScalar lambda);
NumericalScalar getNu() const;
/** Lambda accessor */
void setLambda(const NumericalScalar lambda);
NumericalScalar getLambda() const;
/** Maximum iterations accessor */
void setMaximumIteration(const UnsignedInteger maximumIteration);
UnsignedInteger getMaximumIteration() const;
/** Method save() stores the object through the StorageManager */
void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(Advocate & adv);
protected:
private:
/** Compute the mean of the distribution */
void computeMean() const;
/** Compute the covariance of the distribution */
void computeCovariance() const;
/** Number of degrees of freedom */
NumericalScalar nu_;
/** Non-centrality parameter */
NumericalScalar lambda_;
/** The maximum iterations for the PDF and CDF computations */
UnsignedInteger maximumIteration_;
}; /* class NonCentralChiSquare */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_NONCENTRALCHISQUARE_HXX */
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