/usr/include/openturns/TracyWidomGUE.hxx is in libopenturns-dev 1.7-3.
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/**
* @brief The TracyWidomGUE 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_TRACYWIDOMGUE_HXX
#define OPENTURNS_TRACYWIDOMGUE_HXX
#include "ContinuousDistribution.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class TracyWidomGUE
*
* The TracyWidomGUE distribution.
*/
class OT_API TracyWidomGUE
: public ContinuousDistribution
{
CLASSNAME;
public:
/** Default constructor */
TracyWidomGUE();
/** Comparison operator */
Bool operator ==(const TracyWidomGUE & other) const;
/** String converter */
String __repr__() const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual TracyWidomGUE * clone() const;
/** Get the DDF of the distribution */
using ContinuousDistribution::computeDDF;
NumericalPoint computeDDF(const NumericalPoint & point) 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 PDFGradient of the distribution */
NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the CDFGradient of the distribution */
NumericalPoint computeCDFGradient(const NumericalPoint & point) const;
/** Get the roughness, i.e. the L2-norm of the PDF */
NumericalScalar getRoughness() 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;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() 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;
/** Get the quantile of the distribution */
NumericalScalar computeScalarQuantile(const NumericalScalar prob,
const Bool tail = false) const;
}; /* class TracyWidomGUE */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_TRACYWIDOMGUE_HXX */
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