/usr/include/openturns/Wishart.hxx is in libopenturns-dev 1.7-3.
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/**
* @brief The Wishart 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_WISHART_HXX
#define OPENTURNS_WISHART_HXX
#include "OTprivate.hxx"
#include "ContinuousDistribution.hxx"
#include "CovarianceMatrix.hxx"
#include "TriangularMatrix.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class Wishart
*
* The Wishart distribution.
*/
class OT_API Wishart
: public ContinuousDistribution
{
CLASSNAME;
public:
/** Default constructor */
Wishart();
/** Parameters constructor */
Wishart(const CovarianceMatrix & v,
const NumericalScalar nu);
/** Comparison operator */
Bool operator ==(const Wishart & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual Wishart * clone() const;
/** Get one realization of the distribution */
NumericalPoint getRealization() const;
/** Get one realization of the distribution as a covariance matrix */
CovarianceMatrix getRealizationAsMatrix() const;
/** Get the PDF of the distribution */
using ContinuousDistribution::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
NumericalScalar computePDF(const CovarianceMatrix & m) const;
using ContinuousDistribution::computeLogPDF;
NumericalScalar computeLogPDF(const NumericalPoint & point) const;
NumericalScalar computeLogPDF(const CovarianceMatrix & m) const;
/** Get the CDF of the distribution */
using ContinuousDistribution::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point) const;
/** Get the standard deviation of the distribution */
NumericalPoint getStandardDeviation() const;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
using ContinuousDistribution::setParametersCollection;
void setParametersCollection(const NumericalPointCollection & parametersCollection);
/** Parameters value accessors */
void setParameter(const NumericalPoint & parameter);
NumericalPoint getParameter() const;
/** Parameters description accessor */
Description getParameterDescription() const;
/* Interface specific to Wishart */
/** V accessor */
void setV(const CovarianceMatrix & v);
CovarianceMatrix getV() const;
/** Nu accessor */
void setNu(const NumericalScalar nu);
NumericalScalar getNu() 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 numerical range of the distribution given the parameters values */
void computeRange();
/** Update the normalization factor on a log scale */
void update();
/** The main parameter set of the distribution */
mutable TriangularMatrix cholesky_;
NumericalScalar nu_;
/** The log-normalization factor */
NumericalScalar logNormalizationFactor_;
}; /* class Wishart */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_WISHART_HXX */
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