/usr/include/openturns/Dirichlet.hxx is in libopenturns-dev 1.9-5.
This file is owned by root:root, with mode 0o644.
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/**
* @brief The Dirichlet distribution
*
* Copyright 2005-2017 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_DIRICHLET_HXX
#define OPENTURNS_DIRICHLET_HXX
#include "openturns/ContinuousDistribution.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class Dirichlet
*
* The Dirichlet distribution.
*/
class OT_API Dirichlet
: public ContinuousDistribution
{
CLASSNAME;
public:
/** Default constructor */
Dirichlet();
/** Parameters constructor */
Dirichlet(const Point & theta);
/** Comparison operator */
Bool operator ==(const Dirichlet & other) const;
protected:
Bool equals(const DistributionImplementation & other) const;
public:
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual Dirichlet * clone() const;
/** Get one realization of the distribution */
Point getRealization() const;
/** Get the PDF of the distribution */
using ContinuousDistribution::computePDF;
Scalar computePDF(const Point & point) const;
using ContinuousDistribution::computeLogPDF;
Scalar computeLogPDF(const Point & point) const;
/** Get the CDF of the distribution */
using ContinuousDistribution::computeCDF;
Scalar computeCDF(const Point & point) const;
/** Get the standard deviation of the distribution */
Point getStandardDeviation() const;
/** Get the skewness of the distribution */
Point getSkewness() const;
/** Get the kurtosis of the distribution */
Point getKurtosis() const;
/** Parameters value and description accessor */
virtual PointWithDescriptionCollection getParametersCollection() const;
using ContinuousDistribution::setParametersCollection;
void setParametersCollection(const PointCollection & parametersCollection);
/** Parameters value accessors */
void setParameter(const Point & parameter);
Point getParameter() const;
/** Parameters description accessor */
Description getParameterDescription() const;
/* Interface specific to Dirichlet */
/** Theta accessor */
void setTheta(const Point & theta);
Point getTheta() const;
/** Compute the PDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
using DistributionImplementation::computeConditionalPDF;
Scalar computeConditionalPDF(const Scalar x, const Point & y) const;
/** Compute the CDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
using DistributionImplementation::computeConditionalCDF;
Scalar computeConditionalCDF(const Scalar x, const Point & y) const;
/** Compute the quantile of Xi | X1, ..., Xi-1, i.e. x such that CDF(x|y) = q with x = Xi, y = (X1,...,Xi-1) */
using DistributionImplementation::computeConditionalQuantile;
Scalar computeConditionalQuantile(const Scalar q, const Point & y) const;
/** Get the i-th marginal distribution */
Implementation getMarginal(const UnsignedInteger i) const;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
Implementation getMarginal(const Indices & indices) const;
/** Tell if the distribution has independent marginals */
Bool hasIndependentCopula() const;
/** Tell if the distribution has an elliptical copula */
Bool hasEllipticalCopula() const;
/** Get the Spearman correlation of the distribution */
CorrelationMatrix getSpearmanCorrelation() const;
/** Get the Kendall concordance of the distribution */
CorrelationMatrix getKendallTau() 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:
/** Initialize the integration routine */
void initializeIntegration() const;
/** Compute the mean of the distribution */
void computeMean() const;
/** Compute the covariance of the distribution */
void computeCovariance() const;
/** Get the quantile of the distribution */
Scalar computeScalarQuantile(const Scalar prob,
const Bool tail = false) const;
/** Compute the numerical range of the distribution given the parameters values */
void computeRange();
/** Update the derivative attributes */
void update();
/** The main parameter set of the distribution */
Point theta_;
Scalar sumTheta_;
Scalar normalizationFactor_;
mutable Bool isInitializedCDF_;
mutable PointCollection integrationNodes_;
mutable PointCollection integrationWeights_;
}; /* class Dirichlet */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_DIRICHLET_HXX */
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