/usr/include/openturns/Multinomial.hxx is in libopenturns-dev 1.9-5.
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/**
* @brief The Multinomial 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_MULTINOMIAL_HXX
#define OPENTURNS_MULTINOMIAL_HXX
#include "openturns/OTprivate.hxx"
#include "openturns/DiscreteDistribution.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class Multinomial
*
* The Multinomial distribution.
*/
class OT_API Multinomial
: public DiscreteDistribution
{
CLASSNAME;
public:
/** Default constructor */
Multinomial();
/** Parameters constructor */
Multinomial(const UnsignedInteger n,
const Point & p);
/** Comparison operator */
Bool operator ==(const Multinomial & 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 Multinomial * clone() const;
/** Get one realization of the distribution */
Point getRealization() const;
/** Get the PDF of the distribution */
using DiscreteDistribution::computePDF;
Scalar computePDF(const Point & point) const;
/** Get the CDF of the distribution */
using DiscreteDistribution::computeCDF;
Scalar computeCDF(const Point & point) 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 */
using DiscreteDistribution::getMarginal;
Implementation getMarginal(const UnsignedInteger i) const;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
Implementation getMarginal(const Indices & indices) const;
/** Get the support of a discrete distribution that intersect a given interval */
using DistributionImplementation::getSupport;
Sample getSupport(const Interval & interval) const;
Sample getSupport() const;
/** Parameters value and description accessor */
PointWithDescriptionCollection getParametersCollection() const;
/** Check if the distribution is elliptical */
Bool isElliptical() const;
/* Interface specific to Multinomial */
/** P vector accessor */
void setP(const Point & p);
Point getP() const;
/** N accessor */
void setN(const UnsignedInteger n);
UnsignedInteger getN() const;
/** SmallA accessor */
void setSmallA(const Scalar smallA);
Scalar getSmallA() const;
/** Eta accessor */
void setEta(const Scalar eta);
Scalar getEta() 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 numerical range of the distribution given the parameters values */
void computeRange();
/** Compute the generating function of a sum of truncated Poisson distributions as needed in the computeCDF() method */
Complex computeGlobalPhi(const Complex & z,
const Point & x) const;
/** Compute the generating function of a truncated Poisson distributions as needed in the computeCDF() method */
Complex computeLocalPhi(const Complex & z,
const Scalar lambda,
const Scalar a) const;
/** Quantile computation for dimension=1 */
Scalar computeScalarQuantile(const Scalar prob,
const Bool tail = false) const;
/** Compute the mean of the distribution */
void computeMean() const;
/** Compute the covariance of the distribution */
void computeCovariance() const;
/** The range of the output */
UnsignedInteger n_;
/** The vector of probabilities of the Multinomial distribution */
Point p_;
/** The sum of probabilities of the Multinomial distribution */
Scalar sumP_;
/** Normalization factor for the CDF */
Scalar normalizationCDF_;
/** Radius of the discretization in Poisson's formula */
Scalar r_;
/** Threshold for the A parameter of the CDF algorithm */
Scalar smallA_;
/** Normalization for the CDF algorithm */
Scalar eta_;
}; /* class Multinomial */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_MULTINOMIAL_HXX */
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