/usr/include/openturns/TracyWidomGOE.hxx is in libopenturns-dev 1.9-5.
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/**
* @brief The TracyWidomGOE 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_TRACYWIDOMGOE_HXX
#define OPENTURNS_TRACYWIDOMGOE_HXX
#include "openturns/ContinuousDistribution.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class TracyWidomGOE
*
* The TracyWidomGOE distribution.
*/
class OT_API TracyWidomGOE
: public ContinuousDistribution
{
CLASSNAME;
public:
/** Default constructor */
TracyWidomGOE();
/** Comparison operator */
Bool operator ==(const TracyWidomGOE & other) const;
protected:
Bool equals(const DistributionImplementation & other) const;
public:
/** String converter */
String __repr__() const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual TracyWidomGOE * clone() const;
/** Get the DDF of the distribution */
using ContinuousDistribution::computeDDF;
Point computeDDF(const Point & point) const;
/** Get the PDF of the distribution */
using ContinuousDistribution::computePDF;
Scalar computePDF(const Point & point) const;
/** Get the CDF of the distribution */
using ContinuousDistribution::computeCDF;
Scalar computeCDF(const Point & point) const;
/** Get the PDFGradient of the distribution */
Point computePDFGradient(const Point & point) const;
/** Get the CDFGradient of the distribution */
Point computeCDFGradient(const Point & point) const;
/** Get the roughness, i.e. the L2-norm of the PDF */
Scalar getRoughness() 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 */
PointWithDescriptionCollection 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 */
Scalar computeScalarQuantile(const Scalar prob,
const Bool tail = false) const;
}; /* class TracyWidomGOE */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_TRACYWIDOMGOE_HXX */
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