/usr/include/openturns/Arcsine.hxx is in libopenturns-dev 0.15-2.
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/**
* @file Arcsine.hxx
* @brief The Arcsine distribution
*
* (C) Copyright 2005-2011 EDF-EADS-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 2.1 of the License.
*
* 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
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
* @author: $LastChangedBy: schueller $
* @date: $LastChangedDate: 2009-10-27 17:42:46 +0100 (mar. 27 oct. 2009) $
* Id: $Id: Arcsine.hxx 1382 2009-10-27 16:42:46Z schueller $
*/
#ifndef OPENTURNS_ARCSINE_HXX
#define OPENTURNS_ARCSINE_HXX
#include "OTprivate.hxx"
#include "NonEllipticalDistribution.hxx"
namespace OpenTURNS {
namespace Uncertainty {
namespace Distribution {
/**
* @class Arcsine
*
* The Arcsine distribution.
*/
class Arcsine
: public Model::NonEllipticalDistribution
{
CLASSNAME;
public:
typedef Base::Common::InvalidArgumentException InvalidArgumentException;
typedef Model::NonEllipticalDistribution NonEllipticalDistribution; // required by SWIG
typedef NonEllipticalDistribution::NumericalPoint NumericalPoint;
typedef NonEllipticalDistribution::NumericalSample NumericalSample;
typedef NonEllipticalDistribution::CovarianceMatrix CovarianceMatrix;
typedef NonEllipticalDistribution::NumericalPointWithDescriptionCollection NumericalPointWithDescriptionCollection;
typedef NonEllipticalDistribution::NotDefinedException NotDefinedException;
typedef NonEllipticalDistribution::StorageManager StorageManager;
enum ParameterSet {AB, MUSIGMA};
/** Default constructor */
Arcsine();
/** Parameters constructor */
Arcsine(const NumericalScalar arg1,
const NumericalScalar arg2,
const ParameterSet set = AB);
/** Comparison operator */
Bool operator ==(const Arcsine & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual Arcsine * clone() const;
/** Get one realization of the distribution */
NumericalPoint getRealization() const;
/** Get the DDF of the distribution */
using NonEllipticalDistribution::computeDDF;
NumericalPoint computeDDF(const NumericalPoint & point) const;
/** Get the PDF of the distribution */
using NonEllipticalDistribution::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the distribution */
using NonEllipticalDistribution::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point, const Bool tail = false) 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 quantile of the distribution */
NumericalScalar computeScalarQuantile(const NumericalScalar prob,
const Bool tail = false,
const NumericalScalar precision = DefaultQuantileEpsilon) 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 /*throw(NotDefinedException)*/;
/** Get the skewness of the distribution */
NumericalPoint getSkewness() const /*throw(NotDefinedException)*/;
/** Get the kurtosis of the distribution */
NumericalPoint getKurtosis() const /*throw(NotDefinedException)*/;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
using NonEllipticalDistribution::setParametersCollection;
void setParametersCollection(const NumericalPointCollection & parametersCollection);
/* Interface specific to Arcsine */
/** A accessor */
void setA(const NumericalScalar a);
NumericalScalar getA() const;
/** B accessor */
void setB(const NumericalScalar b);
NumericalScalar getB() const;
/** Mu accessor */
void setMu(const NumericalScalar mu);
NumericalScalar getMu() const;
/** Sigma accessor */
void setSigma(const NumericalScalar sigma);
NumericalScalar getSigma() const;
/** Method save() stores the object through the StorageManager */
void save(StorageManager::Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(StorageManager::Advocate & adv);
protected:
private:
/** Compute the mean of the distribution */
void computeMean() const;
/** Compute the covariance of the distribution */
void computeCovariance() const;
/** set both parameters */
void setAB(const NumericalScalar a, const NumericalScalar b);
void setMuSigma(const NumericalScalar mu, const NumericalScalar sigma);
/** Compute the numerical range of the distribution given the parameters values */
void computeRange();
/** The main parameter set of the distribution */
NumericalScalar a_;
NumericalScalar b_;
}; /* class Arcsine */
} /* namespace Distribution */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_ARCSINE_HXX */
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