/usr/include/openturns/Dirichlet.hxx is in libopenturns-dev 0.15-2.
This file is owned by root:root, with mode 0o644.
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/**
* @file Dirichlet.hxx
* @brief The Dirichlet 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: dutka $
* @date: $LastChangedDate: 2010-07-12 15:45:44 +0200 (lun. 12 juil. 2010) $
* Id: $Id: Dirichlet.hxx 1581 2010-07-12 13:45:44Z dutka $
*/
#ifndef OPENTURNS_DIRICHLET_HXX
#define OPENTURNS_DIRICHLET_HXX
#include "NonEllipticalDistribution.hxx"
namespace OpenTURNS {
namespace Uncertainty {
namespace Distribution {
/**
* @class Dirichlet
*
* The Dirichlet distribution.
*/
class Dirichlet
: public Model::NonEllipticalDistribution
{
// Maximum number of samples in the evaluation of the CDF
static const UnsignedLong DefaultSamplingSize; // 400000
// Number of integration nodes per dimension
static const UnsignedLong DefaultIntegrationSize; // 50
CLASSNAME;
public:
typedef Base::Common::InvalidArgumentException InvalidArgumentException;
typedef Model::NonEllipticalDistribution NonEllipticalDistribution; // required by SWIG
typedef NonEllipticalDistribution::Implementation Implementation;
typedef NonEllipticalDistribution::NumericalPoint NumericalPoint;
typedef NonEllipticalDistribution::NumericalSample NumericalSample;
typedef NonEllipticalDistribution::CovarianceMatrix CovarianceMatrix;
typedef NonEllipticalDistribution::NumericalPointWithDescriptionCollection NumericalPointWithDescriptionCollection;
typedef NonEllipticalDistribution::NotDefinedException NotDefinedException;
typedef NonEllipticalDistribution::StorageManager StorageManager;
/** Default constructor */
Dirichlet();
/** Parameters constructor */
Dirichlet(const NumericalPoint & theta);
/** Comparison operator */
Bool operator ==(const Dirichlet & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
Dirichlet * clone() const;
/** Get one realization of the distribution */
NumericalPoint getRealization() 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 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) */;
/* Interface specific to Dirichlet */
/** Theta accessor */
void setTheta(const NumericalPoint & theta);
NumericalPoint getTheta() const;
/** Compute the PDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
NumericalScalar computeConditionalPDF(const NumericalScalar x, const NumericalPoint & y) const;
/** Compute the CDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
NumericalScalar computeConditionalCDF(const NumericalScalar x, const NumericalPoint & 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) */
NumericalScalar computeConditionalQuantile(const NumericalScalar q, const NumericalPoint & y) const;
/** Get the i-th marginal distribution */
Dirichlet * getMarginal(const UnsignedLong i) const /* throw(InvalidArgumentException) */;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
Dirichlet * getMarginal(const Indices & indices) const /* throw(InvalidArgumentException) */;
/** 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;
/** Get the quantile of the distribution */
NumericalScalar computeScalarQuantile(const NumericalScalar prob,
const Bool tail = false,
const NumericalScalar precision = DefaultQuantileEpsilon) 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 */
NumericalPoint theta_;
NumericalScalar sumTheta_;
NumericalScalar normalizationFactor_;
mutable Bool isInitializedCDF_;
mutable NumericalPointCollection integrationNodes_;
mutable NumericalPointCollection integrationWeights_;
}; /* class Dirichlet */
} /* namespace Distribution */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_DIRICHLET_HXX */
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