/usr/include/openturns/ComposedDistribution.hxx is in libopenturns-dev 1.2-2.
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/**
* @file ComposedDistribution.hxx
* @brief The class that implements assembly distributions
*
* Copyright (C) 2005-2013 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 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/>.
*
* @author schueller
* @date 2012-07-16 10:12:54 +0200 (Mon, 16 Jul 2012)
*/
#ifndef OPENTURNS_COMPOSEDDISTRIBUTION_HXX
#define OPENTURNS_COMPOSEDDISTRIBUTION_HXX
#include "Distribution.hxx"
#include "DistributionImplementation.hxx"
#include "PersistentCollection.hxx"
#include "Copula.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class ComposedDistribution
*
* The class describes the probabilistic concept of distributions
* made from marginal distributions and from a copula.
*/
class ComposedDistribution
: public DistributionImplementation
{
CLASSNAME;
public:
/** A type for distribution collection */
typedef Collection<Distribution> DistributionCollection;
typedef PersistentCollection<Distribution> DistributionPersistentCollection;
/** Default constructor for save/load methods : 1D distribution with default Uniform marginal and IndependentCopula */
ComposedDistribution();
/** Default constructor, independent copula is supposed */
explicit ComposedDistribution(const DistributionCollection & coll);
/** Default constructor */
explicit ComposedDistribution(const DistributionCollection & coll,
const Copula & copula);
/** Comparison operator */
Bool operator ==(const ComposedDistribution & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/** Distribution collection accessor */
void setDistributionCollection(const DistributionCollection & coll);
const DistributionCollection & getDistributionCollection() const;
/** Copula accessor */
void setCopula(const Copula & copula);
Implementation getCopula() const;
/* Here is the interface that all derived class must implement */
/** Virtual constructor */
ComposedDistribution * clone() const;
/** Get one realization of the ComposedDistribution */
NumericalPoint getRealization() const;
/** Get the DDF of the ComposedDistribution */
using DistributionImplementation::computeDDF;
NumericalPoint computeDDF(const NumericalPoint & point) const;
/** Get the PDF of the ComposedDistribution */
using DistributionImplementation::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the ComposedDistribution */
using DistributionImplementation::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point) const;
/** Get the probability content of an interval */
NumericalScalar computeProbability(const Interval & interval) const;
/** Get the PDF gradient of the distribution */
NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the CDF gradient of the distribution */
NumericalPoint computeCDFGradient(const NumericalPoint & point) const;
/** Get the quantile of the distributionImplementation */
NumericalPoint computeQuantile(const NumericalScalar prob,
const Bool tail = false) 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;
/** Get the standard deviation of the distribution */
NumericalPoint getStandardDeviation() const;
/** Get the skewness of the distribution */
NumericalPoint getSkewness() const;
/** Get the kurtosis of the distribution */
NumericalPoint getKurtosis() const;
/** Get the i-th marginal distribution */
Implementation getMarginal(const UnsignedLong i) const;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
Implementation getMarginal(const Indices & indices) const;
/** Get the isoprobabilist transformation */
IsoProbabilisticTransformation getIsoProbabilisticTransformation() const;
/** Get the inverse isoprobabilist transformation */
InverseIsoProbabilisticTransformation getInverseIsoProbabilisticTransformation() const;
/** Get the standard distribution */
Implementation getStandardDistribution() const;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
using DistributionImplementation::setParametersCollection;
void setParametersCollection(const NumericalPointCollection & parametersCollection);
/** Tell if the distribution has independent copula */
Bool hasIndependentCopula() const;
/** Check if the distribution is elliptical */
Bool isElliptical() 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);
private:
/** Compute the numerical range of the distribution given the parameters values */
void computeRange();
/** Compute the mean of the distribution */
void computeMean() const;
/** Compute the covariance of the distribution */
void computeCovariance() const;
/** The collection of distribution of the ComposedDistribution */
DistributionPersistentCollection distributionCollection_;
/** The copula of the ComposedDistribution */
Copula copula_;
}; /* class ComposedDistribution */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_COMPOSEDDISTRIBUTION_HXX */
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