/usr/include/openturns/Dirichlet.hxx is in libopenturns-dev 1.2-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 | // -*- C++ -*-
/**
* @file Dirichlet.hxx
* @brief The Dirichlet distribution
*
* 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 dutka
* @date 2010-07-12 15:45:44 +0200 (lun. 12 juil. 2010)
*/
#ifndef OPENTURNS_DIRICHLET_HXX
#define OPENTURNS_DIRICHLET_HXX
#include "NonEllipticalDistribution.hxx"
#include "ResourceMap.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class Dirichlet
*
* The Dirichlet distribution.
*/
class Dirichlet
: public NonEllipticalDistribution
{
CLASSNAME;
public:
/** 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;
using NonEllipticalDistribution::computeLogPDF;
NumericalScalar computeLogPDF(const NumericalPoint & point) const;
/** Get the CDF of the distribution */
using NonEllipticalDistribution::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point) const;
using NonEllipticalDistribution::computeComplementaryCDF;
NumericalScalar computeComplementaryCDF(const NumericalPoint & point) 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;
/** Parameters value and description accessor */
virtual NumericalPointWithDescriptionCollection getParametersCollection() const;
using NonEllipticalDistribution::setParametersCollection;
void setParametersCollection(const NumericalPointCollection & parametersCollection);
/* 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 */
Implementation getMarginal(const UnsignedLong i) const;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
Implementation getMarginal(const Indices & indices) 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 */
NumericalScalar computeScalarQuantile(const NumericalScalar prob,
const Bool tail = false,
const NumericalScalar precision = ResourceMap::GetAsNumericalScalar("DistributionImplementation-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 */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_DIRICHLET_HXX */
|