libbpp-core-dev 2.1.0-1 / usr / include / Bpp / Numeric / Prob / TruncatedExponentialDiscreteDistribution.h

//
// File: TruncatedExponentialDiscreteDistribution.h
// Created by: Julien Dutheil
// Created on: Fri Jan 25 15:24 2008
//

/*
  Copyright or © or Copr. Bio++ Development Team, (November 17, 2004)

  This software is a computer program whose purpose is to provide classes
  for numerical calculus.

  This software is governed by the CeCILL  license under French law and
  abiding by the rules of distribution of free software.  You can  use, 
  modify and/ or redistribute the software under the terms of the CeCILL
  license as circulated by CEA, CNRS and INRIA at the following URL
  "http://www.cecill.info". 

  As a counterpart to the access to the source code and  rights to copy,
  modify and redistribute granted by the license, users are provided only
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  economic rights,  and the successive licensors  have only  limited
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*/

#ifndef _TRUNCATEDEXPONENTIALDISCRETEDISTRIBUTION_H_
#define _TRUNCATEDEXPONENTIALDISCRETEDISTRIBUTION_H_

#include "ExponentialDiscreteDistribution.h"
#include "../Constraints.h"
#include "../Random/RandomTools.h"

namespace bpp
{
/**
 * @brief Discretized Truncated (on the right) Exponential
 * distribution, where the probabilities are given the exponential,
 * conditioned by the upper limit.
 *
 * This distribution has two parameters: the traditional exponential law parameter,
 * and the abscissa of the truncation. The distribution will be truncated on the right
 * of this point.
 */
  
class TruncatedExponentialDiscreteDistribution :
  public AbstractDiscreteDistribution
{
protected:
  double lambda_;

  double tp_;

  /*
   * Probability of the condition given x < tp_.
   *
   */
   
  double cond_;
  
public:
  /**
   * @brief Build a new truncated exponential discrete distribution.
   * @param n the number of categories to use.
   * @param lambda The lambda parameter
   * @param truncationPoint The truncation point
   *
   * The Parameters are: lambda @f$ \in [0.000001;\infty[ @f$ and tp .@f$ \in [0;\infty[ @f$
   *
   */

  TruncatedExponentialDiscreteDistribution(size_t n, double lambda = 1., double truncationPoint = 10);

  TruncatedExponentialDiscreteDistribution(const TruncatedExponentialDiscreteDistribution& dist) :
    AbstractParameterAliasable(dist),
    AbstractDiscreteDistribution(dist),
    lambda_(dist.lambda_),
    tp_(dist.tp_),
    cond_(dist.cond_)
  {}

  TruncatedExponentialDiscreteDistribution& operator=(const TruncatedExponentialDiscreteDistribution& dist)
  {
    AbstractParameterAliasable::operator=(dist);
    AbstractDiscreteDistribution::operator=(dist);
    lambda_= dist.lambda_;
    tp_ = dist.tp_;
    cond_ = dist.cond_;
    return *this;
  }

  ~TruncatedExponentialDiscreteDistribution(){};

  TruncatedExponentialDiscreteDistribution* clone() const { return new TruncatedExponentialDiscreteDistribution(*this); }

public:

  std::string getName() const {return("TruncExponential");}

  void fireParameterChanged(const ParameterList& parameters);

  double randC() const throw (Exception)
  {
    double x = RandomTools::randExponential(1. / getParameterValue("lambda"));
    while (!intMinMax_.isCorrect(x))
      x = RandomTools::randExponential(1. / getParameterValue("lambda"));

    return x;
  }

  double pProb(double x) const
  {
    if (x>=tp_)
      return 1.;
    else
      return (1. - exp(-lambda_ * x))/cond_;
  }

  double qProb(double x) const
  {
    if (x==1)
      return tp_;
    else
      return -log(1. - cond_*x) / lambda_;
  }

  double Expectation(double a) const
  {
    if (a<tp_)
      return (1. / lambda_ - exp(-a * lambda_) * (a + 1. / lambda_))/cond_;
    else
      return (1. / lambda_ - exp(-tp_ * lambda_) * (tp_ + 1. / lambda_))/cond_;
      
  }

  void restrictToConstraint(const Constraint& c);
};
} //end of namespace bpp.

#endif  //_TRUNCATEDEXPONENTIALDISCRETEDISTRIBUTION_H_