/usr/include/openturns/DistFunc.hxx is in libopenturns-dev 0.15-2.
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 | // -*- C++ -*-
/**
* @file DistFunc.hxx
* @brief OpenTURNS wrapper to a library of special functions
*
* (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: 2011-04-11 12:32:27 +0200 (Mon, 11 Apr 2011) $
* Id: $Id: DistFunc.hxx 1866 2011-04-11 10:32:27Z schueller $
*/
#ifndef OPENTURNS_DISTFUNC_HXX
#define OPENTURNS_DISTFUNC_HXX
#include "OTprivate.hxx"
namespace OpenTURNS {
namespace Uncertainty {
namespace Distribution {
class DistFunc
{
public:
static const NumericalScalar Precision;
static const UnsignedLong MaximumIteration;
static const UnsignedLong NumberOfBandNormalZigurrat = 129;
static const NumericalScalar NormalZigguratTail = 3.44508288805539135654449538289;
// The array NormalZigguratAbscissa stores the abscissas of the bands:
// the ith band is [NormalZigguratAbscissa[0], NormalZigguratAbscissa[i+1]] with
// NormalZigguratAbscissa[0] = 0.0 and
// NormalZigguratAbscissa[NumberOfBandNormalZigurrat] = NormalZigguratTail
static const NumericalScalar NormalZigguratAbscissa[NumberOfBandNormalZigurrat + 1];
// The array NormalZigguratRatio stores the ratio between a band and the next one,
// starting from the smallest one:
// NormalZigguratRatio[i] = NormalZigguratAbscissa[i] / NormalZigguratAbscissa[i+1]
static const NumericalScalar NormalZigguratRatio[NumberOfBandNormalZigurrat];
// For Beta distribution. WARNING: here we adopt the classical definition
// If tail=false, compute P(X<=x), else P(X>x)
static NumericalScalar pBeta(const NumericalScalar p1,
const NumericalScalar p2,
const NumericalScalar x,
const Bool tail = false);
// If tail=false, compute x such that P(X<=x)=q, else x such that P(X>x)=q
static NumericalScalar qBeta(const NumericalScalar p1,
const NumericalScalar p2,
const NumericalScalar q,
const Bool tail = false);
static NumericalScalar rBeta(const NumericalScalar p1,
const NumericalScalar p2);
// For Binomial distribution
private:
static NumericalScalar fcBinomial(const UnsignedLong k);
public:
static UnsignedLong rBinomial(const UnsignedLong n,
const NumericalScalar p);
// For Gamma distribution
static NumericalScalar pGamma(const NumericalScalar k,
const NumericalScalar x,
const Bool tail = false);
static NumericalScalar qGamma(const NumericalScalar k,
const NumericalScalar q,
const Bool tail = false);
static NumericalScalar rGamma(const NumericalScalar k);
// For Kolmogorov distribution
static NumericalScalar pKolmogorov(const UnsignedLong n,
const NumericalScalar x,
const Bool tail = false);
static NumericalScalar pKolmogorovAsymptotic(const NumericalScalar x,
const Bool tail = false);
// For NonCentralChiSquare distribution
static NumericalScalar dNonCentralChiSquare(const NumericalScalar nu,
const NumericalScalar lambda,
const NumericalScalar x);
static NumericalScalar pNonCentralChiSquare(const NumericalScalar nu,
const NumericalScalar lambda,
const NumericalScalar x,
const Bool tail = false);
static NumericalScalar rNonCentralChiSquare(const NumericalScalar nu,
const NumericalScalar lambda);
// For NonCentralStudent distribution
static NumericalScalar dNonCentralStudent(const NumericalScalar nu,
const NumericalScalar delta,
const NumericalScalar x);
static NumericalScalar pNonCentralStudent(const NumericalScalar nu,
const NumericalScalar delta,
const NumericalScalar x,
const Bool tail = false);
static NumericalScalar rNonCentralStudent(const NumericalScalar nu,
const NumericalScalar delta);
// For Normal distribution
static NumericalScalar pNormal(const NumericalScalar x,
const Bool tail = false);
static NumericalScalar qNormal(const NumericalScalar q,
const Bool tail = false);
static NumericalScalar rNormal();
// For Poisson distribution
static NumericalScalar rPoisson(const NumericalScalar lambda);
// For Student distribution
static NumericalScalar pStudent(const NumericalScalar nu,
const NumericalScalar x,
const Bool tail = false);
static NumericalScalar qStudent(const NumericalScalar nu,
const NumericalScalar q,
const Bool tail = false);
static NumericalScalar rStudent(const NumericalScalar nu);
// For TruncatedNormal distribution
// static NumericalScalar rTruncatedNormal(const NumericalScalar a, const NumericalScalar b);
}; /* class DistFunc */
} /* namespace Distribution */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_DISTFUNC_HXX */
|