/usr/include/openturns/Geometric.hxx is in libopenturns-dev 0.15-2.
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/**
* @file Geometric.hxx
* @brief The Geometric 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: souchaud $
* @date: $LastChangedDate: 2011-07-01 10:34:36 +0200 (Fri, 01 Jul 2011) $
* Id: $Id: Geometric.hxx 1981 2011-07-01 08:34:36Z souchaud $
*/
#ifndef OPENTURNS_GEOMETRIC_HXX
#define OPENTURNS_GEOMETRIC_HXX
#include "OTprivate.hxx"
#include "DiscreteDistribution.hxx"
#include "Exception.hxx"
namespace OpenTURNS {
namespace Uncertainty {
namespace Distribution {
/**
* @class Geometric
*
* The Geometric distribution.
*/
class Geometric
: public Model::DiscreteDistribution
{
CLASSNAME;
public:
typedef Base::Common::InvalidArgumentException InvalidArgumentException;
typedef Model::DiscreteDistribution DiscreteDistribution; // required by SWIG
typedef DiscreteDistribution::NumericalPoint NumericalPoint;
typedef DiscreteDistribution::NumericalSample NumericalSample;
typedef DiscreteDistribution::CovarianceMatrix CovarianceMatrix;
typedef DiscreteDistribution::NumericalPointWithDescriptionCollection NumericalPointWithDescriptionCollection;
typedef DiscreteDistribution::NotDefinedException NotDefinedException;
typedef DiscreteDistribution::StorageManager StorageManager;
/** Default constructor */
Geometric();
/** Parameters constructor */
Geometric(const NumericalScalar p)
/* throw (InvalidArgumentException) */;
/** Comparison operator */
Bool operator ==(const Geometric & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual Geometric * clone() const;
/** Get one realization of the distribution */
NumericalPoint getRealization() const;
/** Get the PDF of the distribution */
using DiscreteDistribution::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the distribution */
using DiscreteDistribution::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point, const Bool tail = false) const;
/** Get the PDFGradient of the distribution */
NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the CDFGradient of the distribution */
NumericalPoint computeCDFGradient(const NumericalPoint & point) const;
/** Compute the characteristic function, i.e. phi(u) = E(exp(I*u*X)) */
NumericalComplex computeCharacteristicFunction(const NumericalScalar x,
const Bool logScale = false) const;
/** Compute the generating function, i.e. psi(z) = E(z^X) */
NumericalComplex computeGeneratingFunction(const NumericalComplex & z,
const Bool logScale = false) const;
/** Get the support of a discrete distribution that intersect a given interval */
NumericalSample getSupport(const Interval & interval) 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) */;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
using DiscreteDistribution::setParametersCollection;
void setParametersCollection(const NumericalPointCollection & parametersCollection);
/* Interface specific to Geometric */
/** P accessor */
void setP(const NumericalScalar p)
/* throw(InvalidArgumentException) */;
NumericalScalar getP() const;
/** 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();
/** The P of the Geometric distribution */
NumericalScalar p_;
}; /* class Geometric */
} /* namespace Distribution */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_GEOMETRIC_HXX */
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