/usr/include/openturns/LogNormal.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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 | // -*- C++ -*-
/**
* @file LogNormal.hxx
* @brief The LogNormal 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: LogNormal.hxx 1981 2011-07-01 08:34:36Z souchaud $
*/
#ifndef OPENTURNS_LOGNORMAL_HXX
#define OPENTURNS_LOGNORMAL_HXX
#include "OTprivate.hxx"
#include "NonEllipticalDistribution.hxx"
namespace OpenTURNS {
namespace Uncertainty {
namespace Distribution {
/**
* @class LogNormal
*
* The LogNormal distribution.
*/
class LogNormal
: public Model::NonEllipticalDistribution
{
CLASSNAME;
public:
typedef Base::Common::InvalidArgumentException InvalidArgumentException;
typedef Model::NonEllipticalDistribution NonEllipticalDistribution; // required by SWIG
typedef NonEllipticalDistribution::NumericalPoint NumericalPoint;
typedef NonEllipticalDistribution::NumericalSample NumericalSample;
typedef NonEllipticalDistribution::CovarianceMatrix CovarianceMatrix;
typedef NonEllipticalDistribution::NumericalPointWithDescriptionCollection NumericalPointWithDescriptionCollection;
typedef NonEllipticalDistribution::NotDefinedException NotDefinedException;
typedef NonEllipticalDistribution::StorageManager StorageManager;
enum ParameterSet { MUSIGMA_LOG, MUSIGMA, MU_SIGMAOVERMU };
/** Default constructor */
LogNormal();
/** Parameters constructor */
LogNormal(const NumericalScalar arg1,
const NumericalScalar arg2,
const NumericalScalar gamma = 0.0,
const ParameterSet set = MUSIGMA_LOG)
/* throw (InvalidArgumentException) */;
/** Comparison operator */
Bool operator ==(const LogNormal & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual LogNormal * clone() const;
/** Get one realization of the LogNormal distribution */
NumericalPoint getRealization() const;
/** Get the DDF of the LogNormal distribution */
using NonEllipticalDistribution::computeDDF;
NumericalPoint computeDDF(const NumericalPoint & point) const;
/** Get the PDF of the LogNormal distribution */
using NonEllipticalDistribution::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the LogNormal distribution */
using NonEllipticalDistribution::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point, const Bool tail = false) const;
/** Get the characteristic function of the distribution, i.e. phi(u) = E(exp(I*u*X)) */
NumericalComplex computeCharacteristicFunction(const NumericalScalar x,
const Bool logScale = false) const;
/** Get the PDFGradient of the LogNormal distribution */
NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the CDFGradient of the LogNormal distribution */
NumericalPoint computeCDFGradient(const NumericalPoint & point) 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) */;
/** Get the raw moments of the standardized distribution */
NumericalPoint getStandardMoment(const UnsignedLong n) const;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
using NonEllipticalDistribution::setParametersCollection;
void setParametersCollection(const NumericalPointCollection & parametersCollection);
/* Interface specific to LogNormal */
/** MuLog accessor */
void setMuLog(const NumericalScalar muLog);
NumericalScalar getMuLog() const;
/** SigmaLog accessor */
void setSigmaLog(const NumericalScalar sigmaLog)
/* throw (InvalidArgumentException) */;
NumericalScalar getSigmaLog() const;
/** Mu accessor */
void setMuSigma(const NumericalScalar mu,
const NumericalScalar sigma)
/* throw (InvalidArgumentException) */;
NumericalScalar getMu() const;
/** Sigma accessor */
NumericalScalar getSigma() const;
/** Gamma accessor */
void setGamma(const NumericalScalar gamma);
NumericalScalar getGamma() const;
/** SigmaOverMu accessor */
NumericalScalar getSigmaOverMu() const /* throw(NotDefinedException) */;
/** 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:
/** MuLogSigmaLog accessor */
void setMuLogSigmaLog(const NumericalScalar muLog,
const NumericalScalar sigmaLog);
private:
/** Compute the mean of the distribution */
void computeMean() const;
/** Compute the covariance of the distribution */
void computeCovariance() const;
/** Get the quantile of the LogNormal distribution */
NumericalScalar computeScalarQuantile(const NumericalScalar prob,
const Bool tail = false,
const NumericalScalar precision = DefaultQuantileEpsilon) const;
/** Compute the integrand that is involved in the computation of the characteristic function */
NumericalComplex characteristicIntegrand(const NumericalScalar t,
const NumericalScalar nu) const;
/** Compute the numerical range of the distribution given the parameters values */
void computeRange();
/** The main parameter set of the distribution */
NumericalScalar muLog_;
NumericalScalar sigmaLog_;
NumericalScalar gamma_;
NumericalScalar normalizationFactor_;
/** Normalization factor for the characteristic function */
NumericalScalar H_;
}; /* class LogNormal */
} /* namespace Distribution */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_LOGNORMAL_HXX */
|