/usr/include/openturns/Mixture.hxx is in libopenturns-dev 0.15-2.
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/**
* @file Mixture.hxx
* @brief The class that implements mixtures
*
* (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: Mixture.hxx 1981 2011-07-01 08:34:36Z souchaud $
*/
#ifndef OPENTURNS_MIXTURE_HXX
#define OPENTURNS_MIXTURE_HXX
#include "Distribution.hxx"
#include "DistributionImplementation.hxx"
#include "Exception.hxx"
#include "Collection.hxx"
#include "UserDefined.hxx"
namespace OpenTURNS {
namespace Uncertainty {
namespace Distribution {
/**
* @class Mixture
*
* The class describes the probabilistic concept of Mixture.
*/
class Mixture
: public Model::DistributionImplementation
{
CLASSNAME;
public:
/** A type for distribution collection */
typedef Base::Type::Collection<Model::Distribution> DistributionCollection;
typedef Base::Type::PersistentCollection<Model::Distribution> DistributionPersistentCollection;
typedef Model::DistributionImplementation DistributionImplementation; // required by SWIG
typedef DistributionImplementation::InvalidArgumentException InvalidArgumentException;
typedef DistributionImplementation::NumericalPoint NumericalPoint;
typedef DistributionImplementation::NumericalSample NumericalSample;
typedef DistributionImplementation::Implementation Implementation;
typedef DistributionImplementation::Indices Indices;
typedef DistributionImplementation::CovarianceMatrix CovarianceMatrix;
typedef DistributionImplementation::NotDefinedException NotDefinedException;
typedef DistributionImplementation::NumericalPointWithDescriptionCollection NumericalPointWithDescriptionCollection;
/** Default constructor */
explicit Mixture();
/** Parameters constructor */
explicit Mixture(const DistributionCollection & coll)
/* throw (InvalidArgumentException) */;
/** Comparison operator */
Bool operator ==(const Mixture & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/** Distribution collection accessor */
void setDistributionCollection(const DistributionCollection & coll)
/* throw (InvalidArgumentException) */;
const DistributionCollection & getDistributionCollection() const;
/* Here is the interface that all derived class must implement */
/** Virtual constructor */
virtual Mixture * clone() const;
/** Get one realization of the Mixture */
NumericalPoint getRealization() const;
/** Get the DDF of the Mixture */
using DistributionImplementation::computeDDF;
NumericalPoint computeDDF(const NumericalPoint & point) const;
/** Get the PDF of the Mixture */
using DistributionImplementation::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the Mixture */
using DistributionImplementation::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 PDF gradient of the distribution */
NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the CDF gradient of the distribution */
NumericalPoint computeCDFGradient(const NumericalPoint & point) const;
/** Get the i-th marginal distribution */
Mixture * getMarginal(const UnsignedLong i) const /* throw(InvalidArgumentException) */;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
Mixture * getMarginal(const Indices & indices) const /* throw(InvalidArgumentException) */;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
/** Check if the distribution is elliptical */
Bool isElliptical() const;
/** Check if the distribution is continuous */
Bool isContinuous() const;
/** Check if the distribution is integral */
Bool isIntegral() const;
/** Tell if the distribution has elliptical copula */
Bool hasEllipticalCopula() const;
/** Tell if the distribution has independent copula */
Bool hasIndependentCopula() 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 a mixture */
void computeMean() const;
/** Compute the covariance of a mixture */
void computeCovariance() const;
/** Compute the numerical range of the distribution given the parameters values */
void computeRange();
/** Weights distribution accessor */
void setWeightsDistribution(const UserDefined & weighstDistribution);
UserDefined getWeightsDistribution() const;
/** The collection of distribution of the mixture */
DistributionPersistentCollection distributionCollection_;
/** The discrete distribution of the weights */
UserDefined weightsDistribution_;
}; /* class Mixture */
} /* namespace Distribution */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_MIXTURE_HXX */
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