/usr/include/openturns/Multinomial.hxx is in libopenturns-dev 0.15-2.
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/**
* @file Multinomial.hxx
* @brief The Multinomial 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: Multinomial.hxx 1981 2011-07-01 08:34:36Z souchaud $
*/
#ifndef OPENTURNS_MULTINOMIAL_HXX
#define OPENTURNS_MULTINOMIAL_HXX
#include "OTprivate.hxx"
#include "DiscreteDistribution.hxx"
#include "Exception.hxx"
namespace OpenTURNS {
namespace Uncertainty {
namespace Distribution {
/**
* @class Multinomial
*
* The Multinomial distribution.
*/
class Multinomial
: public Model::DiscreteDistribution
{
CLASSNAME;
public:
typedef Base::Common::InvalidArgumentException InvalidArgumentException;
typedef Model::DiscreteDistribution DiscreteDistribution; // required by SWIG
typedef DiscreteDistribution::Implementation Implementation;
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 */
Multinomial()
/* throw (InvalidArgumentException) */;
/** Parameters constructor */
Multinomial(const UnsignedLong n,
const NumericalPoint & p)
/* throw (InvalidArgumentException) */;
/** Comparison operator */
Bool operator ==(const Multinomial & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual Multinomial * 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;
/** Compute the PDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
NumericalScalar computeConditionalPDF(const NumericalScalar x,
const NumericalPoint & y) const;
/** Compute the CDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
NumericalScalar computeConditionalCDF(const NumericalScalar x,
const NumericalPoint & y) const;
/** Compute the quantile of Xi | X1, ..., Xi-1, i.e. x such that CDF(x|y) = q with x = Xi, y = (X1,...,Xi-1) */
NumericalScalar computeConditionalQuantile(const NumericalScalar q,
const NumericalPoint & y) const;
/** Get the i-th marginal distribution */
using Model::DiscreteDistribution::getMarginal;
Multinomial * getMarginal(const UnsignedLong i) const /* throw(InvalidArgumentException) */;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
Multinomial * getMarginal(const Indices & indices) const /* throw(InvalidArgumentException) */;
/** Get the support of a discrete distribution that intersect a given interval */
NumericalSample getSupport(const Interval & interval) const;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
/* Interface specific to Multinomial */
/** P vector accessor */
void setP(const NumericalPoint & p)
/* throw (InvalidArgumentException) */;
NumericalPoint getP() const;
/** N accessor */
void setN(const UnsignedLong n);
UnsignedLong getN() 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:
/** Reference algorithm for the CDF */
NumericalScalar computeCDFReferenceAlgorithm(const NumericalPoint & point,
const Bool tail = false) const;
/** Quantile computation for dimension=1 */
NumericalScalar computeScalarQuantile(const NumericalScalar prob,
const Bool tail = false,
const NumericalScalar precision = DefaultQuantileEpsilon) const;
/** Compute the mean of the distribution */
void computeMean() const;
/** Compute the covariance of the distribution */
void computeCovariance() const;
/** The range of the output */
UnsignedLong n_;
/** The vector of probabilities of the Multinomial distribution */
NumericalPoint p_;
/** The sum of probabilities of the Multinomial distribution */
NumericalScalar sumP_;
}; /* class Multinomial */
} /* namespace Distribution */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_MULTINOMIAL_HXX */
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