/usr/include/openturns/NonCentralChiSquare.hxx is in libopenturns-dev 0.15-2.
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/**
* @file NonCentralChiSquare.hxx
* @brief The NonCentralChiSquare 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: lebrun $
* @date: $LastChangedDate: 2011-02-26 21:12:17 +0100 (sam. 26 févr. 2011) $
* Id: $Id: NonCentralChiSquare.hxx 1813 2011-02-26 20:12:17Z lebrun $
*/
#ifndef OPENTURNS_NONCENTRALCHISQUARE_HXX
#define OPENTURNS_NONCENTRALCHISQUARE_HXX
#include "NonEllipticalDistribution.hxx"
namespace OpenTURNS {
namespace Uncertainty {
namespace Distribution {
/**
* @class NonCentralChiSquare
*
* The NonCentralChiSquare distribution.
*/
class NonCentralChiSquare
: public Model::NonEllipticalDistribution
{
CLASSNAME;
public:
typedef Base::Common::InvalidArgumentException InvalidArgumentException;
typedef Model::NonEllipticalDistribution NonEllipticalDistribution; // required by SWIG
typedef NonEllipticalDistribution::NumericalPoint NumericalPoint;
typedef NonEllipticalDistribution::NumericalPointWithDescriptionCollection NumericalPointWithDescriptionCollection;
typedef NonEllipticalDistribution::NotDefinedException NotDefinedException;
typedef NonEllipticalDistribution::StorageManager StorageManager;
/** Default constructor */
/* The default values correspond to a classical ChiSquare distribution with 5 degrees of freedom */
NonCentralChiSquare(const NumericalScalar nu = 5.0,
const NumericalScalar lambda = 0.0)
/* throw(InvalidArgumentException) */;
/** Comparison operator */
Bool operator ==(const NonCentralChiSquare & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
NonCentralChiSquare * clone() const;
/** Get one realization of the distribution */
NumericalPoint getRealization() const;
/** Get the PDF of the distribution */
using NonEllipticalDistribution::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the 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 distribution */
NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the CDFGradient of the 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) */;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
using NonEllipticalDistribution::setParametersCollection;
void setParametersCollection(const NumericalPointCollection & parametersCollection);
/** Nu accessor */
void setNu(const NumericalScalar nu);
void setNuLambda(const NumericalScalar nu,
const NumericalScalar lambda);
NumericalScalar getNu() const;
/** Lambda accessor */
void setLambda(const NumericalScalar lambda);
NumericalScalar getLambda() 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;
/** Number of degrees of freedom */
NumericalScalar nu_;
/** Non-centrality parameter */
NumericalScalar lambda_;
}; /* class NonCentralChiSquare */
} /* namespace Distribution */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_NONCENTRALCHISQUARE_HXX */
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