/usr/include/openturns/TracyWidomGUE.hxx is in libopenturns-dev 0.15-2.
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/**
* @file TracyWidomGUE.hxx
* @brief The TracyWidomGUE 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: dutka $
* @date: $LastChangedDate: 2010-07-12 15:45:44 +0200 (lun. 12 juil. 2010) $
* Id: $Id: TracyWidomGUE.hxx 1581 2010-07-12 13:45:44Z dutka $
*/
#ifndef OPENTURNS_TRACYWIDOMGUE_HXX
#define OPENTURNS_TRACYWIDOMGUE_HXX
#include "NonEllipticalDistribution.hxx"
namespace OpenTURNS {
namespace Uncertainty {
namespace Distribution {
/**
* @class TracyWidomGUE
*
* The TracyWidomGUE distribution.
*/
class TracyWidomGUE
: 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 { RT, MUSIGMA };
/** Default constructor */
TracyWidomGUE();
/** Comparison operator */
Bool operator ==(const TracyWidomGUE & other) const;
/** String converter */
String __repr__() const;
/* Interface inherited from Distribution */
/** Virtual constructor */
TracyWidomGUE * clone() const;
/** Get the DDF of the distribution */
using NonEllipticalDistribution::computeDDF;
NumericalPoint computeDDF(const NumericalPoint & point) 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 PDFGradient of the distribution */
NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the CDFGradient of the distribution */
NumericalPoint computeCDFGradient(const NumericalPoint & point) const;
/** Get the roughness, i.e. the L2-norm of the PDF */
NumericalScalar getRoughness() 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;
/** 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;
}; /* class TracyWidomGUE */
} /* namespace Distribution */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_TRACYWIDOMGUE_HXX */
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