/usr/include/openturns/TruncatedDistribution.hxx is in libopenturns-dev 0.15-2.
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/**
* @file TruncatedDistribution.hxx
* @brief The TruncatedDistribution 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: TruncatedDistribution.hxx 1981 2011-07-01 08:34:36Z souchaud $
*/
#ifndef OPENTURNS_TRUNCATEDDISTRIBUTION_HXX
#define OPENTURNS_TRUNCATEDDISTRIBUTION_HXX
#include "NonEllipticalDistribution.hxx"
#include "Distribution.hxx"
namespace OpenTURNS {
namespace Uncertainty {
namespace Distribution {
/**
* @class TruncatedDistribution
*
* The TruncatedDistribution distribution.
*/
class TruncatedDistribution
: public Model::NonEllipticalDistribution
{
CLASSNAME;
public:
typedef Base::Common::InvalidArgumentException InvalidArgumentException;
typedef Model::NonEllipticalDistribution NonEllipticalDistribution; // required by SWIG
typedef Model::Distribution Distribution;
typedef NonEllipticalDistribution::NumericalPoint NumericalPoint;
typedef NonEllipticalDistribution::NumericalSample NumericalSample;
typedef NonEllipticalDistribution::CovarianceMatrix CovarianceMatrix;
typedef NonEllipticalDistribution::NumericalPointWithDescriptionCollection NumericalPointWithDescriptionCollection;
typedef NonEllipticalDistribution::NotDefinedException NotDefinedException;
typedef NonEllipticalDistribution::StorageManager StorageManager;
// If the mass of the underlying distribution is at least this value, use rejection for sampling
static const NumericalScalar DefaultThresholdRealization;
enum BoundSide { LOWER, UPPER };
/** Default constructor */
TruncatedDistribution();
/** Parameters constructor to use when the two bounds are finite */
TruncatedDistribution(const Distribution & distribution,
const NumericalScalar lowerBound,
const NumericalScalar upperBound,
const NumericalScalar thresholdRealization = DefaultThresholdRealization)
/* throw (InvalidArgumentException) */;
/** Parameters constructor to use when one of the bounds is not finite */
TruncatedDistribution(const Distribution & distribution,
const NumericalScalar bound,
const BoundSide side = LOWER,
const NumericalScalar thresholdRealization = DefaultThresholdRealization)
/* throw (InvalidArgumentException) */;
/** Parameters constructor to use when the two bounds are finite */
TruncatedDistribution(const Distribution & distribution,
const Interval & truncationInterval,
const NumericalScalar thresholdRealization = DefaultThresholdRealization)
/* throw (InvalidArgumentException) */;
/** Comparison operator */
Bool operator ==(const TruncatedDistribution & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual TruncatedDistribution * clone() const;
/** Get one realization of the distribution */
NumericalPoint getRealization() 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;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
/* Interface specific to TruncatedDistribution */
/** Distribution accessor */
void setDistribution(const Distribution & distribution) /* throw (InvalidArgumentException) */;
Distribution getDistribution() const;
/** Lower bound accessor */
void setLowerBound(const NumericalScalar lowerBound) /* throw (InvalidArgumentException) */;
NumericalScalar getLowerBound() const;
/** Lower bound finite flag accessor */
void setFiniteLowerBound(const Bool finiteLowerBound) /* throw (InvalidArgumentException) */;
Bool getFiniteLowerBound() const;
/** Upper bound accessor */
void setUpperBound(const NumericalScalar upperBound) /* throw (InvalidArgumentException) */;
NumericalScalar getUpperBound() const;
/** Upper bound finite flag accessor */
void setFiniteUpperBound(const Bool finiteUpperBound) /* throw (InvalidArgumentException) */;
Bool getFiniteUpperBound() const;
/** Threshold realization accessor */
void setThresholdRealization(const NumericalScalar thresholdRealization)
/* throw (InvalidArgumentException) */;
NumericalScalar getThresholdRealization() const;
/** Tell if the distribution is continuous */
Bool isContinuous() const;
/** Tell if the distribution is integer valued */
Bool isIntegral() const;
/** Get the support of a distribution that intersect a given interval */
using NonEllipticalDistribution::getSupport;
NumericalSample getSupport(const Interval & interval) 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:
/** Get the quantile of the distribution */
NumericalScalar computeScalarQuantile(const NumericalScalar prob,
const Bool tail = false,
const NumericalScalar precision = DefaultQuantileEpsilon) const;
/** Compute the numerical range of the distribution given the parameters values */
void computeRange();
/** The main parameter set of the distribution */
Distribution distribution_;
NumericalScalar lowerBound_;
Bool finiteLowerBound_;
NumericalScalar upperBound_;
Bool finiteUpperBound_;
NumericalScalar thresholdRealization_;
/** Usefull quantities */
NumericalScalar pdfLowerBound_;
NumericalScalar pdfUpperBound_;
NumericalScalar cdfLowerBound_;
NumericalScalar cdfUpperBound_;
NumericalScalar normalizationFactor_;
}; /* class TruncatedDistribution */
} /* namespace Distribution */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_TRUNCATEDDISTRIBUTION_HXX */
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