/usr/include/openturns/Mixture.hxx is in libopenturns-dev 1.2-2.
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/**
* @file Mixture.hxx
* @brief The class that implements mixtures
*
* Copyright (C) 2005-2013 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 3 of the License, or
* (at your option) any later version.
*
* 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
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
* @author schueller
* @date 2012-02-17 19:35:43 +0100 (Fri, 17 Feb 2012)
*/
#ifndef OPENTURNS_MIXTURE_HXX
#define OPENTURNS_MIXTURE_HXX
#include "Distribution.hxx"
#include "DistributionImplementation.hxx"
#include "Collection.hxx"
#include "UserDefined.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class Mixture
*
* The class describes the probabilistic concept of Mixture.
*/
class Mixture
: public DistributionImplementation
{
CLASSNAME;
public:
/** A type for distribution collection */
typedef Collection<Distribution> DistributionCollection;
typedef PersistentCollection<Distribution> DistributionPersistentCollection;
/** Default constructor */
explicit Mixture();
/** Parameters constructor */
explicit Mixture(const DistributionCollection & coll);
explicit Mixture(const DistributionCollection & coll,
const NumericalPoint & weights);
/** 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);
const DistributionCollection & getDistributionCollection() const;
/** get/set weights accessor */
NumericalPoint getWeights() const;
void setWeights(const NumericalPoint & weights);
/* 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;
/** Get the characteristic function of the distribution, i.e. phi(u) = E(exp(I*u*X)) */
NumericalComplex computeCharacteristicFunction(const NumericalScalar x) 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 */
Implementation getMarginal(const UnsignedLong i) const;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
Implementation getMarginal(const Indices & indices) const;
/** 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(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(Advocate & adv);
protected:
private:
/** Set distribution collection with weights given in a vector */
void setDistributionCollectionWithWeights(const DistributionCollection & coll,
const NumericalPoint & weights);
/** 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 */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_MIXTURE_HXX */
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