/usr/include/openturns/NonCentralStudent.hxx is in libopenturns-dev 1.2-2.
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/**
* @file NonCentralStudent.hxx
* @brief The NonCentralStudent distribution
*
* 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_NONCENTRALSTUDENT_HXX
#define OPENTURNS_NONCENTRALSTUDENT_HXX
#include "NonEllipticalDistribution.hxx"
#include "DistFunc.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class NonCentralStudent
*
* The NonCentralStudent distribution.
*/
class NonCentralStudent
: public NonEllipticalDistribution
{
CLASSNAME;
public:
typedef Pointer<DistributionImplementation> Implementation;
/** Default constructor */
NonCentralStudent(const NumericalScalar nu = 5.0,
const NumericalScalar delta = 0.0,
const NumericalScalar gamma = 0.0);
/** Comparison operator */
Bool operator ==(const NonCentralStudent & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
NonCentralStudent * 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;
/** 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;
/** Get the skewness of the distribution */
NumericalPoint getSkewness() const;
/** Get the kurtosis of the distribution */
NumericalPoint getKurtosis() const;
/** Get the raw moments of the standardized distribution */
NumericalPoint getStandardMoment(const UnsignedLong n) const;
/** Get the standard representative in the parametric family, associated with the standard moments */
Implementation getStandardRepresentative() const;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
using NonEllipticalDistribution::setParametersCollection;
void setParametersCollection(const NumericalPointCollection & parametersCollection);
/** Nu accessor */
void setNu(const NumericalScalar nu);
NumericalScalar getNu() const;
/** Delta accessor */
void setDelta(const NumericalScalar delta);
NumericalScalar getDelta() const;
/** Gamma accessor */
void setGamma(const NumericalScalar gamma);
NumericalScalar getGamma() 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:
struct CDFWrapper
{
CDFWrapper(const NonCentralStudent & dist, const Bool tail):
dist_(dist),
tail_(tail) {};
NumericalPoint computeCDF(const NumericalPoint & point) const
{
return NumericalPoint(1, tail_ ? dist_.computeComplementaryCDF(point) : dist_.computeCDF(point));
};
const NonCentralStudent & dist_;
const NumericalScalar tail_;
}; // struct CDFWrapper
/** Get the quantile of the distribution, i.e the value Xp such that P(X <= Xp) = prob */
NumericalScalar computeScalarQuantile(const NumericalScalar prob,
const Bool tail = false,
const NumericalScalar precision = ResourceMap::GetAsNumericalScalar("DistributionImplementation-DefaultQuantileEpsilon")) const;
/** 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 delta_;
/** Location parameter */
NumericalScalar gamma_;
}; /* class NonCentralStudent */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_NONCENTRALSTUDENT_HXX */
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