/usr/include/openturns/TruncatedNormal.hxx is in libopenturns-dev 1.2-2.
This file is owned by root:root, with mode 0o644.
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/**
* @file TruncatedNormal.hxx
* @brief The TruncatedNormal 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 2012-07-16 10:12:54 +0200 (Mon, 16 Jul 2012)
*/
#ifndef OPENTURNS_TRUNCATEDNORMAL_HXX
#define OPENTURNS_TRUNCATEDNORMAL_HXX
#include "OTprivate.hxx"
#include "NonEllipticalDistribution.hxx"
#include "ResourceMap.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class TruncatedNormal
*
* The TruncatedNormal distribution.
*/
class TruncatedNormal
: public NonEllipticalDistribution
{
CLASSNAME;
public:
typedef Pointer<DistributionImplementation> Implementation;
/** Default constructor */
TruncatedNormal();
/** Parameters constructor */
TruncatedNormal(const NumericalScalar mu,
const NumericalScalar sigma,
const NumericalScalar a,
const NumericalScalar b);
/** Comparison operator */
Bool operator ==(const TruncatedNormal & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual TruncatedNormal * clone() const;
/** Get one realization of the TruncatedNormal distribution */
NumericalPoint getRealization() const;
/** Get the DDF of the TruncatedNormal distribution */
using NonEllipticalDistribution::computeDDF;
NumericalPoint computeDDF(const NumericalPoint & point) const;
/** Get the PDF of the TruncatedNormal distribution */
using NonEllipticalDistribution::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the TruncatedNormal distribution */
using NonEllipticalDistribution::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point) const;
using NonEllipticalDistribution::computeComplementaryCDF;
NumericalScalar computeComplementaryCDF(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;
NumericalComplex computeLogCharacteristicFunction(const NumericalScalar x) const;
/** Get the PDFGradient of the TruncatedNormal distribution */
NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the CDFGradient of the TruncatedNormal 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 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);
/* Interface specific to TruncatedNormal */
/** Mu accessor */
void setMu(const NumericalScalar mu);
NumericalScalar getMu() const;
/** Sigma accessor */
void setSigma(const NumericalScalar sigma);
NumericalScalar getSigma() const;
/** A accessor */
void setA(const NumericalScalar a);
NumericalScalar getA() const;
/** B accessor */
void setB(const NumericalScalar b);
NumericalScalar getB() 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:
/** Compute the mean of the distribution */
void computeMean() const;
/** Compute the covariance of the distribution */
void computeCovariance() const;
/** Get the quantile of the TruncatedNormal distribution */
NumericalScalar computeScalarQuantile(const NumericalScalar prob,
const Bool tail = false,
const NumericalScalar precision = ResourceMap::GetAsNumericalScalar("DistributionImplementation-DefaultQuantileEpsilon")) const;
/** Compute the numerical range of the distribution given the parameters values */
void computeRange();
/** The main parameter set of the distribution */
NumericalScalar mu_;
NumericalScalar sigma_;
NumericalScalar a_;
NumericalScalar b_;
/** Usefull quantities */
NumericalScalar aNorm_;
NumericalScalar bNorm_;
NumericalScalar phiANorm_;
NumericalScalar phiBNorm_;
NumericalScalar PhiANorm_;
NumericalScalar PhiBNorm_;
NumericalScalar normalizationFactor_;
}; /* class TruncatedNormal */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_TRUNCATEDNORMAL_HXX */
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