/usr/include/openturns/BayesDistribution.hxx is in libopenturns-dev 1.5-7build2.
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/**
* @file BayesDistribution.hxx
* @brief The BayesDistribution distribution
*
* Copyright 2005-2015 Airbus-EDF-IMACS-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 2009-10-27 17:42:46 +0100 (mar. 27 oct. 2009)
*/
#ifndef OPENTURNS_BAYESDISTRIBUTION_HXX
#define OPENTURNS_BAYESDISTRIBUTION_HXX
#include "OTprivate.hxx"
#include "ContinuousDistribution.hxx"
#include "Distribution.hxx"
#include "ResourceMap.hxx"
#include "NumericalMathFunction.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class BayesDistribution
*
* The BayesDistribution distribution.
*/
class OT_API BayesDistribution
: public ContinuousDistribution
{
CLASSNAME;
public:
/** Default constructor */
BayesDistribution();
/** Parameters constructor */
BayesDistribution(const Distribution & conditionedDistribution,
const Distribution & conditioningDistribution,
const NumericalMathFunction & linkFunction);
/** Parameters constructor */
BayesDistribution(const Distribution & conditionedDistribution,
const Distribution & conditioningDistribution);
/** Comparison operator */
Bool operator ==(const BayesDistribution & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual BayesDistribution * clone() const;
/** Get one realization of the distribution */
NumericalPoint getRealization() const;
/** Compute the PDF of the distribution */
using ContinuousDistribution::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/* Interface specific to BayesDistribution */
/** Conditioned distribution accessor */
void setConditionedDistribution(const Distribution & conditionedDistribution);
Distribution getConditionedDistribution() const;
/** Conditioning distribution accessor */
void setConditioningDistribution(const Distribution & conditioningDistribution);
Distribution getConditioningDistribution() const;
/** Link function accessor */
void setLinkFunction(const NumericalMathFunction & linkFunction);
NumericalMathFunction getLinkFunction() const;
/** Get the i-th marginal distribution */
Implementation getMarginal(const UnsignedInteger i) const;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
Implementation getMarginal(const Indices & indices) 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:
/** Compute the numerical range of the distribution */
void computeRange();
/** Method to set simultaneously the conditioning distribution, the conditioned distribution and the link function */
void setConditionedAndConditioningDistributionsAndLinkFunction(const Distribution & conditionedDistribution,
const Distribution & conditioningDistribution,
const NumericalMathFunction & linkFunction);
/** The conditioned distribution, i.e L(X|Theta) */
Distribution conditionedDistribution_;
/** The conditioning distribution, i.e L(Theta) */
Distribution conditioningDistribution_;
/** Values of the Dirac marginals */
NumericalMathFunction linkFunction_;
}; /* class BayesDistribution */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_BAYESDISTRIBUTION_HXX */
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