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/**
* @file InverseGamma.hxx
* @brief The InverseGamma 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 2012-02-17 19:35:43 +0100 (Fri, 17 Feb 2012)
*/
#ifndef OPENTURNS_INVERSEGAMMA_HXX
#define OPENTURNS_INVERSEGAMMA_HXX
#include "OTprivate.hxx"
#include "ContinuousDistribution.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class InverseGamma
*
* The InverseGamma distribution.
*/
class OT_API InverseGamma
: public ContinuousDistribution
{
CLASSNAME;
public:
typedef Pointer<DistributionImplementation> Implementation;
/** Default constructor */
InverseGamma();
/** Parameters constructor */
InverseGamma(const NumericalScalar k,
const NumericalScalar lambda);
/** Comparison operator */
Bool operator ==(const InverseGamma & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual InverseGamma * clone() const;
/** Get one realization of the distribution */
NumericalPoint getRealization() const;
/** Get the DDF of the distribution */
using ContinuousDistribution::computeDDF;
NumericalPoint computeDDF(const NumericalPoint & point) const;
/** Get the PDF of the distribution */
using ContinuousDistribution::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
using ContinuousDistribution::computeLogPDF;
NumericalScalar computeLogPDF(const NumericalPoint & point) const;
/** Get the CDF of the distribution */
using ContinuousDistribution::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point) const;
using ContinuousDistribution::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 distribution */
using ContinuousDistribution::computePDFGradient;
NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the CDFGradient of the distribution */
using ContinuousDistribution::computeCDFGradient;
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 UnsignedInteger 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 ContinuousDistribution::setParametersCollection;
void setParametersCollection(const NumericalPointCollection & parametersCollection);
/* Interface specific to InverseGamma */
/** K accessor */
void setK(const NumericalScalar k);
NumericalScalar getK() const;
/** Lambda accessor */
void setLambda(const NumericalScalar lambda);
NumericalScalar getLambda() const;
/** K and lambda accessor */
void setKLambda(const NumericalScalar k,
const NumericalScalar lambda);
/** 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 distribution */
NumericalScalar computeScalarQuantile(const NumericalScalar prob,
const Bool tail = false) const;
/** Compute the numerical range of the distribution given the parameters values */
void computeRange();
/** Update the derivative attributes */
void update();
/** The main parameter set of the distribution */
NumericalScalar k_;
NumericalScalar lambda_;
NumericalScalar normalizationFactor_;
}; /* class InverseGamma */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_INVERSEGAMMA_HXX */
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