/usr/include/openturns/LogNormal.hxx is in libopenturns-dev 1.5-7build2.
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/**
* @file LogNormal.hxx
* @brief The LogNormal 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_LOGNORMAL_HXX
#define OPENTURNS_LOGNORMAL_HXX
#include "OTprivate.hxx"
#include "ContinuousDistribution.hxx"
#include "PersistentCollection.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class LogNormal
*
* The LogNormal distribution.
*/
class OT_API LogNormal
: public ContinuousDistribution
{
CLASSNAME;
public:
enum ParameterSet { MUSIGMA_LOG, MUSIGMA, MU_SIGMAOVERMU };
typedef Pointer<DistributionImplementation> Implementation;
/** Default constructor */
LogNormal();
/** Parameters constructor */
LogNormal(const NumericalScalar arg1,
const NumericalScalar arg2,
const NumericalScalar gamma = 0.0,
const ParameterSet set = MUSIGMA_LOG);
/** Comparison operator */
Bool operator ==(const LogNormal & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual LogNormal * clone() const;
/** Get one realization of the LogNormal distribution */
NumericalPoint getRealization() const;
/** Get the DDF of the LogNormal distribution */
using ContinuousDistribution::computeDDF;
NumericalPoint computeDDF(const NumericalPoint & point) const;
/** Get the PDF of the LogNormal distribution */
using ContinuousDistribution::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
using ContinuousDistribution::computeLogPDF;
NumericalScalar computeLogPDF(const NumericalPoint & point) const;
/** Get the CDF of the LogNormal 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 LogNormal distribution */
using ContinuousDistribution::computePDFGradient;
NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the CDFGradient of the LogNormal 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 LogNormal */
/** MuLog accessor */
void setMuLog(const NumericalScalar muLog);
NumericalScalar getMuLog() const;
/** SigmaLog accessor */
void setSigmaLog(const NumericalScalar sigmaLog);
NumericalScalar getSigmaLog() const;
/** Mu accessor */
void setMuSigma(const NumericalScalar mu,
const NumericalScalar sigma);
NumericalScalar getMu() const;
/** Sigma accessor */
NumericalScalar getSigma() const;
/** Gamma accessor */
void setGamma(const NumericalScalar gamma);
NumericalScalar getGamma() const;
/** SigmaOverMu accessor */
NumericalScalar getSigmaOverMu() 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:
/** MuLogSigmaLog accessor */
void setMuLogSigmaLog(const NumericalScalar muLog,
const NumericalScalar sigmaLog);
private:
/** Compute the mean of the distribution */
void computeMean() const;
/** Compute the covariance of the distribution */
void computeCovariance() const;
/** Get the quantile of the LogNormal distribution */
NumericalScalar computeScalarQuantile(const NumericalScalar prob,
const Bool tail = false) const;
/** Compute the integrand that is involved in the computation of the characteristic function */
NumericalComplex characteristicIntegrand(const NumericalScalar eta,
const NumericalScalar sStar) const;
/** Compute the numerical range of the distribution given the parameters values */
void computeRange();
/** The main parameter set of the distribution */
NumericalScalar muLog_;
NumericalScalar sigmaLog_;
NumericalScalar gamma_;
NumericalScalar normalizationFactor_;
/** Normalization factor for the characteristic function */
NumericalScalar H_;
/** Hermite integration */
mutable NumericalPoint hermiteNodes_;
mutable NumericalPoint hermiteWeights_;
}; /* class LogNormal */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_LOGNORMAL_HXX */
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