/usr/include/openturns/Multinomial.hxx is in libopenturns-dev 1.5-7build2.
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/**
* @file Multinomial.hxx
* @brief The Multinomial 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 2012-07-16 10:12:54 +0200 (Mon, 16 Jul 2012)
*/
#ifndef OPENTURNS_MULTINOMIAL_HXX
#define OPENTURNS_MULTINOMIAL_HXX
#include "OTprivate.hxx"
#include "DiscreteDistribution.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class Multinomial
*
* The Multinomial distribution.
*/
class OT_API Multinomial
: public DiscreteDistribution
{
CLASSNAME;
public:
/** Default constructor */
Multinomial();
/** Parameters constructor */
Multinomial(const UnsignedInteger n,
const NumericalPoint & p);
/** Comparison operator */
Bool operator ==(const Multinomial & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual Multinomial * clone() const;
/** Get one realization of the distribution */
NumericalPoint getRealization() const;
/** Get the PDF of the distribution */
using DiscreteDistribution::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the distribution */
using DiscreteDistribution::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point) const;
/** Compute the PDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
NumericalScalar computeConditionalPDF(const NumericalScalar x,
const NumericalPoint & y) const;
/** Compute the CDF of Xi | X1, ..., Xi-1. x = Xi, y = (X1,...,Xi-1) */
NumericalScalar computeConditionalCDF(const NumericalScalar x,
const NumericalPoint & y) const;
/** Compute the quantile of Xi | X1, ..., Xi-1, i.e. x such that CDF(x|y) = q with x = Xi, y = (X1,...,Xi-1) */
NumericalScalar computeConditionalQuantile(const NumericalScalar q,
const NumericalPoint & y) const;
/** Get the i-th marginal distribution */
using DiscreteDistribution::getMarginal;
Implementation getMarginal(const UnsignedInteger i) const;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
Implementation getMarginal(const Indices & indices) const;
/** Get the support of a discrete distribution that intersect a given interval */
using DistributionImplementation::getSupport;
NumericalSample getSupport(const Interval & interval) const;
NumericalSample getSupport() const;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
/* Interface specific to Multinomial */
/** P vector accessor */
void setP(const NumericalPoint & p);
NumericalPoint getP() const;
/** N accessor */
void setN(const UnsignedInteger n);
UnsignedInteger getN() const;
/** SmallA accessor */
void setSmallA(const NumericalScalar smallA);
NumericalScalar getSmallA() const;
/** Eta accessor */
void setEta(const NumericalScalar eta);
NumericalScalar getEta() 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 numerical range of the distribution given the parameters values */
void computeRange();
/** Compute the generating function of a sum of truncated Poisson distributions as needed in the computeCDF() method */
NumericalComplex computeGlobalPhi(const NumericalComplex & z,
const NumericalPoint & x) const;
/** Compute the generating function of a truncated Poisson distributions as needed in the computeCDF() method */
NumericalComplex computeLocalPhi(const NumericalComplex & z,
const NumericalScalar lambda,
const NumericalScalar a) const;
/** Quantile computation for dimension=1 */
NumericalScalar computeScalarQuantile(const NumericalScalar prob,
const Bool tail = false) const;
/** Compute the mean of the distribution */
void computeMean() const;
/** Compute the covariance of the distribution */
void computeCovariance() const;
/** The range of the output */
UnsignedInteger n_;
/** The vector of probabilities of the Multinomial distribution */
NumericalPoint p_;
/** The sum of probabilities of the Multinomial distribution */
NumericalScalar sumP_;
/** Normalization factor for the CDF */
NumericalScalar normalizationCDF_;
/** Radius of the discretization in Poisson's formula */
NumericalScalar r_;
/** Threshold for the A parameter of the CDF algorithm */
NumericalScalar smallA_;
/** Normalization for the CDF algorithm */
NumericalScalar eta_;
}; /* class Multinomial */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_MULTINOMIAL_HXX */
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