/usr/include/openturns/NonCentralChiSquare.hxx is in libopenturns-dev 1.5-7build2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 | // -*- C++ -*-
/**
* @file NonCentralChiSquare.hxx
* @brief The NonCentralChiSquare 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 lebrun
* @date 2011-02-26 21:12:17 +0100 (sam. 26 févr. 2011)
*/
#ifndef OPENTURNS_NONCENTRALCHISQUARE_HXX
#define OPENTURNS_NONCENTRALCHISQUARE_HXX
#include "ContinuousDistribution.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class NonCentralChiSquare
*
* The NonCentralChiSquare distribution.
*/
class OT_API NonCentralChiSquare
: public ContinuousDistribution
{
CLASSNAME;
public:
/** Default constructor */
/* The default values correspond to a classical ChiSquare distribution with 5 degrees of freedom */
NonCentralChiSquare(const NumericalScalar nu = 5.0,
const NumericalScalar lambda = 0.0);
/** Comparison operator */
Bool operator ==(const NonCentralChiSquare & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual NonCentralChiSquare * clone() const;
/** Get one realization of the distribution */
NumericalPoint getRealization() const;
/** Get the PDF of the distribution */
using ContinuousDistribution::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the distribution */
using ContinuousDistribution::computeCDF;
NumericalScalar computeCDF(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;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
using ContinuousDistribution::setParametersCollection;
void setParametersCollection(const NumericalPointCollection & parametersCollection);
/** Nu accessor */
void setNu(const NumericalScalar nu);
void setNuLambda(const NumericalScalar nu,
const NumericalScalar lambda);
NumericalScalar getNu() const;
/** Lambda accessor */
void setLambda(const NumericalScalar lambda);
NumericalScalar getLambda() const;
/** Maximum iterations accessor */
void setMaximumIteration(const UnsignedInteger maximumIteration);
UnsignedInteger getMaximumIteration() 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;
/** Number of degrees of freedom */
NumericalScalar nu_;
/** Non-centrality parameter */
NumericalScalar lambda_;
/** The maximum iterations for the PDF and CDF computations */
UnsignedInteger maximumIteration_;
}; /* class NonCentralChiSquare */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_NONCENTRALCHISQUARE_HXX */
|