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/**
* @file Skellam.hxx
* @brief The Skellam 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_SKELLAM_HXX
#define OPENTURNS_SKELLAM_HXX
#include "OTprivate.hxx"
#include "DiscreteDistribution.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class Skellam
*
* The Skellam distribution.
*/
class OT_API Skellam
: public DiscreteDistribution
{
CLASSNAME;
public:
/** Default constructor */
Skellam();
/** Parameters constructor */
Skellam(const NumericalScalar lambda1,
const NumericalScalar lambda2);
/** Comparison operator */
Bool operator ==(const Skellam & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual Skellam * 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;
/** Get the PDFGradient of the distribution */
using DiscreteDistribution::computePDFGradient;
NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the CDFGradient of the distribution */
using DiscreteDistribution::computeCDFGradient;
NumericalPoint computeCDFGradient(const NumericalPoint & point) const;
/** Compute the characteristic function, i.e. phi(u) = E(exp(I*u*X)) */
NumericalComplex computeCharacteristicFunction(const NumericalScalar x) const;
NumericalComplex computeLogCharacteristicFunction(const NumericalScalar x) const;
/** Compute the generating function, i.e. psi(z) = E(z^X) */
NumericalComplex computeGeneratingFunction(const NumericalComplex & z) const;
NumericalComplex computeLogGeneratingFunction(const NumericalComplex & z) const;
/** Get the quantile of the distribution */
NumericalScalar computeScalarQuantile(const NumericalScalar prob,
const Bool tail = false) const;
/** Get the support of a discrete distribution that intersect a given interval */
using DistributionImplementation::getSupport;
NumericalSample getSupport(const Interval & interval) 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;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
using DiscreteDistribution::setParametersCollection;
void setParametersCollection(const NumericalPointCollection & parametersCollection);
/* Interface specific to Skellam */
/** Lambda1/Lambda2 accessor */
void setLambda1Lambda2(const NumericalScalar lambda1,
const NumericalScalar lambda2);
/** Lambda1 accessor */
void setLambda1(const NumericalScalar lambda1);
NumericalScalar getLambda1() const;
/** Lambda2 accessor */
void setLambda2(const NumericalScalar lambda2);
NumericalScalar getLambda2() 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;
/** The Lambda1 of the Skellam distribution */
NumericalScalar lambda1_;
/** The Lambda2 of the Skellam distribution */
NumericalScalar lambda2_;
/** The maximum iterations for the PDF and CDF computations */
UnsignedInteger maximumIteration_;
}; /* class Skellam */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_SKELLAM_HXX */
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