/usr/include/openturns/Student.hxx is in libopenturns-dev 1.5-7build2.
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/**
* @file Student.hxx
* @brief The Student 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_STUDENT_HXX
#define OPENTURNS_STUDENT_HXX
#include "OTprivate.hxx"
#include "EllipticalDistribution.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class Student
*
* The Student distribution.
*/
class OT_API Student
: public EllipticalDistribution
{
CLASSNAME;
public:
typedef Pointer<DistributionImplementation> Implementation;
/** Default constructor */
explicit Student(const NumericalScalar nu = 3.0,
const UnsignedInteger dimension = 1);
/** Parameters constructor */
Student(const NumericalScalar nu,
const NumericalScalar mu,
const NumericalScalar sigma = 1.0);
/** Parameters constructor */
Student(const NumericalScalar nu,
const NumericalPoint & mu,
const NumericalPoint & sigma,
const CorrelationMatrix & R);
/** Comparison operator */
Bool operator ==(const Student & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual Student * clone() const;
/** Get one realization of the distribution */
NumericalPoint getRealization() const;
/** Get the CDF of the distribution */
using EllipticalDistribution::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point) const;
/** Get the probability content of an interval */
NumericalScalar computeProbability(const Interval & interval) const;
/** Get the PDFGradient of the distribution */
using EllipticalDistribution::computePDFGradient;
NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the CDFGradient of the distribution */
using EllipticalDistribution::computeCDFGradient;
NumericalPoint computeCDFGradient(const NumericalPoint & point) const;
/** Compute the radial distribution CDF */
NumericalScalar computeRadialDistributionCDF(const NumericalScalar radius,
const Bool tail = false) 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 */
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 mean of the distribution */
NumericalPoint getMean() 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 covariance of the distribution */
CovarianceMatrix getCovariance() 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 EllipticalDistribution::setParametersCollection;
void setParametersCollection(const NumericalPointCollection & parametersCollection);
/** Tell if the distribution has independent copula */
Bool hasIndependentCopula() const;
/* Interface specific to Student */
/** Nu accessor */
void setNu(const NumericalScalar nu);
NumericalScalar getNu() const;
/** Mu accessor */
void setMu(const NumericalScalar mu);
NumericalScalar getMu() const;
/** Compute the density generator of the ellipticalal generator, i.e.
* the function phi such that the density of the distribution can
* be written as p(x) = phi(t(x-mu)R^(-1)(x-mu)) */
NumericalScalar computeDensityGenerator(const NumericalScalar betaSquare) const;
/** Compute the derivative of the density generator */
NumericalScalar computeDensityGeneratorDerivative(const NumericalScalar betaSquare) const;
/** Compute the seconde derivative of the density generator */
NumericalScalar computeDensityGeneratorSecondDerivative(const NumericalScalar betaSquare) 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:
/** Quantile computation for dimension=1 */
NumericalScalar computeScalarQuantile(const NumericalScalar prob,
const Bool tail = false) const;
/** The nu of the Student distribution */
NumericalScalar nu_;
/** Specific normalization factor for the Student distribution */
NumericalScalar studentNormalizationFactor_;
}; /* class Student */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_STUDENT_HXX */
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