STAT_ExponentialDistribution.h

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#ifndef STAT_ExponentialDistribution_H
#define STAT_ExponentialDistribution_H

#include "STAT_Distribution.h"
#include <boost/math/distributions/exponential.hpp>
#include <boost/random/exponential_distribution.hpp>
#include <boost/random/variate_generator.hpp>

DEFINE_SPTR(STAT_ExponentialDistribution);
class STAT_ExponentialDistribution : public STAT_Distribution {
    SP_OBJECT(STAT_ExponentialDistribution);
    // ATTRIBUTES
  
public:
    
private:

  
  
    // ASSOCIATIONS
    boost::math::exponential_distribution<tReal> *mDistribution;
    boost::random::exponential_distribution<tReal> *mRandomDistribution;
    boost::random::variate_generator<RNGType&,
                                     boost::random::exponential_distribution<tReal> > *mGenerator;
    
protected: 
    // METHODS
  
    // CONSTRUCTORS 
  
    STAT_ExponentialDistribution();
  
  
  
    // DESTRUCTORS 
  
  
    virtual ~STAT_ExponentialDistribution(void);   
  
  
  
public:
    //----------------
    // NEW constructors
    // ---------------

    inline static SP::STAT_ExponentialDistribution New(const tReal& lambda) {
        SP::STAT_ExponentialDistribution p(new STAT_ExponentialDistribution(),
                                           STAT_ExponentialDistribution::Delete());
        
        p->setProperties(lambda);
        p->setThis(p);
        return p;
    }
    inline static SP::STAT_ExponentialDistribution New() {
        return New(1);
    }
    virtual SP::STAT_Distribution NewInstance() const {
        return New();
    }
    
    
    virtual void copy(const STAT_Distribution& d) {
        if (d.mean()!=0) setProperties(1./d.mean());
    }
    
    // --------------------
    // ATTRIBUTES setting
    // --------------------

    void setProperties(const tReal& lambda);

    inline void getProperties(tReal& lambda) const {
        lambda=1./mean();
    }
    // -----------------------
    // USUAL Functions
    // ------------------------

    
    virtual tReal pdf(const tReal& x) const;
    
    virtual tReal cdf(const tReal& x) const;

    virtual tReal cdfc(const tReal& x) const;

    virtual void range(tReal& xmin,tReal& xmax) const;
    
    virtual tReal mean() const;

    virtual tReal variance() const;
    virtual tReal standardDeviation() const;
    virtual tReal quantile(const tReal& q) const;
    
    virtual tReal random() const;
    
    virtual void computeSample(const int& n,CORE_RealArray& sample) const;
    
   
   
protected:
    /* \brief return the growth rate of the distribution
     * @param adjust: is true rescale the parameters of the distribution suach as its growth rate is rho
     * 
     */
    virtual tReal computeGrowthRate(const tReal& v,
                                    const tBoolean& adjust,
                                    const tReal& rho) ;
   
};

#endif