STAT_InverseNormalDistribution.h

Go to the documentation of this file.

#ifndef STAT_InverseNormalDistribution_H
#define STAT_InverseNormalDistribution_H

#include "STAT_Distribution.h"
#include <boost/math/distributions/inverse_gaussian.hpp>

DEFINE_SPTR(STAT_NormalDistribution);
DEFINE_SPTR(STAT_UniformDistribution);

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

  
  
    // ASSOCIATIONS
    boost::math::inverse_gaussian_distribution<tReal> *mDistribution;
    SP::STAT_NormalDistribution mNormal;
    SP::STAT_UniformDistribution mUniform;
    
protected: 
    // METHODS
  
    // CONSTRUCTORS 
  
    STAT_InverseNormalDistribution();
  
  
  
    // DESTRUCTORS 
  
  
    virtual ~STAT_InverseNormalDistribution(void);   
  
  
  
public:
    //----------------
    // NEW constructors
    // ---------------

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

    void setProperties(const tReal& mean,
                       const tReal& scale);
    
    // -----------------------
    // 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 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