STAT_NormalDistribution.h

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#ifndef STAT_NormalDistribution_H
#define STAT_NormalDistribution_H

#include "STAT_Distribution.h"
#include <boost/math/distributions/normal.hpp>
#include <boost/random/normal_distribution.hpp>
#include <boost/random/variate_generator.hpp>


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

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

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

    void setProperties(const tReal& mean,
                       const tReal& sd);
    
    // -----------------------
    // 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 tReal quantile(const tReal& q) const;
    
    
    virtual void computeSample(const int& n,CORE_RealArray& sample) const;

    
    virtual tReal computeGrowthRate() {
        return computeGrowthRate(2,false,0);
    };
    virtual tReal adjustGrowthRate(const tReal& rho) {
        return computeGrowthRate(2,true,rho);
    };
    
  protected:
    /* \brief return the growth rate of the distribution such that Esperance(exp(-z*X))=2.
     * @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