bpp-core3  3.0.0
GaussianDiscreteDistribution.cpp
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1 //
2 // File: GaussianDiscreteDistribution.cpp
3 // Authors:
4 // Laurent Guéguen
5 // Created: 2010-04-07 00:00:00
6 //
7 
8 /*
9  Copyright or © or Copr. Bio++ Development Team, (November 17, 2004)
10 
11  This software is a computer program whose purpose is to provide classes
12  for numerical calculus.
13 
14  This software is governed by the CeCILL license under French law and
15  abiding by the rules of distribution of free software. You can use,
16  modify and/ or redistribute the software under the terms of the CeCILL
17  license as circulated by CEA, CNRS and INRIA at the following URL
18  "http://www.cecill.info".
19 
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21  modify and redistribute granted by the license, users are provided only
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39 */
40 
41 
42 #include "../../Utils/MapTools.h"
43 #include "../NumConstants.h"
44 #include "../Random/RandomTools.h"
46 
47 using namespace bpp;
48 
49 // From the STL:
50 #include <cmath>
51 
52 using namespace std;
53 
57  AbstractDiscreteDistribution(n, "Gaussian."), mu_(mu), sigma_(sigma)
58 {
59  addParameter_(new Parameter("Gaussian.mu", mu));
60  addParameter_(new Parameter("Gaussian.sigma", sigma, Parameter::R_PLUS_STAR));
61  discretize();
62 }
63 
66  mu_(gdd.mu_),
67  sigma_(gdd.sigma_)
68 {}
69 
71 {
73  mu_ = gdd.mu_;
74  sigma_ = gdd.sigma_;
75 
76  return *this;
77 }
78 
80 
81 /******************************************************************************/
82 
84 {
86  mu_ = getParameterValue("mu");
87  sigma_ = getParameterValue("sigma");
88  discretize();
89 }
90 
91 /******************************************************************************/
92 
94 {
95  return RandomTools::qNorm(x, mu_, sigma_);
96 }
97 
99 {
100  return RandomTools::pNorm(x, mu_, sigma_);
101 }
102 
104 {
105  return -sigma_ / sqrt(2 * M_PI) * exp(-pow((a - mu_) / sigma_, 2) / 2)
106  + mu_ * RandomTools::pNorm(a, mu_, sigma_);
107 }
Partial implementation of the DiscreteDistribution interface.
AbstractDiscreteDistribution & operator=(const AbstractDiscreteDistribution &adde)
virtual void discretize()
Discretizes the distribution in equiprobable classes.
void addParameter_(Parameter *parameter)
virtual void fireParameterChanged(const ParameterList &parameters)
Notify the class when one or several parameters have changed.
double getParameterValue(const std::string &name) const
Get the value for parameter of name 'name'.
Discretized Gaussian distribution.
void fireParameterChanged(const ParameterList &parameters)
Notify the class when one or several parameters have changed.
double pProb(double x) const
Return the cumulative quantile of the continuous version of the distribution, ie .
GaussianDiscreteDistribution(size_t n, double mu=0., double sigma=1.)
Build a new discretized normal distribution.
double Expectation(double a) const
Return a primitive function used for the expectation of the continuous version of the distribution,...
double qProb(double x) const
Return the quantile of the continuous version of the distribution, ie y such that .
GaussianDiscreteDistribution & operator=(const GaussianDiscreteDistribution &)
The parameter list object.
Definition: ParameterList.h:65
This class is designed to facilitate the manipulation of parameters.
Definition: Parameter.h:135
static const std::shared_ptr< IntervalConstraint > R_PLUS_STAR
Definition: Parameter.h:326
static double pNorm(double z)
Normal cumulative function.
static double qNorm(double prob)
Normal quantile function.