bpp-core3  3.0.0
TruncatedExponentialDiscreteDistribution.h
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1 //
2 // File: TruncatedExponentialDiscreteDistribution.h
3 // Authors:
4 // Julien Dutheil
5 // Created: 2008-01-25 15:24:00
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 
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18  "http://www.cecill.info".
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40 
41 #ifndef BPP_NUMERIC_PROB_TRUNCATEDEXPONENTIALDISCRETEDISTRIBUTION_H
42 #define BPP_NUMERIC_PROB_TRUNCATEDEXPONENTIALDISCRETEDISTRIBUTION_H
43 
44 
45 #include "../Constraints.h"
46 #include "../Random/RandomTools.h"
48 
49 namespace bpp
50 {
63 {
64 protected:
65  double lambda_;
66 
67  double tp_;
68 
69  /*
70  * Probability of the condition given x < tp_.
71  *
72  */
73 
74  double cond_;
75 
76 public:
87  TruncatedExponentialDiscreteDistribution(size_t n, double lambda = 1., double truncationPoint = 10);
88 
91  lambda_(dist.lambda_),
92  tp_(dist.tp_),
93  cond_(dist.cond_)
94  {}
95 
97  {
99  lambda_ = dist.lambda_;
100  tp_ = dist.tp_;
101  cond_ = dist.cond_;
102  return *this;
103  }
104 
106 
108 
109 public:
110  std::string getName() const {return "TruncExponential";}
111 
112  void fireParameterChanged(const ParameterList& parameters);
113 
114  double randC() const
115  {
116  double x = RandomTools::randExponential(1. / getParameterValue("lambda"));
117  while (!intMinMax_->isCorrect(x))
119 
120  return x;
121  }
122 
123  double pProb(double x) const
124  {
125  if (x >= tp_)
126  return 1.;
127  else
128  return (1. - exp(-lambda_ * x)) / cond_;
129  }
130 
131  double qProb(double x) const
132  {
133  if (x == 1)
134  return tp_;
135  else
136  return -log(1. - cond_ * x) / lambda_;
137  }
138 
139  double Expectation(double a) const
140  {
141  if (a < tp_)
142  return (1. / lambda_ - exp(-a * lambda_) * (a + 1. / lambda_)) / cond_;
143  else
144  return (1. / lambda_ - exp(-tp_ * lambda_) * (tp_ + 1. / lambda_)) / cond_;
145  }
146 
147  void restrictToConstraint(const Constraint& c);
148 };
149 } // end of namespace bpp.
150 #endif // BPP_NUMERIC_PROB_TRUNCATEDEXPONENTIALDISCRETEDISTRIBUTION_H
Partial implementation of the DiscreteDistribution interface.
AbstractDiscreteDistribution & operator=(const AbstractDiscreteDistribution &adde)
std::shared_ptr< IntervalConstraint > intMinMax_
the interval where the distribution is defined/restricted.
double getParameterValue(const std::string &name) const
Get the value for parameter of name 'name'.
The constraint interface.
Definition: Constraints.h:66
The parameter list object.
Definition: ParameterList.h:65
static double randExponential(double mean, const RandomFactory &generator= *DEFAULT_GENERATOR)
Definition: RandomTools.cpp:97
Discretized Truncated (on the right) Exponential distribution, where the probabilities are given the ...
double Expectation(double a) const
Return a primitive function used for the expectation of the continuous version of the distribution,...
TruncatedExponentialDiscreteDistribution(const TruncatedExponentialDiscreteDistribution &dist)
std::string getName() const
Get the name of the distribution.
double pProb(double x) const
Return the cumulative quantile of the continuous version of the distribution, ie .
TruncatedExponentialDiscreteDistribution(size_t n, double lambda=1., double truncationPoint=10)
Build a new truncated exponential discrete distribution.
TruncatedExponentialDiscreteDistribution * clone() const
Create a copy of this object and send a pointer to it.
void fireParameterChanged(const ParameterList &parameters)
Notify the class when one or several parameters have changed.
void restrictToConstraint(const Constraint &c)
Restricts the distribution to the domain where the constraint is respected, in addition of other pred...
double qProb(double x) const
Return the quantile of the continuous version of the distribution, ie y such that .
TruncatedExponentialDiscreteDistribution & operator=(const TruncatedExponentialDiscreteDistribution &dist)
double randC() const
Draw a random number from the continuous version of this distribution, if it exists.