STK_Law_Bernoulli.h

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2016  Serge Iovleff, Université Lille 1, Inria
 
 This program is free software; you can redistribute it and/or modify
 it under the terms of the GNU Lesser General Public License as
 published by the Free Software Foundation; either version 2 of the
 License, or (at your option) any later version.
 
 This program is distributed in the hope that it will be useful,
 but WITHOUT ANY WARRANTY; without even the implied warranty of
 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 GNU Lesser General Public License for more details.
 
 You should have received a copy of the GNU Lesser General Public
 License along with this program; if not, write to the
 Free Software Foundation, Inc.,
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 Suite 330,
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 Contact : S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 */
 
/*
 * Project:  stkpp::STatistiK::Law
 * created on: 23 janv. 2013
 * Author:   iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 **/
 
#ifndef STK_LAW_BERNOULLI_H
#define STK_LAW_BERNOULLI_H
 
#include "STK_Law_IUnivLaw.h"
 
namespace STK
{
 
namespace Law
{
 
class Bernoulli: public IUnivLaw<Binary>
{
  public:
    typedef IUnivLaw<Binary> Base;
    inline Bernoulli(Real const& prob =0.5): Base(String(_T("Bernoulli")) ), prob_(prob)
    {
      if (prob<0) STKDOMAIN_ERROR_1ARG(Bernoulli,prob,prob must be >= 0);
      if (prob>1) STKDOMAIN_ERROR_1ARG(Bernoulli,prob,prob must be <= 1);
    }
    inline virtual ~Bernoulli() {}
    inline Real const& prob() const { return prob_;}
    inline void setProb(Real const& prob )
    {
      if (prob<0) STKDOMAIN_ERROR_1ARG(Bernoulli::setProb,prob,prob must be >= 0);
      if (prob>1) STKDOMAIN_ERROR_1ARG(Bernoulli::setProb,prob,prob must be <= 1);
      prob_ = prob;
    }
 
    virtual Binary rand() const;
    virtual Real pdf(Binary const& x) const;
    virtual Real lpdf(Binary const& x) const;
    virtual Real cdf(Real const& t) const;
    virtual Binary icdf(Real const& prob) const;
 
 
    static Binary rand(Real const& prob);
    static Real pdf(Binary const& x, Real const& prob);
    static Real lpdf(Binary const& x, Real const& prob);
 
  protected:
    Real prob_;
};
 
inline Binary Bernoulli::rand() const
{ return (Law::generator.randUnif()<=prob_) ? one_ : zero_;}
 
inline Real Bernoulli::pdf(Binary const& x) const
{
  switch (x)
  {
    case zero_: return 1.-prob_;
    case one_:  return prob_;
    default: break;
  }
  return Arithmetic<Real>::NA();
}
inline Real Bernoulli::lpdf(Binary const& x) const
{
  switch (x)
  {
    case zero_: return (prob_ == 1) ? -Arithmetic<Real>::infinity() : std::log(1.-prob_);
    case one_: return (prob_ == 0) ? -Arithmetic<Real>::infinity() : std::log(prob_);
    default: break;
  }
  return Arithmetic<Real>::NA();
}
inline Real Bernoulli::cdf(Real const& t) const
{ return (t<0.) ? 0. : (t<1.) ? 1.-prob_ : 1.;}
inline Binary Bernoulli::icdf(Real const& prob) const
{
#ifdef STK_STATISTIK_DEBUG
  if (prob<0) STKDOMAIN_ERROR_1ARG(Bernoulli::icdf,prob,prob must be >= 0);
  if (prob>1) STKDOMAIN_ERROR_1ARG(Bernoulli::icdf,prob,prob must be <= 1);
#endif
  return (prob==0) ? zero_ : (prob==1) ? one_ : (prob <= 1.-prob_) ? zero_ :  one_;
}
 
 
inline Binary Bernoulli::rand(Real const& prob)
{
#ifdef STK_STATISTIK_DEBUG
  if (prob<0) STKDOMAIN_ERROR_1ARG(Bernoulli::rand,prob,prob must be >= 0);
  if (prob>1) STKDOMAIN_ERROR_1ARG(Bernoulli::rand,prob,prob must be <= 1);
#endif
  return (generator.randUnif()<=prob) ? one_ : zero_;
}
 
inline Real Bernoulli::pdf(Binary const& x, Real const& prob)
{
#ifdef STK_STATISTIK_DEBUG
  if (prob<0) STKDOMAIN_ERROR_1ARG(Bernoulli::pdf,prob,prob must be >= 0);
  if (prob>1) STKDOMAIN_ERROR_1ARG(Bernoulli::pdf,prob,prob must be <= 1);
#endif
  switch (x)
  {
    case zero_: return 1.-prob;
    case one_:  return prob;
    default: break;
  }
  return Arithmetic<Real>::NA();
}
inline Real Bernoulli::lpdf(Binary const& x, Real const& prob)
{
#ifdef STK_STATISTIK_DEBUG
  if (prob<0) STKDOMAIN_ERROR_1ARG(Bernoulli::lpdf,prob,prob must be >= 0);
  if (prob>1) STKDOMAIN_ERROR_1ARG(Bernoulli::lpdf,prob,prob must be <= 1);
#endif
  switch (x)
  {
    case zero_: return (prob == 1) ? -Arithmetic<Real>::infinity() : std::log(1.-prob);
    case one_: return (prob == 0) ? -Arithmetic<Real>::infinity() : std::log(prob);
    default: break;
  }
  return Arithmetic<Real>::NA();
}
 
} // namespace Law
 
} // namespace STK
 
#endif /* STK_LAW_BERNOULLI_H */