STK_Law_Beta.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.,
    59 Temple Place,
    Suite 330,
    Boston, MA 02111-1307
    USA
 
    Contact : S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
*/
 
/*
 * Project:  stkpp::STatistiK::Law
 * Purpose:  Beta probability distribution.
 * Author:   Serge Iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 **/
 
#ifndef STK_LAW_BETA_H
#define STK_LAW_BETA_H
 
#include "STK_Law_IUnivLaw.h"
 
namespace STK
{
 
namespace Law
{
class Beta: public IUnivLaw<Real>
{
  public:
    typedef IUnivLaw<Real> Base;
    inline Beta( Real const& alpha = .5, Real const& beta = .5)
              : Base(String(_T("Beta"))), alpha_(alpha), beta_(beta)
    {
      if ( !isFinite(alpha) || !isFinite(beta) || alpha <= 0.0 || beta <= 0.0)
        STKDOMAIN_ERROR_2ARG("Beta::Beta",alpha,beta,"argument error");
    }
    inline virtual ~Beta() {}
    inline Real alpha() const {return alpha_;}
    inline Real beta() const { return beta_;}
    inline void setAlpha(Real alpha) { alpha_ = alpha;}
    inline void setBeta(Real beta) {beta_ =beta;}
 
    virtual Real rand() const;
    virtual Real pdf( Real const& x) const;
    virtual Real lpdf( Real const& x) const;
    virtual Real cdf( Real const& t) const;
    virtual Real icdf( Real const& p) const;
 
    static Real rand( Real const& alpha, Real const& beta);
    static Real pdf( Real const& x, Real const& alpha, Real const& beta);
    static Real lpdf( Real const& x, Real const& alpha, Real const& beta);
    static Real cdf( Real const& t, Real const& alpha, Real const& beta);
    static Real icdf( Real const& p, Real const& alpha, Real const& beta);
 
#ifdef IS_RTKPP_LIB
    virtual Real lcdf( Real const& t) const;
    virtual Real cdfc( Real const& t) const;
    virtual Real lcdfc( Real const& t) const;
#endif
 
  protected:
    Real alpha_;
    Real beta_;
};
 
#ifdef IS_RTKPP_LIB
inline Real Beta::rand() const
{
#ifdef _OPENMP
//#pragma omp critical
#endif
  GetRNGstate(); Real s = Rf_rbeta(alpha_, beta_); PutRNGstate(); return s;
}
 
inline Real Beta::pdf( Real const& x) const {  return Rf_dbeta(x,alpha_, beta_, false);}
inline Real Beta::lpdf( Real const& x) const { return Rf_dbeta(x,alpha_, beta_, true);}
inline Real Beta::cdf( Real const& t) const { return Rf_pbeta(t, alpha_, beta_, true, false);}
inline Real Beta::lcdf( Real const& t) const { return Rf_pbeta(t, alpha_, beta_, true, true);}
inline Real Beta::cdfc( Real const& t) const { return Rf_pbeta(t, alpha_, beta_, false, false);}
inline Real Beta::lcdfc( Real const& t) const { return Rf_pbeta(t, alpha_, beta_, false, true);}
inline Real Beta::icdf( Real const& p) const { return Rf_qbeta(p , alpha_, beta_, true, false);}
 
inline Real Beta::rand( Real const& alpha, Real const& beta)
{
#ifdef _OPENMP
//#pragma omp critical
#endif
  GetRNGstate(); Real s = Rf_rbeta(alpha, beta); PutRNGstate(); return s;
}
 
inline Real Beta::pdf(const Real& x, const Real& alpha, const Real& beta)
{ return Rf_dbeta(x,alpha, beta, (int)false);}
inline Real Beta::lpdf(const Real& x, const Real& alpha, const Real& beta)
{ return Rf_dbeta(x,alpha, beta, (int)true);}
inline Real Beta::cdf(const Real& t, const Real& alpha, const Real& beta)
{ return Rf_pbeta(t, alpha, beta, (int)true, (int)false);}
inline Real Beta::icdf(const Real& p, const Real& alpha, const Real& beta)
{ return Rf_qbeta(p , alpha, beta, (int)true, (int)false);}
 
#endif
} // namespace Law
 
} // namespace STK
 
#endif /*STK_LAWBETA_H*/