STK_Law_Cauchy.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:  Cauchy probability distribution.
 * Author:   Serge Iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 **/
 
#ifndef STK_LAW_CAUCHY_H
#define STK_LAW_CAUCHY_H
 
#include "STK_Law_IUnivLaw.h"
 
namespace STK
{
 
namespace Law
{
class Cauchy: public IUnivLaw<Real>
{
  public:
    typedef IUnivLaw<Real> Base;
    inline Cauchy( Real const& mu=0, Real const& scale=1)
                : Base(String(_T("Cauchy")))
                 , mu_(mu)
                 , scale_(scale)
    {
      // check parameters
      if (  !Arithmetic<Real>::isFinite(mu) || !Arithmetic<Real>::isFinite(scale) || scale <= 0)
      STKDOMAIN_ERROR_2ARG(Cauchy::Cauchy,mu, scale,argument error);
    }
 
    inline virtual ~Cauchy() {}
    inline Real const& mu() const { return mu_;}
    inline Real const& scale() const { return scale_;}
    inline void setMu( Real const& mu) { mu_ = mu;}
    inline void setScale( Real const& scale)
    {
      if (scale<0) STKRUNTIME_ERROR_1ARG(Cauchy::setScale,scale,scale must be >= 0);
       scale_ = scale;
    }
    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& mu, Real const& scale);
    static Real pdf( Real const& x, Real const& mu, Real const& scale);
    static Real lpdf( Real const& x, Real const& mu, Real const& scale);
    static Real cdf( Real const& t, Real const& mu, Real const& scale);
    static Real icdf( Real const& p, Real const& mu, Real const& scale);
 
#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 mu_;
    Real scale_;
};
 
#ifdef IS_RTKPP_LIB
 
/*  Generate a pseudo Cauchy random variate. */
inline Real Cauchy::rand() const
{
#ifdef _OPENMP
//#pragma omp critical
#endif
GetRNGstate(); Real s = Rf_rcauchy(mu_, scale_); PutRNGstate(); return s;
}
 
inline Real Cauchy::pdf( Real const& x) const { return Rf_dcauchy(x,mu_, scale_, false);}
inline Real Cauchy::lpdf( Real const& x) const { return Rf_dcauchy(x,mu_, scale_, true);}
inline Real Cauchy::cdf( Real const& t) const { return Rf_pcauchy(t, mu_, scale_, true, false);}
inline Real Cauchy::lcdf( Real const& t) const { return Rf_pcauchy(t, mu_, scale_, true, true);}
inline Real Cauchy::cdfc( Real const& t) const { return Rf_pcauchy(t, mu_, scale_, false, false);}
inline Real Cauchy::lcdfc( Real const& t) const { return Rf_pcauchy(t, mu_, scale_, false, true);}
inline Real Cauchy::icdf( Real const& p) const { return Rf_qcauchy(p , mu_, scale_, true, false);}
 
// static
inline Real Cauchy::rand( Real const& mu, Real const& scale)
{
#ifdef _OPENMP
//#pragma omp critical
#endif
GetRNGstate(); Real s = Rf_rcauchy(mu, scale); PutRNGstate(); return s;
}
 
inline Real Cauchy::pdf(Real const& x, Real const& mu, Real const& scale)
{ return Rf_dcauchy(x,mu, scale, false);}
inline Real Cauchy::lpdf(Real const& x, Real const& mu, Real const& scale)
{ return Rf_dcauchy(x,mu, scale, true);}
inline Real Cauchy::cdf(Real const& t, Real const& mu, Real const& scale)
{ return Rf_pcauchy(t, mu, scale, true, false);}
inline Real Cauchy::icdf(Real const& p, Real const& mu, Real const& scale)
{ return Rf_qcauchy(p , mu, scale, true, false);}
 
#endif
 
} // namespace Law
 
} // namespace STK
 
#endif /*STK_LAWCAUCHY_H*/