STK_Law_ChiSquared.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:  ChiSquared probability distribution.
 * Author:   Serge Iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 **/
 
#ifndef STK_LAW_CHISQUARED_H
#define STK_LAW_CHISQUARED_H
 
#include "STK_Law_IUnivLaw.h"
 
namespace STK
{
 
namespace Law
{
class ChiSquared: public IUnivLaw<Real>
{
  public:
    typedef IUnivLaw<Real> Base;
    inline ChiSquared( int df = 1): Base(_T("Chi-squared")), df_(df)
    { if (df<=0) STKDOMAIN_ERROR_1ARG(ChiSquared::ChiSquared,df,df must be > 0);}
    inline virtual ~ChiSquared(){}
    inline int df() const { return df_;}
    inline void setDf( int df)
    {
      if (df<=0) STKDOMAIN_ERROR_1ARG(ChiSquared::setShape,df,shape must be > 0);
      df_ = df;
    }
    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( int df);
    static Real pdf(Real const& x, int df);
    static Real lpdf(Real const& x, int df);
    static Real cdf(Real const& t, int df);
    static Real icdf(Real const& p, int df);
 
#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:
    int df_;
};
 
#ifdef IS_RTKPP_LIB
 
/* @return a pseudo ChiSquared random variate. */
inline Real ChiSquared::rand() const
{
#ifdef _OPENMP
//#pragma omp critical
#endif
 GetRNGstate(); Real s = Rf_rchisq(df_); PutRNGstate(); return s;
}
 
inline Real ChiSquared::pdf(const Real& x) const { return Rf_dchisq(x, df_, false);}
inline Real ChiSquared::lpdf(const Real& x) const { return Rf_dchisq(x, df_, true);}
inline Real ChiSquared::cdf(const Real& t) const { return Rf_pchisq(t, df_, true, false);}
inline Real ChiSquared::lcdf(const Real& t) const { return Rf_pchisq(t, df_, true, true);}
inline Real ChiSquared::cdfc(const Real& t) const { return Rf_pchisq(t, df_, false, false);}
inline Real ChiSquared::lcdfc(const Real& t) const { return Rf_pchisq(t, df_, false, true);}
inline Real ChiSquared::icdf(const Real& p) const { return Rf_qchisq(p, df_, true, false);}
 
inline Real ChiSquared::rand(int df)
{
#ifdef _OPENMP
//#pragma omp critical
#endif
GetRNGstate(); Real s = Rf_rchisq(df); PutRNGstate(); return s;
}
 
inline Real ChiSquared::pdf(const Real& x, int df) { return Rf_dchisq(x, df, false);}
inline Real ChiSquared::lpdf(const Real& x, int df) { return Rf_dchisq(x, df, true);}
inline Real ChiSquared::cdf(const Real& t, int df) { return Rf_pchisq(t, df, true, false);}
inline Real ChiSquared::icdf(const Real& p, int df) { return Rf_qchisq(p, df, true, false);}
 
#endif
 
} // namespace Law
 
} // namespace STK
 
#endif /*STK_LAW_CHISQUARED_H*/