STK_Law_Exponential.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,
 Boston, MA 02111-1307
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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_EXPONENTIAL_H
#define STK_LAW_EXPONENTIAL_H
 
#include "STK_Law_IUnivLaw.h"
 
namespace STK
{
 
namespace Law
{
class Exponential: public IUnivLaw<Real>
{
  public:
    typedef IUnivLaw<Real> Base;
    inline Exponential( Real const& scale=1)
                     : Base(String(_T("Exponential"))), scale_(scale)
    {
      // check parameters
      if ( !Arithmetic<Real>::isFinite(scale) || scale <= 0 )
        STKDOMAIN_ERROR_1ARG(Exponential::Exponential,scale,invalid argument);
    }
    inline virtual ~Exponential() {}
 
    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& scale);
    static Real pdf( Real const& x, Real const& scale);
    static Real lpdf( Real const& x, Real const& scale);
    static Real cdf( Real const& t, Real const& scale);
    static Real icdf( Real const& p, 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 scale_;
};
 
#ifdef IS_RTKPP_LIB
 
inline Real Exponential::rand() const
{
#ifdef _OPENMP
//#pragma omp critical
#endif
GetRNGstate(); Real s = Rf_rexp(scale_); PutRNGstate(); return s;
}
 
inline Real Exponential::pdf( Real const& x) const {   return Rf_dexp(x, scale_, false);}
inline Real Exponential::lpdf( Real const& x) const {   return Rf_dexp(x, scale_, true);}
inline Real Exponential::cdf( Real const& t) const { return Rf_pexp(t, scale_, true, false);}
inline Real Exponential::lcdf( Real const& t) const { return Rf_pexp(t, scale_, true, true);}
inline Real Exponential::cdfc( Real const& t) const { return Rf_pexp(t, scale_, false, false);}
inline Real Exponential::lcdfc( Real const& t) const { return Rf_pexp(t, scale_, false, true);}
inline Real Exponential::icdf( Real const& p) const { return Rf_qexp(p , scale_, true, false);}
 
inline Real Exponential::rand( Real const& scale)
{
#ifdef _OPENMP
//#pragma omp critical
#endif
GetRNGstate(); Real s = Rf_rexp(scale); PutRNGstate(); return s;
}
 
inline Real Exponential::pdf(Real const& x, Real const& scale)
{ return Rf_dexp(x, scale, false);}
inline Real Exponential::lpdf(Real const& x, Real const& scale)
{ return Rf_dexp(x, scale, true);}
inline Real Exponential::cdf(Real const& t, Real const& scale)
{ return Rf_pexp(t, scale, true, false);}
inline Real Exponential::icdf(Real const& p, Real const& scale)
{ return Rf_qexp(p, scale, true, false);}
 
#endif
} // namespace Law
 
} // namespace STK
 
#endif /*STK_LAW_EXPONENTIAL_H*/