STK_Law_FisherSnedecor.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:  FisherSnedecor probability distribution.
 * Author:   Serge Iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 **/
 
#ifndef STK_LAW_FISHERSNEDECOR
#define STK_LAW_FISHERSNEDECOR
 
#include "STK_Law_IUnivLaw.h"
 
namespace STK
{
 
namespace Law
{
class FisherSnedecor: public IUnivLaw<Real>
{
  public:
    typedef IUnivLaw<Real> Base;
    inline FisherSnedecor( int df1 = 1., int df2 = 1)
                        : Base(_T("Fisher-Snedecor")), df1_(df1), df2_(df2)
    {};
    inline virtual ~FisherSnedecor() {}
    inline int df1() const { return df1_;}
    inline int df2() const { return df2_;}
    inline void setDf1( int df1)
    {
      if (df1<=0) STKDOMAIN_ERROR_1ARG(FisherSnedecor::setDf1,df1,degree of freedom must be > 0);
      df1_ = df1;
    }
    inline void setDf2( int df2)
    {
      if (df2<=0) STKDOMAIN_ERROR_1ARG(FisherSnedecor::setDf2,df2,degree of freedom must be > 0);
      df2_ = df2;
    }
    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 df1, int df2);
    static Real pdf(Real const& x, int df1, int df2);
    static Real lpdf(Real const& x, int df1, int df2);
    static Real cdf(Real const& t, int df1, int df2);
    static Real icdf(Real const& p, int df1, int df2);
 
#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 df1_;
    int df2_;
};
 
#ifdef IS_RTKPP_LIB
 
inline Real FisherSnedecor::rand() const
{
#ifdef _OPENMP
//#pragma omp critical
#endif
GetRNGstate(); Real s = Rf_rf(df1_, df2_); PutRNGstate(); return s;
}
 
inline Real FisherSnedecor::pdf(Real const& x) const { return Rf_df(x, df1_, df2_, false);}
inline Real FisherSnedecor::lpdf(Real const& x) const { return Rf_df(x, df1_, df2_, true);}
inline Real FisherSnedecor::cdf(Real const& t) const { return Rf_pf(t, df1_, df2_, true, false);}
inline Real FisherSnedecor::lcdf(Real const& t) const { return Rf_pf(t, df1_, df2_, true, true);}
inline Real FisherSnedecor::cdfc(Real const& t) const { return Rf_pf(t, df1_, df2_, false, false);}
inline Real FisherSnedecor::lcdfc(Real const& t) const { return Rf_pf(t, df1_, df2_, false, true);}
inline Real FisherSnedecor::icdf(Real const& p) const { return Rf_qf(p, df1_, df2_, true, false);}
 
inline Real FisherSnedecor::rand( int df1, int df2)
{
#ifdef _OPENMP
//#pragma omp critical
#endif
GetRNGstate(); Real s = Rf_rf(df1, df2); PutRNGstate(); return s;
}
 
inline Real FisherSnedecor::pdf(Real const& x, int df1, int df2)
{ return Rf_df(x, df1, df2, false);}
inline Real FisherSnedecor::lpdf(Real const& x, int df1, int df2)
{ return Rf_df(x, df1, df2, true);}
inline Real FisherSnedecor::cdf(Real const& t, int df1, int df2)
{  return Rf_pf(t, df1, df2, true, false);}
inline Real FisherSnedecor::icdf(Real const& p, int df1, int df2)
{  return Rf_qf(p, df1, df2, true, false);}
 
#endif
 
} // namespace Law
 
} // namespace STK
 
#endif /*STK_LAW_FISHERSNEDECOR*/