STK_Law_Gamma.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:  Gamma probability distribution.
 * Author:   Serge Iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 **/
 
#ifndef STK_LAW_GAMMA_H
#define STK_LAW_GAMMA_H
 
#include "STK_Law_IUnivLaw.h"
 
namespace STK
{
 
namespace Law
{
class Gamma: public IUnivLaw<Real>
{
  public:
    typedef IUnivLaw<Real> Base;
    Gamma( Real const& shape = 1., Real const& scale = 1.)
        : Base(_T("Gamma")), a_(shape), b_(scale)
#ifndef IS_RTKPP_LIB
         , c_(), d_()
#endif
    {
      // check parameters
      if ( !Arithmetic<Real>::isFinite(a_) || !Arithmetic<Real>::isFinite(b_)
         || a_ <= 0 || b_ <= 0
         )
      { STKDOMAIN_ERROR_2ARG(Gamma::Gamma,a_, b_,arguments not valid);}
#ifndef IS_RTKPP_LIB
      computeCtes();
#endif
    }
    inline virtual ~Gamma() {}
    inline Real const& shape() const { return a_;}
    inline Real const& scale() const { return b_;}
    inline void setShape( Real const& shape)
    {
      if (shape<=0) STKDOMAIN_ERROR_1ARG(Gamma::setShape,shape,shape must be > 0);
      a_ = shape;
#ifndef IS_RTKPP_LIB
      computeCtes();
#endif
    }
    inline void setScale( Real const& scale)
    {
      if (scale<=0) STKDOMAIN_ERROR_1ARG(Gamma::setScale,scale,scale must be > 0);
      b_ = 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& shape, Real const& scale);
    static Real pdf(Real const& x, Real const& shape, Real const& scale);
    static Real lpdf(Real const& x, Real const& shape, Real const& scale);
    static Real cdf(Real const& t, Real const& shape, Real const& scale);
    static Real icdf(Real const& p, Real const& shape, 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 a_;
    Real b_;
 
#ifndef IS_RTKPP_LIB
  private:
    mutable Real c_, d_;
    void computeCtes() const;
#endif
};
 
#ifdef IS_RTKPP_LIB
 
inline Real Gamma::rand() const
{
#ifdef _OPENMP
//#pragma omp critical
#endif
GetRNGstate(); Real s = Rf_rgamma(a_, b_); PutRNGstate(); return s;
}
 
inline Real Gamma::pdf( Real const& x) const { return Rf_dgamma(x, a_, b_, false);}
inline Real Gamma::lpdf( Real const& x) const { return Rf_dgamma(x, a_, b_, true);}
inline Real Gamma::cdf( Real const& t) const { return Rf_pgamma(t, a_, b_, true, false);}
inline Real Gamma::lcdf( Real const& t) const { return Rf_pgamma(t, a_, b_, true, true);}
inline Real Gamma::cdfc( Real const& t) const { return Rf_pgamma(t, a_, b_, false, false);}
inline Real Gamma::lcdfc( Real const& t) const { return Rf_pgamma(t, a_, b_, false, true);}
inline Real Gamma::icdf( Real const& p) const { return Rf_qgamma(p, a_, b_, true, false);}
 
inline Real Gamma::rand( Real const& a, Real const& b)
{
#ifdef _OPENMP
//#pragma omp critical
#endif
GetRNGstate(); Real s = Rf_rgamma(a, b); PutRNGstate(); return s;
}
 
inline Real Gamma::pdf( Real const& x, Real const& a, Real const& b)
{ return Rf_dgamma(x, a, b, false);}
inline Real Gamma::lpdf( Real const& x, Real const& a, Real const& b)
{ return Rf_dgamma(x, a, b, true);}
inline Real Gamma::cdf(Real const& t, Real const& a, Real const& b)
{ return Rf_pgamma(t, a, b, true, false);}
inline Real Gamma::icdf(Real const& p, Real const& a, Real const& b)
{ return Rf_qgamma(p, a, b, true, false);}
 
#endif
 
} // namespace Law
 
} // namespace STK
 
#endif /*STK_LAWGAMMA_H*/