STK_Law_HyperGeometric.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
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 published by the Free Software Foundation; either version 2 of the
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 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,
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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_HYPERGEOMETRIC_H
#define STK_LAW_HYPERGEOMETRIC_H
 
#include "STK_Law_IUnivLaw.h"
 
namespace STK
{
 
namespace Law
{
 
class HyperGeometric: public IUnivLaw<Integer>
{
  public:
    typedef IUnivLaw<Integer> Base;
    inline HyperGeometric( int nbSuccesses, int nbFailures, int nbDraws)
                        : Base(_T("HyperGeometric"))
                         , nbSuccesses_(nbSuccesses)
                         , nbFailures_(nbFailures)
                         , nbDraws_(nbDraws)
    {}
    inline virtual ~HyperGeometric() {}
    inline int nbSuccesses() const { return nbSuccesses_;}
    inline int nbFailures() const { return nbFailures_;}
    inline int nbDraws() const { return nbDraws_;}
    inline void setNbSuccesses(int nbSuccesses )
    {
      if (nbSuccesses<0)
      { STKDOMAIN_ERROR_1ARG(HyperGeometric::setNbSuccesses,nbSuccesses,nbSuccesses must be >= 0);}
      nbSuccesses_ = nbSuccesses;
    }
    inline void setNbFailures(int nbFailures )
    {
      if (nbFailures<0)
      { STKDOMAIN_ERROR_1ARG(HyperGeometric::setNbFailures,nbFailures,nbFailures must be >= 0);}
      nbFailures_ = nbFailures;
    }
    inline void setNbDraws(int nbDraws )
    {
      if (nbDraws<0)
      {  STKDOMAIN_ERROR_1ARG(HyperGeometric::setNbDraws,nbDraws,nbDraws must be >= 0);}
      if (nbDraws>nbFailures_+nbSuccesses_)
      { STKDOMAIN_ERROR_1ARG(HyperGeometric::setNbDraws,nbDraws,nbDraws must be <= nbFailures+nbSuccesses);}
      nbDraws_ = nbDraws;
    }
    virtual Integer rand() const;
    virtual Real pdf(Integer const& x) const;
    virtual Real lpdf(Integer const& x) const;
    virtual Real cdf(Real const& t) const;
    virtual Integer icdf(Real const& p) const;
 
    static Integer rand( int nbSuccesses, int nbFailures, int nbDraws);
    static Real pdf(Integer x, int nbSuccesses, int nbFailures, int nbDraws);
    static Real lpdf(Integer x, int nbSuccesses, int nbFailures, int nbDraws);
    static Real cdf(Real const& t, int nbSuccesses, int nbFailures, int nbDraws);
    static Integer icdf(Real const& p, int nbSuccesses, int nbFailures, int nbDraws);
 
#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 nbSuccesses_;
    int nbFailures_;
    int nbDraws_;
};
 
#ifdef IS_RTKPP_LIB
 
inline int HyperGeometric::rand() const
{
#ifdef _OPENMP
//#pragma omp critical
#endif
GetRNGstate(); int s = Rf_rhyper(nbSuccesses_, nbFailures_, nbDraws_); PutRNGstate(); return s;
}
 
inline Real HyperGeometric::pdf(Integer const& x) const
{ return Rf_dhyper((double)x, nbSuccesses_, nbFailures_, nbDraws_, false);}
inline Real HyperGeometric::lpdf(Integer const& x) const
{ return Rf_dhyper((double)x, nbSuccesses_, nbFailures_, nbDraws_, true);}
inline Real HyperGeometric::cdf(Real const& t) const
{ return Rf_phyper(t, nbSuccesses_, nbFailures_, nbDraws_, true, false);}
inline Real HyperGeometric::lcdf(Real const& t) const
{ return Rf_phyper(t, nbSuccesses_, nbFailures_, nbDraws_, true, true);}
inline Real HyperGeometric::cdfc(Real const& t) const
{ return Rf_phyper(t, nbSuccesses_, nbFailures_, nbDraws_, false, false);}
inline Real HyperGeometric::lcdfc(Real const& t) const
{ return Rf_phyper(t, nbSuccesses_, nbFailures_, nbDraws_, false, true);}
inline int HyperGeometric::icdf(Real const& p) const
{ return (int)::Rf_qhyper(p, nbSuccesses_, nbFailures_, nbDraws_, true, false);}
 
inline Integer HyperGeometric::rand( int nbSuccesses, int nbFailures, int nbDraws)
{
#ifdef _OPENMP
//#pragma omp critical
#endif
  GetRNGstate(); int s = Rf_rhyper(nbSuccesses, nbFailures, nbDraws); PutRNGstate(); return s;
}
 
inline Real HyperGeometric::pdf(Integer x, int nbSuccesses, int nbFailures, int nbDraws)
{ return Rf_dhyper((double)x, nbSuccesses, nbFailures, nbDraws, false);}
inline Real HyperGeometric::lpdf(Integer x, int nbSuccesses, int nbFailures, int nbDraws)
{ return Rf_dhyper((double)x, nbSuccesses, nbFailures, nbDraws, true);}
inline Real HyperGeometric::cdf(Real const& t, int nbSuccesses, int nbFailures, int nbDraws)
{ return Rf_phyper(t, nbSuccesses, nbFailures, nbDraws, true, false);}
inline int HyperGeometric::icdf(Real const& p, int nbSuccesses, int nbFailures, int nbDraws)
{ return (int)::Rf_qhyper(p, nbSuccesses, nbFailures, nbDraws, true, false);}
 
#endif
 
} // namespace Law
 
} // namespace STK
 
#endif /* STK_LAW_HYPERGEOMETRIC_H */