STK_Law_LogNormal.h

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2016 Serge Iovleff
 
    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: LogNormal probability distribution.
 * Author:  Serge Iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 **/
 
#ifndef STK_LAW_LOGNORMAL_H
#define STK_LAW_LOGNORMAL_H
 
#include <Sdk.h>
 
#include "STK_Law_IUnivLaw.h"
 
namespace STK
{
namespace Law
{
class LogNormal: public IUnivLaw<Real>
{
  public:
    typedef IUnivLaw<Real> Base;
    inline LogNormal( Real const& mu=0., Real const& sigma=1.)
                   : Base(_T("LogNormal")), mu_(mu), sigma_(sigma) {}
 
    inline virtual ~LogNormal() {}
    inline Real const& mu() const { return mu_;}
    inline Real const& sigma() const { return sigma_;}
    inline void setMu( Real const& mu) { mu_ = mu;}
    inline void setSigma( Real const& sigma)
    {
      if (sigma<0) STKDOMAIN_ERROR_1ARG(LogNormal::setSigma,sigma,sigma must be >= 0);
       sigma_ = sigma;
    }
    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& mu, Real const& sigma);
    static Real pdf( Real const& x, Real const& mu, Real const& sigma);
    static Real lpdf( Real const& x, Real const& mu, Real const& sigma);
    static Real cdf( Real const& t, Real const& mu, Real const& sigma);
    static Real icdf( Real const& p, Real const& mu, Real const& sigma);
 
#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 mu_;
    Real sigma_;
};
 
#ifdef IS_RTKPP_LIB
 
inline Real LogNormal::rand() const
{
#ifdef _OPENMP
//#pragma omp critical
#endif
GetRNGstate(); Real s = Rf_rlnorm(mu_, sigma_); PutRNGstate(); return s;
}
 
inline Real LogNormal::pdf( Real const& x) const { return Rf_dlnorm(x, mu_, sigma_, false);}
inline Real LogNormal::lpdf( Real const& x) const { return Rf_dlnorm(x, mu_, sigma_, true);}
inline Real LogNormal::cdf( Real const& t) const { return Rf_plnorm(t, mu_, sigma_, true, false);}
inline Real LogNormal::lcdf( Real const& t) const { return Rf_plnorm(t, mu_, sigma_, true, true);}
inline Real LogNormal::cdfc( Real const& t) const { return Rf_plnorm(t, mu_, sigma_, false, false);}
inline Real LogNormal::lcdfc( Real const& t) const { return Rf_plnorm(t, mu_, sigma_, false, true);}
inline Real LogNormal::icdf( Real const& p) const { return Rf_qlnorm(p, mu_, sigma_, true, false);}
 
inline Real LogNormal::rand( Real const& mu, Real const& sigma)
{
#ifdef _OPENMP
//#pragma omp critical
#endif
GetRNGstate(); Real s = Rf_rlnorm(mu, sigma); PutRNGstate(); return s;
}
 
inline Real LogNormal::pdf( Real const& x, Real const& mu, Real const& sigma)
{ return Rf_dlnorm(x, mu, sigma, false);}
inline Real LogNormal::lpdf( Real const& x, Real const& mu, Real const& sigma)
{ return Rf_dlnorm(x, mu, sigma, true);}
inline Real LogNormal::cdf( Real const& t, Real const& mu, Real const& sigma)
{ return Rf_plnorm(t, mu, sigma, true, false);}
inline Real LogNormal::icdf( Real const& p, Real const& mu, Real const& sigma)
{ return Rf_qlnorm(p, mu, sigma, true, false);}
 
#endif
 
} // namespace Law
 
} // namespace STK
 
#endif /*STK_LAW_LOGNORMAL_H*/