STK_Law_NegativeBinomial.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,
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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_NEGATIVEBINOMIAL_H
#define STK_LAW_NEGATIVEBINOMIAL_H
 
#include "STK_Law_IUnivLaw.h"
 
namespace STK
{
 
namespace Law
{
 
class NegativeBinomial: public IUnivLaw<Integer>
{
  public:
    typedef IUnivLaw<Integer> Base;
    inline NegativeBinomial( int size =1, Real const& prob =0.5)
                          : Base(_T("Negative Binomial")), size_(size), prob_(prob) {}
 
    inline virtual ~NegativeBinomial() {}
    inline Real const& prob() const { return prob_;}
    inline int size() const { return size_;}
    inline void setProb(Real const& prob )
    {
      if (prob<0) STKDOMAIN_ERROR_1ARG(NegativeBinomial::setProb,prob,prob must be >= 0);
      if (prob>1) STKDOMAIN_ERROR_1ARG(NegativeBinomial::setProb,prob,prob must be <= 1);
      prob_ = prob;
    }
    inline void setSize(Integer size)
    {
      if (size<0) STKDOMAIN_ERROR_1ARG(NegativeBinomial::setSize,size,size must be >= 0);
      size_ = size;
    }
 
    virtual Integer rand() const;
    virtual Real cdf(Real const& t) const;
    virtual Real pdf(Integer const& x) const;
    virtual Real lpdf(Integer const& x) const;
    virtual Integer icdf(Real const& p) const;
 
    static Integer rand( int size, Real const& prob);
    static Real pdf(Integer x,  int size, Real const& prob);
    static Real lpdf(Integer x,  int size, Real const& prob);
    static Real cdf(Real const& t, int size, Real const& prob);
    static Integer icdf(Real const& p,  int size, Real const& prob);
 
#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 size_;
    Real prob_;
};
 
#ifdef IS_RTKPP_LIB
 
inline int NegativeBinomial::rand() const
{
#ifdef _OPENMP
//#pragma omp critical
#endif
GetRNGstate(); int s = Rf_rnbinom(size_, prob_); PutRNGstate(); return s;
}
 
inline Real NegativeBinomial::pdf(Integer const& x) const { return Rf_dnbinom((double)x, size_, prob_, false);}
inline Real NegativeBinomial::lpdf(Integer const& x) const { return Rf_dnbinom((double)x, size_, prob_, true);}
inline Real NegativeBinomial::cdf(Real const& t) const { return Rf_pnbinom(t, size_, prob_, true, false);}
inline Real NegativeBinomial::lcdf(Real const& t) const { return Rf_pnbinom(t, size_, prob_, true, true);}
inline Real NegativeBinomial::cdfc(Real const& t) const { return Rf_pnbinom(t, size_, prob_, false, false);}
inline Real NegativeBinomial::lcdfc(Real const& t) const { return Rf_pnbinom(t, size_, prob_, false, true);}
inline int NegativeBinomial::icdf(Real const& p) const { return (int)Rf_qnbinom(p, size_, prob_, true, false);}
 
inline int NegativeBinomial::rand(int size, Real const& prob)
{
#ifdef _OPENMP
//#pragma omp critical
#endif
GetRNGstate(); int s = Rf_rnbinom(size, prob); PutRNGstate(); return s;
}
 
inline Real NegativeBinomial::pdf(Integer x, int size, Real const& prob)
{ return Rf_dnbinom((double)x, size, prob, false);}
inline Real NegativeBinomial::lpdf(Integer x, int size, Real const& prob)
{ return Rf_dnbinom((double)x, size, prob, true);}
inline Real NegativeBinomial::cdf(Real const& t, int size, Real const& prob)
{ return Rf_pnbinom(t, size, prob , true, false);}
inline int NegativeBinomial::icdf(Real const& p, int size, Real const& prob)
{ return (int)::Rf_qnbinom(p, size, prob , true, false);}
 
#endif
 
} // namespace Law
 
} // namespace STK
 
#endif /* STK_LAW_NEGATIVEBINOMIAL_H */