STK_Law_Poisson.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
 * created on: 8 dec. 2014
 * Author:   iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 **/
 
#ifndef STK_LAW_POISSON_H
#define STK_LAW_POISSON_H
 
#include "STK_Law_IUnivLaw.h"
 
namespace STK
{
 
namespace Law
{
class Poisson: public IUnivLaw<int>
{
  public:
    typedef IUnivLaw<int> Base;
    inline Poisson( Real const& lambda = 1.)
                 : Base(_T("Poisson")), lambda_(lambda) {}
    inline virtual ~Poisson() {}
    inline Real const& lambda() const { return lambda_;}
    inline void setLambda(Real const& lambda )
    {
      if (lambda<0)
      { STKDOMAIN_ERROR_1ARG(Poisson::setLambda,lambda,lambda must be >= 0);}
      lambda_ = lambda;
    }
 
    virtual int rand() const;
    virtual Real pdf(int const& x) const;
    virtual Real lpdf(int const& x) const;
    virtual Real cdf(Real const& t) const;
    virtual int icdf(Real const& p) const;
 
    static int rand(Real const& lambda);
    static Real pdf(int const& x, Real const& lambda);
    static Real lpdf(int const& x, Real const& lambda);
    static Real cdf(Real const& t, Real const& lambda);
    static int icdf(Real const& p, Real const& lambda);
 
#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 lambda_;
};
 
#ifdef IS_RTKPP_LIB
 
inline int Poisson::rand() const
{
#ifdef _OPENMP
//#pragma omp critical
#endif
  GetRNGstate(); int s = (int)Rf_rpois(lambda_); PutRNGstate(); return s;
}
 
inline Real Poisson::pdf(int const& x) const  { return Rf_dpois((double)x, lambda_, false);}
inline Real Poisson::lpdf(int const& x) const { return Rf_dpois((double)x, lambda_, true);}
inline Real Poisson::cdf(Real const& t) const { return Rf_ppois(t, lambda_, true, false);}
inline Real Poisson::lcdf(Real const& t) const { return Rf_ppois(t, lambda_, true, true);}
inline Real Poisson::cdfc(Real const& t) const { return Rf_ppois(t, lambda_, false, false);}
inline Real Poisson::lcdfc(Real const& t) const { return Rf_ppois(t, lambda_, false, true);}
inline int Poisson::icdf(Real const& p) const { return (int)::Rf_qpois(p, lambda_, true, false);}
 
 
inline int Poisson::rand(Real const& lambda)
{
#ifdef _OPENMP
//#pragma omp critical
#endif
  GetRNGstate(); int s = (int)Rf_rpois(lambda); PutRNGstate(); return s;
}
 
inline Real Poisson::pdf(int const& x, Real const& lambda)
{ return Rf_dpois((double)x, lambda, false);}
inline Real Poisson::lpdf(int const& x, Real const& lambda)
{ return Rf_dpois((double)x, lambda, true);}
inline Real Poisson::cdf(Real const& t, Real const& lambda)
{ return Rf_ppois(t, lambda, true, false);}
inline int Poisson::icdf(Real const& p, Real const& lambda)
{ return (int)Rf_qpois(p, lambda, true, false);}
 
#endif
 
} // namespace Law
 
} // namespace STK
 
#endif /* STK_LAW_POISSON_H */