STK_Law_UniformDiscrete.h

Go to the documentation of this file.

/*--------------------------------------------------------------------*/
/*     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: 23 janv. 2013
 * Author:   iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 **/
 
#ifndef STK_LAW_UNIFORMDISCRETE_H
#define STK_LAW_UNIFORMDISCRETE_H
 
#include "STK_Law_IUnivLaw.h"
 
namespace STK
{
 
namespace Law
{
class UniformDiscrete: public IUnivLaw<int>
{
  public:
    typedef IUnivLaw<int> Base;
    inline UniformDiscrete( int a, int b): Base(_T("UniformDiscrete")), a_(a), b_(b), n_(b_ - a_ + 1)
    {
      if (n_ < 0.)
      { STKINVALIDARGUMENT_ERROR_2ARG(UniformDiscrete::UniformDiscrete, a_, b_,invalid parameters);}
    }
    inline UniformDiscrete( UniformDiscrete const& law)
                         : Base(law), a_(law.a_), b_(law.b_), n_(law.n_)
    {}
    inline virtual ~UniformDiscrete() {}
    inline int const& a() const { return a_;}
    inline int const& b() const { return b_;}
    inline Real const& n() const { return n_;}
    inline void setA(int a) { a_ =a; n_ = b_-a_+1;}
    inline void setB(int b){ b_ =b; n_ = b_ - a_ + 1;}
 
    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( int a, int b);
    static Real pdf( Real const& x, int a, int b);
    static Real lpdf( Real const& p, int a, int b);
    static Real cdf( Real const& t, int a, int b);
    static int icdf( Real const& p, int a, int b);
 
  protected:
    int a_;
    int b_;
 
  private:
    Real n_;
};
 
#ifdef IS_RTKPP_LIB
 
inline int UniformDiscrete::rand() const
{
#ifdef _OPENMP
//#pragma omp critical
#endif
GetRNGstate(); Real s = a_ + Rf_runif(0, double(n_)); PutRNGstate(); return s;
}
 
inline Real UniformDiscrete::pdf( int const& x) const
{
  if (!Arithmetic<Real>::isFinite(x) ) return x;
  if ((x < a_)||(x > b_)) return 0.;
  return 1./n_;
}
inline Real UniformDiscrete::lpdf( int const& x) const
{
  if (!Arithmetic<Real>::isFinite(x) ) return x;
  if ((x < a_)||(x > b_)) return -Arithmetic<Real>::infinity();
  return -std::log(n_);
}
inline Real UniformDiscrete::cdf( Real const& t) const
{
  if (!Arithmetic<Real>::isFinite(t) ) return t;
  if (t <= a_) return 0.;
  if (t >= b_) return 1.;
  return (b_ - (int)t)/n_;
}
inline int UniformDiscrete::icdf( Real const& p) const
{
  // check parameter
  if ((p > 1.) || (p < 0.))
    STKDOMAIN_ERROR_1ARG(Exponential::icdf,p,invalid argument);
 
  if (!Arithmetic<Real>::isFinite(p) ) return p;
  if (p == 1.) return b_;
  if (p == 0.) return a_;
  return(int)((1.-p) * a_ + p * b_);
}
 
inline int UniformDiscrete::rand( int a, int b)
{
#ifdef _OPENMP
//#pragma omp critical
#endif
  GetRNGstate(); Real s = a + Rf_runif(0, double(b - a + 1)); PutRNGstate(); return s;
}
 
inline Real UniformDiscrete::pdf( Real const& x, int a, int b)
{
  if (!Arithmetic<Real>::isFinite(x) ) return x;
  if ((x < a)||(x > b)) return 0.;
  return 1./Real(b-a+1);
}
inline Real UniformDiscrete::lpdf( Real const& x, int a, int b)
{
  if (!Arithmetic<Real>::isFinite(x) ) return x;
  if ((x < a)||(x > b)) return -Arithmetic<Real>::infinity();
  return -std::log(b-a+1);
}
inline Real UniformDiscrete::cdf(const Real& t, int a, int b)
{ return (b - t)/(b-a+1);}
inline int UniformDiscrete::icdf(const Real& p, int a, int b)
{ return (int)((1.-p) * a + p * b);}
 
#endif
 
} // namespace Law
 
} // namespace STK
 
#endif /*STK_LAW_UNIFORMDISCRETE_H*/