STK_Law_Uniform.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,
 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_UNIFORM_H
#define STK_LAW_UNIFORM_H
 
#include "STK_Law_IUnivLaw.h"
 
namespace STK
{
 
namespace Law
{
class Uniform: public IUnivLaw<Real>
{
  public:
    typedef IUnivLaw<Real> Base;
    inline Uniform( Real const& a =0., Real const& b =1.)
                 : Base(_T("Uniform")), a_(a), b_(b), range_(b_ - a_)
    {
      if (range_ <= 0.)
        STKINVALIDARGUMENT_ERROR_2ARG(Uniform::Uniform, a_, b_,invalid parameters);
    }
    inline Uniform( Uniform const& law): Base(law), a_(law.a_), b_(law.b_), range_(law.range_)
    {};
    inline virtual ~Uniform() {}
    inline Real const& a() const { return a_;}
    inline Real const& b() const { return b_;}
    inline Real const& range() const { return range_;}
    inline void setA(Real const& a) { a_ =a;}
    inline void setB(Real const& b){ b_ =b;}
 
    virtual 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& a, Real const& b);
    static Real pdf( Real const& x, Real const& a, Real const& b);
    static Real lpdf( Real const& p, Real const& a, Real const& b);
    static Real cdf( Real const& t, Real const& a, Real const& b);
    static Real icdf( Real const& p, Real const& a, Real const& b);
 
#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 a_;
    Real b_;
 
  private:
    Real range_;
};
 
#ifdef IS_RTKPP_LIB
 
inline Real Uniform::rand() const
{
#ifdef _OPENMP
//#pragma omp critical
#endif
  GetRNGstate(); Real s = Rf_runif(a_, b_); PutRNGstate(); return s;
}
 
inline Real Uniform::pdf( Real const& x)  const { return Rf_dunif(x, a_, b_, false);}
inline Real Uniform::lpdf( Real const& x) const { return Rf_dunif(x, a_, b_, true);}
inline Real Uniform::cdf( Real const& t)  const { return Rf_punif(t, a_, b_, true, false);}
inline Real Uniform::lcdf( Real const& t)  const { return Rf_punif(t, a_, b_, true, true);}
inline Real Uniform::cdfc( Real const& t)  const { return Rf_punif(t, a_, b_, false, false);}
inline Real Uniform::lcdfc( Real const& t)  const { return Rf_punif(t, a_, b_, false, true);}
inline Real Uniform::icdf( Real const& p) const { return Rf_qunif(p , a_, b_, true, false);}
 
inline Real Uniform::rand( Real const& a, Real const& b)
{
#ifdef _OPENMP
//#pragma omp critical
#endif
  GetRNGstate(); Real s = Rf_runif(a, b); PutRNGstate(); return s;
}
 
inline Real Uniform::pdf(const Real& x, const Real& a, const Real& b)
{ return Rf_dunif(x,a, b, false);}
inline Real Uniform::lpdf(const Real& x, const Real& a, const Real& b)
{ return Rf_dunif(x, a, b, true);}
inline Real Uniform::cdf(const Real& t, const Real& a, const Real& b)
{ return Rf_punif(t, a, b, true, false);}
inline Real Uniform::icdf(const Real& p, const Real& a, const Real& b)
{ return Rf_qunif(p , a, b, true, false);}
 
#endif
 
} // namespace Law
 
} // namespace STK
 
#endif /*STK_LAW_UNIFORM_H*/