STK_MultiLaw_IMultiLaw.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: 29 juil. 2011
 * Purpose:  .
 * Author:   iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 *
 **/
 
#ifndef STK_MULTILAW_ITMULTILAW_H
#define STK_MULTILAW_ITMULTILAW_H
 
#include "Arrays/include/STK_Array1D.h"
#include "STK_Law_ILawBase.h"
 
namespace STK
{
 
namespace MultiLaw
{
 
template<class RowVector>
class IMultiLaw: public Law::ILawBase
{
  protected:
    IMultiLaw( String const& name) : Law::ILawBase(name) {}
 
  public:
    virtual ~IMultiLaw() {}
    virtual Real pdf( RowVector const& x) const =0;
    virtual Real lpdf( RowVector const& x) const =0;
    virtual void rand( RowVector& x) const =0;
};
 
template<class RowVector, class Law>
class JointProbability: public IMultiLaw<RowVector>
{
  public:
    typedef typename RowVector::Type Type;
    typedef IMultiLaw<RowVector> Base;
    JointProbability( String const& name)
                   : Base(name), jointLaw_() {}
    JointProbability( String const& name, int nbVar)
                   : Base(name), jointLaw_(nbVar) {}
    virtual ~JointProbability() {}
    Array1D<Law> const& JointLaw() const { return jointLaw_;}
 
    Law const& law(int const& j) const { return jointLaw_[j];}
    Law& law(int const& j) { return jointLaw_[j];}
    Law const& atLaw(int const& j) const { return jointLaw_.at(j);}
    Law& atLaw(int const& j) { return jointLaw_.at(j);}
    void resize(int const& nbVar) { jointLaw_.resize(nbVar);}
 
    virtual Real pdf( RowVector const& x) const
    { return std::exp((double)lpdf(x));}
    virtual Real lpdf( RowVector const& x) const
    {
      if (x.range() != jointLaw_.range())
      {STKRUNTIME_ERROR_NO_ARG(JointProbability::lpdf(x),dimensions mismatch);}
      Real sum = 0.;
      for (int j= x.begin(); j <= x.lastIdx(); ++j)
      { sum+= Arithmetic<Type>::isNA(x[j]) ? 0. : jointLaw_[j].lpdf(x[j]);}
      return sum;
    }
    virtual void rand( RowVector& x) const
    {
      x.resize(jointLaw_.range());
      for (int j= x.begin(); j <= x.lastIdx(); ++j)
      { x[j] = jointLaw_[j].rand();}
    }
  protected:
    Array1D<Law> jointLaw_;
};
 
 
} // namespace MultiLaw
 
} // namespace STK
 
#endif /* STK_MULTILAW_ITMULTILAW_H */