bpp-core  2.2.0
TruncatedExponentialDiscreteDistribution.h
Go to the documentation of this file.
1 //
2 // File: TruncatedExponentialDiscreteDistribution.h
3 // Created by: Julien Dutheil
4 // Created on: Fri Jan 25 15:24 2008
5 //
6 
7 /*
8  Copyright or © or Copr. Bio++ Development Team, (November 17, 2004)
9 
10  This software is a computer program whose purpose is to provide classes
11  for numerical calculus.
12 
13  This software is governed by the CeCILL license under French law and
14  abiding by the rules of distribution of free software. You can use,
15  modify and/ or redistribute the software under the terms of the CeCILL
16  license as circulated by CEA, CNRS and INRIA at the following URL
17  "http://www.cecill.info".
18 
19  As a counterpart to the access to the source code and rights to copy,
20  modify and redistribute granted by the license, users are provided only
21  with a limited warranty and the software's author, the holder of the
22  economic rights, and the successive licensors have only limited
23  liability.
24 
25  In this respect, the user's attention is drawn to the risks associated
26  with loading, using, modifying and/or developing or reproducing the
27  software by the user in light of its specific status of free software,
28  that may mean that it is complicated to manipulate, and that also
29  therefore means that it is reserved for developers and experienced
30  professionals having in-depth computer knowledge. Users are therefore
31  encouraged to load and test the software's suitability as regards their
32  requirements in conditions enabling the security of their systems and/or
33  data to be ensured and, more generally, to use and operate it in the
34  same conditions as regards security.
35 
36  The fact that you are presently reading this means that you have had
37  knowledge of the CeCILL license and that you accept its terms.
38 */
39 
40 #ifndef _TRUNCATEDEXPONENTIALDISCRETEDISTRIBUTION_H_
41 #define _TRUNCATEDEXPONENTIALDISCRETEDISTRIBUTION_H_
42 
44 #include "../Constraints.h"
45 #include "../Random/RandomTools.h"
46 
47 namespace bpp
48 {
61 {
62 protected:
63  double lambda_;
64 
65  double tp_;
66 
67  /*
68  * Probability of the condition given x < tp_.
69  *
70  */
71 
72  double cond_;
73 
74 public:
85  TruncatedExponentialDiscreteDistribution(size_t n, double lambda = 1., double truncationPoint = 10);
86 
90  lambda_(dist.lambda_),
91  tp_(dist.tp_),
92  cond_(dist.cond_)
93  {}
94 
96  {
99  lambda_= dist.lambda_;
100  tp_ = dist.tp_;
101  cond_ = dist.cond_;
102  return *this;
103  }
104 
106 
108 
109 public:
110 
111  std::string getName() const {return("TruncExponential");}
112 
113  void fireParameterChanged(const ParameterList& parameters);
114 
115  double randC() const throw (Exception)
116  {
117  double x = RandomTools::randExponential(1. / getParameterValue("lambda"));
118  while (!intMinMax_.isCorrect(x))
120 
121  return x;
122  }
123 
124  double pProb(double x) const
125  {
126  if (x>=tp_)
127  return 1.;
128  else
129  return (1. - exp(-lambda_ * x))/cond_;
130  }
131 
132  double qProb(double x) const
133  {
134  if (x==1)
135  return tp_;
136  else
137  return -log(1. - cond_*x) / lambda_;
138  }
139 
140  double Expectation(double a) const
141  {
142  if (a<tp_)
143  return (1. / lambda_ - exp(-a * lambda_) * (a + 1. / lambda_))/cond_;
144  else
145  return (1. / lambda_ - exp(-tp_ * lambda_) * (tp_ + 1. / lambda_))/cond_;
146 
147  }
148 
149  void restrictToConstraint(const Constraint& c);
150 };
151 } //end of namespace bpp.
152 
153 #endif //_TRUNCATEDEXPONENTIALDISCRETEDISTRIBUTION_H_
154 
Partial implementation of the DiscreteDistribution interface.
This class allows to perform a correspondence analysis.
virtual bool isCorrect(double value) const
Tell if a given value is correct.
Definition: Constraints.h:228
TruncatedExponentialDiscreteDistribution & operator=(const TruncatedExponentialDiscreteDistribution &dist)
The parameter list object.
Definition: ParameterList.h:61
AbstractDiscreteDistribution & operator=(const AbstractDiscreteDistribution &adde)
void restrictToConstraint(const Constraint &c)
Restricts the distribution to the domain where the constraint is respected, in addition of other pred...
A partial implementation of the Parametrizable interface.
TruncatedExponentialDiscreteDistribution(const TruncatedExponentialDiscreteDistribution &dist)
TruncatedExponentialDiscreteDistribution(size_t n, double lambda=1., double truncationPoint=10)
Build a new truncated exponential discrete distribution.
The constraint interface.
Definition: Constraints.h:62
void fireParameterChanged(const ParameterList &parameters)
Notify the class when one or several parameters have changed.
AbstractParameterAliasable & operator=(const AbstractParameterAliasable &ap)
std::string getName() const
Get the name of the distribution.
double randC() const
Draw a random number from the continuous version of this distribution, if it exists.
Exception base class.
Definition: Exceptions.h:57
double Expectation(double a) const
Return a primitive function used for the expectation of the continuous version of the distribution...
double pProb(double x) const
Return the cumulative quantile of the continuous version of the distribution, ie .
TruncatedExponentialDiscreteDistribution * clone() const
Create a copy of this object and send a pointer to it.
IntervalConstraint intMinMax_
the interval where the distribution is defined/restricted.
static double randExponential(double mean, const RandomFactory &generator= *DEFAULT_GENERATOR)
Definition: RandomTools.cpp:96
Discretized Truncated (on the right) Exponential distribution, where the probabilities are given the ...
double qProb(double x) const
Return the quantile of the continuous version of the distribution, ie y such that ...
double getParameterValue(const std::string &name) const
Get the value for parameter of name &#39;name&#39;.