ROOT   Reference Guide
VavilovAccurateQuantile.h
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1// @(#)root/mathmore:$Id$
2// Authors: B. List 29.4.2010
3
4 /**********************************************************************
5 * *
6 * Copyright (c) 2004 ROOT Foundation, CERN/PH-SFT *
7 * *
8 * This library is free software; you can redistribute it and/or *
9 * modify it under the terms of the GNU General Public License *
10 * as published by the Free Software Foundation; either version 2 *
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13 * This library is distributed in the hope that it will be useful, *
14 * but WITHOUT ANY WARRANTY; without even the implied warranty of *
15 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU *
16 * General Public License for more details. *
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18 * You should have received a copy of the GNU General Public License *
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21 * 330, Boston, MA 02111-1307 USA, or contact the author. *
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23 **********************************************************************/
24
25// Header file for class VavilovAccurateQuantile
26//
27// Created by: blist at Thu Apr 29 11:19:00 2010
28//
29// Last update: Thu Apr 29 11:19:00 2010
30//
31#ifndef ROOT_Math_VavilovAccurateQuantile
32#define ROOT_Math_VavilovAccurateQuantile
33
34#include "Math/IParamFunction.h"
36
37#include <string>
38
39namespace ROOT {
40namespace Math {
41
42//____________________________________________________________________________
43/**
44 Class describing the Vavilov quantile function.
45
46 The probability density function of the Vavilov distribution
47 is given by:
48 \f[ p(\lambda; \kappa, \beta^2) =
49 \frac{1}{2 \pi i}\int_{c-i\infty}^{c+i\infty} \phi(s) e^{\lambda s} ds\f]
50 where \f$\phi(s) = e^{C} e^{\psi(s)}\f$
51 with \f$C = \kappa (1+\beta^2 \gamma )\f$
52 and \f[\psi(s) = s \ln \kappa + (s+\beta^2 \kappa)
53 \cdot \left ( \int \limits_{0}^{1}
54 \frac{1 - e^{\frac{-st}{\kappa}}}{t} \, dt- \gamma \right )
55 - \kappa \, e^{\frac{-s}{\kappa}}\f].
56 \f$\gamma = 0.5772156649\dots\f$ is Euler's constant.
57
58 The parameters are:
59 - 0: Norm: Normalization constant
60 - 1: x0: Location parameter
61 - 2: xi: Width parameter
62 - 3: kappa: Parameter \f$\kappa\f$ of the Vavilov distribution
63 - 4: beta2: Parameter \f$\beta^2\f$ of the Vavilov distribution
64
65 Benno List, June 2010
66
67
68 @ingroup StatFunc
69 */
70
71
73 public:
74
75 /**
76 Default constructor
77 */
79
80 /**
81 Constructor with parameter values
82 @param p vector of doubles containing the parameter values (Norm, x0, xi, kappa, beta2).
83 */
84 VavilovAccurateQuantile(const double *p);
85
86 /**
87 Destructor
88 */
89 ~VavilovAccurateQuantile () override;
90
91 /**
92 Access the parameter values
93 */
94 const double * Parameters() const override;
95
96 /**
97 Set the parameter values
98 @param p vector of doubles containing the parameter values (Norm, x0, xi, kappa, beta2).
99
100 */
101 void SetParameters(const double * p ) override;
102
103 /**
104 Return the number of Parameters
105 */
106 unsigned int NPar() const override;
107
108 /**
109 Return the name of the i-th parameter (starting from zero)
110 */
111 std::string ParameterName(unsigned int i) const override;
112
113 /**
114 Evaluate the function
115
116 @param x The Quantile \f$z\f$ , \f$0 \le z \le 1\f$
117 */
118 double DoEval(double x) const override;
119
120 /**
121 Evaluate the function, using parameters p
122
123 @param x The Quantile \f$z\f$, \f$0 \le z \le 1\f$
124 @param p vector of doubles containing the parameter values (Norm, x0, xi, kappa, beta2).
125 */
126 double DoEvalPar(double x, const double * p) const override;
127
128 /**
129 Return a clone of the object
130 */
131 IBaseFunctionOneDim * Clone() const override;
132
133 private:
134 double fP[5];
135
136};
137
138
139} // namespace Math
140} // namespace ROOT
141
142#endif /* ROOT_Math_VavilovAccurateQuantile */
winID h TVirtualViewer3D TVirtualGLPainter p
Interface (abstract class) for generic functions objects of one-dimension Provides a method to evalua...
Definition: IFunction.h:135
Specialized IParamFunction interface (abstract class) for one-dimensional parametric functions It is ...
Class describing the Vavilov quantile function.
double DoEvalPar(double x, const double *p) const override
Evaluate the function, using parameters p.
double DoEval(double x) const override
Evaluate the function.
unsigned int NPar() const override
Return the number of Parameters.
void SetParameters(const double *p) override
Set the parameter values.
std::string ParameterName(unsigned int i) const override
Return the name of the i-th parameter (starting from zero)
const double * Parameters() const override
Access the parameter values.
IBaseFunctionOneDim * Clone() const override
Return a clone of the object.
Double_t x[n]
Definition: legend1.C:17
Namespace for new Math classes and functions.
This file contains a specialised ROOT message handler to test for diagnostic in unit tests.